# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0000910472-26-008765
**Filing Date:** 2026-6
**Character Count:** 2319835
**Document Hash:** b921e6091ee2daec3083034d7f2a21aa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-008765.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000910472-26-008765

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21872
- **FILM NUMBER:** 261050345

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

---

| |
|:---|
| **CATALYST INSIDER BUYING FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 96.8%** |  |
|  | **AEROSPACE & DEFENSE - 0.4%** |  |
| 900 | TAT Technologies Ltd.<sup>(a)</sup> | $36567 |
| 26 | TransDigm Group, Inc. | 30133 |
|  |  | 66700 |
|  | **ASSET MANAGEMENT - 3.3%** |  |
| 595 | LPL Financial Holdings, Inc. | 178994 |
| 1470 | Raymond James Financial, Inc. | 212841 |
| 1820 | Robinhood Markets, Inc., Class A<sup>(a)</sup> | 126126 |
|  |  | 517961 |
|  | **AUTOMOTIVE - 0.2%** |  |
| 700 | XPEL, Inc.<sup>(a)</sup> | 30982 |
|  | **BIOTECH & PHARMA - 11.4%** |  |
| 100 | Corcept Therapeutics, Inc.<sup>(a)</sup> | 4031 |
| 40900 | Teva Pharmaceutical Industries Ltd. - ADR<sup>(a)</sup> | 1231908 |
| 5355 | TransMedics Group, Inc.<sup>(a)</sup> | 532341 |
|  |  | 1768280 |
|  | **E-COMMERCE DISCRETIONARY - 3.3%** |  |
| 295 | MercadoLibre, Inc.<sup>(a)</sup> | 510061 |
|  | **ELECTRIC UTILITIES - 6.4%** |  |
| 3085 | Talen Energy Corporation<sup>(a)</sup> | 984825 |
|  | **ELECTRICAL EQUIPMENT - 0.4%** |  |
| 445 | Badger Meter, Inc. | 67796 |
|  | **ENGINEERING & CONSTRUCTION - 15.5%** |  |
| 720 | Comfort Systems USA, Inc. | 992873 |
| 12500 | Fluor Corporation<sup>(a)</sup> | 583125 |
| 220 | IES Holdings, Inc.<sup>(a)</sup> | 104823 |
| 590 | Quanta Services, Inc. | 323922 |
| 935 | Sterling Infrastructure, Inc.<sup>(a)</sup> | 380797 |
|  |  | 2385540 |
|  | **HEALTH CARE FACILITIES & SERVICES - 3.8%** |  |
| 140 | Ensign Group, Inc. (The) | 28210 |

---

---

| |
|:---|
| **CATALYST INSIDER BUYING FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 96.8% (Continued)** |  |
|  | **HEALTH CARE FACILITIES & SERVICES - 3.8% (Continued)** |  |
| 1190 | Medpace Holdings, Inc.<sup>(a)</sup> | $571426 |
|  |  | 599636 |
|  | **INSTITUTIONAL FINANCIAL SERVICES - 3.3%** |  |
| 580 | Intercontinental Exchange, Inc. | 91222 |
| 1020 | Nasdaq, Inc. | 86588 |
| 4191 | StoneX Group, Inc.<sup>(a)</sup> | 338004 |
|  |  | 515814 |
|  | **INSURANCE - 10.6%** |  |
| 420 | Brown & Brown, Inc. | 27388 |
| 10150 | International General Insurance Holdings Ltd. | 245884 |
| 2040 | Kinsale Capital Group, Inc. | 696987 |
| 5650 | Palomar Holdings, Inc.<sup>(a)</sup> | 675175 |
|  |  | 1645434 |
|  | **INTERNET MEDIA & SERVICES - 10.0%** |  |
| 215 | Alphabet, Inc., Class A | 61825 |
| 94000 | Bumble, Inc., Class A<sup>(a)</sup> | 306440 |
| 420 | Meta Platforms, Inc., Class A | 240295 |
| 8450 | Opera Ltd. - ADR | 120497 |
| 1160 | Spotify Technology S.A.<sup>(a)</sup> | 562495 |
| 3445 | Uber Technologies, Inc.<sup>(a)</sup> | 247799 |
|  |  | 1539351 |
|  | **MEDICAL EQUIPMENT & DEVICES - 0.7%** |  |
| 1200 | Dexcom, Inc.<sup>(a)</sup> | 75360 |
| 290 | LeMaitre Vascular, Inc. | 31659 |
|  |  | 107019 |
|  | **OIL & GAS PRODUCERS - 3.3%** |  |
| 1975 | Marathon Petroleum Corporation | 482255 |
| 50 | Murphy USA, Inc. | 24699 |
|  |  | 506954 |
|  | **RETAIL - DISCRETIONARY - 1.2%** |  |
| 5 | AutoZone, Inc.<sup>(a)</sup> | 16889 |
| 1875 | O'Reilly Automotive, Inc.<sup>(a)</sup> | 173081 |
|  |  | 189970 |

---

---

| |
|:---|
| **CATALYST INSIDER BUYING FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 96.8% (Continued)** |  |
|  | **SEMICONDUCTORS - 0.3%** |  |
| 130 | Broadcom, Inc. | $40236 |
|  | **SOFTWARE - 13.3%** |  |
| 700 | AvePoint, Inc.<sup>(a)</sup> | 6657 |
| 1350 | Cellebrite DI Ltd.<sup>(a)</sup> | 18603 |
| 5075 | Fortinet, Inc.<sup>(a)</sup> | 414729 |
| 8200 | GigaCloud Technology, Inc., Class A<sup>(a)</sup> | 372116 |
| 120 | Intuit, Inc. | 51886 |
| 80 | Microsoft Corporation | 29614 |
| 1331 | Palo Alto Networks, Inc.<sup>(a)</sup> | 213386 |
| 280 | Qualys, Inc.<sup>(a)</sup> | 24598 |
| 400 | Rubrik, Inc., Class A<sup>(a)</sup> | 19588 |
| 200 | Samsara, Inc., Class A<sup>(a)</sup> | 6338 |
| 4080 | ServiceNow, Inc.<sup>(a)</sup> | 426563 |
| 470 | Synopsys, Inc.<sup>(a)</sup> | 186346 |
| 19500 | Zeta Global Holdings Corporation, Class A<sup>(a)</sup> | 310440 |
|  |  | 2080864 |
|  | **SPECIALTY FINANCE - 0.4%** |  |
| 325 | Dave, Inc.<sup>(a)</sup> | 56579 |
|  | **TECHNOLOGY HARDWARE - 3.5%** |  |
| 4370 | Arista Networks, Inc.<sup>(a)</sup> | 536549 |
|  | **TECHNOLOGY SERVICES - 4.6%** |  |
| 631 | Mastercard, Inc., Class A | 315284 |
| 60 | MSCI, Inc. | 32341 |
| 3290 | Nayax Ltd.<sup>(a),(b)</sup> | 184372 |
| 6500 | Toast, Inc., Class A<sup>(a)</sup> | 172315 |
| 90 | Visa, Inc., Class A | 27202 |
|  |  | 731514 |
|  | **TELECOMMUNICATIONS - 0.4%** |  |
| 9700 | Allot Ltd.<sup>(a)</sup> | 64602 |

---

---

| |
|:---|
| **CATALYST INSIDER BUYING FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 96.8% (Continued)** |  |
|  | **WHOLESALE - DISCRETIONARY - 0.5%** |  |
| 3360 | Climb Global Solutions, Inc. | $66595 |
| 135 | Copart, Inc.<sup>(a)</sup> | 4482 |
|  |  | 71077 |
|  | **TOTAL COMMON STOCKS (Cost $14,563,177)** | 15017744 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Coupon Rate <br> (%)** | **Maturity** | |
|  | **U.S. GOVERNMENT & AGENCIES — 2.6%** |  |  |  |
|  | **U.S. TREASURY BILLS — 2.6%** |  |  |  |
| 413000 | United States Treasury Bill<sup>(e),(d)</sup> |  | &nbsp;&nbsp;01/21/27 | 401165 |
|  | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $401,764)** |  |  | 401165 |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | |
|  | **SHORT-TERM INVESTMENTS — 1.5%** |  |
|  | **COLLATERAL FOR SECURITIES LOANED - 0.9%** |  |
| 133200 | Mount Vernon Liquid Assets Portfolio, 3.74% (Cost $133,200)<sup>(f)</sup> | 133200 |
|  | **MONEY MARKET FUND - 0.6%** |  |
| 94421 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $94,421)<sup>(f)</sup> | 94421 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $227,621)** | 227621 |
|  | **TOTAL INVESTMENTS - 100.9% (Cost $15,192,562)** | $15646530 |
|  | **LIABILITIES IN EXCESS OF OTHER ASSETS - (0.9)%** | (142624) |
|  | **NET ASSETS - 100.0%** | $15503906 |

---

---

| | |
|:---|:---|
| ADR | - American Depositary Receipt |
| LTD | - Limited Company |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> All or a portion of this security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $134,400.

<sup>(c)</sup> Security was purchased with cash received as collateral for securities on loan at March 31, 2026. Total collateral had a value of $133,200 at March 31, 2026.

<sup>(d)</sup> All or a portion of this investment is a holding of the CIBF Fund Ltd.

<sup>(e)</sup> Zero coupon bond.

<sup>(f)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

---

| |
|:---|
| **CATALYST INSIDER BUYING FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)(Continued)** |
| **March 31, 2026** |

---

**TOTAL RETURN SWAP - (1.4)% +**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Shares** | **Reference Entity** | **Payment <br> Frequency** | **Pay Fixed <br> Rate** | **Upfront <br> Payments** | **Maturity** | **Notional <br> Amount** | **Unrealized <br> Depreciation** |
| 1100 | CIBC Macro Hedge Index | Monthly | 0.5000% | — CIBC | 8/31/2026 | (2154936) | $(219722) |
|  |  |  |  |  |  |  | $(219722) |

---

+ This instrument is held by CIBF Fund Ltd.

\* Additional information can be found on https://indices.cibccm.com/CIBQMCRO/

---

| |
|:---|
| **CATALYST SYSTEMATIC HIGH INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Coupon Rate <br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 53.9%** |  |  |  |
|  | **ASSET MANAGEMENT — 4.8%** |  |  |  |
| 1650000 | Ares Capital Corporation | 2.1500 | &nbsp;&nbsp;07/15/26 | $1636120 |
|  | **HEALTH CARE FACILITIES & SERVICES — 4.7%** |  |  |  |
| 1625000 | HCA, Inc. | 5.3750 | &nbsp;&nbsp;09/01/26 | 1626294 |
|  | **INTERNET MEDIA & SERVICES — 4.7%** |  |  |  |
| 1625000 | Uber Technologies, Inc.<sup>(a)</sup> | 4.5000 | &nbsp;&nbsp;08/15/29 | 1612524 |
|  | **LEISURE PRODUCTS — 5.8%** |  |  |  |
| 2000000 | Mattel, Inc.<sup>(a)</sup> | 5.8750 | &nbsp;&nbsp;12/15/27 | 1999986 |
|  | **OIL & GAS PRODUCERS — 4.7%** |  |  |  |
| 1600000 | Energy Transfer, L.P. Midstream Finance Corporation<sup>(a)</sup> | 6.0000 | &nbsp;&nbsp;02/01/29 | 1611882 |
|  | **RETAIL - DISCRETIONARY — 14.4%** |  |  |  |
| 1850000 | Best Buy Company, Inc. | 1.9500 | &nbsp;&nbsp;10/01/30 | 1648807 |
| 1680000 | Dick's Sporting Goods, Inc.<sup>(a)</sup> | 4.0000 | &nbsp;&nbsp;10/01/29 | 1635823 |
| 1850000 | Lowe's Companies, Inc. | 1.7000 | &nbsp;&nbsp;10/15/30 | 1630486 |
|  |  |  |  | 4915116 |
|  | **SEMICONDUCTORS — 9.6%** |  |  |  |
| 1775000 | Intel Corporation | 2.4500 | &nbsp;&nbsp;11/15/29 | 1649293 |
| 1625000 | Skyworks Solutions, Inc. | 1.8000 | &nbsp;&nbsp;06/01/26 | 1617192 |
|  |  |  |  | 3266485 |
|  | **TECHNOLOGY SERVICES — 5.2%** |  |  |  |
| 1825000 | Gartner, Inc.<sup>(a)</sup> | 4.5000 | &nbsp;&nbsp;07/01/28 | 1794627 |
|  | **TOTAL CORPORATE BONDS (Cost $18,564,680)** |  |  | 18463034 |
|  |  | **Discount<br> Rate (%)** |  |  |
|  | **U.S. GOVERNMENT & AGENCIES — 36.2%** |  |  |  |
|  | **U.S. TREASURY BILLS — 36.2%** |  |  |  |
| 12500000 | United States Treasury Bill<sup>(b),(c)</sup> | 3.5800 | &nbsp;&nbsp;06/11/26 | 12411349 |
|  | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $12,404,594)** |  |  | 12411349 |

---

---

| |
|:---|
| **CATALYST SYSTEMATIC HIGH INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **SHORT-TERM INVESTMENTS — 9.2%** |  |
|  | **MONEY MARKET FUNDS - 9.2%** |  |
| 3158565 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $3,158,565)<sup>(d)</sup> | $3158565 |
|  | **TOTAL INVESTMENTS - 99.3% (Cost $34,127,839)** | $34032948 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES- 0.7%** | 235556 |
|  | **NET ASSETS - 100.0%** | $34268504 |

---

 <sup>(a)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2026 the total market value of 144A securities is 8,654,842 or 25.3% of net assets.

<sup>(b)</sup> Zero coupon bond.

<sup>(c)</sup> This security is segregated as Collateral for a Swap Contract.

<sup>(d)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

---

| |
|:---|
| **CATALYST SYSTEMATIC HIGH INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

**TOTAL RETURN SWAPS - (1.1)%**

The Bespoke Basket Series 1 Excess Return Strategy is a rules-based index containing options based strategies including relatively short-term options strategies (long and short), option spreads on the S&P 500, and covered call options on stock indexes or individual stocks. It is a fixed weight basket with quarterly rebalance of 6 systematic trading strategies.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Shares** | **Reference Entity** | **Payment <br> Frequency** | **Notional <br> Amount** | **Counterparty** | **Maturity** | **Pay Fixed Rate** | **Upfront <br> Payments** | **Unrealized <br> Appreciation/ <br> (Depreciation)** |
| 670400 | Bespoke Basket Series 1 Excess Return Strategy | Monthly | (71464640) | Goldman Sachs | 12/7/2026 | 0.0000% |  | $(382128) |
|  |  |  |  |  |  |  |  | $(382128) |

---

---

| |
|:---|
| **CATALYST SYSTEMATIC HIGH INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

**Bespoke Basket Series 1 Excess Return Strategy Total Return Swap Holdings**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | | | |
| **Contracts** | **Open Long Futures** | | <br>**Expiration <br> Date** |<br>**Notional <br> Amount** |<br>**Value and <br> Unrealized<br> Appreciation/<br> Depreciation** |
| 2956 | E-Mini S&P 500 Futures |  | 6/19/2026 | 19424465 |  |
| **Equity Forwards** | **Equity Forwards** | **Equity Forwards** |  |  |  |
| **Contracts** | **Name** | **Counterparty** | **Expiration <br> Date** | **Notional <br> Amount** | **Value and <br> Unrealized <br> Appreciation/<br> Depreciation** |
| (982) | S&P 500 Index | Goldman Sachs | 04/02/26 | (6229752) | (181222) |
| (653) | S&P 500 Index | Goldman Sachs | 04/10/26 | (4142973) | (122810) |
| (2338) | S&P 500 Index | Goldman Sachs | 04/17/26 | (45292397) | (452924) |
| (1359) | S&P 500 Index | Goldman Sachs | 04/17/26 | (8873276) | (12029) |
| (2532) | S&P 500 Index | Goldman Sachs | 05/15/26 | (16063856) | (527686) |
| (1076) | S&P 500 Index | Goldman Sachs | 05/15/26 | (7024617) | (25954) |
| (1483) | S&P 500 Index | Goldman Sachs | 06/18/26 | (9410791) | (333024) |
| (526) | S&P 500 Index | Goldman Sachs | 07/17/26 | (3335214) | (126349) |

---

**Options Purchased**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contracts** | **Name** | **Counterparty** | **Call/Put** | **Expiration <br> Date** | **Exercise <br> Price** | **Notional <br> Value** | **Fair Value** |
| 424 | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/02/26 | 6460 | 2737612 | 39109 |
| 537 | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/17/26 | 6635 | 3561460 | 36883 |
| 487 | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/17/26 | 6490 | 3163215 | 73206 |
| 469 | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/17/26 | 6775 | 3175362 | 9314 |
| 435 | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/17/26 | 6455 | 2805720 | 75292 |
| 426 | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/17/26 | 6810 | 2902850 | 5695 |
| 383 | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/17/26 | 6890 | 2636350 | 1658 |
| 524 | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Call | 05/15/26 | 6555 | 3431938 | 99210 |
| 522 | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Call | 05/15/26 | 6520 | 3401867 | 110196 |
| 541 | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Put | 04/02/26 | 6405 | 3467460 | 6424 |
| 506 | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Put | 04/17/26 | 6000 | 3034366 | 8498 |
| 422 | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Put | 04/17/26 | 4350 | 1837526 | 409 |
| 775 | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 3975 | 3080221 | 2957 |
| 767 | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 5850 | 4488827 | 32947 |
| 619 | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 5750 | 3557859 | 21789 |
| 476 | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 4025 | 1916879 | 1929 |
| 441 | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 3875 | 1706976 | 1500 |
| 422 | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 5800 | 2446267 | 16376 |
| 398 | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 4000 | 1590250 | 1565 |
| 372 | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 4125 | 1535968 | 1694 |
| 949 | S&P 500 Futures, Maturing June 2026 | Goldman Sachs | Put | 06/18/26 | 5450 | 5170406 | 41805 |
| 488 | S&P 500 Futures, Maturing June 2026 | Goldman Sachs | Put | 06/18/26 | 3550 | 1734117 | 3206 |
| 453 | S&P 500 Futures, Maturing June 2026 | Goldman Sachs | Put | 06/18/26 | 3450 | 1561271 | 2689 |
| 387 | S&P 500 Futures, Maturing June 2026 | Goldman Sachs | Put | 06/18/26 | 3700 | 1433547 | 2949 |
| 613 | S&P 500 Futures, Maturing July 2026 | Goldman Sachs | Put | 07/17/26 | 3400 | 2082761 | 5823 |
| 469 | S&P 500 Futures, Maturing July 2026 | Goldman Sachs | Put | 07/17/26 | 3300 | 1546067 | 4069 |

---

**Options Written**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contracts** | **Name** | **Counterparty** | | **Expiration <br> Date** | **Exercise <br> Price** | **Notional <br> Value** | **Fair Value** |
| (607) | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/01/26 | 6760 | (4106103) | (97) |
| (604) | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/02/26 | 6710 | (4054199) | (508) |
| (616) | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/06/26 | 6620 | (4075624) | (15687) |
| (626) | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/07/26 | 6605 | (4137754) | (24190) |
| (629) | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Call | 04/08/26 | 6615 | (4162696) | (25573) |
| (457) | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Put | 04/17/26 | 6260 | (2860491) | (19886) |
| (400) | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Put | 04/17/26 | 6310 | (2524642) | (21078) |
| (399) | S&P 500 Futures, Maturing April 2026 | Goldman Sachs | Put | 04/17/26 | 6350 | (2534933) | (24358) |
| (627) | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 6200 | (3888402) | (56656) |
| (554) | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 6210 | (3439375) | (51122) |
| (516) | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 6100 | (3147068) | (37530) |
| (472) | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 6150 | (2901964) | (38254) |
| (407) | S&P 500 Futures, Maturing May 2026 | Goldman Sachs | Put | 05/15/26 | 6080 | (2471673) | (28320) |
| (860) | S&P 500 Futures, Maturing June 2026 | Goldman Sachs | Put | 06/18/26 | 5800 | (4986994) | (63572) |
| (446) | S&P 500 Futures, Maturing June 2026 | Goldman Sachs | Put | 06/18/26 | 5810 | (2592403) | (33495) |

---

---

| |
|:---|
| **CATALYST INSIDER INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Coupon Rate <br> (%)** | **Maturity** | **Fair Value** |
|  | **CONVERTIBLE BONDS — 8.2%** |  |  |  |
|  | **SPECIALTY FINANCE — 7.8%** |  |  |  |
| 3000000 | PennyMac Corporation | 8.5000 | &nbsp;&nbsp;06/01/29 | $3136768 |
| 2000000 | Redwood Trust, Inc. | 7.7500 | &nbsp;&nbsp;06/15/27 | 2030000 |
|  |  |  |  | 5166768 |
|  | **TECHNOLOGY SERVICES — 0.4%** |  |  |  |
| 250000 | Block, Inc.<sup>(a)</sup> | 0.0000 | &nbsp;&nbsp;05/01/26 | 249375 |
|  | **TOTAL CONVERTIBLE BONDS (Cost $5,389,058)** |  |  | 5416143 |
|  | **CORPORATE BONDS — 86.4%** |  |  |  |
|  | **AEROSPACE & DEFENSE — 4.4%** |  |  |  |
| 2900000 | TransDigm, Inc.<sup>(b)</sup> | 6.7500 | &nbsp;&nbsp;08/15/28 | 2938956 |
|  | **ASSET MANAGEMENT — 12.6%** |  |  |  |
| 2800000 | Ares Capital Corporation | 2.8750 | &nbsp;&nbsp;06/15/28 | 2644295 |
| 2700000 | Blue Owl Capital Corporation | 2.8750 | &nbsp;&nbsp;06/11/28 | 2510472 |
| 3200000 | Main Street Capital Corporation | 3.0000 | &nbsp;&nbsp;07/14/26 | 3176623 |
|  |  |  |  | 8331390 |
|  | **AUTOMOTIVE — 4.7%** |  |  |  |
| 2750000 | Ford Motor Company | 9.6250 | &nbsp;&nbsp;04/22/30 | 3129953 |
|  | **ENGINEERING & CONSTRUCTION — 1.6%** |  |  |  |
| 550000 | MasTec, Inc.<sup>(b)</sup> | 6.6250 | &nbsp;&nbsp;08/15/29 | 552272 |
| 500000 | VM Consolidated, Inc.<sup>(b)</sup> | 5.5000 | &nbsp;&nbsp;04/15/29 | 483680 |
|  |  |  |  | 1035952 |
|  | **HEALTH CARE FACILITIES & SERVICES — 14.0%** |  |  |  |
| 3000000 | Centene Corporation | 4.6250 | &nbsp;&nbsp;12/15/29 | 2849675 |
| 4000000 | HCA, Inc. | 5.2500 | &nbsp;&nbsp;06/15/26 | 4002416 |
| 2500000 | Tenet Healthcare Corporation | 4.3750 | &nbsp;&nbsp;01/15/30 | 2423030 |
|  |  |  |  | 9275121 |
|  | **INSURANCE — 5.8%** |  |  |  |
| 2862526 | Ambac Assurance Corporation<sup>(b),(c)</sup> | 5.1000 | &nbsp;&nbsp;Perpetual | 3815499 |

---

---

| |
|:---|
| **CATALYST INSIDER INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Coupon Rate <br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 86.4% (Continued)** |  |  |  |
|  | **INTERNET MEDIA & SERVICES — 7.8%** |  |  |  |
| 2500000 | Go Daddy Operating Company, LLC / GD Finance Company<sup>(b)</sup> | 3.5000 | &nbsp;&nbsp;03/01/29 | $2328072 |
| 2800000 | VeriSign, Inc. | 4.7500 | &nbsp;&nbsp;07/15/27 | 2800469 |
|  |  |  |  | 5128541 |
|  | **LEISURE PRODUCTS — 3.8%** |  |  |  |
| 2486000 | Mattel, Inc.<sup>(b)</sup> | 5.8750 | &nbsp;&nbsp;12/15/27 | 2485982 |
|  | **METALS & MINING — 2.0%** |  |  |  |
| 1299000 | Warrior Met Coal, Inc.<sup>(b)</sup> | 7.8750 | &nbsp;&nbsp;12/01/28 | 1315153 |
|  | **OIL & GAS PRODUCERS — 10.4%** |  |  |  |
| 1000000 | Energy Transfer, L.P. Midsteam Finance Corporation<sup>(b)</sup> | 6.0000 | &nbsp;&nbsp;02/01/29 | 1007426 |
| 2000000 | Murphy Oil USA, Inc. | 5.6250 | &nbsp;&nbsp;05/01/27 | 2002134 |
| 1000000 | Murphy Oil USA, Inc. | 4.7500 | &nbsp;&nbsp;09/15/29 | 986948 |
| 3000000 | Sunoco, L.P.<sup>(b)</sup> | 4.5000 | &nbsp;&nbsp;10/01/29 | 2900873 |
|  |  |  |  | 6897381 |
|  | **RETAIL - DISCRETIONARY — 4.4%** |  |  |  |
| 3000000 | Dick's Sporting Goods, Inc.<sup>(b)</sup> | 4.0000 | &nbsp;&nbsp;10/01/29 | 2921113 |
|  | **SEMICONDUCTORS — 3.0%** |  |  |  |
| 2000000 | Skyworks Solutions, Inc. | 1.8000 | &nbsp;&nbsp;06/01/26 | 1990390 |
|  | **SPECIALTY FINANCE — 7.4%** |  |  |  |
| 5000000 | Rithm Capital Corporation<sup>(b)</sup> | 8.0000 | &nbsp;&nbsp;04/01/29 | 4913299 |
|  | **TECHNOLOGY SERVICES — 4.5%** |  |  |  |
| 3000000 | Gartner, Inc.<sup>(b)</sup> | 4.5000 | &nbsp;&nbsp;07/01/28 | 2950071 |
|  | **TOTAL CORPORATE BONDS (Cost $57,708,532)** |  |  | 57128801 |

---

---

| |
|:---|
| **CATALYST INSIDER INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **SHORT-TERM INVESTMENTS — 4.2%** |  |
|  | **MONEY MARKET FUNDS - 4.2%** |  |
| 2746334 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $2,746,334)<sup>(d)</sup> | $2746334 |
|  | **TOTAL INVESTMENTS - 98.8% (Cost $65,843,924)** | $65291278 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 1.2%** | 772662 |
|  | **NET ASSETS - 100.0%** | $66063940 |

---

---

| | |
|:---|:---|
| LLC | - Limited Liability Company |
| L.P. | - Limited Partnership |

---

<sup>(a)</sup> Zero coupon bond.

<sup>(b)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2026 the total market value of 144A securities is 28,612,396 or 43.3% of net assets.

<sup>(c)</sup> Security in default. Non income producing.

<sup>(d)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

---

| |
|:---|
| **CATALYST SYSTEMATIC ALPHA FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **OPEN END FUNDS — 25.1%** |  |
|  | **FIXED INCOME - 25.1%** |  |
| 223542 | Catalyst International Income Opportunities Fund<sup>(a)</sup> | $28565039 |
|  | **TOTAL OPEN END FUNDS (Cost $25,302,226)** | 28565039 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Coupon Rate <br> (%)** | **Maturity** | |
|  | **CORPORATE BONDS — 21.4%** |  |  |  |
|  | **AEROSPACE & DEFENSE — 2.6%** |  |  |  |
| 3000000 | Boeing Company (The) | 3.1000 | &nbsp;&nbsp;05/01/26 | 2991497 |
|  | **AUTOMOTIVE — 2.6%** |  |  |  |
| 3000000 | Ford Motor Company | 4.3460 | &nbsp;&nbsp;12/08/26 | 2990553 |
|  | **FOOD — 4.8%** |  |  |  |
| 5460000 | Kraft Heinz Foods Company | 3.0000 | &nbsp;&nbsp;06/01/26 | 5447036 |
|  | **HEALTH CARE FACILITIES & SERVICES — 2.6%** |  |  |  |
| 3000000 | HCA, Inc. | 5.2500 | &nbsp;&nbsp;06/15/26 | 3001812 |
|  | **RETAIL - DISCRETIONARY — 1.3%** |  |  |  |
| 1460000 | Ross Stores, Inc. | 0.8750 | &nbsp;&nbsp;04/15/26 | 1457888 |
|  | **SEMICONDUCTORS — 2.6%** |  |  |  |
| 3000000 | Skyworks Solutions, Inc. | 1.8000 | &nbsp;&nbsp;06/01/26 | 2985584 |
|  | **TECHNOLOGY SERVICES — 4.9%** |  |  |  |
| 5500000 | International Business Machines Corporation | 3.3000 | &nbsp;&nbsp;05/15/26 | 5495041 |
|  | **TOTAL CORPORATE BONDS (Cost $24,371,301)** |  |  | 24369411 |
|  |  | **Discount Rate (%)** |  |  |
|  | **U.S. GOVERNMENT & AGENCIES — 47.4%** |  |  |  |
|  | **U.S. TREASURY BILLS — 47.4%** |  |  |  |
| 3550000 | United States Treasury Bill<sup>(b), (e)</sup> | 3.4500 | &nbsp;&nbsp;04/16/26 | 3544635 |

---

---

| |
|:---|
| **CATALYST SYSTEMATIC ALPHA FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal <br> Amount ($)** |  | **Discount Rate <br> (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCIES — 47.4% (Continued)** |  |  |  |
|  | **U.S. TREASURY BILLS — 47.4% (Continued)** |  |  |  |
| 9383000 | United States Treasury Bill<sup>(b),(e)</sup> | 3.6500 | &nbsp;&nbsp;07/09/26 | $9290085 |
| 9300000 | United States Treasury Bill<sup>(b),(c),(e)</sup> | 3.6500 | &nbsp;&nbsp;08/06/26 | 9182614 |
| 3000000 | United States Treasury Bill<sup>(b),(c),(e)</sup> | 3.6600 | &nbsp;&nbsp;09/03/26 | 2953768 |
| 9600000 | United States Treasury Bill<sup>(b),(e)</sup> | 3.6900 | &nbsp;&nbsp;10/01/26 | 9424889 |
| 1000000 | United States Treasury Bill<sup>(b),(c),(e)</sup> | 3.6700 | &nbsp;&nbsp;10/29/26 | 979146 |
| 732000 | United States Treasury Bill<sup>(b),(c),(e)</sup> | 3.6400 | &nbsp;&nbsp;01/21/27 | 711023 |
| 13500000 | United States Treasury Bill<sup>(b),(e)</sup> | 3.6700 | &nbsp;&nbsp;02/18/27 | 13073943 |
| 5000000 | United States Treasury Bill<sup>(b),(e)</sup> | 3.6900 | &nbsp;&nbsp;03/18/27 | 4828400 |
|  | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $54,001,187)** |  |  | 53988503 |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | |
|  | **SHORT-TERM INVESTMENTS — 19.2%** |  |
|  | **MONEY MARKET FUNDS – 19.2%** |  |
| 21869703 | First American Treasury Obligations Fund, Class X, 3.58%<sup>(c),(d)</sup> | 21869703 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $21,869,703)** | 21869703 |
|  | **TOTAL INVESTMENTS – 113.1% (Cost $125,544,417)** | $128792656 |
|  | **LIABILITIES IN EXCESS OF OTHER ASSETS - (13.1)%** | (14955147) |
|  | **NET ASSETS - 100.0%** | $113837509 |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> Zero coupon bond.

<sup>(c)</sup> All or a portion of this investment is a holding of the CSACS Fund Limited.

<sup>(d)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

<sup>(e)</sup> This security is segregated as Collateral for a Swap Contract.

---

| |
|:---|
| **CATALYST SYSTEMATIC ALPHA FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

**TOTAL RETURN SWAPS - (13.3) %**

Custom Asset Series Y1 Excess Return Strategy ("RCXTCAY1") is a rules-based index containing strategies across a mix of non-commodity asset classes which look to invest in premias including carry, volatility, trend and relative value. The index has 13 components which comprise the broader index.

Custom Asset Series Y2 Excess Return Strategy ("RCXTCAY2") is a rules-based index containing two commodities strategies (one based on carry and the other on curve RV).

The HSBC Systematic Alpha Index ("HSIESA1I") is a rules-based index containing strategies across a mix of asset classes which look to invest in premias including carry, trend, and smart beta. The index has 6 components which comprise the broader index. \*\*\*\*

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Shares** | **Reference Entity** | **Payment <br> Frequency** | **Notional <br> Amount** | **Counterparty** | **Maturity** | **Pay Fixed <br> Rate** | **Upfront <br> Payments** | **Unrealized <br> Appreciation/ <br> (Depreciation)** |
| 16700 | BNP Paribas Catalyst Systematic Alpha Non-Commodities Index \* | Maturity | (76737753) | BNP Paribas | 2/10/2027 | 0.2000% |  | $(6483869) |
| 16700 | BNP Paribas Catalyst Systematic Alpha Commodities Index +\* | Monthly | (62319325) | BNP Paribas | 2/10/2027 | 0.2000% |  | (7685140) |
| 5350 | CIBC Multi Asset Systematic Alpha Index +\*\* | Monthly | (14184455) | CIBC | 4/30/2026 | 0.1000% |  | (735603) |
| 124794 | Custom Asset Series Y1 Excess Return Strategy | Monthly | (14053052) | Goldman Sachs | 2/12/2027 | 1.0690% |  | 248340 |
| 20419 | Custom Asset Series Y2 Excess Return Strategy + | Monthly | (2718790) | Goldman Sachs | 2/12/2027 | 0.7170% |  | (417773) |
| 8197 | J.P. Morgan XRJPCT12 Index +\*\*\* | Quarterly | (20694103) | JP Morgan | 12/3/2026 | 0.2800% |  | (488488) |
| 26294 | HSBC Systematic Alpha 1 Index\*\*\*\* | Monthly | (14999938) | HSBC | 11/13/2026 | 1.0000% |  | 447524 |
|  |  |  |  |  |  |  |  | $(15115009) |

---

+ This instrument is held by CSACS Fund Ltd.

\* Additional information can be found on https://marketing-indx.bnpparibas.com/casaindex/index-performance/

\*\* Additional information can be found on https://indices.cibccm.com/CIBQMASA/

\*\*\* Additional information can be found on http://www.jpmorganindices.com/indices/XRJPCT12

\*\*\*\* Additional information can be found on https://www.solactive.com/index/DE000SL0PR63/

---

| |
|:---|
| **CATALYST SYSTEMATIC ALPHA FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

**Custom Asset Series Y1 Excess Return Strategy Total Return Swap Top 50 Holdings**

The following table represents the individual positions and related values of underlying securities of the Custom Asset Series X1 Excess Return Strategy Total Return Swap.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| **Contracts** | **Name** | **Counterparty** | **Pay/Receive** | **Interest<br> Rate** | **Maturity <br> Date** | **Notional** | **Fair Value** |
| 5276852 | CDX.NA.IG.45-V1.5Y | Goldman Sachs | Receive | 0.0500 | 12/20/2030 | (3379691) | 264124 |
| 2796732 | iTraxx Europe XOver.44-V1.5Y | Goldman Sachs | Receive | 0.0100 | 12/20/2030 | (5282155) | 121134 |
| 10418797 | iTraxx Europe.44-V1.5Y | Goldman Sachs | Receive | 0.0100 | 12/20/2030 | (7042470) | 193597 |
| **Equity Forwards** | **Equity Forwards** | **Equity Forwards** | **Equity Forwards** | **Equity Forwards** | **Equity Forwards** | **Equity Forwards** | **Equity Forwards** |
| **Contracts** | **Name** | **Counterparty** |  |  |  | **Notional** | **Value and <br> Unrealized <br> Appreciation<br> (Depreciation)** |
| (1073) | S&P 500 Index | Goldman Sachs |  |  |  | (7003201) |  |
| (765) | S&P 500 Index | Goldman Sachs |  |  |  | (4996921) |  |
| (617) | S&P 500 Index | Goldman Sachs |  |  |  | (4031149) |  |
| (509) | S&P 500 Index | Goldman Sachs |  |  |  | (3323955) |  |
| (403) | S&P 500 Index | Goldman Sachs |  |  |  | (2631442) |  |
| **Open Long Futures** | **Open Long Futures** | **Open Long Futures** | **Open Long Futures** | **Open Long Futures** | **Open Long Futures** | **Open Long Futures** | **Open Long Futures** |
| **Contracts** | **Name** |  |  |  | **Expiration <br> Date** | **Notional** | **Value and <br> Unrealized <br> Appreciation<br> (Depreciation)** |
| 51504 | Euro BTPs |  |  |  | 6/8/2026 | 6900360 |  |
| 38796 | Euro OATs |  |  |  | 6/8/2026 | 5305487 |  |
| 7700479 | JGB |  |  |  | 6/11/2026 | 6307433 |  |
| 37233 | Ten-Year Australian Government Bonds | Ten-Year Australian Government Bonds |  |  | 6/15/2026 | 2747843 |  |
| (29446) | UK Long Gilts | UK Long Gilts |  |  | 6/26/2026 | (3408942) |  |
| 21775 | US 10-year Treasury Note | US 10-year Treasury Note |  |  | 6/18/2026 | 2418029 |  |
| **Options Purchased** | **Options Purchased** | **Options Purchased** | **Options Purchased** | **Options Purchased** | **Options Purchased** | **Options Purchased** | **Options Purchased** |
| **Contracts** | **Name** | **Counterparty** | **Call/Put** | **Expiration <br> Date** | **Exercise <br> Price** | **Notional** | **Fair Value** |
| 341 | S&P 500 Index | Goldman Sachs | Put | 5/15/2026 | 3975 | 2223966 | 1321 |
| 354 | S&P 500 Index | Goldman Sachs | Put | 6/18/2026 | 5450 | 2307902 | 15578 |
| **Options Written** | **Options Written** | **Options Written** | **Options Written** | **Options Written** | **Options Written** | **Options Written** | **Options Written** |
| **Contracts** | **Name** | **Counterparty** | **Call/Put** | **Expiration <br> Date** | **Exercise <br> Price** | **Notional** | **Fair Value** |
| (2260968) | CDX.NA.IG.45-V1.5Y | Goldman Sachs |  | 4/15/2026 | 47.50 | (2260968) | (29) |
| (4520692) | CDX.NA.IG.45-V1.5Y | Goldman Sachs |  | 4/15/2026 | 50.00 | (4520692) | (288) |
| (5075878) | CDX.NA.IG.45-V1.5Y | Goldman Sachs |  | 4/15/2026 | 52.50 | (5075878) | (1109) |
| (2462237) | CDX.NA.IG.45-V1.5Y | Goldman Sachs |  | 4/15/2026 | 55.00 | (2462237) | (5849) |
| (3806167) | CDX.NA.IG.45-V1.5Y | Goldman Sachs |  | 4/15/2026 | 55.00 | (3806167) | (2041) |
| (3898584) | CDX.NA.IG.45-V1.5Y | Goldman Sachs |  | 4/15/2026 | 57.50 | (3898584) | (6978) |
| (3327305) | CDX.NA.IG.45-V1.5Y | Goldman Sachs |  | 4/15/2026 | 60.00 | (3327305) | (4506) |
| (4569596) | CDX.NA.IG.45-V1.5Y | Goldman Sachs |  | 4/15/2026 | 62.50 | (4569596) | (4757) |
| (2288770) | CDX.NA.IG.45-V1.5Y | Goldman Sachs |  | 4/15/2026 | 67.50 | (2288770) | (1478) |
| (2468334) | CDX.NA.IG.46-V1.5Y | Goldman Sachs |  | 5/20/2026 | 62.50 | (2468334) | (4810) |
| (1966489) | iTraxx Europe.44-V1.5Y | Goldman Sachs |  | 4/15/2026 | 57.50 | (2265789) | (10261) |
| (2089473) | iTraxx Europe.44-V1.5Y | Goldman Sachs |  | 4/15/2026 | 55.00 | (2407491) | (13210) |
| (2331649) | iTraxx Europe.44-V1.5Y | Goldman Sachs |  | 4/15/2026 | 65.00 | (2686526) | (6449) |
| (2350788) | iTraxx Europe.44-V1.5Y | Goldman Sachs |  | 4/15/2026 | 50.00 | (2708578) | (14) |
| (2384299) | iTraxx Europe.44-V1.5Y | Goldman Sachs |  | 4/15/2026 | 60.00 | (2747189) | (1393) |
| (2880220) | iTraxx Europe.44-V1.5Y | Goldman Sachs |  | 4/15/2026 | 57.50 | (3318589) | (801) |
| (3175508) | iTraxx Europe.44-V1.5Y | Goldman Sachs |  | 4/15/2026 | 52.50 | (3658820) | (95) |
| (3404239) | iTraxx Europe.44-V1.5Y | Goldman Sachs |  | 4/15/2026 | 62.50 | (3922364) | (11689) |
| (656) | S&P 500 Index | Goldman Sachs | Call | 4/2/2026 | 6595 | (4284380) | (10665) |
| (981) | S&P 500 Index | Goldman Sachs | Call | 4/2/2026 | 6705 | (6401461) | (940) |
| (1288) | S&P 500 Index | Goldman Sachs | Call | 4/2/2026 | 6790 | (8405832) | (248) |
| (881) | S&P 500 Index | Goldman Sachs | Call | 4/2/2026 | 6860 | (5754073) | (92) |
| (752) | S&P 500 Index | Goldman Sachs | Call | 4/2/2026 | 6870 | (4911938) | (75) |
| (490) | S&P 500 Index | Goldman Sachs | Call | 4/2/2026 | 6875 | (3198025) | (55) |
| (617) | S&P 500 Index | Goldman Sachs | Call | 4/2/2026 | 6900 | (4029903) | (46) |
| (351) | S&P 500 Index | Goldman Sachs | Call | 4/2/2026 | 6940 | (2291619) | (37) |
| (884) | S&P 500 Index | Goldman Sachs | Call | 4/10/2026 | 6730 | (5772012) | (13520) |
| (667) | S&P 500 Index | Goldman Sachs | Call | 4/10/2026 | 6810 | (4356550) | (2807) |
| (447) | S&P 500 Index | Goldman Sachs | Call | 4/10/2026 | 6870 | (2918692) | (672) |
| (612) | S&P 500 Index | Goldman Sachs | Call | 4/10/2026 | 6940 | (3997723) | (387) |
| (348) | S&P 500 Index | Goldman Sachs | Call | 4/17/2026 | 6805 | (2273478) | (4787) |
| (336) | S&P 500 Index | Goldman Sachs | Call | 4/17/2026 | 6990 | (2196069) | (442) |
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| **Contracts** | **Name** | **Counterparty** | **Pay/Receive** | **Interest <br> Rate** | **Maturity <br> Date** | **Notional** | **Fair Value** |
| 3745803 | 10yr Point On US Dollar | Goldman Sachs | Receive | 0.0390 | 5/7/2036 | 3745803 | (5905) |
| 3745141 | 10yr Point On US Dollar | Goldman Sachs | Receive | 0.0390 | 5/7/2036 | 3745141 | (5904) |

---

---

| |
|:---|
| **CATALYST SYSTEMATIC ALPHA FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

**Custom Asset Series Y2 Excess Return Strategy Total Return Swap Top 50 Holdings**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Long Futures** | **Open Long Futures** | **Open Long Futures** | **Open Long Futures** | **Open Long Futures** | | | |
| **Contracts** | **Name** | | | | <br>**Expiration<br> Date** |<br>**Notional** |<br>**Value and <br> Unrealized <br> Appreciation<br> (Depreciation)** |
| 10769 | Brent Crude Oil |  |  |  | 06/2026 | 1119669 |  |
| 12807 | Brent Crude Oil |  |  |  | 07/2026 | 1231632 |  |
| 51384 | Chicago Wheat |  |  |  | 12/2026 | 336311 |  |
| 112264 | Copper HG |  |  |  | 07/2026 | 636031 |  |
| 290657 | Corn |  |  |  | 05/2026 | 1330484 |  |
| 85673 | Corn |  |  |  | 07/2026 | 401163 |  |
| 121649 | Corn |  |  |  | 12/2026 | 589083 |  |
| 493 | Gasoil |  |  |  | 07/2026 | 498428 |  |
| 175 | Gold |  |  |  | 06/2026 | 817137 |  |
| 105894 | Heating Oil |  |  |  | 07/2026 | 365717 |  |
| 176276 | Live Cattle |  |  |  | 10/2026 | 415790 |  |
| 194882 | Natural Gas |  |  |  | 09/2026 | 638240 |  |
| 114462 | RBOB Gasoline |  |  |  | 07/2026 | 332638 |  |
| 88323 | Soybean |  |  |  | 05/2026 | 1034257 |  |
| 28088 | Soybean |  |  |  | 07/2026 | 333122 |  |
| 1009 | Soybean Meal |  |  |  | 07/2026 | 317097 |  |
| 9190 | WTI Crude Oil |  |  |  | 07/2026 | 795221 |  |
| **Open Short Futures** | **Open Short Futures** | **Open Short Futures** | **Open Short Futures** | **Open Short Futures** | **Open Short Futures** |  |  |
| **Contracts** | **Name** |  |  |  | **Expiration <br> Date** | **Notional** | **Value and <br> Unrealized <br> Appreciation<br> (Depreciation)** |
| (134) | Aluminium |  |  |  | 05/2026 | (471022) |  |
| (11661) | Brent Crude Oil |  |  |  | 07/2026 | (1121400) |  |
| (54855) | Chicago Wheat |  |  |  | 05/2026 | (338045) |  |
| (107) | Copper |  |  |  | 04/2026 | (1317085) |  |
| (113335) | Copper HG |  |  |  | 05/2026 | (636263) |  |
| (129189) | Corn |  |  |  | 05/2026 | (591363) |  |
| (76379) | Corn |  |  |  | 09/2026 | (359172) |  |
| (404) | Gasoil |  |  |  | 05/2026 | (500967) |  |
| (89430) | Heating Oil |  |  |  | 05/2026 | (367897) |  |
| (171744) | Live Cattle |  |  |  | 06/2026 | (417810) |  |
| (257973) | Natural Gas |  |  |  | 05/2026 | (743994) |  |
| (104823) | RBOB Gasoline |  |  |  | 05/2026 | (335844) |  |
| (52400) | Soybean |  |  |  | 05/2026 | (613600) |  |
| (1003) | Soybean Meal |  |  |  | 05/2026 | (317290) |  |
| (597877) | Soybean Oil |  |  |  | 05/2026 | (411818) |  |
| (2056961) | Sugar |  |  |  | 05/2026 | (319240) |  |
| (9934) | WTI Crude Oil |  |  |  | 05/2026 | (1007086) |  |
| **Options Purchased** | **Options Purchased** | **Options Purchased** | **Options Purchased** |  |  |  |  |
| **Contracts** | **Name** | **Counterparty** | **Call/Put** | **Expiration <br> Date** | **Exercise <br> Price** | **Notional** | **Fair Value** |
| 3777 | Brent Crude Oil | Goldman Sachs | Call | 4/27/2026 | 98.00 | 392712 | 51256 |
| 3249 | Brent Crude Oil | Goldman Sachs | Call | 4/27/2026 | 173.00 | 337755 | 3379 |
| 3190 | Brent Crude Oil | Goldman Sachs | Call | 4/27/2026 | 150.00 | 331701 | 6923 |
| 8959 | Brent Crude Oil | Goldman Sachs | Put | 4/27/2026 | 52.50 | 931462 | 269 |
| 3586 | Brent Crude Oil | Goldman Sachs | Put | 4/27/2026 | 52.00 | 372792 | 108 |
| 3267 | Brent Crude Oil | Goldman Sachs | Put | 4/27/2026 | 53.50 | 339656 | 131 |
| 3105 | Brent Crude Oil | Goldman Sachs | Put | 4/27/2026 | 54.50 | 322792 | 155 |
| 3039 | Brent Crude Oil | Goldman Sachs | Put | 4/27/2026 | 59.00 | 315990 | 274 |
| **Options Written** | **Options Written** | **Options Written** | **Options Written** | **Options Written** |  |  |  |
| **Contracts** | **Name** | **Counterparty** | **Call/Put** | **Expiration <br> Date** | **Exercise <br> Price** | **Notional** | **Fair Value** |
| (30176) | Soybean | Goldman Sachs | Call | 4/24/2026 | 11.90 | (353364) | (3131) |
| (35208) | Soybean | Goldman Sachs | Call | 4/24/2026 | 12.30 | (412289) | (1100) |
| (35263) | Soybean | Goldman Sachs | Call | 4/24/2026 | 12.00 | (412934) | (2733) |
| (79379) | Corn | Goldman Sachs | Call | 4/24/2026 | 4.70 | (363358) | (3771) |
| (79518) | Corn | Goldman Sachs | Call | 4/24/2026 | 4.65 | (363993) | (4970) |
| (81463) | Corn | Goldman Sachs | Call | 4/24/2026 | 4.75 | (372898) | (3055) |
| (84412) | Corn | Goldman Sachs | Call | 4/24/2026 | 4.80 | (386395) | (2427) |
| (107993) | Corn | Goldman Sachs | Call | 4/24/2026 | 4.85 | (494338) | (2430) |

---

---

| |
|:---|
| **CATALYST/ASPECT ENHANCED MULTI-ASSET FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **EXCHANGE-TRADED FUNDS — 42.2%** |  |
|  | **FIXED INCOME - 42.2%** |  |
| 131526 | iShares Core U.S. Aggregate Bond ETF | $13056586 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $12,945,120)** | 13056586 |
|  | **SHORT-TERM INVESTMENTS — 30.2%** |  |
|  | **MONEY MARKET FUNDS - 30.2%** |  |
| 9371732 | First American Treasury Obligations Fund, Class X, 3.58%<sup>(a),(c)</sup> | 9371732 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $9,371,732)** | 9371732 |
|  | **TOTAL INVESTMENTS - 72.4% (Cost $22,316,852)** | $22428318 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES- 27.6%** | 8565031 |
|  | **NET ASSETS - 100.0%** | $30993349 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |
| **Number of<br> Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional <br> Amount<sup>(b)</sup>** | **Value and <br> Unrealized <br> Appreciation <br> (Depreciation)** |
| 3 | CBOT Corn Future<sup>(c)</sup> | 07/15/2026 | $70238 | $713 |
| 4 | CBOT Corn Future<sup>(c)</sup> | 12/15/2026 | 96850 | 100 |
| 6 | CBOT Soybean Future<sup>(c)</sup> | 05/15/2026 | 351300 | (12188) |
| 3 | CBOT Soybean Meal Future<sup>(c)</sup> | 07/15/2026 | 94290 | (1630) |
| 18 | CBOT Soybean Oil Future<sup>(c)</sup> | 07/15/2026 | 743904 | 28266 |
| 3 | CBOT Wheat Future<sup>(c)</sup> | 05/15/2026 | 92438 | 1888 |
| 3 | CBOT Wheat Future<sup>(c)</sup> | 07/15/2026 | 93975 | 1625 |
| 1 | CME Australian Dollar Currency Future | 06/16/2026 | 68825 | (2740) |
| 1 | CME E-mini Russell 2000 Index Futures | 06/22/2026 | 125610 | 767 |
| 58 | CME E-Mini Standard & Poor's 500 Index Future | 06/22/2026 | 19055176 | (334224) |
| 2 | CME Feeder Cattle Future<sup>(c)</sup> | 05/22/2026 | 366475 | 22937 |
| 1 | CME Feeder Cattle Future<sup>(c)</sup> | 08/28/2026 | 182213 | 8788 |
| 3 | CME Lean Hogs Future<sup>(c)</sup> | 07/16/2026 | 128670 | (5590) |
| 4 | CME Live Cattle Future<sup>(c)</sup> | 07/01/2026 | 389240 | 17330 |
| 4 | CME Live Cattle Future<sup>(c)</sup> | 09/01/2026 | 383680 | 18920 |
| 5 | CME Live Cattle Future<sup>(c)</sup> | 11/02/2026 | 471750 | 14990 |
| 3 | COMEX Copper Future<sup>(c)</sup> | 05/28/2026 | 421050 | (19725) |
| 2 | COMEX Gold 100 Troy Ounces Future<sup>(c)</sup> | 06/29/2026 | 935720 | 12280 |
| 1 | COMEX Silver Future<sup>(c)</sup> | 05/28/2026 | 374595 | (480) |
| 2 | Eurex EURO STOXX 50 Future | 06/22/2026 | 127023 | (2826) |

---

---

| |
|:---|
| **CATALYST/ASPECT ENHANCED MULTI-ASSET FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** |
| **Number of <br> Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional <br> Amount<sup>(b)</sup>** | **Value and <br> Unrealized <br> Appreciation <br> (Depreciation)** |
| 7 | Euronext Milling Wheat Future<sup>(c)</sup> | 05/12/2026 | $82828 | $(1209) |
| 6 | Euronext Rapeseed Future<sup>(c)</sup> | 08/03/2026 | 176144 | 5830 |
| 3 | FTSE 100 Index Future | 06/22/2026 | 404969 | (403) |
| 1 | FTSE/MIB Index Future | 06/22/2026 | 251826 | (796) |
| 4 | ICE Brent Crude Oil Future<sup>(c)</sup> | 05/01/2026 | 415880 | 84420 |
| 2 | ICE Brent Crude Oil Future<sup>(c)</sup> | 06/01/2026 | 192340 | 35620 |
| 2 | ICE Gas Oil Future<sup>(c)</sup> | 05/13/2026 | 247850 | 63400 |
| 1 | ICE Gas Oil Future<sup>(c)</sup> | 06/12/2026 | 110200 | 22675 |
| 1 | ICE US mini MSCI EAFE Index Futures | 06/22/2026 | 145055 | (1460) |
| 2 | ICE US MSCI Emerging Markets EM Index Futures | 06/22/2026 | 145460 | (4100) |
| 8 | KCBT Hard Red Winter Wheat Future<sup>(c)</sup> | 05/15/2026 | 254199 | 7050 |
| 1 | KFE KOSPI 200 Index Future | 06/12/2026 | 124531 | (13876) |
| 2 | LME Copper Future<sup>(c)</sup> | 06/16/2026 | 616676 | (26907) |
| 13 | LME Primary Aluminum Future<sup>(c)</sup> | 06/16/2026 | 1131695 | 53818 |
| 4 | LME Zinc Future<sup>(c)</sup> | 06/16/2026 | 324300 | (10853) |
| 4 | MDE Crude Palm Oil Future<sup>(c)</sup> | 06/16/2026 | 119239 | 6862 |
| 4 | MDE Kuala Lumpur Composite Index Future | 05/01/2026 | 83453 | (1261) |
| 2 | MIAX Futures Onyx Hard Red Spring Wheat Futures<sup>(c)</sup> | 05/15/2026 | 65850 | 1287 |
| 1 | Montreal Exchange S&P/TSX 60 Index Future | 06/22/2026 | 274231 | 2246 |
| 3 | NYMEX Light Sweet Crude Oil Future<sup>(c)</sup> | 04/22/2026 | 304140 | 42690 |
| 1 | NYMEX Light Sweet Crude Oil Future<sup>(c)</sup> | 05/20/2026 | 93160 | 15560 |
| 2 | NYMEX NY Harbor ULSD Futures<sup>(c)</sup> | 05/01/2026 | 345559 | 113052 |
| 1 | NYMEX NY Harbor ULSD Futures<sup>(c)</sup> | 06/01/2026 | 157118 | 34171 |
| 2 | NYMEX Platinum Future<sup>(c)</sup> | 07/30/2026 | 197020 | (2350) |
| 5 | NYMEX Reformulated Gasoline Blendstock for Oxygen Futures<sup>(c)</sup> | 06/01/2026 | 641676 | (18135) |
| 6 | OML Stockholm OMXS30 Index Future | 04/20/2026 | 185040 | (4944) |
| 1 | SAFEX FTSE/JSE Top 40 Index Future | 06/22/2026 | 63179 | (1218) |
| 81 | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines Future<sup>(c)</sup> | 06/01/2026 | 854388 | (10856) |
| 21 | SGX FTSE China A50 Futures Contract | 04/30/2026 | 305256 | (737) |
| 2 | SGX FTSE Taiwan Index Futures | 04/30/2026 | 206640 | (14680) |
| 3 | SGX MSCI Singapore Index Future | 04/30/2026 | 101871 | 851 |
| 1 | SGX Nikkei 225 Stock Index Future | 06/12/2026 | 161707 | (8204) |
| 65 | TEF SET50 Index Future | 06/30/2026 | 383816 | 4130 |
| 1 | TSE TOPIX (Tokyo Price Index) Future | 06/12/2026 | 220776 | (8062) |
| 5 | TTF Natural Gas Base Load Monthly Futures<sup>(c)</sup> | 04/30/2026 | 218234 | (4197) |
| 28 | TurkDEX ISE 30 Futures | 05/01/2026 | 93235 | (8244) |
| 16 | WCE Canola Future<sup>(c)</sup> | 07/15/2026 | 171226 | 1909 |
| 1 | White Sugar Future<sup>(c)</sup> | 07/17/2026 | 22600 | (325) |
|  | **TOTAL LONG FUTURES CONTRACTS** |  |  | $101955 |
| **Number of <br> Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional <br> Amount<sup>(b)</sup>** | **Value and <br> Unrealized <br> Appreciation <br> (Depreciation)** |
| 9 | 3 Month Euro Euribor Future | 03/16/2027 | $2526439 | $12049 |
| 10 | 3 Month Euro Euribor Future | 03/14/2028 | 2811344 | 3864 |
| 9 | 3 Month Euro Euribor Future | 06/15/2027 | 2526959 | 6705 |

---

---

| |
|:---|
| **CATALYST/ASPECT ENHANCED MULTI-ASSET FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** |
| **Number of <br> Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional <br> Amount<sup>(b)</sup>** | **Value and <br> Unrealized <br> Appreciation <br> (Depreciation)** |
| 10 | 3 Month Euro Euribor Future | 06/20/2028 | $2811055 | $3220 |
| 10 | 3 Month Euro Euribor Future | 09/14/2027 | 2809466 | 6243 |
| 10 | 3 Month Euro Euribor Future | 09/19/2028 | 2810622 | 3032 |
| 6 | 3 Month Euro Euribor Future | 12/15/2026 | 1684813 | 5574 |
| 11 | 3 Month Euro Euribor Future | 12/14/2027 | 3092161 | 4409 |
| 1 | 3-Month CORRA Futures | 03/17/2027 | 174746 | (486) |
| 2 | 3-Month CORRA Futures | 12/15/2027 | 348898 | 44 |
| 8 | 3-Month CORRA Futures | 09/16/2026 | 1403283 | 443 |
| 2 | 3-Month CORRA Futures | 06/16/2027 | 349006 | (493) |
| 2 | 3-Month CORRA Futures | 09/15/2027 | 348844 | 445 |
| 2 | Carbon Emissions Future<sup>(c)</sup> | 12/15/2026 | 167614 | (9902) |
| 32 | CBOT 10 Year US Treasury Note Future | 06/22/2026 | 3553500 | 7672 |
| 29 | CBOT 2 Year US Treasury Note Future | 07/01/2026 | 6015914 | 19899 |
| 36 | CBOT 5 Year US Treasury Note Future | 07/01/2026 | 3894469 | 12500 |
| 11 | CBOT US Treasury Bond Futures | 06/22/2026 | 1252625 | (937) |
| 1 | CME Canadian Dollar Currency Future | 06/17/2026 | 72000 | 545 |
| 4 | CME Japanese Yen Currency Future | 06/16/2026 | 316700 | 619 |
| 1 | CME Lean Hogs Future<sup>(c)</sup> | 06/15/2026 | 42020 | (250) |
| 1 | CME New Zealand Dollar Currency Future | 06/16/2026 | 57530 | (195) |
| 10 | Cocoa Future<sup>(c)</sup> | 07/17/2026 | 332477 | (6123) |
| 7 | Cocoa Future<sup>(c)</sup> | 09/16/2026 | 234865 | (7667) |
| 32 | Eurex 10 Year Euro BUND Future | 06/09/2026 | 4637633 | 35687 |
| 56 | Eurex 2 Year Euro SCHATZ Future | 06/09/2026 | 6844660 | 37663 |
| 22 | Eurex 30 Year Euro BUXL Future | 06/09/2026 | 2803652 | 35729 |
| 31 | Eurex 5 Year Euro BOBL Future | 06/09/2026 | 4135841 | 28516 |
| 4 | Euro-BTP Italian Bond Futures | 06/09/2026 | 537587 | 3919 |
| 27 | EUX Short term Euro-BTP Futures | 06/09/2026 | 3303225 | 12940 |
| 7 | French Government Bond Futures | 06/09/2026 | 960275 | 6707 |
| 3 | HKG Hang Seng China Enterprises Index Future | 04/30/2026 | 159872 | 1551 |
| 9 | IFSC NIFTY 50 Index Futures | 04/29/2026 | 404667 | 11348 |
| 7 | LME Lead Future<sup>(c)</sup> | 06/16/2026 | 331954 | 13249 |
| 9 | Long Gilt Future | 06/29/2026 | 1045755 | 6413 |
| 19 | Montreal Exchange 10 Year Canadian Bond Future | 06/22/2026 | 1638798 | (4686) |
| 8 | Montreal Exchange 2 Year Canadian Bond Future | 06/22/2026 | 604810 | (1329) |
| 5 | Montreal Exchange 5 Year Canadian Bond Future | 06/22/2026 | 407833 | (1814) |
| 6 | NYBOT CSC Cocoa Future<sup>(c)</sup> | 09/16/2026 | 205020 | (6180) |
| 10 | NYBOT CSC Cocoa Future<sup>(c)</sup> | 07/17/2026 | 336700 | (3970) |
| 3 | NYBOT CSC Number 11 World Sugar Future<sup>(c)</sup> | 07/01/2026 | 52685 | 873 |
| 2 | NYBOT CSC Number 11 World Sugar Future<sup>(c)</sup> | 10/01/2026 | 35952 | 582 |
| 1 | NYBOT CTN Number 2 Cotton Future<sup>(c)</sup> | 05/07/2026 | 35000 | (2945) |
| 2 | NYBOT CTN Number 2 Cotton Future<sup>(c)</sup> | 07/10/2026 | 72130 | 880 |
| 1 | NYMEX Henry Hub Natural Gas Futures<sup>(c)</sup> | 04/29/2026 | 28840 | 200 |
| 2 | NYMEX Henry Hub Natural Gas Futures<sup>(c)</sup> | 05/28/2026 | 60120 | 5760 |
| 2 | Robusta Coffee Future 10-Tonne<sup>(c)</sup> | 07/28/2026 | 68100 | 3620 |
| 1 | SAFEX White Maize Future<sup>(c)</sup> | 07/27/2026 | 20239 | (347) |
| 84 | SFE 10 Year Australian Bond Future | 06/16/2026 | 6244958 | 43955 |
| 124 | SFE 3 Year Australian Bond Future | 06/16/2026 | 8868073 | 33664 |
| 6 | SFE 90 Day Australian Bank Accepted Bills Future | 12/10/2027 | 4092575 | 3232 |

---

---

| |
|:---|
| **CATALYST/ASPECT ENHANCED MULTI-ASSET FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** |
| **Number of <br> Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional <br> Amount<sup>(b)</sup>** | **Value and <br> Unrealized <br> Appreciation <br> (Depreciation)** |
| 13 | SFE 90 Day Australian Bank Accepted Bills Future | 12/11/2026 | $8864220 | $6670 |
| 10 | SFE 90 Day Australian Bank Accepted Bills Future | 09/10/2027 | 6820293 | 5681 |
| 11 | SFE 90 Day Australian Bank Accepted Bills Future | 03/12/2027 | 7500494 | 5582 |
| 10 | SFE 90 Day Australian Bank Accepted Bills Future | 06/11/2027 | 6819462 | 4908 |
| 13 | SFE 90 Day Australian Bank Accepted Bills Future | 06/12/2026 | 8871138 | 4843 |
| 15 | SFE 90 Day Australian Bank Accepted Bills Future | 09/11/2026 | 10229690 | 7624 |
| 1 | SFE S&P ASX Share Price Index 200 Future | 06/22/2026 | 146839 | 1598 |
| 5 | Three Month SONIA Index Futures | 12/20/2028 | 1587027 | 868 |
| 6 | Three Month SONIA Index Futures | 03/15/2028 | 1903142 | 2498 |
| 1 | Three Month SONIA Index Futures | 03/17/2027 | 316462 | (446) |
| 5 | Three Month SONIA Index Futures | 12/15/2027 | 1584711 | 826 |
| 2 | Three Month SONIA Index Futures | 06/16/2027 | 632925 | (461) |
| 5 | Three Month SONIA Index Futures | 09/20/2028 | 1586862 | 1819 |
| 4 | Three Month SONIA Index Futures | 09/15/2027 | 1266578 | 548 |
| 6 | Three Month SONIA Index Futures | 06/21/2028 | 1903738 | 2243 |
| 8 | Three Month SONIA Index Futures | 12/15/2026 | 2532493 | 9179 |
| 9 | Three-Month SOFR Futures | 06/16/2027 | 2168663 | 5862 |
| 14 | Three-Month SOFR Futures | 06/21/2028 | 3380825 | 1450 |
| 12 | Three-Month SOFR Futures | 09/15/2027 | 2893350 | 4575 |
| 12 | Three-Month SOFR Futures | 09/20/2028 | 2896950 | 838 |
| 12 | Three-Month SOFR Futures | 12/20/2028 | 2895900 | 638 |
| 29 | Three-Month SOFR Futures | 12/16/2026 | 6984288 | 18537 |
| 16 | Three-Month SOFR Futures | 12/15/2027 | 3861400 | 4525 |
| 9 | Three-Month SOFR Futures | 03/17/2027 | 2168213 | 9362 |
| 17 | Three-Month SOFR Futures | 03/15/2028 | 4105288 | 2112 |
| 17 | TSE Japanese 10 Year Bond Futures | 06/16/2026 | 13957709 | 111857 |
| 16 | Ultra U.S. Treasury Bond Futures | 06/22/2026 | 1865000 | 2500 |
|  | **TOTAL SHORT FUTURES CONTRACTS** |  |  | $542663 |
|  | **TOTAL FUTURES CONTRACTS** |  |  | $644618 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** |
| **Foreign Currency** | **Settlement Date** | **Counterparty** | **Local Currency** | **U.S. Dollar Value** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| **To Buy:** |  |  |  |  |  |
| Brazilian Real | 04/02/2026 | Deutsche Bank | 14511211 | $2801635 | $35183 |
| Israeli Shekel | 04/21/2026 | Deutsche Bank | 2768893 | 881385 | (18616) |
| Australian Dollar | 04/22/2026 | Deutsche Bank | 2500000 | 1724406 | (32785) |
| British Pound | 04/22/2026 | Deutsche Bank | 200000 | 264706 | (2848) |

---

---

| |
|:---|
| **CATALYST/ASPECT ENHANCED MULTI-ASSET FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** |
| **Foreign Currency** | **Settlement Date** | **Counterparty** | **Local Currency** | **U.S. Dollar Value** | **Unrealized <br> Appreciation/<br> (Depreciation)** |
| **To Buy: (continued)** | **To Buy: (continued)** | **To Buy: (continued)** |  |  |  |
| Canadian Dollar | 04/22/2026 | Deutsche Bank | 407446 | $293119 | $(6882) |
| Euro | 04/22/2026 | Deutsche Bank | 700000 | 809969 | (2163) |
| Japanese Yen | 04/22/2026 | Deutsche Bank | 47581287 | 300451 | 451 |
| Mexican Peso | 04/22/2026 | Deutsche Bank | 28603940 | 1593061 | (6941) |
| New Zealand Dollar | 04/22/2026 | Deutsche Bank | 100000 | 57508 | (1072) |
| Singapore Dollar | 04/22/2026 | Deutsche Bank | 63771 | 49681 | (319) |
| South African Rand | 04/22/2026 | Deutsche Bank | 6683989 | 394392 | (5609) |
| Swiss Franc | 04/22/2026 | Deutsche Bank | 465773 | 584044 | (15957) |
| Chinese Yuan Offshore | 04/22/2026 | Deutsche Bank | 19634767 | 2855709 | 5707 |
| Brazilian Real | 05/05/2026 | Deutsche Bank | 7973099 | 1528522 | 28513 |
| Chilean Peso | 06/17/2026 | Deutsche Bank | 454699999 | 490126 | (9877) |
| Columbian Peso | 06/17/2026 | Deutsche Bank | 2491666997 | 665872 | 15868 |
| Peruvian Sole | 06/17/2026 | Deutsche Bank | 1025505 | 291774 | (8227) |
| Philippine Peso | 06/17/2026 | Deutsche Bank | 8809200 | 144975 | (5026) |
| South Korean Won | 06/17/2026 | Deutsche Bank | 299083087 | 199189 | (811) |
| Thailand Baht | 06/17/2026 | Deutsche Bank | 7905033 | 242960 | (7041) |
|  |  |  |  | $16173484 | $(38452) |
| **To Sell:** |  |  |  |  |  |
| Brazilian Real | 04/02/2026 | Deutsche Bank | 14511212 | $2801633 | $(51639) |
| Israeli Shekel | 04/21/2026 | Deutsche Bank | 1254262 | 399250 | 750 |
| Australian Dollar | 04/22/2026 | Deutsche Bank | 1400000 | 965664 | 8338 |
| British Pound | 04/22/2026 | Deutsche Bank | 550000 | 727940 | 2827 |
| Canadian Dollar | 04/22/2026 | Deutsche Bank | 2271454 | 1634105 | 15895 |
| Chinese Yuan Offshore | 04/22/2026 | Deutsche Bank | 8272396 | 1203149 | (3149) |
| Euro | 04/22/2026 | Deutsche Bank | 1300000 | 1504212 | (2664) |
| Japanese Yen | 04/22/2026 | Deutsche Bank | 888954318 | 5613291 | 36713 |
| Mexican Peso | 04/22/2026 | Deutsche Bank | 19618239 | 1092613 | 7387 |
| New Zealand Dollar | 04/22/2026 | Deutsche Bank | 1450000 | 833866 | 9652 |
| Singapore Dollar | 04/22/2026 | Deutsche Bank | 703823 | 548320 | 1680 |
| South African Rand | 04/22/2026 | Deutsche Bank | 4241620 | 250278 | (278) |
| Swiss Franc | 04/22/2026 | Deutsche Bank | 944982 | 1184928 | 15072 |
| Brazilian Real | 05/05/2026 | Deutsche Bank | 263038 | 50427 | (427) |
| Chilean Peso | 06/17/2026 | Deutsche Bank | 366849810 | 395432 | 4568 |
| Indian Rupee | 06/17/2026 | Deutsche Bank | 111036097 | 1170107 | 29894 |
| Indonesia Rupiah | 06/17/2026 | Deutsche Bank | 10156471471 | 597109 | 2892 |
| Peruvian Sole | 06/17/2026 | Deutsche Bank | 692962 | 197159 | 2841 |
| Philippine Peso | 06/17/2026 | Deutsche Bank | 29751243 | 489621 | 10379 |
| South Korean Won | 06/17/2026 | Deutsche Bank | 2215497585 | 1475519 | 24479 |
| Taiwanese Dollar | 06/17/2026 | Deutsche Bank | 20650171 | 641449 | 8552 |
| Thailand Baht | 06/17/2026 | Deutsche Bank | 11265020 | 346226 | 3774 |
|  |  |  |  | $24122298 | $127536 |
| **Total** |  |  |  |  | $89084 |

---

---

| |
|:---|
| **CATALYST/ASPECT ENHANCED MULTI-ASSET FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** |
| **Foreign Currency** | **Foreign Currency** | **Settlement <br> Date** | **Counterparty** | **Local Currency <br> Amount <br> Purchased Sell** | **Local Currency <br> Amount Purchased <br> Sell** | **U.S. Dollar Market <br> Value Buy** | **U.S. Dollar Market <br> Value Sell** | **Unrealized<br> Appreciation/<br> (Depreciation)** |
| **To Buy:** | **To Sell:** |  |  |  |  |  |  |  |
| British Pound | Euro | 4/22/2026 | Deutsche Bank | 2207863 | 2550000 | 2922152 | (2950567) | $(28415) |
| Czech Koruna | Euro | 4/22/2026 | Deutsche Bank | 13435742 | 550000 | 632907 | (636402) | (3495) |
| Euro | British Pound | 4/22/2026 | Deutsche Bank | 1000000 | 868604 | 1157088 | (1149615) | 7473 |
| Euro | Czech Koruna | 4/22/2026 | Deutsche Bank | 50000 | 1227508 | 57854 | (57823) | 31 |
| Euro | Hungarian Forints | 4/22/2026 | Deutsche Bank | 350000 | 137328522 | 404978 | (412414) | (7436) |
| Euro | Japanese Yen | 4/22/2026 | Deutsche Bank | 6700000 | 1224011481 | 7752546 | (7729022) | 23524 |
| Euro | Norwegian Krone | 4/22/2026 | Deutsche Bank | 1350000 | 15199151 | 1562059 | (1569900) | (7841) |
| Euro | Polish Zloty | 4/22/2026 | Deutsche Bank | 500000 | 2139753 | 578545 | (576431) | 2114 |
| Euro | Swedish Krona | 4/22/2026 | Deutsche Bank | 2500000 | 27074930 | 2892710 | (2863029) | 29681 |
| Euro | Swiss Franc | 4/22/2026 | Deutsche Bank | 3200000 | 2920740 | 3702660 | (3662381) | 40279 |
| Hungarian Forints | Euro | 4/22/2026 | Deutsche Bank | 328740464 | 850000 | 987253 | (983530) | 3723 |
| Japanese Yen | Euro | 4/22/2026 | Deutsche Bank | 118842549 | 650000 | 750434 | (752115) | (1681) |
| Norwegian Krone | Euro | 4/22/2026 | Deutsche Bank | 50321619 | 4500000 | 5197662 | (5206927) | (9265) |
| Polish Zloty | Euro | 4/22/2026 | Deutsche Bank | 2997982 | 700000 | 807632 | (809966) | (2334) |
| Swedish Krona | Euro | 4/22/2026 | Deutsche Bank | 40050948 | 3750000 | 4235177 | (4339085) | (103908) |
| Swiss Franc | Euro | 4/22/2026 | Deutsche Bank | 3697737 | 4100000 | 4636672 | (4744070) | (107398) |
|  |  |  |  | **575944904** | **1428420689** | $**38278329** | $**38443277** | $**(164948)** |
| **Total** |  |  |  |  |  |  |  | $(164948) |

---

<sup>(a)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

<sup>(b)</sup> The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based. Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts. Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments. The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund.

<sup>(c)</sup> All or a portion of this investment is a holding of the CAEMAF Fund Limited.

---

| |
|:---|
| **CATALYST ENERGY INFRASTRUCTURE FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 100.0%** |  |
|  | **OIL & GAS PRODUCERS - 100.0%** |  |
| 128158 | Cheniere Energy, Inc. | $36366114 |
| 99205 | DT Midstream, Inc. | 13359937 |
| 311096 | Enbridge, Inc. | 16842737 |
| 1939020 | Energy Transfer, L.P. | 37423086 |
| 467740 | Enterprise Products Partners, L.P. | 17699282 |
| 143531 | Hess Midstream, L.P., Class A | 5579050 |
| 524961 | Kinder Morgan, Inc. | 17601942 |
| 366076 | Kinetik Holdings, Inc. | 17721739 |
| 277648 | MPLX, L.P. | 15845371 |
| 5216592 | NextDecade Corporation<sup>(a)</sup> | 39959095 |
| 191972 | ONEOK, Inc. | 17352349 |
| 370106 | Pembina Pipeline Corporation | 16565945 |
| 717163 | Plains GP Holdings, L.P., Class A | 17412718 |
| 121679 | South Bow Corporation | 4054344 |
| 151793 | Targa Resources Corporation | 38059059 |
| 283508 | TC Energy Corporation | 17747601 |
| 2918823 | Venture Global, Inc. | 46000651 |
| 401812 | Western Midstream Partners, L.P. | 16542600 |
| 240355 | Williams Companies, Inc. (The) | 17493037 |
|  |  | 409626657 |
|  | **TOTAL COMMON STOCKS (Cost $269,182,078)** | 409626657 |
|  | **SHORT-TERM INVESTMENT — 1.3%** |  |
|  | **MONEY MARKET FUND - 1.3%** |  |
| 5497470 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $5,497,470)<sup>(b)</sup> | 5497470 |
|  | **TOTAL INVESTMENTS - 101.3% (Cost $274,679,548)** | $415124127 |
|  | **LIABILITIES IN EXCESS OF OTHER ASSETS - (1.3)%** | (5446924) |
|  | **NET ASSETS - 100.0%** | $409677203 |

---

LP - Limited Partnership

<sup>(a)</sup> Non-income producing security. <br><sup>(b)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

---

| |
|:---|
| **CATALYST/WELTON ADVANTAGE MULTI-STRATEGY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 16.3%** |  |
|  | **AEROSPACE & DEFENSE - 0.5%** |  |
| 475 | General Electric Company | $134790 |
| 475 | RTX Corporation | 91628 |
|  |  | 226418 |
|  | **ASSET MANAGEMENT - 0.2%** |  |
| 951 | Charles Schwab Corporation (The) | 89375 |
|  | **AUTOMOTIVE - 0.2%** |  |
| 3328 | Ford Motor Company | 38405 |
| 475 | General Motors Company | 35388 |
|  |  | 73793 |
|  | **BANKING - 1.4%** |  |
| 3803 | Bank of America Corporation | 185397 |
| 951 | Citigroup, Inc. | 107853 |
| 475 | JPMorgan Chase & Company | 139726 |
| 475 | PNC Financial Services Group, Inc. (The) | 98843 |
| 951 | Truist Financial Corporation | 43717 |
| 1426 | US Bancorp | 74166 |
|  |  | 649702 |
|  | **BEVERAGES - 1.0%** |  |
| 2377 | Coca-Cola Company (The) | 180771 |
| 1426 | Keurig Dr Pepper, Inc. | 37547 |
| 1426 | PepsiCo, Inc. | 221443 |
|  |  | 439761 |
|  | **CHEMICALS - 0.3%** |  |
| 475 | Ecolab, Inc. | 126359 |
|  | **COMMERCIAL SUPPORT SERVICES - 0.5%** |  |
| 475 | Republic Services, Inc. | 104035 |
| 475 | Waste Management, Inc. | 109150 |
|  |  | 213185 |
|  | **DATA CENTER REIT - 0.2%** |  |
| 475 | Digital Realty Trust, Inc. | 85600 |

---

---

| |
|:---|
| **CATALYST/WELTON ADVANTAGE MULTI-STRATEGY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 16.3% (Continued)** |  |
|  | **DIVERSIFIED INDUSTRIALS - 0.6%** |  |
| 475 | 3M Company | $68984 |
| 475 | Emerson Electric Company | 62235 |
| 475 | Honeywell International, Inc. | 107365 |
|  |  | 238584 |
|  | **E-COMMERCE DISCRETIONARY - 0.1%** |  |
| 475 | eBay, Inc. | 43235 |
|  | **ELECTRIC UTILITIES - 1.8%** |  |
| 475 | American Electric Power Company, Inc. | 62263 |
| 475 | Consolidated Edison, Inc. | 53761 |
| 951 | Dominion Energy, Inc. | 58791 |
| 951 | Duke Energy Corporation | 124524 |
| 1426 | Exelon Corporation | 69903 |
| 1426 | NextEra Energy, Inc. | 132446 |
| 951 | Public Service Enterprise Group, Inc. | 76983 |
| 951 | Sempra | 92409 |
| 475 | Vistra Corporation | 71407 |
| 951 | Xcel Energy, Inc. | 75547 |
|  |  | 818034 |
|  | **ELECTRICAL EQUIPMENT - 0.1%** |  |
| 475 | Amphenol Corporation, Class A | 60016 |
|  | **HEALTH CARE REIT - 0.2%** |  |
| 475 | Welltower, Inc. | 93912 |
|  | **HOUSEHOLD PRODUCTS - 0.1%** |  |
| 475 | Colgate-Palmolive Company | 40484 |
|  | **INDUSTRIAL REIT - 0.3%** |  |
| 951 | Prologis, Inc. | 125703 |
|  | **INDUSTRIAL SUPPORT SERVICES - 0.1%** |  |
| 1426 | Fastenal Company | 66166 |

---

---

| |
|:---|
| **CATALYST/WELTON ADVANTAGE MULTI-STRATEGY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 16.3% (Continued)** |  |
|  | **INSTITUTIONAL FINANCIAL SERVICES - 0.3%** |  |
| 475 | Bank of New York Mellon Corporation (The) | $56349 |
| 951 | Nasdaq, Inc. | 80731 |
|  |  | 137080 |
|  | **INSURANCE - 0.9%** |  |
| 951 | Aflac, Inc. | 104334 |
| 475 | Hartford Insurance Group, Inc. (The) | 64234 |
| 475 | Progressive Corporation (The) | 94164 |
| 475 | Travelers Companies, Inc. (The) | 138548 |
|  |  | 401280 |
|  | **INTERNET MEDIA & SERVICES - 0.3%** |  |
| 475 | Alphabet, Inc., Class A | 136591 |
|  | **LEISURE FACILITIES & SERVICES - 0.7%** |  |
| 475 | Hilton Worldwide Holdings, Inc. | 144438 |
| 475 | McDonald's Corporation | 147624 |
| 475 | Yum! Brands, Inc. | 73853 |
|  |  | 365915 |
|  | **METALS & MINING - 0.2%** |  |
| 951 | Freeport-McMoRan, Inc. | 55900 |
| 475 | Newmont Corporation | 51419 |
|  |  | 107319 |
|  | **OIL & GAS PRODUCERS - 1.3%** |  |
| 475 | Chevron Corporation | 98277 |
| 475 | ConocoPhillips | 62700 |
| 475 | EOG Resources, Inc. | 68671 |
| 475 | Exxon Mobil Corporation | 80589 |
| 1902 | Kinder Morgan, Inc. | 63774 |
| 951 | MPLX, L.P. | 54274 |
| 1426 | Occidental Petroleum Corporation | 92689 |
| 475 | ONEOK, Inc. | 42935 |
| 951 | Williams Companies, Inc. (The) | 69214 |
|  |  | 633123 |
|  | **OIL & GAS SERVICES & EQUIPMENT - 0.2%** |  |
| 475 | Baker Hughes Company | 28999 |

---

---

| |
|:---|
| **CATALYST/WELTON ADVANTAGE MULTI-STRATEGY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 16.3% (Continued)** |  |
|  | **OIL & GAS SERVICES & EQUIPMENT - 0.2% (Continued)** |  |
| 951 | SLB Ltd. | $48872 |
|  |  | 77871 |
|  | **REAL ESTATE SERVICES - 0.1%** |  |
| 475 | CBRE Group, Inc., Class A<sup>(a)</sup> | 64344 |
|  | **RETAIL - CONSUMER STAPLES - 0.2%** |  |
| 951 | Target Corporation | 115261 |
|  | **RETAIL - DISCRETIONARY - 0.2%** |  |
| 475 | TJX Companies, Inc. (The) | 75858 |
|  | **RETAIL REIT - 0.2%** |  |
| 475 | Simon Property Group, Inc. | 88602 |
|  | **SEMICONDUCTORS - 0.9%** |  |
| 475 | Advanced Micro Devices, Inc.<sup>(a)</sup> | 96629 |
| 475 | Broadcom, Inc. | 147017 |
| 951 | NVIDIA Corporation | 165855 |
|  |  | 409501 |
|  | **SOFTWARE - 0.1%** |  |
| 475 | Fortinet, Inc.<sup>(a)</sup> | 38817 |
|  | **SPECIALTY FINANCE - 0.5%** |  |
| 475 | American Express Company | 143678 |
| 475 | Capital One Financial Corporation | 86654 |
|  |  | 230332 |
|  | **TECHNOLOGY HARDWARE - 1.2%** |  |
| 951 | Apple, Inc. | 241354 |
| 475 | Arista Networks, Inc.<sup>(a)</sup> | 58321 |
| 2377 | Cisco Systems, Inc. | 184431 |
| 475 | Dell Technologies, Inc., Class C | 77962 |
|  |  | 562068 |

---

---

| |
|:---|
| **CATALYST/WELTON ADVANTAGE MULTI-STRATEGY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 16.3% (Continued)** |  |
|  | **TECHNOLOGY SERVICES - 0.2%** |  |
| 475 | International Business Machines Corporation | $115135 |
|  | **TELECOMMUNICATIONS - 0.8%** |  |
| 6656 | AT&T, Inc. | 192957 |
| 951 | T-Mobile US, Inc. | 199739 |
|  |  | 392696 |
|  | **TRANSPORTATION & LOGISTICS - 0.4%** |  |
| 475 | Delta Air Lines, Inc. | 31578 |
| 475 | Union Pacific Corporation | 115244 |
| 475 | United Parcel Service, Inc., Class B | 46731 |
|  |  | 193553 |
|  | **TOTAL COMMON STOCKS (Cost $7,555,664)** | 7535673 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br>Amount ($)** |  | **Discount<br> Rate (%)** | **Maturity** | |
|  | **U.S. GOVERNMENT & AGENCIES — 36.7%** |  |  |  |
|  | **U.S. TREASURY BILLS — 36.7%** |  |  |  |
| 17000000 | United States Treasury Bill<sup>(b)</sup> | 3.5300 | &nbsp;&nbsp;04/23/26 | 16962298 |
|  | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $16,962,814)** |  |  | 16962298 |
| **Shares** |  |  |  |  |
|  | **SHORT-TERM INVESTMENTS — 32.9%** |  |  |  |
|  | **MONEY MARKET FUNDS - 32.9%** |  |  |  |
| 15222058 | First American Treasury Obligations Fund, Class X, 3.58%<sup>(c)</sup> |  |  | 15222058 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $15,222,058)** |  |  | 15222058 |
|  | **TOTAL INVESTMENTS - 85.9% (Cost $39,740,536)** |  |  | $39720029 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES- 14.1%** |  |  | 6545228 |
|  | **NET ASSETS - 100.0%** |  |  | $46265257 |

---

---

| |
|:---|
| **CATALYST/WELTON ADVANTAGE MULTI-STRATEGY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |
| **Number of<br>Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional<br>Amount<sup>(d)</sup>** | **Value and<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| 2 | CBOT Soybean Future<sup>(e)</sup> | 05/15/2026 | $117100 | $112 |
| 37 | CME E-Mini Standard & Poor's 500 Index Future | 06/22/2026 | 12155888 | (321227) |
| 77 | CME Euro FX/Japanese Yen Cross Rate Currency Future | 06/16/2026 | 11092404 | 9698 |
| 1 | COMEX Gold 100 Troy Ounces Future<sup>(e)</sup> | 06/29/2026 | 467860 | 23140 |
| 1 | LME Primary Aluminum Future<sup>(e)</sup> | 06/16/2026 | 87054 | 6133 |
| 1 | NYBOT CSC C Coffee Future<sup>(e)</sup> | 07/22/2026 | 109050 | (6488) |
| 8 | NYBOT CSC Number 11 World Sugar Future<sup>(e)</sup> | 05/01/2026 | 139059 | 10327 |
| 6 | NYBOT CTN Number 2 Cotton Future<sup>(e)</sup> | 05/07/2026 | 210000 | 2670 |
|  | **TOTAL LONG FUTURES CONTRACTS** |  |  | $(275635) |
| **Number of<br>Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional<br>Amount<sup>(d)</sup>** | **Value and<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| 20 | CBOT 10 Year US Treasury Note | 06/22/2026 | $2220938 | $(4345) |
| 32 | CBOT 2 Year US Treasury Note Future | 07/01/2026 | 6638249 | (14997) |
| 30 | CBOT 5 Year US Treasury Note Future | 07/01/2026 | 3245390 | (12578) |
| 10 | CBOT US Treasury Bond Futures | 06/22/2026 | 1138750 | 500 |
| 41 | CME Australian Dollar Currency Future | 06/16/2026 | 2821825 | 77229 |
| 76 | CME British Pound Currency Future | 06/16/2026 | 6282350 | 46394 |
| 307 | CME Canadian Dollar Currency Future | 06/17/2026 | 22104001 | 407618 |
| 6 | CME E-Mini NASDAQ 100 Index Future | 06/22/2026 | 2869800 | 131706 |
| 82 | CME Euro Foreign Exchange Currency Future | 06/16/2026 | 11875138 | (17875) |
| 220 | CME Japanese Yen Currency Future | 06/16/2026 | 17418500 | 16725 |
| 9 | COMEX Copper Future<sup>(e)</sup> | 05/28/2026 | 1263150 | (32762) |
| 9 | Eurex 10 Year Euro BUND Future | 06/09/2026 | 1304334 | 5492 |
| 7 | Eurex 2 Year Euro SCHATZ Future | 06/09/2026 | 855583 | 6199 |
| 15 | Eurex 5 Year Euro BOBL Future | 06/09/2026 | 2001214 | 18402 |
| 1 | Eurex DAX Index Future | 06/22/2026 | 659876 | 34580 |
| 14 | Eurex EURO STOXX 50 Future | 06/22/2026 | 889159 | 38811 |
| 4 | HKG Hang Seng Index Future | 04/30/2026 | 631426 | 10163 |
| 4 | LME Copper Future<sup>(e)</sup> | 06/16/2026 | 1233352 | (62063) |
| 50 | LME Lead Future<sup>(e)</sup> | 06/16/2026 | 2371100 | 21424 |
| 18 | LME Zinc Future<sup>(e)</sup> | 06/16/2026 | 1459350 | (75956) |
| 4 | Long Gilt Future | 06/29/2026 | 464780 | (5376) |
| 28 | NYMEX Henry Hub Natural Gas Futures<sup>(e)</sup> | 04/29/2026 | 807520 | (2400) |
| 4 | SGX Nikkei 225 Stock Index Future | 06/12/2026 | 646828 | 42333 |
| 5 | Three Month SONIA Index Futures | 03/15/2028 | 1585952 | 1981 |
| 11 | Three-Month SOFR Futures | 03/15/2028 | 2656362 | 1600 |
| 1 | TSE Japanese 10 Year Bond Futures | 06/16/2026 | 821042 | 5434 |
|  | **TOTAL SHORT FUTURES CONTRACTS** |  |  | $638239 |
|  | **TOTAL FUTURES CONTRACTS** |  |  | $362604 |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> Zero coupon bond.

<sup>(c)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

<sup>(d)</sup> The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based. Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts. Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments. The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund.

<sup>(e)</sup> All or a portion of this investment is a holding of the CWAMSF Fund Limited.

---

| |
|:---|
| **CATALYST NASDAQ-100 HEDGED EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 55.1%** |  |
|  | **ADVERTISING & MARKETING - 0.4%** |  |
| 118 | AppLovin Corporation, Class A<sup>(a)</sup> | $46964 |
|  | **AEROSPACE & DEFENSE - 0.1%** |  |
| 30 | Axon Enterprise, Inc.<sup>(a),(b)</sup> | 12741 |
|  | **AUTOMOTIVE - 2.1%** |  |
| 683 | Tesla, Inc.<sup>(a)</sup> | 253905 |
|  | **BEVERAGES - 1.1%** |  |
| 121 | Coca-Cola Europacific Partners PLC | 10971 |
| 420 | Keurig Dr Pepper, Inc.<sup>(b)</sup> | 11059 |
| 303 | Monster Beverage Corporation<sup>(a)</sup> | 21955 |
| 527 | PepsiCo, Inc. | 81838 |
|  |  | 125823 |
|  | **BIOTECH & PHARMA - 1.9%** |  |
| 39 | Alnylam Pharmaceuticals, Inc.<sup>(a)</sup> | 12904 |
| 204 | Amgen, Inc. | 71777 |
| 421 | Gilead Sciences, Inc. | 58675 |
| 77 | Insmed, Inc.<sup>(a)</sup> | 12591 |
| 40 | Regeneron Pharmaceuticals, Inc. | 30906 |
| 107 | Vertex Pharmaceuticals, Inc.<sup>(a)</sup> | 47780 |
|  |  | 234633 |
|  | **CABLE & SATELLITE - 0.4%** |  |
| 55 | Charter Communications, Inc., Class A<sup>(a),(b)</sup> | 11873 |
| 1218 | Comcast Corporation, Class A | 34969 |
|  |  | 46842 |
|  | **CHEMICALS - 0.8%** |  |
| 181 | Linde PLC | 89733 |
|  | **COMMERCIAL SUPPORT SERVICES - 0.2%** |  |
| 132 | Cintas Corporation | 22326 |

---

---

| |
|:---|
| **CATALYST NASDAQ-100 HEDGED EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 55.1% (Continued)** |  |
|  | **DIVERSIFIED INDUSTRIALS - 0.5%** |  |
| 262 | Honeywell International, Inc. | $59219 |
|  | **E-COMMERCE DISCRETIONARY - 3.1%** |  |
| 1455 | Amazon.com, Inc.<sup>(a)</sup> | 303034 |
| 19 | MercadoLibre, Inc.<sup>(a)</sup> | 32851 |
| 242 | PDD Holdings, Inc. - ADR<sup>(a)</sup> | 24728 |
|  |  | 360613 |
|  | **ELECTRIC UTILITIES - 0.8%** |  |
| 197 | American Electric Power Company, Inc. | 25823 |
| 154 | Constellation Energy Corporation | 43004 |
| 257 | Exelon Corporation | 12598 |
| 156 | Xcel Energy, Inc.<sup>(b)</sup> | 12393 |
|  |  | 93818 |
|  | **ENGINEERING & CONSTRUCTION - 0.2%** |  |
| 350 | Ferrovial S.E. | 22768 |
|  | **ENTERTAINMENT CONTENT - 0.4%** |  |
| 63 | Electronic Arts, Inc. | 12844 |
| 58 | Take-Two Interactive Software, Inc.<sup>(a)</sup> | 11455 |
| 889 | Warner Bros Discovery, Inc.<sup>(a)</sup> | 24412 |
|  |  | 48711 |
|  | **FOOD - 0.3%** |  |
| 416 | Mondelez International, Inc., Class A<sup>(b)</sup> | 23979 |
| 515 | The Kraft Heinz Company<sup>(b)</sup> | 11582 |
|  |  | 35561 |
|  | **INDUSTRIAL SUPPORT SERVICES - 0.2%** |  |
| 544 | Fastenal Company | 25242 |
|  | **INTERNET MEDIA & SERVICES - 7.6%** |  |
| 189 | Airbnb, Inc., Class A<sup>(a)</sup> | 23867 |
| 784 | Alphabet, Inc., Class A | 225446 |
| 743 | Alphabet, Inc., Class C | 213137 |
| 12 | Booking Holdings, Inc. | 50524 |
| 151 | DoorDash, Inc., Class A<sup>(a),(b)</sup> | 22673 |

---

---

| |
|:---|
| **CATALYST NASDAQ-100 HEDGED EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 55.1% (Continued)** |  |
|  | **INTERNET MEDIA & SERVICES - 7.6% (Continued)** |  |
| 387 | Meta Platforms, Inc., Class A | $221414 |
| 1554 | Netflix, Inc.<sup>(a)</sup> | 149417 |
|  |  | 906478 |
|  | **LEISURE FACILITIES & SERVICES - 0.6%** |  |
| 110 | Marriott International Inc, Class A | 35977 |
| 391 | Starbucks Corporation | 35030 |
|  |  | 71007 |
|  | **MEDICAL EQUIPMENT & DEVICES - 0.9%** |  |
| 175 | Dexcom, Inc.<sup>(a)</sup> | 10990 |
| 151 | GE HealthCare Technologies, Inc. | 10748 |
| 40 | IDEXX Laboratories, Inc.<sup>(a)</sup> | 22476 |
| 132 | Intuitive Surgical, Inc.<sup>(a)</sup> | 60850 |
|  |  | 105064 |
|  | **OIL & GAS PRODUCERS - 0.1%** |  |
| 78 | Diamondback Energy, Inc.<sup>(b)</sup> | 15428 |
|  | **OIL & GAS SERVICES & EQUIPMENT - 0.2%** |  |
| 389 | Baker Hughes Company | 23748 |
|  | **RETAIL - CONSUMER STAPLES - 3.3%** |  |
| 164 | Costco Wholesale Corporation | 163415 |
| 1885 | Walmart, Inc. | 234267 |
|  |  | 397682 |
|  | **RETAIL - DISCRETIONARY - 0.4%** |  |
| 266 | O'Reilly Automotive, Inc.<sup>(a)</sup> | 24554 |
| 127 | Ross Stores, Inc. | 27512 |
|  |  | 52066 |
|  | **SEMICONDUCTORS - 14.3%** |  |
| 630 | Advanced Micro Devices, Inc.<sup>(a)</sup> | 128161 |
| 180 | Analog Devices, Inc. | 57265 |
| 308 | Applied Materials, Inc. | 105271 |
| 105 | ARM Holdings PLC - ADR<sup>(a),(b)</sup> | 15884 |
| 32 | ASML Holding N.V. | 42267 |
| 635 | Broadcom, Inc. | 196539 |

---

---

| |
|:---|
| **CATALYST NASDAQ-100 HEDGED EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 55.1% (Continued)** |  |
|  | **SEMICONDUCTORS - 14.3% (Continued)** |  |
| 1666 | Intel Corporation<sup>(a)</sup> | $73521 |
| 49 | KLA Corporation | 72148 |
| 491 | Lam Research Corporation | 104907 |
| 319 | Marvell Technology, Inc. | 31597 |
| 165 | Microchip Technology, Inc. | 10661 |
| 422 | Micron Technology, Inc. | 142568 |
| 15 | Monolithic Power Systems, Inc.<sup>(b)</sup> | 16400 |
| 3187 | NVIDIA Corporation | 555813 |
| 107 | NXP Semiconductors N.V.<sup>(b)</sup> | 21064 |
| 443 | QUALCOMM, Inc. | 57050 |
| 361 | Texas Instruments, Inc. | 70085 |
|  |  | 1701201 |
|  | **SOFTWARE - 7.2%** |  |
| 145 | Adobe, Inc.<sup>(a)</sup> | 35247 |
| 102 | Autodesk, Inc.<sup>(a)</sup> | 24419 |
| 90 | Cadence Design Systems, Inc.<sup>(a)</sup> | 25008 |
| 94 | Crowdstrike Holdings, Inc., Class A<sup>(a)</sup> | 36699 |
| 107 | Datadog, Inc., Class A<sup>(a)</sup> | 12631 |
| 320 | Fortinet, Inc.<sup>(a)</sup> | 26150 |
| 99 | Intuit, Inc. | 42806 |
| 984 | Microsoft Corporation | 364246 |
| 786 | Palantir Technologies, Inc., Class A<sup>(a)</sup> | 114976 |
| 336 | Palo Alto Networks, Inc.<sup>(a)</sup> | 53868 |
| 42 | Roper Technologies, Inc. | 14862 |
| 423 | Shopify, Inc., Class A<sup>(a)</sup> | 50176 |
| 96 | Strategy, Inc., Class A<sup>(a),(b)</sup> | 11981 |
| 62 | Synopsys, Inc.<sup>(a)</sup> | 24582 |
| 92 | Workday, Inc., Class A<sup>(a)</sup> | 11953 |
| 79 | Zscaler, Inc.<sup>(a)</sup> | 11083 |
|  |  | 860687 |
|  | **TECHNOLOGY HARDWARE - 5.8%** |  |
| 2008 | Apple, Inc. | 509610 |
| 1435 | Cisco Systems, Inc. | 111342 |
| 99 | Seagate Technology Holdings PLC | 38784 |

---

---

| |
|:---|
| **CATALYST NASDAQ-100 HEDGED EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 55.1% (Continued)** |  |
|  | **TECHNOLOGY HARDWARE - 5.8% (Continued)** |  |
| 131 | Western Digital Corporation | $35434 |
|  |  | 695170 |
|  | **TECHNOLOGY SERVICES - 0.9%** |  |
| 181 | Automatic Data Processing, Inc. | 36776 |
| 197 | Cognizant Technology Solutions Corporation, Class A | 12086 |
| 279 | CoStar Group, Inc.<sup>(a),(b)</sup> | 11255 |
| 140 | Paychex, Inc.<sup>(b)</sup> | 12897 |
| 276 | PayPal Holdings, Inc. | 12483 |
| 127 | Thomson Reuters Corporation | 11427 |
| 59 | Verisk Analytics, Inc.<sup>(b)</sup> | 11195 |
|  |  | 108119 |
|  | **TELECOMMUNICATIONS - 0.7%** |  |
| 419 | T-Mobile US, Inc. | 88003 |
|  | **TRANSPORTATION & LOGISTICS - 0.3%** |  |
| 586 | CSX Corporation | 24056 |
| 68 | Old Dominion Freight Line, Inc. | 13287 |
|  |  | 37343 |
|  | **TRANSPORTATION EQUIPMENT - 0.2%** |  |
| 206 | PACCAR, Inc. | 23793 |
|  | **WHOLESALE - DISCRETIONARY - 0.1%** |  |
| 329 | Copart, Inc.<sup>(a)</sup> | 10923 |
|  | **TOTAL COMMON STOCKS (Cost $5,505,453)** | 6575611 |
|  | **EXCHANGE-TRADED FUNDS — 27.2%** |  |
|  | **EQUITY - 27.2%** |  |
| 5608 | Invesco QQQ Trust Series 1 ETF<sup>(b)</sup> | 3236825 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $3,268,266)** | 3236825 |

---

---

| |
|:---|
| **CATALYST NASDAQ-100 HEDGED EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Shares** | | | | | | **Fair Value** |
|  | **SHORT-TERM INVESTMENTS — 38.5%** | **SHORT-TERM INVESTMENTS — 38.5%** | **SHORT-TERM INVESTMENTS — 38.5%** | **SHORT-TERM INVESTMENTS — 38.5%** | **SHORT-TERM INVESTMENTS — 38.5%** |  |
|  | **COLLATERAL FOR SECURITIES LOANED - 28.4%** | **COLLATERAL FOR SECURITIES LOANED - 28.4%** | **COLLATERAL FOR SECURITIES LOANED - 28.4%** | **COLLATERAL FOR SECURITIES LOANED - 28.4%** | **COLLATERAL FOR SECURITIES LOANED - 28.4%** |  |
| 3379962 | Mount Vernon Liquid Assets Portfolio, LLC, , 3.74% (Cost $3,379,962)<sup>(c),(f)</sup> | Mount Vernon Liquid Assets Portfolio, LLC, , 3.74% (Cost $3,379,962)<sup>(c),(f)</sup> | Mount Vernon Liquid Assets Portfolio, LLC, , 3.74% (Cost $3,379,962)<sup>(c),(f)</sup> | Mount Vernon Liquid Assets Portfolio, LLC, , 3.74% (Cost $3,379,962)<sup>(c),(f)</sup> | Mount Vernon Liquid Assets Portfolio, LLC, , 3.74% (Cost $3,379,962)<sup>(c),(f)</sup> | $3379962 |
|  | **MONEY MARKET FUNDS - 10.1%** | **MONEY MARKET FUNDS - 10.1%** | **MONEY MARKET FUNDS - 10.1%** | **MONEY MARKET FUNDS - 10.1%** | **MONEY MARKET FUNDS - 10.1%** |  |
| 1205855 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $1,205,855)<sup>(c)</sup> | First American Treasury Obligations Fund, Class X, 3.58% (Cost $1,205,855)<sup>(c)</sup> | First American Treasury Obligations Fund, Class X, 3.58% (Cost $1,205,855)<sup>(c)</sup> | First American Treasury Obligations Fund, Class X, 3.58% (Cost $1,205,855)<sup>(c)</sup> | First American Treasury Obligations Fund, Class X, 3.58% (Cost $1,205,855)<sup>(c)</sup> | 1205855 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $4,585,817)** | **TOTAL SHORT-TERM INVESTMENTS (Cost $4,585,817)** | **TOTAL SHORT-TERM INVESTMENTS (Cost $4,585,817)** | **TOTAL SHORT-TERM INVESTMENTS (Cost $4,585,817)** | **TOTAL SHORT-TERM INVESTMENTS (Cost $4,585,817)** | 4585817 |
| **Contracts<sup>(d)</sup>** |  | **Broker/<br> Counterparty** | **Expiration<br> Date** | **Exercise<br> Price** | **Notional<br> Value** | **Fair Value** |
|  | **FUTURE OPTIONS PURCHASED - 2.9%** |  |  |  |  |  |
|  | **CALL OPTIONS PURCHASED - 0.7%** |  |  |  |  |  |
| 35 | S&P Emini Future, Maturing April 2026 | WED | 04/17/2026 | $6750 | $11812500 | $66938 |
| 14 | S&P Emini Future, Maturing April 2026 | WED | 04/17/2026 | 6800 | 4760000 | 16450 |
|  | **TOTAL CALL OPTIONS PURCHASED** (Cost - $113,138) |  |  |  |  | 83388 |
|  | **PUT OPTIONS PURCHASED - 2.2%** |  |  |  |  |  |
| 21 | S&P Emini Future, Maturing April 2026 | WED | 04/17/2026 | $6800 | $7140000 | $264862 |
|  | **TOTAL PUT OPTIONS PURCHASED** (Cost - $309,575) |  |  |  |  |  |
|  | **TOTAL FUTURE OPTIONS PURCHASED** (Cost - $422,713) |  |  |  |  | 348250 |
|  | **TOTAL INVESTMENTS - 123.7% (Cost $13,782,249)** |  |  |  |  | $14746503 |
|  | **LIABILITIES IN EXCESS OF OTHER ASSETS - (23.7)%** |  |  |  |  | (2826352) |
|  | **NET ASSETS - 100.0%** |  |  |  |  | $11920151 |
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |
| **Number of<br> Contracts** | **Open Long Futures Contracts** | **Open Long Futures Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional<br> Amount<sup>(e)</sup>** | **Value and<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| 13 | CBOE Volatility Index Future | CBOE Volatility Index Future | CBOE Volatility Index Future | 04/16/2026 | $325291 | $1188 |
| 16 | CBOE Volatility Index Future | CBOE Volatility Index Future | CBOE Volatility Index Future | 05/20/2026 | 390592 | (1185) |
|  | **TOTAL LONG FUTURES CONTRACTS** | **TOTAL LONG FUTURES CONTRACTS** | **TOTAL LONG FUTURES CONTRACTS** |  |  | $3 |
| **Number of<br> Contracts** | **Open Short Futures Contracts** | **Open Short Futures Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional<br> Amount<sup>(e)</sup>** | **Value and<br> Unrealized<br> Depreciation** |
| 4 | CME E-Mini Standard & Poor's 500 Index Future | CME E-Mini Standard & Poor's 500 Index Future | CME E-Mini Standard & Poor's 500 Index Future | 06/22/2026 | $1314150 | $(20450) |
|  | **TOTAL SHORT FUTURES CONTRACTS** | **TOTAL SHORT FUTURES CONTRACTS** | **TOTAL SHORT FUTURES CONTRACTS** |  |  |  |

---

---

| |
|:---|
| **CATALYST NASDAQ-100 HEDGED EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | |
|:---|:---|
| ADR | - American Depositary Receipt |
| ETF | - Exchange-Traded Fund |
| LLC | - Limited Liability Company |
| PLC | - Public Limited Company |
| WED | - Wedbush Securities |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> All or a portion of these securities are on loan. Total loaned securities had a value of $3,422,067 at March 31, 2026.

<sup>(c)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

<sup>(d)</sup> Each contract is equivalent to one futures contract.

<sup>(e)</sup> The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based. Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts. Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments. The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund.

<sup>(f)</sup> Security was purchased with cash received as collateral for securities on loan at March 31, 2026. Total collateral had a value of $3,379,962 at March 31, 2026.

---

| |
|:---|
| **CATALYST/MAP GLOBAL EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 88.2%** |  |
|  | **APPAREL & TEXTILE PRODUCTS - 0.7%** |  |
| 1000 | LVMH Moet Hennessy Louis Vuitton S.E.<sup>(a)</sup> | $535252 |
| 1200 | LVMH Moet Hennessy Louis Vuitton SE - ADR | 131088 |
|  |  | 666340 |
|  | **BEVERAGES - 1.6%** |  |
| 125000 | Arca Continental COM NPV | 1439921 |
|  | **BIOTECH & PHARMA - 11.9%** |  |
| 6489 | Johnson & Johnson | 1586171 |
| 15718 | Novartis A.G. - ADR | 2400925 |
| 71500 | Sanofi - ADR | 3444869 |
| 169000 | Takeda Pharmaceutical Company Ltd. - ADR | 3129880 |
|  |  | 10561845 |
|  | **CHEMICALS - 2.5%** |  |
| 62500 | Mosaic Company (The) | 1593750 |
| 8765 | Solstice Advanced Materials, Inc. | 667542 |
|  |  | 2261292 |
|  | **DIVERSIFIED INDUSTRIALS - 1.6%** |  |
| 6400 | Honeywell International, Inc. | 1446592 |
|  | **ELECTRICAL EQUIPMENT - 1.0%** |  |
| 2602 | Eaton Corporation PLC | 930657 |
|  | **ENGINEERING & CONSTRUCTION - 2.4%** |  |
| 69675 | Tetra Tech, Inc. | 2098611 |
|  | **ENTERTAINMENT CONTENT - 1.7%** |  |
| 710000 | Vivendi S.A.<sup>(a)</sup> | 1456600 |
| 25500 | Vivendi S.A. - ADR | 55845 |
|  |  | 1512445 |
|  | **FOOD - 5.7%** |  |
| 384700 | GrainCorp Ltd.<sup>(a)</sup> | 1759760 |
| 33500 | Nestle S.A. - ADR | 3319850 |
|  |  | 5079610 |

---

---

| |
|:---|
| **CATALYST/MAP GLOBAL EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 88.2% (Continued)** |  |
|  | **GAS & WATER UTILITIES - 5.0%** |  |
| 82010 | MDU Resources Group, Inc. | $1699247 |
| 30000 | National Fuel Gas Company | 2818800 |
|  |  | 4518047 |
|  | **HOUSEHOLD PRODUCTS - 2.0%** |  |
| 32304 | Unilever plc - ADR | 1840359 |
|  | **INSTITUTIONAL FINANCIAL SERVICES - 1.9%** |  |
| 2775 | CME Group, Inc. | 819596 |
| 75000 | Japan Exchange Group, Inc.<sup>(a)</sup> | 853664 |
|  |  | 1673260 |
|  | **INSURANCE - 2.1%** |  |
| 6077 | Aon PLC, Class A | 1961534 |
|  | **INTERNET MEDIA & SERVICES - 5.6%** |  |
| 8124 | Alphabet, Inc., Class C | 2330450 |
| 3590 | Meta Platforms, Inc., Class A | 2053946 |
| 9150 | Uber Technologies, Inc.<sup>(b)</sup> | 658160 |
|  |  | 5042556 |
|  | **LEISURE FACILITIES & SERVICES - 1.5%** |  |
| 164640 | Arcos Dorados Holdings, Inc., Class A | 1358280 |
|  | **MEDICAL EQUIPMENT & DEVICES - 2.6%** |  |
| 27650 | Medtronic PLC | 2395873 |
|  | **METALS & MINING - 3.8%** |  |
| 23200 | Freeport-McMoRan, Inc. | 1363696 |
| 188340 | Grupo Mexico S.A.B. de C.V., Class B | 2014657 |
|  |  | 3378353 |
|  | **OIL & GAS PRODUCERS - 4.5%** |  |
| 19500 | Chevron Corporation | 4034550 |
|  | **PUBLISHING & BROADCASTING - 0.5%** |  |
| 256280 | Louis Hachette Group<sup>(a)</sup> | 461938 |

---

---

| |
|:---|
| **CATALYST/MAP GLOBAL EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 88.2% (Continued)** |  |
|  | **RETAIL - CONSUMER STAPLES - 6.5%** |  |
| 9200 | PriceSmart, Inc. | $1384600 |
| 217400 | Tesco PLC<sup>(a)</sup> | 1361304 |
| 423500 | Wal-Mart de Mexico SAB de CV | 1380948 |
| 14800 | Walmart, Inc. | 1839344 |
|  |  | 5966196 |
|  | **RETAIL - DISCRETIONARY - 0.8%** |  |
| 2104 | Home Depot, Inc. (The) | 691985 |
|  | **SEMICONDUCTORS - 5.8%** |  |
| 7854 | Applied Materials, Inc. | 2684419 |
| 2300 | Micron Technology, Inc. | 777032 |
| 5500 | Tokyo Electron Ltd.<sup>(a)</sup> | 1290159 |
| 4000 | Tokyo Electron Ltd. - ADR | 488880 |
|  |  | 5240490 |
|  | **SOFTWARE - 3.9%** |  |
| 6304 | Microsoft Corporation | 2333552 |
| 8800 | Workday, Inc., Class A<sup>(b)</sup> | 1143296 |
|  |  | 3476848 |
|  | **TECHNOLOGY HARDWARE - 2.6%** |  |
| 30500 | Cisco Systems, Inc. | 2366495 |
|  | **TECHNOLOGY SERVICES - 1.8%** |  |
| 8688 | Fidelity National Information Services, Inc. | 407554 |
| 3900 | Visa, Inc., Class A | 1178736 |
|  |  | 1586290 |
|  | **TELECOMMUNICATIONS - 4.9%** |  |
| 106195 | Orange S.A. - ADR | 2173812 |
| 44000 | Verizon Communications, Inc. | 2208800 |
|  |  | 4382612 |

---

---

| |
|:---|
| **CATALYST/MAP GLOBAL EQUITY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 88.2% (Continued)** |  |
|  | **WHOLESALE - CONSUMER STAPLES - 3.3%** |  |
| **23000** | Bunge Global S.A. | $2925600 |
|  | **TOTAL COMMON STOCKS (Cost $58,273,171)** | 79298579 |
|  | **EXCHANGE-TRADED FUNDS — 6.6%** |  |
|  | **COMMODITY - 5.0%** |  |
| 48400 | SPDR Gold MiniShares Trust<sup>(b)</sup> | 4486196 |
|  | **FIXED INCOME - 1.6%** |  |
| 15500 | State Street SPDR Bloomberg 1-3 Month T-Bill ETF | 1420420 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $3,267,114)** | 5906616 |
|  | **PREFERRED STOCKS — 1.8%** |  |
|  | **HOUSEHOLD PRODUCTS — 1.8%** |  |
| 20600 | Henkel A.G. & Company KGaA | 1578571 |
|  | **TOTAL PREFERRED STOCKS (Cost $1,686,122)** | 1578571 |
|  | **SHORT-TERM INVESTMENT — 2.5%** |  |
|  | **MONEY MARKET FUND - 2.5%** |  |
| 2265108 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $2,265,108)<sup>(c)</sup> | 2265108 |
|  | **TOTAL INVESTMENTS - 99.1% (Cost $65,491,515)** | $89048874 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES- 0.9%** | 784146 |
|  | **NET ASSETS - 100.0%** | $89833020 |

---

---

| | |
|:---|:---|
| ADR | - American Depositary Receipt |
| ETF | - Exchange-Traded Fund |
| LTD | - Limited Company |
| PLC | - Public Limited Company |
| S/A | - Société Anonyme |
| SPDR | - Standard & Poor's Depositary Receipt |

---

<sup>(a)</sup> The value of this security has been determined in good faith under policies of the Board of Trustees.

<sup>(b)</sup> Non-income producing security.

<sup>(c)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

---

| |
|:---|
| **CATALYST TACTICAL ALLOCATION FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 99.0%** |  |
|  | **AEROSPACE & DEFENSE - 7.6%** |  |
| 2948 | Howmet Aerospace, Inc. | $679396 |
| 2900 | RTX Corporation | 559410 |
|  |  | 1238806 |
|  | **ASSET MANAGEMENT - 1.7%** |  |
| 3988 | Robinhood Markets, Inc., Class A<sup>(a)</sup> | 276368 |
|  | **COMMERCIAL SUPPORT SERVICES - 4.6%** |  |
| 3285 | Waste Management, Inc. | 754860 |
|  | **DIVERSIFIED INDUSTRIALS - 3.4%** |  |
| 613 | Parker-Hannifin Corporation | 548782 |
|  | **ELECTRICAL EQUIPMENT - 8.4%** |  |
| 5425 | Vertiv Holdings Company, Class A | 1359397 |
|  | **HEALTH CARE FACILITIES & SERVICES - 8.8%** |  |
| 1712 | HCA Healthcare, Inc. | 810187 |
| 714 | McKesson Corporation | 617867 |
|  |  | 1428054 |
|  | **INSTITUTIONAL FINANCIAL SERVICES - 4.5%** |  |
| 6225 | Bank of New York Mellon Corporation (The) | 738472 |
|  | **INTERNET MEDIA & SERVICES - 8.8%** |  |
| 2491 | Alphabet, Inc., Class A | 716312 |
| 1254 | Meta Platforms, Inc., Class A | 717451 |
|  |  | 1433763 |
|  | **LEISURE FACILITIES & SERVICES - 8.0%** |  |
| 2327 | Marriott International Inc, Class A | 761092 |
| 5173 | Wynn Resorts Ltd. | 525318 |
|  |  | 1286410 |
|  | **RETAIL - CONSUMER STAPLES - 2.8%** |  |
| 3850 | Dollar General Corporation | 457111 |

---

---

| |
|:---|
| **CATALYST TACTICAL ALLOCATION FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 99.0% (Continued)** |  |
|  | **RETAIL - DISCRETIONARY - 4.7%** |  |
| 228 | AutoZone, Inc.<sup>(a)</sup> | $770134 |
|  | **SEMICONDUCTORS - 14.1%** |  |
| 1570 | Broadcom, Inc. | 485931 |
| 754 | KLA Corporation | 1110197 |
| 4001 | NVIDIA Corporation | 697774 |
|  |  | 2293902 |
|  | **SOFTWARE - 10.7%** |  |
| 2172 | Cadence Design Systems, Inc.<sup>(a)</sup> | 603534 |
| 1910 | Microsoft Corporation | 707025 |
| 3000 | Palantir Technologies, Inc., Class A<sup>(a)</sup> | 438840 |
|  |  | 1749399 |
|  | **TECHNOLOGY HARDWARE - 7.4%** |  |
| 3045 | Apple, Inc. | 772790 |
| 3440 | Arista Networks, Inc.<sup>(a)</sup> | 422363 |
|  |  | 1195153 |
|  | **WHOLESALE - CONSUMER STAPLES - 3.5%** |  |
| 6526 | Performance Food Group Company<sup>(a)</sup> | 559017 |
|  | **TOTAL COMMON STOCKS (Cost $13,007,489)** | 16089628 |
|  | **TOTAL INVESTMENTS - 99.0% (Cost $13,007,489)** | $16089628 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES- 1.0%** | 166830 |
|  | **NET ASSETS - 100.0%** | $16256458 |

---

LTD - Limited Company

<sup>(a)</sup> Non-income producing security.

---

| |
|:---|
| **CATALYST/MAP GLOBAL BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 51.4%** |  |
|  | **APPAREL & TEXTILE PRODUCTS - 0.4%** |  |
| 100 | LVMH Moet Hennessy Louis Vuitton S.E. | $53525 |
|  | **BEVERAGES - 1.0%** |  |
| 13020 | Arca Continental S.A.B. de C.V. | 149982 |
|  | **BIOTECH & PHARMA - 8.1%** |  |
| 655 | Johnson & Johnson | 160108 |
| 1524 | Novartis A.G. - ADR | 232791 |
| 7528 | Sanofi S.A. - ADR - ADR | 362699 |
| 23000 | Takeda Pharmaceutical Company Ltd. - ADR | 425959 |
|  |  | 1181557 |
|  | **CHEMICALS - 1.1%** |  |
| 4790 | Mosaic Company | 122145 |
| 562 | Solstice Advanced Materials, Inc. | 42802 |
|  |  | 164947 |
|  | **DIVERSIFIED INDUSTRIALS - 0.5%** |  |
| 350 | Honeywell International, Inc. | 79111 |
|  | **ELECTRICAL EQUIPMENT - 0.7%** |  |
| 270 | Eaton Corporation PLC | 96571 |
|  | **ENGINEERING & CONSTRUCTION - 1.2%** |  |
| 5985 | Tetra Tech, Inc. | 180268 |
|  | **ENTERTAINMENT CONTENT - 1.1%** |  |
| 49480 | Vivendi S.E. | 101511 |
| 30000 | Vivendi S.E. - ADR | 65700 |
|  |  | 167211 |
|  | **FOOD - 2.5%** |  |
| 3625 | Nestle S.A. - ADR - ADR | 359238 |
|  | **GAS & WATER UTILITIES - 3.5%** |  |
| 7400 | MDU Resources Group, Inc. | 153328 |

---

---

| |
|:---|
| **CATALYST/MAP GLOBAL BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 51.4% (Continued)** |  |
|  | **GAS & WATER UTILITIES - 3.5% (Continued)** |  |
| 3775 | National Fuel Gas Company | $354699 |
|  |  | 508027 |
|  | **HOUSEHOLD PRODUCTS - 1.3%** |  |
| 3263 | Unilever PLC - ADR | 185893 |
|  | **INSTITUTIONAL FINANCIAL SERVICES - 0.7%** |  |
| 360 | CME Group, Inc. | 106326 |
|  | **INSURANCE - 1.1%** |  |
| 500 | Aon PLC, Class A | 161390 |
|  | **INTERNET MEDIA & SERVICES - 2.0%** |  |
| 600 | Alphabet, Inc., Class C | 172115 |
| 153 | Meta Platforms, Inc., Class A | 87536 |
| 350 | Uber Technologies, Inc.<sup>(a)</sup> | 25176 |
|  |  | 284827 |
|  | **LEISURE FACILITIES & SERVICES - 1.0%** |  |
| 17450 | Arcos Dorados Holdings, Inc., Class A | 143963 |
|  | **MEDICAL EQUIPMENT & DEVICES - 1.7%** |  |
| 2900 | Medtronic PLC | 251285 |
|  | **METALS & MINING - 1.7%** |  |
| 2000 | Freeport-McMoRan, Inc. | 117560 |
| 12000 | Grupo Mexico S.A.B. de C.V., Class B | 128363 |
|  |  | 245923 |
|  | **OIL & GAS PRODUCERS - 2.1%** |  |
| 1500 | Chevron Corporation | 310350 |
|  | **PUBLISHING & BROADCASTING - 0.5%** |  |
| 37700 | Louis Hachette Group | 67953 |
|  | **RETAIL - CONSUMER STAPLES - 3.9%** |  |
| 900 | PriceSmart, Inc. | 135450 |

---

---

| |
|:---|
| **CATALYST/MAP GLOBAL BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 51.4% (Continued)** |  |
|  | **RETAIL - CONSUMER STAPLES - 3.9% (Continued)** |  |
| 25000 | Tesco PLC | $156544 |
| 45942 | Wal-Mart de Mexico SAB de CV | 149808 |
| 1000 | Walmart, Inc. | 124280 |
|  |  | 566082 |
|  | **RETAIL - DISCRETIONARY - 0.7%** |  |
| 323 | Home Depot, Inc. | 106231 |
|  | **SEMICONDUCTORS - 3.3%** |  |
| 600 | Applied Materials, Inc. | 205074 |
| 220 | Micron Technology, Inc. | 74325 |
| 650 | Tokyo Electron Ltd. | 152473 |
| 400 | Tokyo Electron Ltd. - ADR | 48888 |
|  |  | 480760 |
|  | **SOFTWARE - 2.1%** |  |
| 511 | Microsoft Corporation | 189157 |
| 850 | Workday, Inc., Class A<sup>(a)</sup> | 110432 |
|  |  | 299589 |
|  | **TECHNOLOGY HARDWARE - 1.6%** |  |
| 3000 | Cisco Systems, Inc. | 232770 |
|  | **TECHNOLOGY SERVICES - 0.9%** |  |
| 1000 | Fidelity National Information Services, Inc. | 46910 |
| 300 | Visa, Inc., Class A | 90672 |
|  |  | 137582 |
|  | **TELECOMMUNICATIONS - 3.1%** |  |
| 10725 | Orange S.A. - ADR | 219541 |
| 4500 | Verizon Communications, Inc. | 225900 |
|  |  | 445441 |
|  | **WHOLESALE - CONSUMER STAPLES - 3.6%** |  |
| 3217 | Bunge Global S.A. | 409202 |
| 24000 | GrainCorp Ltd. | 109785 |
|  |  | 518987 |

---

---

| |
|:---|
| **CATALYST/MAP GLOBAL BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Shares** |  |  |  | **Fair Value** |
|  | **COMMON STOCKS — 51.4% (Continued)** |  |  |  |
|  | **TOTAL COMMON STOCKS (Cost $5,433,960)** |  |  | $7485789 |
|  | **EXCHANGE-TRADED FUNDS — 5.0%** |  |  |  |
|  | **COMMODITY - 5.0%** |  |  |  |
| 7900 | SPDR Gold MiniShares Trust<sup>(a)</sup> |  |  | 732251 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $292,261)** |  |  |  |
|  |  | **Dividend Rate**<sup>(b)</sup>** |  |  |
|  | **PREFERRED STOCKS — 1.8%** |  |  |  |
|  | **HOUSEHOLD PRODUCTS — 1.8%** |  |  |  |
| 3500 | Henkel A.G. & Company KGaA | 2.07 |  | 268204 |
|  | **TOTAL PREFERRED STOCKS (Cost $323,349)** |  |  |  |
| **Principal<br> Amount ($)** |  | **Coupon<br> Rate (%)** | **Maturity** |  |
|  | **CORPORATE BONDS — 39.3%** |  |  |  |
|  | **AEROSPACE & DEFENSE — 2.1%** |  |  |  |
| 300000 | Spirit AeroSystems, Inc. | 3.8500 | &nbsp;&nbsp;06/15/26 | 299402 |
|  | **AUTOMOTIVE — 3.5%** |  |  |  |
| 300000 | Ford Motor Credit Company, LLC | 5.8500 | &nbsp;&nbsp;05/17/27 | 302263 |
| 200000 | Honda Motor Company Ltd. | 2.5340 | &nbsp;&nbsp;03/10/27 | 196593 |
|  |  |  |  | 498856 |
|  | **CHEMICALS — 2.9%** |  |  |  |
| 425000 | Methanex Corporation | 5.1250 | &nbsp;&nbsp;10/15/27 | 422262 |
|  | **ENTERTAINMENT CONTENT — 1.4%** |  |  |  |
| 212000 | Warner Media, LLC | 3.8000 | &nbsp;&nbsp;02/15/27 | 208248 |

---

---

| |
|:---|
| **CATALYST/MAP GLOBAL BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Coupon<br> Rate (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 39.3% (Continued)** |  |  |  |
|  | **GAS & WATER UTILITIES — 1.2%** |  |  |  |
| 175000 | AmeriGas Partners, L.P. / AmeriGas Finance Corporation | 5.7500 | &nbsp;&nbsp;05/20/27 | $176286 |
|  | **HOME & OFFICE PRODUCTS — 1.3%** |  |  |  |
| 201000 | Steelcase, Inc. | 5.1250 | &nbsp;&nbsp;01/18/29 | 195797 |
|  | **INDUSTRIAL SUPPORT SERVICES — 1.5%** |  |  |  |
| 225000 | United Rentals North America, Inc. | 4.8750 | &nbsp;&nbsp;01/15/28 | 224050 |
|  | **INSTITUTIONAL FINANCIAL SERVICES — 3.0%** |  |  |  |
| 250000 | Nomura Holdings, Inc. | 1.6530 | &nbsp;&nbsp;07/14/26 | 248200 |
| 200000 | Nomura Holdings, Inc. | 2.3290 | &nbsp;&nbsp;01/22/27 | 196681 |
|  |  |  |  | 444881 |
|  | **LEISURE FACILITIES & SERVICES — 1.8%** |  |  |  |
| 250000 | Carnival Corporation | 6.6500 | &nbsp;&nbsp;01/15/28 | 256322 |
|  | **LEISURE PRODUCTS — 1.6%** |  |  |  |
| 225000 | Brunswick Corporation | 5.8500 | &nbsp;&nbsp;03/18/29 | 230284 |
|  | **OIL & GAS PRODUCERS — 1.7%** |  |  |  |
| 250000 | Buckeye Partners, L.P. | 4.1250 | &nbsp;&nbsp;12/01/27 | 244618 |
|  | **OIL & GAS SERVICES & EQUIPMENT — 1.4%** |  |  |  |
| 200000 | Oceaneering International, Inc. | 6.0000 | &nbsp;&nbsp;02/01/28 | 201044 |
|  | **PUBLISHING & BROADCASTING — 3.3%** |  |  |  |
| 466000 | Belo Corporation | 7.7500 | &nbsp;&nbsp;06/01/27 | 480864 |
|  | **RETAIL - DISCRETIONARY — 2.7%** |  |  |  |
| 175000 | Advance Auto Parts, Inc. | 1.7500 | &nbsp;&nbsp;10/01/27 | 164816 |
| 225000 | Nordstrom, Inc. | 6.9500 | &nbsp;&nbsp;03/15/28 | 227038 |
|  |  |  |  | 391854 |
|  | **SPECIALTY FINANCE — 5.6%** |  |  |  |
| 200000 | AerCap Ireland Capital DAC / AerCap Global Global Aviation Trust 2 | 2.4500 | &nbsp;&nbsp;10/29/26 | 197733 |
| 625000 | Aircastle Ltd. | 4.2500 | &nbsp;&nbsp;06/15/26 | 624160 |

---

---

| |
|:---|
| **CATALYST/MAP GLOBAL BALANCED FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Coupon<br> Rate (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 39.3% (Continued)** |  |  |  |
|  | **SPECIALTY FINANCE — 5.6% (Continued)** |  |  |  |
|  |  |  |  | $821893 |
|  | **STEEL — 2.8%** |  |  |  |
| 400000 | ArcelorMittal S.A. | 6.5500 | &nbsp;&nbsp;11/29/27 | 412351 |
|  | **TECHNOLOGY HARDWARE — 1.5%** |  |  |  |
| 225000 | Nokia OYJ | 4.3750 | &nbsp;&nbsp;06/12/27 | 223999 |
|  | **TOTAL CORPORATE BONDS (Cost $5,741,867)** |  |  | 5733011 |
| **Shares** |  |  |  |  |
|  | **SHORT-TERM INVESTMENTS — 3.3%** |  |  |  |
|  | **MONEY MARKET FUNDS - 3.3%** |  |  |  |
| 478951 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $478,951)<sup>(c)</sup> |  |  | 478951 |
|  | **TOTAL INVESTMENTS - 100.8% (Cost $12,270,388)** |  |  | $14698206 |
|  | **LIABILITIES IN EXCESS OF OTHER ASSETS - (0.8)%** |  |  | (110056) |
|  | **NET ASSETS - 100.0%** |  |  | $14588150 |

---

---

| | |
|:---|:---|
| ADR | - American Depositary Receipt |
| A.G. | - Aktiengesellschaft |
| DAC | - Designated Activity Company |
| KGaA | - Kommanditgesellschaft auf Aktien |
| LLC | - Limited Liability Company |
| L.P. | - Limited Partnership |
| Ltd. | - Limited Company |
| OYJ | - Julkinen osakeyhtiö |
| PLC | - Public Limited Company |
| S.A. | - Société Anonyme |
| S.A.B de C.V. - Sociedad Anónima Bursátil de Capital Variable | S.A.B de C.V. - Sociedad Anónima Bursátil de Capital Variable |
| S.E. | - Societas Europeae |
| SPDR | - Standard & Poor's Depositary Receipt |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> Euro. Pays annually.

<sup>(c)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

---

| |
|:---|
| **CATALYST/MILLBURN HEDGE STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **EXCHANGE-TRADED FUNDS — 48.9%** |  |
|  | **EQUITY - 48.9%** |  |
| 1706676 | Dimensional Emerging Core Equity Market ETF | $57788049 |
| 1549030 | Dimensional International Core Equity 2 ETF | 55037036 |
| 3324162 | Dimensional US Core Equity 2 ETF | 129176935 |
| 1172200 | Dimensional US High Profitability ETF | 43090072 |
| 8281613 | iShares Core S&P Mid-Cap ETF | 559257326 |
| 2458196 | iShares Core S&P Small-Cap ETF | 305578345 |
| 847045 | iShares MSCI Australia ETF | 23513969 |
| 651868 | iShares MSCI Brazil ETF | 25025213 |
| 410926 | iShares MSCI Canada ETF | 22514636 |
| 180371 | iShares MSCI France ETF | 7824494 |
| 714153 | iShares MSCI Hong Kong ETF | 16489793 |
| 3120382 | iShares MSCI India ETF<sup>(a)</sup> | 146158693 |
| 1571192 | iShares MSCI Intl Quality Factor ETF | 72636206 |
| 799771 | iShares MSCI Japan ETF | 67532663 |
| 216707 | iShares MSCI Malaysia ETF | 6156646 |
| 323428 | iShares MSCI Mexico ETF | 24331488 |
| 498619 | iShares MSCI Singapore ETF | 14071028 |
| 121460 | iShares MSCI South Africa ETF | 8234988 |
| 213236 | iShares MSCI Spain ETF | 11580847 |
| 541025 | iShares MSCI Switzerland ETF | 31817680 |
| 975210 | iShares MSCI Taiwan ETF | 69161893 |
| 74927 | iShares MSCI Thailand ETF | 5198435 |
| 102007 | iShares MSCI Turkey ETF | 3942571 |
| 1439415 | iShares MSCI United Kingdom ETF | 65579747 |
| 4242597 | iShares MSCI USA Min Vol Factor ETF | 393458446 |
| 249681 | iShares MSCI USA Quality Factor ETF | 47891313 |
| 1641733 | iShares Russell 1000 ETF | 585376318 |
| 1603667 | iShares Russell 2000 ETF | 397709416 |
| 768475 | iShares Russell Mid-Cap ETF | 74718824 |
| 524119 | State Street SPDR S&P 500 ETF Trust | 340855550 |
| 7021770 | Vanguard FTSE Emerging Markets ETF | 379526669 |
| 110978 | Vanguard FTSE Europe ETF | 9147917 |
| 445130 | Vanguard Large-Cap ETF | 133027101 |
| 421239 | Vanguard Mid-Cap ETF | 120971416 |

---

---

| |
|:---|
| **CATALYST/MILLBURN HEDGE STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Shares** |  |  |  | **Fair Value** |
|  | **EXCHANGE-TRADED FUNDS — 48.9% (Continued)** |  |  |  |
|  | **EQUITY - 48.9% (Continued)** |  |  |  |
| 1393147 | Vanguard Real Estate ETF |  |  | $123572139 |
| 255244 | Vanguard S&P 500 ETF |  |  | 152521052 |
| 350327 | Vanguard Small-Cap ETF |  |  | 91757648 |
| 587752 | WisdomTree India Earnings Fund<sup>(a)</sup> |  |  | 23980282 |
|  |  |  |  | 4646212844 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $3,241,740,677)** |  |  | 4646212844 |
| **Principal<br> Amount ($)** |  | **Coupon Rate<br> (%)** | **Maturity** |  |
|  | **U.S. GOVERNMENT & AGENCIES — 41.0%** |  |  |  |
|  | **U.S. TREASURY NOTES — 41.0%** |  |  |  |
| 1565203000 | United States Treasury Note<sup>(d),(e)</sup> | 1.6250 | &nbsp;&nbsp;05/15/26 | 1561092933 |
| 1811130000 | United States Treasury Note<sup>(d),(e)</sup> | 1.5000 | &nbsp;&nbsp;08/15/26 | 1795843719 |
| 531653000 | United States Treasury Note<sup>(d),(e)</sup> | 2.0000 | &nbsp;&nbsp;11/15/26 | 525936571 |
|  |  |  |  | 3882873223 |
|  | **TOTAL U.S. GOVERNMENT & AGENCIES (Cost $3,884,142,965)** |  |  | 3882873223 |
| **Shares** |  |  |  |  |
|  | **SHORT-TERM INVESTMENTS — 6.7%** |  |  |  |
|  | **MONEY MARKET FUNDS - 6.7%** |  |  |  |
| 632590160 | First American Treasury Obligations Fund, Class X, 3.58%<sup>(b),(d)</sup> |  |  | 632590160 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $632,590,160)** |  |  | 632590160 |
|  | **TOTAL INVESTMENTS - 96.6% (Cost $7,758,473,802)** |  |  | $9161676227 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 3.4%** |  |  | 318710183 |
|  | **NET ASSETS - 100.0%** |  |  | $9480386410 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |
| **Number of<br> Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional<br> Amount<sup>(c)</sup>** | **Value and Unrealized<br> Appreciation (Depreciation)** |
| 14 | Carbon Emissions Future<sup>(d)</sup> | 12/15/2026 | $1173301 | $(18589) |
| 237 | CBOT Corn Future<sup>(d)</sup> | 05/15/2026 | 5424338 | (75100) |

---

---

| |
|:---|
| **CATALYST/MILLBURN HEDGE STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** |
| **Number of<br> Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional<br> Amount<sup>(c)</sup>** | **Value and Unrealized<br> Appreciation (Depreciation)** |
| 540 | CBOT Soybean Future<sup>(d)</sup> | 05/15/2026 | $31617000 | $(491063) |
| 1222 | CBOT Soybean Meal Future<sup>(d)</sup> | 05/15/2026 | 38664080 | (753860) |
| 1968 | CBOT Soybean Oil Future<sup>(d)</sup> | 05/15/2026 | 81333504 | 4828110 |
| 1748 | CME Australian Dollar Currency Future | 06/16/2026 | 120306100 | (161025) |
| 72 | CME British Pound Currency Future | 06/16/2026 | 5951700 | 175 |
| 522 | CME E-Mini NASDAQ 100 Index Future | 06/22/2026 | 249672599 | 7677149 |
| 151 | CME E-mini Russell 2000 Index Futures | 06/22/2026 | 18967110 | 667815 |
| 958 | CME E-Mini Standard & Poor's 500 Index Future | 06/22/2026 | 314738924 | 7110837 |
| 62 | CME E-Mini Standard & Poor's MidCap 400 Index Future | 06/22/2026 | 21058300 | 368310 |
| 969 | CME Mexican Peso Currency Future | 06/16/2026 | 26821920 | 252460 |
| 229 | COMEX Copper Future<sup>(d)</sup> | 05/28/2026 | 32140150 | 647837 |
| 77 | COMEX Gold 100 Troy Ounces Future<sup>(d)</sup> | 06/29/2026 | 36025220 | 1972290 |
| 25 | COMEX Silver Future<sup>(d)</sup> | 05/28/2026 | 9364875 | 649425 |
| 474 | E-mini Dow Jones Industrial Average Index Futures | 06/22/2026 | 110399340 | 2308030 |
| 39 | Eurex DAX Index Future | 06/22/2026 | 25735177 | 842205 |
| 3458 | Eurex EURO STOXX 50 Future | 06/22/2026 | 219622168 | 5212730 |
| 2504 | Euronext CAC 40 Index Future | 04/20/2026 | 226465558 | 2959870 |
| 1585 | FTSE 100 Index Future | 06/22/2026 | 213958427 | 8794657 |
| 257 | FTSE/MIB Index Future | 06/22/2026 | 64719325 | 2301248 |
| 381 | HKG Hang Seng China Enterprises Index Future | 04/30/2026 | 20303693 | 17490 |
| 204 | HKG Hang Seng Index Future | 04/30/2026 | 32202735 | 311409 |
| 928 | ICE Brent Crude Oil Future<sup>(d)</sup> | 05/01/2026 | 96484160 | (290330) |
| 249 | ICE Brent Crude Oil Future<sup>(d)</sup> | 06/01/2026 | 23946330 | (917510) |
| 83 | ICE Brent Crude Oil Future<sup>(d)</sup> | 07/01/2026 | 7484110 | (340580) |
| 73 | ICE Brent Crude Oil Future<sup>(d)</sup> | 08/03/2026 | 6271430 | (332460) |
| 65 | ICE Brent Crude Oil Future<sup>(d)</sup> | 08/31/2026 | 5391750 | (297400) |
| 47 | ICE Brent Crude Oil Future<sup>(d)</sup> | 10/01/2026 | 3807470 | (198040) |
| 130 | ICE Gas Oil Future<sup>(d)</sup> | 05/13/2026 | 16110250 | 228351 |
| 189 | ICE Gas Oil Future<sup>(d)</sup> | 06/12/2026 | 20827799 | 268425 |
| 76 | ICE Gas Oil Future<sup>(d)</sup> | 07/13/2026 | 7691200 | 65600 |
| 553 | ICE US mini MSCI EAFE Index Futures | 06/22/2026 | 80215415 | 2378790 |
| 530 | ICE US MSCI Emerging Markets EM Index Futures | 06/22/2026 | 38546900 | 1101700 |
| 724 | IFSC NIFTY 50 Index Futures | 04/29/2026 | 32553212 | (65502) |
| 282 | KFE KOSPI 200 Index Future | 06/12/2026 | 35117881 | (1074123) |
| 63 | LME Copper Future<sup>(d)</sup> | 06/16/2026 | 19425293 | 263645 |
| 232 | LME Primary Aluminum Future<sup>(d)</sup> | 06/16/2026 | 20196412 | 1174920 |
| 89 | LME Zinc Future<sup>(d)</sup> | 06/16/2026 | 7215675 | 238458 |
| 144 | MEFF Madrid IBEX 35 Index Future | 04/20/2026 | 28238280 | 734290 |
| 208 | Montreal Exchange S&P/TSX 60 Index Future | 06/22/2026 | 57040119 | 1478164 |
| 15 | NYBOT CSC Cocoa Future<sup>(d)</sup> | 05/14/2026 | 495000 | 10090 |
| 258 | NYBOT CSC Number 11 World Sugar Future<sup>(d)</sup> | 05/01/2026 | 4484659 | (2822) |
| 418 | NYMEX Henry Hub Natural Gas Futures<sup>(d)</sup> | 04/29/2026 | 12055120 | (155470) |
| 90 | NYMEX Henry Hub Natural Gas Futures<sup>(d)</sup> | 05/28/2026 | 2705400 | (41130) |
| 75 | NYMEX Henry Hub Natural Gas Futures<sup>(d)</sup> | 07/30/2026 | 2475000 | (62540) |
| 11 | NYMEX Henry Hub Natural Gas Futures<sup>(d)</sup> | 08/28/2026 | 360250 | (4930) |
| 334 | NYMEX Light Sweet Crude Oil Future<sup>(d)</sup> | 04/22/2026 | 33860920 | (93560) |
| 282 | NYMEX Light Sweet Crude Oil Future<sup>(d)</sup> | 05/20/2026 | 26271120 | 615920 |
| 68 | NYMEX Light Sweet Crude Oil Future<sup>(d)</sup> | 06/23/2026 | 5884040 | (93620) |

---

---

| |
|:---|
| **CATALYST/MILLBURN HEDGE STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** |
| **Number of<br> Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional<br> Amount<sup>(c)</sup>** | **Value and Unrealized<br> Appreciation (Depreciation)** |
| 35 | NYMEX Light Sweet Crude Oil Future<sup>(d)</sup> | 07/22/2026 | $2857050 | $(85600) |
| 37 | NYMEX Light Sweet Crude Oil Future<sup>(d)</sup> | 08/21/2026 | 2885260 | (149870) |
| 22 | NYMEX Light Sweet Crude Oil Future<sup>(d)</sup> | 09/23/2026 | 1655940 | (91880) |
| 87 | NYMEX NY Harbor ULSD Futures<sup>(d)</sup> | 06/01/2026 | 13669249 | (170919) |
| 39 | NYMEX NY Harbor ULSD Futures<sup>(d)</sup> | 07/01/2026 | 5656997 | (149432) |
| 23 | NYMEX NY Harbor ULSD Futures<sup>(d)</sup> | 08/03/2026 | 3164906 | (99788) |
| 20 | NYMEX Platinum Future<sup>(d)</sup> | 07/30/2026 | 1970200 | 41850 |
| 113 | NYMEX Reformulated Gasoline Blendstock for Oxygen Future<sup>(d)</sup> | 05/01/2026 | 15205709 | 209403 |
| 96 | NYMEX Reformulated Gasoline Blendstock for Oxygen Future<sup>(d)</sup> | 06/01/2026 | 12320179 | (113350) |
| 43 | NYMEX Reformulated Gasoline Blendstock for Oxygen Future<sup>(d)</sup> | 07/01/2026 | 5248417 | (85499) |
| 30 | NYMEX Reformulated Gasoline Blendstock for Oxygen Future<sup>(d)</sup> | 08/03/2026 | 3494106 | (93265) |
| 239 | OSE Nikkei 225 Index Future | 06/12/2026 | 77039940 | 7590 |
| 275 | SAFEX FTSE/JSE Top 40 Index Future | 06/22/2026 | 17374291 | 852292 |
| 521 | SFE S&P ASX Share Price Index 200 Future | 06/22/2026 | 76502936 | 284119 |
| 23 | SGX FTSE Taiwan Index Futures | 04/30/2026 | 2376360 | (1620) |
| 159 | SGX Nikkei 225 Stock Index Future | 06/12/2026 | 25711410 | 24552 |
| 3763 | TEF SET50 Index Future | 06/30/2026 | 22219993 | 325368 |
| 257 | TSE TOPIX (Tokyo Price Index) Future | 06/12/2026 | 56739398 | 631807 |
| 370 | TTF Natural Gas Base Load Monthly Futures<sup>(d)</sup> | 04/30/2026 | 16149315 | (1335780) |
|  | **TOTAL LONG FUTURES CONTRACTS** |  |  | $50010724 |
| **Number of<br> Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional<br> Amount<sup>(c)</sup>** | **Value and Unrealized<br> Appreciation (Depreciation)** |
| 2167 | 3 Month Euro Euribor Future | 03/16/2027 | $608310362 | $777014 |
| 1060 | 3 Month Euro Euribor Future | 03/14/2028 | 298002485 | 881029 |
| 2145 | 3 Month Euro Euribor Future | 06/15/2027 | 602258582 | 2706159 |
| 644 | 3 Month Euro Euribor Future | 06/20/2028 | 181031958 | 428820 |
| 1951 | 3 Month Euro Euribor Future | 09/14/2027 | 548126820 | 2189688 |
| 1667 | 3 Month Euro Euribor Future | 12/15/2026 | 468097145 | 80619 |
| 1231 | 3 Month Euro Euribor Future | 12/14/2027 | 346040901 | 1199476 |
| 795 | BMF Ibovespa Index Future | 04/16/2026 | 28938979 | (636130) |
| 10022 | CBOT 10 Year US Treasury Note Future | 06/22/2026 | 1112911781 | 3682547 |
| 8457 | CBOT 2 Year US Treasury Note Future | 07/01/2026 | 1754365003 | (605213) |
| 13133 | CBOT 5 Year US Treasury Note Future | 07/01/2026 | 1420723842 | 6738762 |
| 4376 | CBOT US Treasury Bond Futures | 06/22/2026 | 498317000 | 5442625 |
| 1156 | CBOT Wheat Future<sup>(d)</sup> | 05/15/2026 | 35619250 | (1053500) |
| 1295 | CME Canadian Dollar Currency Future | 06/17/2026 | 93240000 | 1882525 |
| 979 | CME Euro Foreign Exchange Currency Future | 06/16/2026 | 141777556 | 1032018 |
| 1027 | CME Japanese Yen Currency Future | 06/16/2026 | 81312725 | 349571 |
| 410 | CME Lean Hogs Future<sup>(d)</sup> | 06/15/2026 | 17228200 | 170080 |
| 79 | CME Live Cattle Future<sup>(d)</sup> | 07/01/2026 | 7687490 | (169290) |
| 177 | CME New Zealand Dollar Currency Future | 06/16/2026 | 10182810 | 259935 |

---

---

| |
|:---|
| **CATALYST/MILLBURN HEDGE STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** |
| **Number of<br> Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional<br> Amount<sup>(c)</sup>** | **Value and Unrealized<br> Appreciation (Depreciation)** |
| 641 | CME Swiss Franc Currency Future | 06/16/2026 | $100941475 | $1041906 |
| 6381 | Eurex 10 Year Euro BUND Future | 06/09/2026 | 924772989 | 4530015 |
| 1984 | Eurex 2 Year Euro SCHATZ Future | 06/09/2026 | 242496533 | 14384 |
| 541 | Eurex 30 Year Euro BUXL Future | 06/09/2026 | 68944360 | (317161) |
| 5251 | Eurex 5 Year Euro BOBL Future | 06/09/2026 | 700558172 | (342650) |
| 6493 | Euro-BTP Italian Bond Futures | 06/09/2026 | 872637587 | 3703889 |
| 6678 | French Government Bond Futures | 06/09/2026 | 916102427 | 1718247 |
| 253 | KCBT Hard Red Winter Wheat Future<sup>(d)</sup> | 05/15/2026 | 8039075 | (296912) |
| 24 | LME Lead Future<sup>(d)</sup> | 06/16/2026 | 1138128 | (1158) |
| 3812 | Long Gilt Future | 06/29/2026 | 442935490 | 11273167 |
| 1682 | Montreal Exchange 10 Year Canadian Bond Future | 06/22/2026 | 145076701 | 1357777 |
| 35 | NYBOT CSC C Coffee Future<sup>(d)</sup> | 05/19/2026 | 3915844 | 119362 |
| 194 | NYBOT CTN Number 2 Cotton Future<sup>(d)</sup> | 05/07/2026 | 6790000 | (391565) |
| 18 | NYMEX Henry Hub Natural Gas Futures<sup>(d)</sup> | 06/29/2026 | 581940 | 11810 |
| 9 | NYMEX NY Harbor ULSD Futures<sup>(d)</sup> | 05/01/2026 | 1555016 | 458 |
| 1509 | SFE 10 Year Australian Bond Future | 06/16/2026 | 112186213 | (95900) |
| 837 | SFE 3 Year Australian Bond Future | 06/16/2026 | 59859493 | (6530) |
| 1875 | SGX FTSE China A50 Futures | 04/30/2026 | 27255000 | 111812 |
| 566 | Three Month SONIA Index Futures | 03/15/2028 | 179529740 | 315437 |
| 631 | Three Month SONIA Index Futures | 03/17/2027 | 199687773 | (160343) |
| 701 | Three Month SONIA Index Futures | 12/15/2027 | 222176473 | 169344 |
| 785 | Three Month SONIA Index Futures | 09/15/2027 | 248565844 | 151 |
| 575 | Three Month SONIA Index Futures | 06/21/2028 | 182441532 | 499608 |
| 710 | Three Month SONIA Index Futures | 06/16/2027 | 224688303 | 21744 |
| 352 | Three Month SONIA Index Futures | 09/20/2028 | 111715065 | 371589 |
| 3844 | Three-Month SOFR Futures | 06/16/2027 | 926259849 | 3473025 |
| 1274 | Three-Month SOFR Futures | 06/21/2028 | 307655075 | 604575 |
| 3808 | Three-Month SOFR Futures | 09/15/2027 | 918156399 | 3244500 |
| 1043 | Three-Month SOFR Futures | 09/20/2028 | 251793238 | 580887 |
| 2875 | Three-Month SOFR Futures | 12/15/2027 | 693845313 | 2652662 |
| 3321 | Three-Month SOFR Futures | 03/17/2027 | 800070412 | 3077088 |
| 1444 | Three-Month SOFR Futures | 03/15/2028 | 348707950 | 1056950 |
| 393 | TSE Japanese 10 Year Bond Futures | 06/16/2026 | 322669410 | (250739) |
| 2152 | Ultra U.S. Treasury Bond Futures | 06/22/2026 | 250842500 | 4297031 |
|  | **TOTAL SHORT FUTURES CONTRACTS** |  |  | $67741195 |
|  | **TOTAL FUTURES CONTRACTS** |  |  | $117751919 |

---

---

| |
|:---|
| **CATALYST/MILLBURN HEDGE STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** |
| <br>**Foreign Currency** | <br>**Settlement Date** | <br>**Counterparty** |<br>**Local Currency** |<br>**U.S. Dollar Value** | **Unrealized**<br>**Appreciation/(Depreciation)** |
| **To Buy:** |  |  |  |  |  |
| Australian Dollar | 04/01/2026 | Bank Of America Merrill Lynch | 132840000 | $91652983 | $566949 |
| British Pound | 04/01/2026 | Deutsche Bank | 188780000 | 249861025 | 851348 |
| Canadian Dollar | 04/01/2026 | Deutsche Bank | 300160000 | 215728269 | 346746 |
| Euro | 04/01/2026 | Deutsche Bank | 63510000 | 73404992 | 447425 |
| Israeli Shekel | 04/01/2026 | Bank Of America Merrill Lynch | 5800000 | 1844608 | 12065 |
| Japanese Yen | 04/01/2026 | Deutsche Bank | 32220000000 | 203007949 | 1128068 |
| Mexican Peso | 04/01/2026 | Deutsche Bank | 445080000 | 24834293 | 256671 |
| New Zealand Dollar | 04/01/2026 | Bank Of America Merrill Lynch | 39200000 | 22526148 | 92611 |
| Norwegian Krone | 04/01/2026 | Bank Of America Merrill Lynch | 1119590000 | 115655584 | 1066986 |
| Polish Zloty | 04/01/2026 | Bank Of America Merrill Lynch | 43430000 | 11700145 | 77698 |
| Singapore Dollar | 04/01/2026 | Bank Of America Merrill Lynch | 28480000 | 22150668 | 84609 |
| South African Rand | 04/01/2026 | Bank Of America Merrill Lynch | 136960000 | 8095571 | 114353 |
| Swedish Krona | 04/01/2026 | Bank Of America Merrill Lynch | 337540000 | 35649783 | 78878 |
| Swiss Franc | 04/01/2026 | Bank Of America Merrill Lynch | 115790000 | 144815341 | 48513 |
| Chinese Yuan Offshore | 04/01/2026 | Bank Of America Merrill Lynch | 947150000 | 137512055 | 588583 |
| Australian Dollar | 04/02/2026 | Bank Of America Merrill Lynch | 144020000 | 99366629 | 265118 |
| British Pound | 04/02/2026 | Deutsche Bank | 110420000 | 146147127 | 234751 |
| Euro | 04/02/2026 | Deutsche Bank | 145890000 | 168619972 | 787063 |
| Japanese Yen | 04/02/2026 | Deutsche Bank | 24932000000 | 157088582 | 934971 |
| New Zealand Dollar | 04/02/2026 | Bank Of America Merrill Lynch | 131730000 | 75698196 | 502760 |
| Polish Zloty | 04/02/2026 | Bank Of America Merrill Lynch | 130110000 | 35051940 | 138684 |
| Singapore Dollar | 04/02/2026 | Bank Of America Merrill Lynch | 81370000 | 63286511 | 159702 |
| South African Rand | 04/02/2026 | Bank Of America Merrill Lynch | 188710000 | 11154459 | 90892 |
| Swedish Krona | 04/02/2026 | Bank Of America Merrill Lynch | 695900000 | 73498503 | 518815 |
| Swiss Franc | 04/02/2026 | Bank Of America Merrill Lynch | 125070000 | 156421576 | 226604 |
| Chinese Yuan Offshore | 04/02/2026 | Bank Of America Merrill Lynch | 1280820000 | 185955955 | 505814 |
| Mexican Peso | 04/06/2026 | Deutsche Bank | 994270000 | 55458909 | 55476 |
| Norwegian Krone | 04/07/2026 | Bank Of America Merrill Lynch | 870520000 | 89923641 | 803401 |
| Australian Dollar | 04/15/2026 | Bank Of America Merrill Lynch | 2329880000 | 1607240262 | (23845717) |
| Brazilian Real | 04/15/2026 | Bank Of America Merrill Lynch | 4437290000 | 854535034 | 16211874 |
| British Pound | 04/15/2026 | Deutsche Bank | 807720000 | 1069045402 | (10694330) |
| Canadian Dollar | 04/15/2026 | Deutsche Bank | 1841260000 | 1324091769 | (21744720) |
| Chilean Peso | 04/15/2026 | Bank Of America Merrill Lynch | 70228000000 | 75671631 | (1626417) |
| Euro | 04/15/2026 | Deutsche Bank | 1405500000 | 1625552232 | (6925513) |
| Indian Rupee | 04/15/2026 | Bank Of America Merrill Lynch | 7233569999 | 77211352 | (20172) |
| Israeli Shekel | 04/15/2026 | Bank Of America Merrill Lynch | 7300000 | 2322927 | (21438) |
| Japanese Yen | 04/15/2026 | Deutsche Bank | 208630999990 | 1316218550 | (1202040) |
| Mexican Peso | 04/15/2026 | Deutsche Bank | 22035619997 | 1228179452 | (8844927) |
| New Zealand Dollar | 04/15/2026 | Bank Of America Merrill Lynch | 1486300000 | 854486416 | (20901711) |
| Norwegian Krone | 04/15/2026 | Bank Of America Merrill Lynch | 6932119999 | 716046501 | 2249705 |
| Polish Zloty | 04/15/2026 | Bank Of America Merrill Lynch | 1498550000 | 403703525 | (3812672) |
| Singapore Dollar | 04/15/2026 | Bank Of America Merrill Lynch | 314160000 | 244582213 | (1837301) |

---

---

| |
|:---|
| **CATALYST/MILLBURN HEDGE STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** |
| <br>**Foreign Currency** | <br>**Settlement Date** | <br>**Counterparty** |<br>**Local Currency** |<br>**U.S. Dollar Value** | **Unrealized**<br>**Appreciation/(Depreciation)** |
| **To Buy: (continued)** |  |  |  |  |  |
| South African Rand | 04/15/2026 | Bank Of America Merrill Lynch | 7703070000 | $454849142 | $(4768428) |
| South Korean Won | 04/15/2026 | Bank Of America Merrill Lynch | 141113999999 | 93829678 | (710011) |
| Swedish Krona | 04/15/2026 | Bank Of America Merrill Lynch | 5192520000 | 548809229 | (12711434) |
| Swiss Franc | 04/15/2026 | Bank Of America Merrill Lynch | 1056630000 | 1323526790 | (27041957) |
| Chinese Yuan Offshore | 04/15/2026 | Bank Of America Merrill Lynch | 7551279999 | 1097477477 | (477114) |
| South African Rand | 05/20/2026 | Bank Of America Merrill Lynch | 4217039999 | 248345246 | 2190771 |
| South Korean Won | 05/20/2026 | Bank Of America Merrill Lynch | 42936000000 | 28567896 | 148701 |
| Swedish Krona | 05/20/2026 | Bank Of America Merrill Lynch | 1228420000 | 130070170 | (1448012) |
| Chinese Yuan Offshore | 05/20/2026 | Bank Of America Merrill Lynch | 1340260000 | 195272431 | 710497 |
|  |  |  |  | $**18195746739** | $**(116136812)** |
| **To Sell:** |  |  |  |  |  |
| Australian Dollar | 04/01/2026 | Bank Of America Merrill Lynch | 132840000 | $91652982 | $(597249) |
| British Pound | 04/01/2026 | Deutsche Bank | 188780000 | 249861024 | (779692) |
| Canadian Dollar | 04/01/2026 | Deutsche Bank | 300160000 | 215728270 | (488077) |
| Chinese Yuan Offshore | 04/01/2026 | Bank Of America Merrill Lynch | 947150000 | 137512050 | (602515) |
| Euro | 04/01/2026 | Deutsche Bank | 63510000 | 73404992 | (642462) |
| Israeli Shekel | 04/01/2026 | Bank Of America Merrill Lynch | 5800000 | 1844607 | 135 |
| Japanese Yen | 04/01/2026 | Deutsche Bank | 32219999999 | 203007944 | (947218) |
| Mexican Peso | 04/01/2026 | Deutsche Bank | 445080000 | 24834296 | (253756) |
| New Zealand Dollar | 04/01/2026 | Bank Of America Merrill Lynch | 39200000 | 22526146 | (100217) |
| Norwegian Krone | 04/01/2026 | Bank Of America Merrill Lynch | 1119590000 | 115655584 | (1002230) |
| Polish Zloty | 04/01/2026 | Bank Of America Merrill Lynch | 43430000 | 11700144 | (96756) |
| Singapore Dollar | 04/01/2026 | Bank Of America Merrill Lynch | 28480000 | 22150670 | (66156) |
| South African Rand | 04/01/2026 | Bank Of America Merrill Lynch | 136960000 | 8095567 | (123267) |
| Swedish Krona | 04/01/2026 | Bank Of America Merrill Lynch | 337540000 | 35649784 | (314219) |
| Swiss Franc | 04/01/2026 | Bank Of America Merrill Lynch | 115790000 | 144815337 | (120160) |
| Australian Dollar | 04/02/2026 | Bank Of America Merrill Lynch | 144020000 | 99366624 | (524275) |
| British Pound | 04/02/2026 | Deutsche Bank | 110420000 | 146147128 | (236546) |
| Chinese Yuan Offshore | 04/02/2026 | Bank Of America Merrill Lynch | 1280820000 | 185955960 | (666834) |
| Euro | 04/02/2026 | Deutsche Bank | 145890000 | 168619972 | (261454) |
| Japanese Yen | 04/02/2026 | Deutsche Bank | 24931999999 | 157088581 | (229218) |
| New Zealand Dollar | 04/02/2026 | Bank Of America Merrill Lynch | 131730000 | 75698195 | (393478) |
| Polish Zloty | 04/02/2026 | Bank Of America Merrill Lynch | 130110000 | 35051939 | (248928) |
| Singapore Dollar | 04/02/2026 | Bank Of America Merrill Lynch | 81370000 | 63286517 | (237736) |
| South African Rand | 04/02/2026 | Bank Of America Merrill Lynch | 188710000 | 11154458 | (118656) |
| Swedish Krona | 04/02/2026 | Bank Of America Merrill Lynch | 695900000 | 73498501 | (634498) |
| Swiss Franc | 04/02/2026 | Bank Of America Merrill Lynch | 125070000 | 156421574 | (359002) |
| Mexican Peso | 04/06/2026 | Deutsche Bank | 994270000 | 55458906 | (175310) |
| Norwegian Krone | 04/07/2026 | Bank Of America Merrill Lynch | 870520000 | 89923638 | (621217) |
| Australian Dollar | 04/15/2026 | Bank Of America Merrill Lynch | 1506850000 | 1039482717 | 24031030 |
| Brazilian Real | 04/15/2026 | Bank Of America Merrill Lynch | 2340900000 | 450811442 | (5494137) |
| British Pound | 04/15/2026 | Deutsche Bank | 807720000 | 1069045404 | 7157460 |
| Canadian Dollar | 04/15/2026 | Deutsche Bank | 2756550000 | 1982297540 | 33688742 |
| Chilean Peso | 04/15/2026 | Bank Of America Merrill Lynch | 42172999999 | 45441982 | 1413109 |
| Chinese Yuan Offshore | 04/15/2026 | Bank Of America Merrill Lynch | 7551280000 | 1097477478 | 1067885 |
| Euro | 04/15/2026 | Deutsche Bank | 1668120000 | 1929289360 | 8907413 |
| Indian Rupee | 04/15/2026 | Bank Of America Merrill Lynch | 7233570000 | 77211350 | 742580 |
| Israeli Shekel | 04/15/2026 | Bank Of America Merrill Lynch | 178330000 | 56746240 | 718825 |

---

---

| |
|:---|
| **CATALYST/MILLBURN HEDGE STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** |
| <br>**Foreign Currency** | <br>**Settlement Date** | <br>**Counterparty** |<br>**Local Currency** |<br>**U.S. Dollar Value** | **Unrealized**<br>**Appreciation/(Depreciation)** |
| **To Sell: (continued)** |  |  |  |  |  |
| Japanese Yen | 04/15/2026 | Deutsche Bank | 249458999989 | $1573795667 | $5614529 |
| Mexican Peso | 04/15/2026 | Deutsche Bank | 18670279998 | 1040608535 | 11558361 |
| New Zealand Dollar | 04/15/2026 | Bank Of America Merrill Lynch | 1889380000 | 1086220513 | 25663685 |
| Norwegian Krone | 04/15/2026 | Bank Of America Merrill Lynch | 2585340000 | 267050147 | 1278242 |
| Polish Zloty | 04/15/2026 | Bank Of America Merrill Lynch | 1192510000 | 321257543 | 1232552 |
| Singapore Dollar | 04/15/2026 | Bank Of America Merrill Lynch | 314160000 | 244582214 | 1438715 |
| South African Rand | 04/15/2026 | Bank Of America Merrill Lynch | 7703069999 | 454849142 | 8296613 |
| South Korean Won | 04/15/2026 | Bank Of America Merrill Lynch | 141114000000 | 93829674 | 1904416 |
| Swedish Krona | 04/15/2026 | Bank Of America Merrill Lynch | 5192519999 | 548809230 | 17919337 |
| Swiss Franc | 04/15/2026 | Bank Of America Merrill Lynch | 1700420000 | 2129933299 | 51698706 |
| British Pound | 05/20/2026 | Deutsche Bank | 68240000 | 90310805 | (138605) |
| Chinese Yuan Offshore | 05/20/2026 | Bank Of America Merrill Lynch | 2105370000 | 306746987 | (1017554) |
| Singapore Dollar | 05/20/2026 | Bank Of America Merrill Lynch | 194720000 | 151969729 | (277079) |
| South Korean Won | 05/20/2026 | Bank Of America Merrill Lynch | 29439999999 | 19588199 | (200119) |
| Swedish Krona | 05/20/2026 | Bank Of America Merrill Lynch | 961780000 | 101837228 | (417213) |
|  |  |  |  | $**18855303815** | $**185946502** |
| **Total** |  |  |  |  | $**69809690** |

---

---

| | |
|:---|:---|
| ETF | - Exchange-Traded Fund |
| MSCI | - Morgan Stanley Capital International |
| SPDR | - Standard & Poor's Depositary Receipt |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

<sup>(c)</sup> The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based. Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts. Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments. The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund.

<sup>(d)</sup> All or a portion of this investment is a holding of the CMHSF Fund Limited.

<sup>(e)</sup> Held as collateral for futures.

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **EXCHANGE-TRADED FUNDS — 4.5%** |  |
|  | **FIXED INCOME - 4.5%** |  |
| 901688 | Invesco Senior Loan ETF | $18403452 |
| 374591 | State Street SPDR Blackstone Senior Loan ETF | 15036083 |
|  |  | 33439535 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $34,559,095)** | 33439535 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
| 2000000 Apidos CLO LI Ltd. Series 2024-51A E<sup>(a),(b)</sup> | TSFR3M + 4.850% | 8.5180 | &nbsp;&nbsp;01/20/38 | 1972469 |
| 1500000 Apidos Clo XL Ltd. Series 2022-40A ER<sup>(a),(b)</sup> | TSFR3M + 5.600% | 9.2720 | &nbsp;&nbsp;07/15/37 | 1466004 |
| 1250000 Apidos CLO XXXII Series 2019-32A ER<sup>(a),(b)</sup> | TSFR3M + 5.500% | 9.1680 | &nbsp;&nbsp;01/20/33 | 1236698 |
| 1000000 Benefit Street Partners CLO XVI Ltd. Series 2018-16A ER2<sup>(a),(b)</sup> | TSFR3M + 4.900% | 8.5680 | &nbsp;&nbsp;01/17/38 | 965277 |
| 1510000 Benefit Street Partners CLO XXVIII Ltd. Series 2022-28A ER<sup>(a),(b)</sup> | TSFR3M + 5.400% | 9.0680 | &nbsp;&nbsp;10/20/37 | 1436498 |
| 500000 BlueMountain CLO Ltd. Series 2018-3A E<sup>(a),(b)</sup> | TSFR3M + 6.212% | 9.8800 | &nbsp;&nbsp;10/25/30 | 389459 |
| 500000 BlueMountain CLO XXII Ltd. Series 2018-22A E<sup>(a),(b)</sup> | TSFR3M + 5.312% | 8.9840 | &nbsp;&nbsp;07/15/31 | 432284 |
| 2000000 Carlyle Global Market Strategies CLO Ltd Series 2014-2R<sup>(a),(b)</sup> | TSFR3M + 5.612% | 9.2640 | &nbsp;&nbsp;05/15/31 | 1999638 |
| 750000 Dryden 54 Senior Loan Fund Series 2017-54A E<sup>(a),(b)</sup> | TSFR3M + 6.462% | 10.1290 | &nbsp;&nbsp;10/19/29 | 707741 |
| 1000000 Hartwick Park CLO Ltd. Series 2023-1A ER<sup>(a),(b)</sup> | TSFR3M + 4.850% | 8.5180 | &nbsp;&nbsp;01/20/37 | 907605 |
| 2000000 KKR CLO 14 Ltd. Series 14 ER<sup>(a),(b)</sup> | TSFR3M + 6.412% | 10.0840 | &nbsp;&nbsp;07/15/31 | 1893936 |
| 1000000 KKR CLO 31 Ltd. Series 31A E<sup>(a),(b)</sup> | TSFR3M + 6.732% | 10.3990 | &nbsp;&nbsp;04/20/34 | 888790 |
| 1500000 Meacham Park Clo Ltd. Series 2024-1A E<sup>(a),(b)</sup> | TSFR3M + 5.350% | 9.0180 | &nbsp;&nbsp;10/20/37 | 1368426 |
| 1000000 Neuberger Berman CLO XXI Ltd. Series 2016-21A ER3<sup>(a),(b)</sup> | TSFR3M + 5.250% | 8.9180 | &nbsp;&nbsp;01/20/39 | 970432 |
| 500000 Neuberger Berman Loan Advisers CLO 59 Ltd. Series 2024-59A E<sup>(a),(b)</sup> | TSFR3M + 4.800% | 8.4710 | &nbsp;&nbsp;01/23/39 | 473509 |
| 1000000 OCP CLO Ltd. Series 2021-23A ER2<sup>(a),(b)</sup> | TSFR3M + 4.500% | 8.1680 | &nbsp;&nbsp;01/17/39 | 921312 |
| 500000 Octagon Investment Partners 26 Ltd. Series 2016-1A ER<sup>(a),(b)</sup> | TSFR3M + 5.662% | 9.3340 | &nbsp;&nbsp;07/15/30 | 416665 |
| 1500000 Octagon Investment Partners XXII Ltd. Series 2014-1A ERR<sup>(a),(b)</sup> | TSFR3M + 5.712% | 9.3810 | &nbsp;&nbsp;01/22/30 | 1461758 |
| 1325000 OHA Credit Funding 2 LTD Series 2019-2A ER2<sup>(a),(b)</sup> | TSFR3M + 4.800% | 8.4700 | &nbsp;&nbsp;01/21/38 | 1288349 |
| 1250000 OHA Credit Partners VII Ltd. Series 2012-7A ER4<sup>(a),(b)</sup> | TSFR3M + 4.500% | 8.1560 | &nbsp;&nbsp;02/20/38 | 1198723 |
| 2000000 Palmer Square CLO Ltd. Series 2023-1A ER<sup>(a),(b)</sup> | TSFR3M + 4.900% | 8.5680 | &nbsp;&nbsp;01/20/38 | 1963541 |
| 1000000 Palmer Square CLO Ltd. Series 2021-1A DR<sup>(a),(b)</sup> | TSFR3M + 4.750% | 8.4180 | &nbsp;&nbsp;04/20/38 | 903614 |
| 1000000 Rockford Tower CLO Ltd. Series 2017-3A E<sup>(a),(b)</sup> | TSFR3M + 6.012% | 9.6790 | &nbsp;&nbsp;10/20/30 | 895907 |
| 1000000 Shackleton CLO Ltd. Series 2013-4RA D<sup>(a),(b)</sup> | TSFR3M + 6.112% | 9.7630 | &nbsp;&nbsp;04/13/31 | 923884 |
| 1000000 Shackleton CLO Ltd. Series 2015-7RA E<sup>(a),(b)</sup> | TSFR3M + 6.462% | 10.1340 | &nbsp;&nbsp;07/15/31 | 871795 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **ASSET BACKED SECURITIES — 3.8% (Continued)** |  |  |  |  |
|  | **CLO — 3.8% (Continued)** |  |  |  |  |
| 500000 | Upland CLO Ltd. Series 2016-1A DR<sup>(a),(b)</sup> | TSFR3M + 6.162% | 9.8290 | &nbsp;&nbsp;04/20/31 | $486998 |
|  |  |  |  |  | 28441312 |
|  | **TOTAL ASSET BACKED SECURITIES (Cost $29,719,802)** |  |  |  | 28441312 |
|  | **CORPORATE BONDS — 5.4%** |  |  |  |  |
|  | **ADVERTISING & MARKETING — 0.3%** |  |  |  |  |
| 2000000 | Outfront Media Capital, LLC / Outfront Media<sup>(a)</sup> |  | 4.2500 | &nbsp;&nbsp;01/15/29 | 1929065 |
|  | **AEROSPACE & DEFENSE — 0.3%** |  |  |  |  |
| 2000000 | TransDigm, Inc.<sup>(a)</sup> |  | 6.7500 | &nbsp;&nbsp;01/31/34 | 2027470 |
|  | **BIOTECH & PHARMA — 0.1%** |  |  |  |  |
| 547000 | GENMAB A/S/GENMAB FINANCE, LLC<sup>(a)</sup> |  | 7.2500 | &nbsp;&nbsp;12/15/33 | 572845 |
|  | **CHEMICALS — 0.3%** |  |  |  |  |
| 137000 | Celanese US Holdings, LLC |  | 7.0000 | &nbsp;&nbsp;02/15/31 | 140751 |
| 2500000 | Valvoline, Inc.<sup>(a)</sup> |  | 3.6250 | &nbsp;&nbsp;06/15/31 | 2261550 |
|  |  |  |  |  | 2402301 |
|  | **CONTAINERS & PACKAGING — 0.2%** |  |  |  |  |
| 1441000 | Graphic Packaging International, LLC<sup>(a)</sup> |  | 3.5000 | &nbsp;&nbsp;03/01/29 | 1351192 |
|  | **ELECTRIC UTILITIES — 0.3%** |  |  |  |  |
| 2000000 | Talen Energy Supply, LLC<sup>(a)</sup> |  | 6.5000 | &nbsp;&nbsp;02/01/36 | 2003178 |
|  | **ELECTRICAL EQUIPMENT — 0.1%** |  |  |  |  |
| 577000 | WESCO Distribution, Inc.<sup>(a)</sup> |  | 5.5000 | &nbsp;&nbsp;04/15/34 | 570969 |
|  | **ENTERTAINMENT CONTENT — 0.1%** |  |  |  |  |
| 296000 | OAK-Eagle Acquireco, Inc.<sup>(a)</sup> |  | 7.2500 | &nbsp;&nbsp;07/01/33 | 307271 |
| 374000 | OAK-Eagle Acquireco, Inc.<sup>(a)</sup> |  | 8.7500 | &nbsp;&nbsp;07/01/34 | 392247 |
|  |  |  |  |  | 699518 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 5.4% (Continued)** |  |  |  |
|  | **FOOD — 0.3%** |  |  |  |
| 2115920 | Chobani Holdco II, LLC<sup>(a)</sup> | 8.7500 | &nbsp;&nbsp;10/01/29 | $2254959 |
|  | **HEALTH CARE FACILITIES & SERVICES — 0.3%** |  |  |  |
| 1144000 | DaVita, Inc.<sup>(a)</sup> | 6.7500 | &nbsp;&nbsp;07/15/33 | 1164213 |
| 1090000 | LifePoint Health, Inc.<sup>(a)</sup> | 11.0000 | &nbsp;&nbsp;10/15/30 | 1173631 |
|  |  |  |  | 2337844 |
|  | **HOME & OFFICE PRODUCTS — 0.5%** |  |  |  |
| 219000 | Scotts Miracle-Gro Company (The) | 4.0000 | &nbsp;&nbsp;04/01/31 | 202245 |
| 2137000 | Scotts Miracle-Gro Company (The) | 4.3750 | &nbsp;&nbsp;02/01/32 | 1997950 |
| 2000000 | Whirlpool Corporation | 6.5000 | &nbsp;&nbsp;06/15/33 | 1895356 |
|  |  |  |  | 4095551 |
|  | **HOME CONSTRUCTION — 0.1%** |  |  |  |
| 1174000 | APi Group DE, Inc.<sup>(a)</sup> | 4.1250 | &nbsp;&nbsp;07/15/29 | 1118784 |
|  | **INDUSTRIAL INTERMEDIATE PROD — 0.3%** |  |  |  |
| 2000000 | Roller Bearing Company of America, Inc.<sup>(a)</sup> | 4.3750 | &nbsp;&nbsp;10/15/29 | 1944081 |
|  | **INSURANCE — 0.4%** |  |  |  |
| 2000000 | Acrisure, LLC / Acrisure Finance, Inc.<sup>(a)</sup> | 6.7500 | &nbsp;&nbsp;07/01/32 | 1929759 |
| 1165000 | Asurion, LLC and Asurion Co-Issuer, Inc.<sup>(a)</sup> | 8.0000 | &nbsp;&nbsp;12/31/32 | 1207607 |
|  |  |  |  | 3137366 |
|  | **OIL & GAS PRODUCERS — 0.3%** |  |  |  |
| 2223000 | Venture Global Plaquemines LNG, LLC<sup>(a)</sup> | 6.7500 | &nbsp;&nbsp;01/15/36 | 2356017 |
|  | **OIL & GAS SERVICES & EQUIPMENT — 0.1%** |  |  |  |
| 590000 | Kodiak Gas Services, LLC<sup>(a)</sup> | 5.8750 | &nbsp;&nbsp;04/01/31 | 593332 |
|  | **PUBLISHING & BROADCASTING — 0.4%** |  |  |  |
| 2000000 | McGraw-Hill Education, Inc.<sup>(a)</sup> | 7.3750 | &nbsp;&nbsp;09/01/31 | 2043400 |
| 2000000 | Nexstar Media, Inc.<sup>(a)</sup> | 6.5000 | &nbsp;&nbsp;09/15/33 | 2017404 |
|  |  |  |  | 4060804 |
|  | **RETAIL - CONSUMER STAPLES — 0.1%** |  |  |  |
| 434000 | Albertsons Companies, Inc.<sup>(a)</sup> | 5.7500 | &nbsp;&nbsp;03/31/34 | 425179 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  |  | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 5.4% (Continued)** |  |  |  |  |
|  | **RETAIL - DISCRETIONARY — 0.3%** |  |  |  |  |
| 2000000 | Metis Merger Sub, LLC<sup>(a)</sup> |  | 6.5000 | &nbsp;&nbsp;05/15/29 | $1985757 |
|  | **TELECOMMUNICATIONS — 0.4%** |  |  |  |  |
| 583000 | Black Pearl Compute, LLC<sup>(a)</sup> |  | 6.1250 | &nbsp;&nbsp;02/15/31 | 594126 |
| 2000000 | Level 3 Financing, Inc.<sup>(a)</sup> |  | 6.8750 | &nbsp;&nbsp;06/30/33 | 2037822 |
| 416000 | Level 3 Financing, Inc.<sup>(a)</sup> |  | 8.5000 | &nbsp;&nbsp;01/15/36 | 434370 |
|  |  |  |  |  | 3066318 |
|  | **TRANSPORTATION & LOGISTICS — 0.2%** |  |  |  |  |
| 2000000 | Beacon Mobility Corporation<sup>(a)</sup> |  | 7.2500 | &nbsp;&nbsp;08/01/30 | 2067512 |
|  | **TOTAL CORPORATE BONDS (Cost $40,901,671)** |  |  |  | 41000042 |
|  |  | **Spread** |  |  |  |
|  | **TERM LOANS — 84.4%** |  |  |  |  |
|  | **ADVERTISING & MARKETING — 0.6%** |  |  |  |  |
| 4289223 | Endeavor Operating Company, LLC<sup>(b)</sup> | TSFR1M + 3.000% | 6.4220 | &nbsp;&nbsp;01/28/32 | 4284934 |
|  | **AEROSPACE & DEFENSE — 1.6%** |  |  |  |  |
| 2100000 | Azorra Soar Tlb Finance Ltd.<sup>(b)</sup> | TSFR1M + 2.500% | 6.1600 | &nbsp;&nbsp;10/18/29 | 2106122 |
| 490744 | Bleriot US Bidco, Inc.<sup>(b)</sup> | TSFR1M + 4.000% | 6.1720 | &nbsp;&nbsp;10/31/28 | 492057 |
| 3594832 | Goat Holdco, LLC<sup>(b)</sup> | TSFR1M + 2.500% | 6.1680 | &nbsp;&nbsp;01/27/32 | 3594832 |
| 325862 | Mahseer Holdings, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.9250 | &nbsp;&nbsp;02/07/33 | 327390 |
| 52138 | Mahseer Holdings, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.9250 | &nbsp;&nbsp;02/07/33 | 52382 |
| 111600 | Signia Aerospace, LLC<sup>(b),(d)</sup> | TSFR3M + 2.750% | 3.0190 | &nbsp;&nbsp;12/11/31 | 112019 |
| 2289316 | Signia Aerospace, LLC<sup>(b)</sup> | TSFR3M + 2.750% | 6.4270 | &nbsp;&nbsp;12/11/31 | 2297901 |
| 3000000 | TransDigm Group, Inc.<sup>(b)</sup> | TSFR1M + 2.500% | 6.1730 | &nbsp;&nbsp;08/13/32 | 3003315 |
|  |  |  |  |  | 11986018 |
|  | **APPAREL & TEXTILE PRODUCTS — 0.4%** |  |  |  |  |
| 2797319 | Varsity Brands, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6720 | &nbsp;&nbsp;08/26/31 | 2789025 |
|  | **ASSET MANAGEMENT — 7.3%** |  |  |  |  |
| 1541337 | Aragorn Parent Corporation<sup>(b)</sup> | TSFR1M + 3.500% | 7.1730 | &nbsp;&nbsp;12/15/28 | 1544227 |
| 3526293 | Chicago US Midco III, L.P.<sup>(b)</sup> | TSFR1M + 2.500% | 6.1730 | &nbsp;&nbsp;10/09/32 | 3497642 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **TERM LOANS — 84.4% (Continued)** |  |  |  |  |
|  | **ASSET MANAGEMENT — 7.3% (Continued)** |  |  |  |  |
| 523707 | Chicago US Midco III, L.P.<sup>(b),(d)</sup> | TSFR1M + 2.500% | 6.6580 | &nbsp;&nbsp;10/09/32 | $519452 |
| 694266 | DRW Holdings, LLC<sup>(b)</sup> | TSFR6M + 3.500% | 7.7910 | &nbsp;&nbsp;06/26/31 | 683852 |
| 3178733 | Edelman Financial Engines Center, LLC (The)<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;04/07/28 | 3179353 |
| 6800000 | Edelman Financial Engines Center, LLC (The)<sup>(b)</sup> | TSFR1M + 5.250% | 8.9230 | &nbsp;&nbsp;10/23/28 | 6750700 |
| 7122296 | Focus Financial Partners, LLC<sup>(b)</sup> | TSFR1M + 2.750% | 6.1720 | &nbsp;&nbsp;09/15/31 | 6908234 |
| 5387853 | GC Ferry Acquisition I, Inc.<sup>(b)</sup> | TSFR1M + 3.500% | 7.1720 | &nbsp;&nbsp;06/07/32 | 5320505 |
| 919877 | GC Ferry Acquisition I, Inc.<sup>(b),(d)</sup> | TSFR1M + 3.500% | 7.8250 | &nbsp;&nbsp;06/07/32 | 908379 |
| 575289 | June Purchaser, LLC<sup>(b),(d)</sup> | TSFR1M + 3.250% | 3.2500 | &nbsp;&nbsp;09/11/31 | 575082 |
| 3425831 | June Purchaser, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.4220 | &nbsp;&nbsp;09/11/31 | 3424598 |
| 1562000 | Jupiter Borrower, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4230 | &nbsp;&nbsp;03/25/33 | 1562000 |
| 2524959 | Nexus Buyer, LLC<sup>(b)</sup> | TSFR1M + 3.500% | 7.1730 | &nbsp;&nbsp;07/31/31 | 2435007 |
| 2572687 | Nexus Buyer, LLC<sup>(b)</sup> | TSFR1M + 4.000% | 7.6730 | &nbsp;&nbsp;07/31/31 | 2498722 |
| 6283800 | Osaic Holdings, Inc.<sup>(b)</sup> | TSFR1M + 2.500% | 6.1820 | &nbsp;&nbsp;08/02/32 | 6178169 |
| 733998 | Saphilux Sarl<sup>(b)</sup> | TSFR1M + 3.000% | 6.6790 | &nbsp;&nbsp;07/27/28 | 734273 |
| 6800000 | Sophos Intermediate II Ltd.<sup>(b)</sup> | TSFR1M + 3.610% | 7.2870 | &nbsp;&nbsp;03/05/27 | 6492946 |
| 1545102 | Victory Capital Holdings, Inc.<sup>(b)</sup> | TSFR1M + 2.000% | 6.1710 | &nbsp;&nbsp;09/10/32 | 1543364 |
|  |  |  |  |  | 54756505 |
|  | **AUTOMOTIVE — 0.8%** |  |  |  |  |
| 4700769 | Tenneco, Inc.<sup>(b)</sup> | TSFR1M + 4.750% | 8.5110 | &nbsp;&nbsp;11/17/28 | 4590324 |
| 1685000 | Tenneco, Inc.<sup>(b)</sup> | TSFR1M + 5.000% | 8.7640 | &nbsp;&nbsp;11/17/28 | 1647088 |
|  |  |  |  |  | 6237412 |
|  | **BEVERAGES — 0.5%** |  |  |  |  |
| 418945 | Pegasus Bidco BV<sup>(b)</sup> | TSFR3M + 2.750% | 6.7620 | &nbsp;&nbsp;07/12/29 | 418421 |
| 2277417 | Primo Brands Corporation<sup>(b)</sup> | TSFR3M + 2.250% | 5.9220 | &nbsp;&nbsp;03/31/28 | 2282348 |
| 1242000 | Primo Brands Corporation<sup>(b)</sup> | TSFR1M + 2.750% | 6.4230 | &nbsp;&nbsp;03/19/31 | 1245490 |
|  |  |  |  |  | 3946259 |
|  | **BIOTECH & PHARMA — 1.4%** |  |  |  |  |
| 4899046 | Amneal Pharmaceuticals, LLC<sup>(b)</sup> | TSFR1M + 3.000% | 6.6820 | &nbsp;&nbsp;08/02/32 | 4921508 |
| 3085459 | Curium Bidco Sarl<sup>(b)</sup> | TSFR1M + 3.000% | 6.6720 | &nbsp;&nbsp;08/07/31 | 3083530 |
| 2494193 | Genmab A/S<sup>(b)</sup> | TSFR1M + 3.000% | 6.7330 | &nbsp;&nbsp;11/18/32 | 2506465 |
|  |  |  |  |  | 10511503 |
|  | **CABLE & SATELLITE — 0.6%** |  |  |  |  |
| 914062 | Cogeco Communications USA II, L.P.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9230 | &nbsp;&nbsp;09/18/30 | 869337 |
| 930278 | COGECO Financing 2, L.P.<sup>(b)</sup> | TSFR1M + 2.615% | 6.2870 | &nbsp;&nbsp;09/01/28 | 889578 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **TERM LOANS — 84.4% (Continued)** |  |  |  |  |
|  | **CABLE & SATELLITE — 0.6% (Continued)** |  |  |  |  |
| 1173724 | Virgin Media Bristol, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 7.0520 | &nbsp;&nbsp;03/06/31 | $1074574 |
| 1806597 | WideOpenWest Finance, LLC<sup>(b)</sup> | TSFR1M + 7.262% | 10.9290 | &nbsp;&nbsp;12/11/28 | 1843858 |
|  |  |  |  |  | 4677347 |
|  | **CHEMICALS — 1.0%** |  |  |  |  |
| 4167168 | Nouryon Finance BV<sup>(b)</sup> | TSFR3M + 3.250% | 7.0360 | &nbsp;&nbsp;04/03/28 | 4094242 |
| 3500000 | Olympus Water US Holding Corporation<sup>(b)</sup> | TSFR1M + 3.250% | 6.9220 | &nbsp;&nbsp;07/26/32 | 3382978 |
|  |  |  |  |  | 7477220 |
|  | **COMMERCIAL SUPPORT SERVICES — 7.0%** |  |  |  |  |
| 1299717 | Action Environmental Group, Inc. (The)<sup>(b)</sup> | TSFR1M + 4.500% | 6.6720 | &nbsp;&nbsp;10/05/30 | 1297553 |
| 7067123 | Allied Universal Holdco, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.9230 | &nbsp;&nbsp;08/06/32 | 7075956 |
| 7050000 | Amspec Parent, LLC<sup>(b)</sup> | TSFR1M + 3.500% | 7.1720 | &nbsp;&nbsp;12/22/31 | 7048519 |
| 3110049 | Bifm CA Buyer, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9230 | &nbsp;&nbsp;05/31/28 | 3113937 |
| 1700000 | CHG Healthcare Services, Inc.<sup>(b)</sup> | TSFR3M + 2.750% | 6.4170 | &nbsp;&nbsp;09/29/28 | 1703451 |
| 4700000 | Citrin Cooperman Advisors, LLC<sup>(b)</sup> | TSFR1M + 3.000% | 6.6720 | &nbsp;&nbsp;03/31/32 | 4529625 |
| 1581929 | Creative Artists Agency, LLC<sup>(b)</sup> | TSFR1M + 2.500% | 6.1800 | &nbsp;&nbsp;10/01/31 | 1582791 |
| 2276000 | Ensemble RCM, LLC<sup>(b)</sup> | TSFR1M + 3.000% | 6.6750 | &nbsp;&nbsp;01/28/33 | 2254185 |
| 6693937 | Garda World Security Corporation<sup>(b)</sup> | TSFR1M + 2.750% | 6.4210 | &nbsp;&nbsp;02/01/29 | 6660467 |
| 5953009 | Golden State Foods, LLC<sup>(b)</sup> | TSFR1M + 3.500% | 7.1800 | &nbsp;&nbsp;12/04/31 | 5968368 |
| 2713136 | Prime Security Services Borrower, LLC<sup>(b)</sup> | TSFR1M + 2.000% | 5.6880 | &nbsp;&nbsp;10/15/30 | 2704658 |
| 997481 | Prime Security Services Borrower, LLC<sup>(b)</sup> | TSFR1M + 1.750% | 6.0630 | &nbsp;&nbsp;02/09/32 | 985322 |
| 496811 | Raven Acquisition Holdings, LLC<sup>(b),(d)</sup> | TSFR1M + 1.000% | 3.2500 | &nbsp;&nbsp;10/24/31 | 487983 |
| 6900776 | Raven Acquisition Holdings, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.6730 | &nbsp;&nbsp;10/24/31 | 6778149 |
|  |  |  |  |  | 52190964 |
|  | **CONSTRUCTION MATERIALS — 0.1%** |  |  |  |  |
| 498728 | Quikrete Holdings, Inc.<sup>(b)</sup> | TSFR1M + 2.250% | 6.5770 | &nbsp;&nbsp;03/26/29 | 498870 |
| 502698 | Quikrete Holdings, Inc.<sup>(b)</sup> | TSFR1M + 2.250% | 5.9220 | &nbsp;&nbsp;04/14/31 | 502555 |
|  |  |  |  |  | 1001425 |
|  | **CONSUMER SERVICES — 2.4%** |  |  |  |  |
| 3740625 | Fugue Finance, LLC<sup>(b)</sup> | TSFR1M + 2.250% | 5.9230 | &nbsp;&nbsp;01/09/32 | 3702059 |
| 2712087 | KUEHG Corporation<sup>(b)</sup> | TSFR3M + 2.750% | 6.4220 | &nbsp;&nbsp;06/12/30 | 2440878 |
| 4719003 | Lernen US Finco, LLC<sup>(b)</sup> | SOFRRATE + 3.500% | 7.1500 | &nbsp;&nbsp;10/27/31 | 4561719 |
| 2868727 | Prometric Holdings, Inc.<sup>(b)</sup> | TSFR1M + 3.750% | 7.4230 | &nbsp;&nbsp;06/18/32 | 2859762 |
| 4231046 | University Support Services, LLC<sup>(b)</sup> | TSFR1M + 3.350% | 6.4230 | &nbsp;&nbsp;06/29/28 | 4158336 |
|  |  |  |  |  | 17722754 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **TERM LOANS — 84.4% (Continued)** |  |  |  |  |
|  | **CONTAINERS & PACKAGING — 1.1%** |  |  |  |  |
| 1775000 | Altium Packaging, LLC<sup>(b)</sup> | TSFR1M + 2.500% | 6.1720 | &nbsp;&nbsp;06/05/31 | $1717313 |
| 1175765 | Charter Next Generation, Inc.<sup>(b)</sup> | TSFR1M + 2.500% | 6.1710 | &nbsp;&nbsp;12/02/30 | 1170215 |
| 4425921 | Clydesdale Acquisition Holdings, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9500 | &nbsp;&nbsp;03/29/32 | 4145427 |
| 716378 | Proampac PG Borrower, LLC<sup>(b)</sup> | TSFR3M + 4.000% | 7.6600 | &nbsp;&nbsp;02/22/33 | 693633 |
|  |  |  |  |  | 7726588 |
|  | **ELECTRICAL EQUIPMENT — 0.3%** |  |  |  |  |
| 831610 | Pinnacle Buyer, LLC<sup>(b)</sup> | TSFR1M + 2.500% | 6.1610 | &nbsp;&nbsp;09/11/32 | 833560 |
| 160326 | Pinnacle Buyer, LLC<sup>(b),(d)</sup> | TSFR1M + 2.500% | 6.7500 | &nbsp;&nbsp;09/11/32 | 160702 |
| 961782 | TK Elevator US Newco, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4270 | &nbsp;&nbsp;04/30/30 | 964388 |
|  |  |  |  |  | 1958650 |
|  | **ENGINEERING & CONSTRUCTION — 0.4%** |  |  |  |  |
| 84324 | Azuria Water Solutions, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4250 | &nbsp;&nbsp;01/27/33 | 83691 |
| 632429 | Azuria Water Solutions, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4250 | &nbsp;&nbsp;01/27/33 | 627686 |
| 1258512 | Chromalloy Corporation<sup>(b)</sup> | TSFR1M + 3.750% | 6.9110 | &nbsp;&nbsp;03/24/31 | 1260972 |
| 921621 | Salas O'brien, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4240 | &nbsp;&nbsp;01/24/33 | 921621 |
| 118919 | Salas O'brien, Inc.<sup>(b),(d)</sup> | TSFR1M + 2.750% | 6.4240 | &nbsp;&nbsp;01/24/33 | 118919 |
|  |  |  |  |  | 3012889 |
|  | **ENTERTAINMENT CONTENT — 1.1%** |  |  |  |  |
| 2526973 | AP Core Holdings II, LLC<sup>(b)</sup> | TSFR1M + 5.500% | 9.4280 | &nbsp;&nbsp;09/01/27 | 2467854 |
| 2716256 | AP Core Holdings II, LLC<sup>(b)</sup> | TSFR1M + 5.500% | 9.4280 | &nbsp;&nbsp;09/01/27 | 2654719 |
| 2890850 | OAK-Eagle Acquireco, Inc.<sup>(b)</sup> | TSFR1M + 3.500% | 7.1720 | &nbsp;&nbsp;03/24/33 | 2876396 |
|  |  |  |  |  | 7998969 |
|  | **FOOD — 1.3%** |  |  |  |  |
| 1463392 | Chobani, LLC<sup>(b)</sup> | TSFR1M + 2.250% | 5.9230 | &nbsp;&nbsp;10/22/32 | 1465601 |
| 596642 | Froneri US, Inc.<sup>(b)</sup> | TSFR1M + 2.000% | 5.8770 | &nbsp;&nbsp;09/18/31 | 585736 |
| 5000000 | Nourish Buyer I, Inc.<sup>(b)</sup> | TSFR1M + 4.000% | 7.6740 | &nbsp;&nbsp;07/12/32 | 5018775 |
| 2651072 | Snacking Investments US, LLC<sup>(b)</sup> | TSFR3M + 3.000% | 6.6670 | &nbsp;&nbsp;10/12/32 | 2655765 |
|  |  |  |  |  | 9725877 |
|  | **HEALTH CARE FACILITIES & SERVICES — 9.9%** |  |  |  |  |
| 918606 | ADMI Corporation<sup>(b)</sup> | TSFR1M + 3.375% | 7.1620 | &nbsp;&nbsp;12/23/27 | 863655 |
| 775000 | ADMI Corporation<sup>(b)</sup> | TSFR1M + 5.750% | 9.4220 | &nbsp;&nbsp;12/23/27 | 743031 |
| 4092231 | Aveanna Healthcare, LLC<sup>(b)</sup> | TSFR3M + 3.750% | 7.9210 | &nbsp;&nbsp;09/13/32 | 4095054 |
| 6987602 | Bella Holding Company, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.6730 | &nbsp;&nbsp;05/10/28 | 6982676 |
| 353491 | Hanger, Inc.<sup>(b),(d)</sup> | TSFR1M + 1.000% | 7.1730 | &nbsp;&nbsp;10/16/31 | 354816 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **TERM LOANS — 84.4% (Continued)** |  |  |  |  |
|  | **HEALTH CARE FACILITIES & SERVICES — 9.9% (Continued)** |  |  |  |  |
| 2730929 | Hanger, Inc.<sup>(b)</sup> | TSFR1M + 3.500% | 7.1730 | &nbsp;&nbsp;10/16/31 | $2741170 |
| 6375000 | Heartland Dental, LLC<sup>(b)</sup> | TSFR1M + 3.750% | 7.4230 | &nbsp;&nbsp;08/07/32 | 6370282 |
| 8600000 | LifePoint Health, Inc.<sup>(b)</sup> | TSFR1M + 3.750% | 7.4220 | &nbsp;&nbsp;05/14/31 | 8612384 |
| 466573 | LifePoint Health, Inc.<sup>(b)</sup> | TSFR1M + 3.500% | 7.1520 | &nbsp;&nbsp;05/19/31 | 466822 |
| 2657410 | MED ParentCo, L.P.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;04/15/31 | 2659523 |
| 573319 | Milano Acquisition Corporation<sup>(b)</sup> | TSFR3M + 4.000% | 8.3990 | &nbsp;&nbsp;08/17/27 | 557793 |
| 2348475 | National Mentor Holdings, Inc.<sup>(b)</sup> | TSFR1M + 6.000% | 9.6730 | &nbsp;&nbsp;12/05/30 | 2341348 |
| 1006489 | National Mentor Holdings, Inc.<sup>(b)</sup> | TSFR1M + 6.000% | 9.8730 | &nbsp;&nbsp;12/05/30 | 1003435 |
| 1297000 | National Mentor Holdings, Inc.<sup>(b)</sup> | TSFR1M + 6.000% | 9.6750 | &nbsp;&nbsp;12/12/30 | 1293064 |
| 1002402 | Onex TSG Intermediate Corporation<sup>(b)</sup> | TSFR1M + 3.250% | 6.9140 | &nbsp;&nbsp;08/06/32 | 1009168 |
| 3861048 | Outcomes Group Holdings, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;05/06/31 | 3866492 |
| 6902344 | PAREXEL International Corporation<sup>(b)</sup> | TSFR1M + 2.750% | 6.4230 | &nbsp;&nbsp;12/09/31 | 6887953 |
| 1986399 | Precision Medicine Group, LLC<sup>(b)</sup> | TSFR3M + 3.500% | 7.1720 | &nbsp;&nbsp;08/16/32 | 1986191 |
| 9657828 | Star Parent, Inc.<sup>(b)</sup> | TSFR1M + 4.000% | 7.6720 | &nbsp;&nbsp;09/19/30 | 9562118 |
| 7200000 | Team Health Holdings, Inc.<sup>(b)</sup> | TSFR3M + 4.000% | 7.6610 | &nbsp;&nbsp;06/30/28 | 7184808 |
| 625000 | Team Public Choices, LLC<sup>(b)</sup> | TSFR1M + 5.250% | 8.9250 | &nbsp;&nbsp;12/20/27 | 625000 |
| 1043193 | TEAM Services Holding, Inc.<sup>(b)</sup> | TSFR1M + 5.250% | 8.9270 | &nbsp;&nbsp;01/31/33 | 992990 |
| 3132466 | US Fertility Enterprises, LLC<sup>(b)</sup> | TSFR3M + 3.500% | 7.1670 | &nbsp;&nbsp;12/10/32 | 3131495 |
| 474616 | US Fertility Enterprises, LLC<sup>(b),(d)</sup> | TSFR3M + 3.500% | 7.2920 | &nbsp;&nbsp;12/10/32 | 474469 |
|  |  |  |  |  | 74805737 |
|  | **HOME & OFFICE PRODUCTS — 1.2%** |  |  |  |  |
| 8861032 | AI Aqua Merger Sub, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4230 | &nbsp;&nbsp;07/31/28 | 8851329 |
|  | **INDUSTRIAL SUPPORT SERVICES — 0.4%** |  |  |  |  |
| 2225356 | BCPE Empire Holdings, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9370 | &nbsp;&nbsp;12/26/30 | 2195681 |
| 989550 | FCG Acquisitions, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9160 | &nbsp;&nbsp;02/28/33 | 990787 |
|  |  |  |  |  | 3186468 |
|  | **INSTITUTIONAL FINANCIAL SERVICES — 3.4%** |  |  |  |  |
| 8500000 | Aretec Group, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;08/09/30 | 8404843 |
| 6174154 | Armor Holdco, Inc.<sup>(b)</sup> | TSFR1M + 3.750% | 7.5490 | &nbsp;&nbsp;12/11/31 | 6149736 |
| 4431000 | Ascensus Holdings, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;08/02/28 | 4367304 |
| 200000 | Ascensus Holdings, Inc.<sup>(b)</sup> | TSFR1M + 5.250% | 8.9220 | &nbsp;&nbsp;11/20/33 | 203000 |
| 3245198 | Eisner Advisory Group, LLC<sup>(b)</sup> | TSFR1M + 4.000% | 8.3570 | &nbsp;&nbsp;02/24/31 | 3099164 |
| 2796318 | Jane Street Group, LLC<sup>(b)</sup> | TSFR1M + 2.000% | 5.6730 | &nbsp;&nbsp;12/11/31 | 2748654 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **TERM LOANS — 84.4% (Continued)** |  |  |  |  |
|  | **INSTITUTIONAL FINANCIAL SERVICES — 3.4% (Continued)** |  |  |  |  |
| 866070 | Summit Acquisition, Inc.<sup>(b)</sup> | TSFR1M + 3.500% | 7.6630 | &nbsp;&nbsp;10/16/31 | $866070 |
|  |  |  |  |  | 25838771 |
|  | **INSURANCE — 7.3%** |  |  |  |  |
| 2807564 | Acrisure, LLC<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;11/06/30 | 2725442 |
| 1739260 | Acrisure, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.9230 | &nbsp;&nbsp;06/07/32 | 1688169 |
| 5109430 | Alera Group, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4240 | &nbsp;&nbsp;05/28/32 | 4966290 |
| 1000000 | AmWINS Group, Inc.<sup>(b)</sup> | TSFR1M + 2.000% | 5.6780 | &nbsp;&nbsp;01/30/32 | 994510 |
| 1576334 | Asurion, LLC<sup>(b)</sup> | TSFR1M + 4.000% | 7.8160 | &nbsp;&nbsp;08/17/28 | 1577484 |
| 2878688 | Asurion, LLC<sup>(b)</sup> | TSFR1M + 5.250% | 9.0810 | &nbsp;&nbsp;01/14/29 | 2864554 |
| 452523 | Asurion, LLC<sup>(b)</sup> | TSFR1M + 4.250% | 8.5740 | &nbsp;&nbsp;09/19/30 | 447998 |
| 452754 | Asurion, LLC<sup>(b)</sup> | TSFR1M + 3.750% | 7.4100 | &nbsp;&nbsp;02/14/33 | 438325 |
| 4000000 | Baldwin Insurance Group Holdings, LLC (The)<sup>(b)</sup> | TSFR1M + 2.500% | 6.1600 | &nbsp;&nbsp;05/27/31 | 3941680 |
| 9583855 | BroadStreet Partners, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.1720 | &nbsp;&nbsp;05/12/31 | 9364049 |
| 5341816 | Hyperion Refinance Sarl<sup>(b)</sup> | TSFR1M + 2.750% | 6.4230 | &nbsp;&nbsp;04/18/30 | 5221625 |
| 1936581 | Hyperion Refinance Sarl<sup>(b)</sup> | TSFR1M + 2.750% | 6.4230 | &nbsp;&nbsp;02/18/31 | 1880468 |
| 8701320 | IMA Financial Group, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6800 | &nbsp;&nbsp;11/01/28 | 8636060 |
| 1924299 | OneDigital Borrower, LLC<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;07/02/31 | 1865367 |
| 1241823 | OneDigital Borrower, LLC<sup>(b)</sup> | TSFR1M + 5.250% | 8.9230 | &nbsp;&nbsp;06/14/32 | 1216987 |
| 2142118 | PCF Insurance Services of the West, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.9230 | &nbsp;&nbsp;06/14/32 | 1981459 |
| 2003180 | Sedgwick Claims Management Services, Inc.<sup>(b)</sup> | TSFR1M + 3.750% | 6.1730 | &nbsp;&nbsp;02/17/28 | 1969557 |
| 4137464 | TIH Insurance Holdings, LLC<sup>(b)</sup> | TSFR3M + 2.750% | 6.4220 | &nbsp;&nbsp;05/06/31 | 4089635 |
|  |  |  |  |  | 55869659 |
|  | **INTERNET MEDIA & SERVICES — 0.6%** |  |  |  |  |
| 701857 | Knot Worldwide, Inc. (The)<sup>(b)</sup> | TSFR1M + 3.750% | 7.4230 | &nbsp;&nbsp;01/31/28 | 603057 |
| 1363251 | MH Sub I, LLC<sup>(b)</sup> | TSFR1M + 4.250% | 7.9230 | &nbsp;&nbsp;05/03/28 | 1175804 |
| 1487697 | MH Sub I, LLC<sup>(b)</sup> | TSFR1M + 6.250% | 9.9220 | &nbsp;&nbsp;02/23/29 | 1016298 |
| 1294335 | MH Sub I, LLC<sup>(b)</sup> | TSFR1M + 4.250% | 7.9230 | &nbsp;&nbsp;12/11/31 | 868822 |
| 127869 | Newfold Digital Holdings Group, Inc.<sup>(b)</sup> | TSFR1M + 3.500% | 7.2840 | &nbsp;&nbsp;01/31/29 | 42197 |
| 621893 | Newfold Digital Holdings Group, Inc.<sup>(b)</sup> | TSFR1M + 3.500% | 7.2840 | &nbsp;&nbsp;01/31/29 | 458422 |
|  |  |  |  |  | 4164600 |
|  | **LEISURE FACILITIES & SERVICES — 1.6%** |  |  |  |  |
| 2583958 | Alterra Mountain Company<sup>(b)</sup> | TSFR1M + 2.500% | 6.1730 | &nbsp;&nbsp;08/17/28 | 2586387 |
| 1315667 | Fitness International, LLC<sup>(b)</sup> | TSFR1M + 4.500% | 8.1690 | &nbsp;&nbsp;02/12/29 | 1322864 |
| 2016000 | Flynn Restaurant Group, L.P.<sup>(b)</sup> | TSFR1M + 3.750% | 7.4220 | &nbsp;&nbsp;01/28/32 | 1984681 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **TERM LOANS — 84.4% (Continued)** |  |  |  |  |
|  | **LEISURE FACILITIES & SERVICES — 1.6% (Continued)** |  |  |  |  |
| 1895452 | Tortuga Resorts Ghd, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.9360 | &nbsp;&nbsp;08/13/32 | $1840967 |
| 1500000 | UFC Holdings, LLC<sup>(b)</sup> | TSFR3M + 2.000% | 5.6640 | &nbsp;&nbsp;11/21/31 | 1500938 |
| 2800837 | Voyager Parent, LLC<sup>(b)</sup> | TSFR1M + 4.250% | 7.9110 | &nbsp;&nbsp;07/01/32 | 2785376 |
|  |  |  |  |  | 12021213 |
|  | **MEDICAL EQUIPMENT & DEVICES — 1.7%** |  |  |  |  |
| 1728126 | Archimedes Debt Merger Sub, LLC<sup>(b)</sup> | TSFR1M + 4.000% | 7.6610 | &nbsp;&nbsp;05/17/32 | 1717325 |
| 7440706 | Bausch + Lomb Corporation<sup>(b)</sup> | TSFR1M + 3.750% | 7.4250 | &nbsp;&nbsp;01/15/31 | 7466302 |
| 3305000 | Hopper Merger Sub, Inc.<sup>(b)</sup> | TSFR1M + 2.250% | 5.9380 | &nbsp;&nbsp;01/14/33 | 3254434 |
|  |  |  |  |  | 12438061 |
|  | **OIL & GAS PRODUCERS — 0.6%** |  |  |  |  |
| 649000 | EG America, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.9230 | &nbsp;&nbsp;01/30/31 | 650298 |
| 1487901 | Prairie Acquiror, L.P.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9230 | &nbsp;&nbsp;08/01/29 | 1493481 |
| 2492357 | RelaDyne, Inc.<sup>(b)</sup> | SOFRRATE + 4.250% | 7.1730 | &nbsp;&nbsp;12/23/28 | 2495035 |
| 6818 | Rockpoint Gas Storage Partners, L.P.<sup>(b)</sup> | TSFR1M + 2.500% | 6.1720 | &nbsp;&nbsp;09/18/31 | 6845 |
|  |  |  |  |  | 4645659 |
|  | **PUBLISHING & BROADCASTING — 2.1%** |  |  |  |  |
| 7250000 | Cengage Learning, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6710 | &nbsp;&nbsp;03/24/31 | 7117070 |
| 3238698 | Houghton Mifflin Harcourt Company<sup>(b)</sup> | TSFR1M + 5.350% | 9.0230 | &nbsp;&nbsp;04/09/29 | 2755112 |
| 4000000 | Nexstar Media, Inc.<sup>(b)</sup> | TSFR1M + 2.500% | 6.1730 | &nbsp;&nbsp;06/24/32 | 3963920 |
| 2156764 | Nexstar Media, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4190 | &nbsp;&nbsp;03/23/33 | 2135197 |
|  |  |  |  |  | 15971299 |
|  | **RENEWABLE ENERGY — 1.4%** |  |  |  |  |
| 4903107 | Granite Acquisition, Inc.<sup>(b)</sup> | TSFR1M + 2.865% | 6.5370 | &nbsp;&nbsp;03/17/28 | 4912692 |
| 5603753 | Opal US, LLC<sup>(b)</sup> | TSFR6M + 3.000% | 6.6860 | &nbsp;&nbsp;04/23/32 | 5607256 |
|  |  |  |  |  | 10519948 |
|  | **RETAIL - CONSUMER STAPLES — 0.1%** |  |  |  |  |
| 755492 | Heritage Grocers Group, LLC<sup>(b)</sup> | TSFR3M + 6.850% | 10.5220 | &nbsp;&nbsp;08/01/29 | 584959 |
|  | **RETAIL - DISCRETIONARY — 2.0%** |  |  |  |  |
| 660 | Evergreen Acqco 1, L.P.<sup>(b)</sup> | TSFR3M + 3.000% | 6.7010 | &nbsp;&nbsp;09/13/32 | 662 |
| 3530066 | Great Outdoors Group, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.9180 | &nbsp;&nbsp;01/16/32 | 3528741 |
| 1307739 | Gulfside Supply, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 7.2990 | &nbsp;&nbsp;05/29/31 | 1202302 |
| 3501058 | Mavis Tire Express Services Topco Corporation<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;05/04/28 | 3502388 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **TERM LOANS — 84.4% (Continued)** |  |  |  |  |
|  | **RETAIL - DISCRETIONARY — 2.0% (Continued)** |  |  |  |  |
| 247000 | Mister Car Wash Holdings, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6750 | &nbsp;&nbsp;03/27/31 | $244686 |
| 1610000 | Petco Health & Wellness Company, Inc.<sup>(b)</sup> | TSFR1M + 4.250% | 7.9240 | &nbsp;&nbsp;01/22/31 | 1577253 |
| 929057 | PetSmart, LLC<sup>(b)</sup> | TSFR1M + 4.000% | 7.6770 | &nbsp;&nbsp;08/09/32 | 924644 |
| 1246770 | Restoration Hardware, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 7.0270 | &nbsp;&nbsp;10/20/28 | 1242095 |
| 1028651 | Staples, Inc.<sup>(b)</sup> | TSFR1M + 5.750% | 10.6890 | &nbsp;&nbsp;08/23/29 | 937518 |
| 1000000 | Victoria's Secret & Company<sup>(b)</sup> | TSFR3M + 2.750% | 3.7500 | &nbsp;&nbsp;06/30/28 | 1000630 |
| 971422 | White Cap Supply Holdings, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 7.5770 | &nbsp;&nbsp;10/31/29 | 936577 |
|  |  |  |  |  | 15097496 |
|  | **SEMICONDUCTORS — 0.2%** |  |  |  |  |
| 1594500 | Icon Parent, Inc.<sup>(b)</sup> | TSFR3M + 2.750% | 6.4280 | &nbsp;&nbsp;11/13/31 | 1533710 |
|  | **SOFTWARE — 15.0%** |  |  |  |  |
| 7523227 | athenahealth, Inc.<sup>(b)</sup> | SOFRRATE + 3.500% | 6.4230 | &nbsp;&nbsp;01/27/29 | 7396273 |
| 2126520 | Avalara, Inc.<sup>(b)</sup> | TSFR3M + 2.750% | 6.4220 | &nbsp;&nbsp;03/29/32 | 2081331 |
| 7482055 | Azalea Topco, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;04/30/31 | 7479250 |
| 6899250 | BCPE Pequod Buyer, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4170 | &nbsp;&nbsp;11/25/31 | 6708072 |
| 3399764 | BMC Software, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;07/30/31 | 3161424 |
| 1121494 | Boxer Parent Company, Inc.<sup>(b)</sup> | TSFR1M + 5.750% | 9.4170 | &nbsp;&nbsp;07/06/32 | 944864 |
| 4715925 | Central Parent, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9220 | &nbsp;&nbsp;07/06/29 | 3378206 |
| 4167206 | Cloud Software Group, Inc.<sup>(b)</sup> | TSFR3M + 3.250% | 6.9220 | &nbsp;&nbsp;03/24/31 | 3829662 |
| 2444734 | Cloud Software Group, Inc.<sup>(b)</sup> | TSFR3M + 3.250% | 6.9220 | &nbsp;&nbsp;08/09/32 | 2243911 |
| 3383642 | Clover Holdings 2, LLC<sup>(b)</sup> | TSFR1M + 4.000% | 7.6740 | &nbsp;&nbsp;11/03/31 | 3248296 |
| 6687846 | ConnectWise, LLC<sup>(b)</sup> | TSFR3M + 3.762% | 7.4340 | &nbsp;&nbsp;09/24/28 | 6191808 |
| 7442844 | Cotiviti, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4180 | &nbsp;&nbsp;05/01/31 | 6875364 |
| 6000000 | Dayforce, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6610 | &nbsp;&nbsp;10/07/32 | 5691660 |
| 2080000 | DS Admiral Bidco, LLC<sup>(b)</sup> | TSFR1M + 4.250% | 7.9220 | &nbsp;&nbsp;06/05/31 | 1959110 |
| 1492462 | Genesys Cloud Services Holdings II, LLC<sup>(b)</sup> | TSFR1M + 2.500% | 6.1730 | &nbsp;&nbsp;01/26/32 | 1430898 |
| 2492920 | Idera, Inc.<sup>(b)</sup> | TSFR1M + 3.500% | 7.1600 | &nbsp;&nbsp;03/02/28 | 1987481 |
| 112000 | IGT Holding IV A.B.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;09/02/31 | 111160 |
| 615000 | Jaggaer, LLC<sup>(b)</sup> | TSFR1M + 5.250% | 8.6730 | &nbsp;&nbsp;10/08/32 | 565800 |
| 5056092 | Leia Finco US, LLC<sup>(b)</sup> | TSFR1M + 3.250% | 6.8980 | &nbsp;&nbsp;07/02/31 | 4854506 |
| 4374647 | McAfee Corporation<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;03/01/29 | 3920777 |
| 748101 | Mermaid Bidco, Inc.<sup>(b)</sup> | TSFR3M + 3.250% | 6.9110 | &nbsp;&nbsp;07/02/31 | 734074 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **TERM LOANS — 84.4% (Continued)** |  |  |  |  |
|  | **SOFTWARE — 15.0% (Continued)** |  |  |  |  |
| 594000 | Metropolis Technologies, Inc.<sup>(b)</sup> | TSFR1M + 5.250% | 8.9800 | &nbsp;&nbsp;10/20/32 | $588431 |
| 227000 | Mitchell International, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6710 | &nbsp;&nbsp;06/17/31 | 217222 |
| 2911149 | Mitchell International, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6710 | &nbsp;&nbsp;06/17/31 | 2785751 |
| 2311391 | Mitchell International, Inc.<sup>(b)</sup> | TSFR1M + 5.250% | 8.9230 | &nbsp;&nbsp;06/07/32 | 2093982 |
| 3082300 | Modena Buyer, LLC<sup>(b)</sup> | TSFR1M + 4.500% | 7.9170 | &nbsp;&nbsp;04/21/31 | 2777060 |
| 1649551 | PointClickCare Technologies, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4220 | &nbsp;&nbsp;11/03/31 | 1642853 |
| 6655684 | Project Alpha Intermediate Holding, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9220 | &nbsp;&nbsp;10/28/30 | 5073461 |
| 1235398 | Project Sky Merger Sub, Inc.<sup>(b)</sup> | TSFR1M + 6.000% | 9.7730 | &nbsp;&nbsp;08/10/29 | 961553 |
| 4009 | Proofpoint, Inc.<sup>(b)</sup> | TSFR3M + 3.000% | 6.6720 | &nbsp;&nbsp;08/31/28 | 3887 |
| 795412 | RealPage, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9340 | &nbsp;&nbsp;02/18/28 | 763818 |
| 898232 | RealPage, Inc.<sup>(b)</sup> | TSFR1M + 3.750% | 7.4220 | &nbsp;&nbsp;04/24/28 | 874770 |
| 2091007 | Red Planet Borrower, LLC<sup>(b)</sup> | TSFR1M + 4.000% | 7.6730 | &nbsp;&nbsp;08/09/32 | 2049710 |
| 3429408 | Rocket Software, Inc.<sup>(b)</sup> | TSFR1M + 4.750% | 7.4230 | &nbsp;&nbsp;11/28/28 | 3297238 |
| 1014837 | Starlight Parent, LLC<sup>(b)</sup> | TSFR1M + 4.000% | 7.7010 | &nbsp;&nbsp;03/15/32 | 865148 |
| 2802817 | Storable, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9230 | &nbsp;&nbsp;04/17/31 | 2697011 |
| 5616738 | UKG, Inc.<sup>(b)</sup> | TSFR3M + 2.500% | 6.1670 | &nbsp;&nbsp;02/10/31 | 5374881 |
| 1067538 | Zelis Payments Buyer, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4230 | &nbsp;&nbsp;09/28/29 | 1036360 |
| 5651234 | Zelis Payments Buyer, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.9230 | &nbsp;&nbsp;10/27/31 | 5482403 |
|  |  |  |  |  | 113379466 |
|  | **SPECIALTY FINANCE — 0.9%** |  |  |  |  |
| 4415935 | Apex Group Treasury, LLC<sup>(b)</sup> | TSFR1M + 3.500% | 7.1660 | &nbsp;&nbsp;02/20/32 | 4036894 |
| 900000 | Orion Advisor Solutions, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.4210 | &nbsp;&nbsp;09/09/30 | 885753 |
| 1582118 | Orion US Finco<sup>(b)</sup> | TSFR1M + 3.500% | 7.1500 | &nbsp;&nbsp;05/20/32 | 1569263 |
|  |  |  |  |  | 6491910 |
|  | **TECHNOLOGY HARDWARE — 0.8%** |  |  |  |  |
| 4000767 | Bingo Holdings I, LLC<sup>(b)</sup> | TSFR1M + 4.750% | 8.4220 | &nbsp;&nbsp;06/14/32 | 3907629 |
| 1865728 | Pitney Bowes, Inc.<sup>(b)</sup> | TSFR1M + 3.750% | 7.4220 | &nbsp;&nbsp;02/02/32 | 1856400 |
|  |  |  |  |  | 5764029 |
|  | **TECHNOLOGY SERVICES — 3.2%** |  |  |  |  |
| 1539416 | Access CIG, LLC<sup>(b)</sup> | TSFR1M + 4.000% | 7.6730 | &nbsp;&nbsp;08/19/30 | 1399583 |
| 351347 | Ahead DB Holdings, LLC<sup>(b)</sup> | TSFR3M + 2.750% | 6.6510 | &nbsp;&nbsp;02/03/31 | 346681 |
| 2009397 | Blackhawk Network Holdings, Inc.<sup>(b)</sup> | TSFR1M + 3.500% | 7.1730 | &nbsp;&nbsp;03/12/29 | 1986540 |
| 2390262 | CoreLogic, Inc.<sup>(b)</sup> | TSFR1M + 3.615% | 7.2870 | &nbsp;&nbsp;06/02/28 | 2291676 |
| 3544376 | Fortress Intermediate 3, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6750 | &nbsp;&nbsp;06/27/31 | 3522223 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **TERM LOANS — 84.4% (Continued)** |  |  |  |  |
|  | **TECHNOLOGY SERVICES — 3.2% (Continued)** |  |  |  |  |
| 2415549 | ION Platform Finance US, Inc.<sup>(b)</sup> | TSFR1M + 3.750% | 7.4220 | &nbsp;&nbsp;09/30/32 | $1954577 |
| 5467150 | Kaseya, Inc.<sup>(b)</sup> | TSFR1M + 3.250% | 6.6730 | &nbsp;&nbsp;03/08/32 | 5121408 |
| 1718654 | Neon Maple US Debt Mergersub, Inc.<sup>(b)</sup> | TSFR1M + 2.750% | 6.1720 | &nbsp;&nbsp;11/17/31 | 1686429 |
| 3500000 | Neptune Bidco US, Inc.<sup>(b)</sup> | TSFR3M + 5.000% | 8.7600 | &nbsp;&nbsp;01/28/33 | 3346000 |
| 2189524 | Trio Bidco, Inc.<sup>(b)</sup> | TSFR1M + 4.000% | 7.6720 | &nbsp;&nbsp;10/08/32 | 2127495 |
| 230476 | Trio Bidco, Inc.<sup>(b),(d)</sup> | TSFR1M + 4.000% | 8.1650 | &nbsp;&nbsp;10/08/32 | 223947 |
|  |  |  |  |  | 24006559 |
|  | **TELECOMMUNICATIONS — 1.0%** |  |  |  |  |
| 3107901 | Crown Subsea Communications Holding, Inc.<sup>(b)</sup> | TSFR1M + 3.000% | 6.6730 | &nbsp;&nbsp;01/30/31 | 3121498 |
| 1499375 | Intrado Corporation<sup>(b)</sup> | TSFR1M + 3.000% | 8.8090 | &nbsp;&nbsp;01/25/30 | 1449521 |
| 3279996 | QualityTech, L.P.<sup>(b)</sup> | TSFR1M + 3.500% | 7.1820 | &nbsp;&nbsp;11/04/31 | 3275896 |
|  |  |  |  |  | 7846915 |
|  | **TRANSPORTATION & LOGISTICS — 3.1%** |  |  |  |  |
| 273930 | AAdvantage Loyalty IP Ltd.<sup>(b)</sup> | TSFR3M + 2.750% | 6.3890 | &nbsp;&nbsp;05/28/32 | 271910 |
| 3698853 | Beacon Mobility Corporation<sup>(b)</sup> | TSFR1M + 2.750% | 6.4180 | &nbsp;&nbsp;08/06/30 | 3708692 |
| 182371 | Beacon Mobility Corporation<sup>(b),(d)</sup> | TSFR1M + 2.750% | 6.4180 | &nbsp;&nbsp;08/06/30 | 182856 |
| 116005 | First Student Bidco, Inc.<sup>(b)</sup> | TSFR1M + 2.250% | 5.9230 | &nbsp;&nbsp;08/15/30 | 115776 |
| 633995 | First Student Bidco, Inc.<sup>(b)</sup> | TSFR1M + 2.250% | 5.9270 | &nbsp;&nbsp;08/15/30 | 632739 |
| 5726625 | JetBlue Airways Corporation<sup>(b)</sup> | TSFR1M + 5.500% | 8.4450 | &nbsp;&nbsp;08/13/29 | 5265632 |
| 1487561 | Rand Parent, LLC<sup>(b)</sup> | TSFR3M + 3.000% | 6.6720 | &nbsp;&nbsp;03/18/30 | 1487613 |
| 2332906 | Savage Enterprises, LLC<sup>(b)</sup> | TSFR1M + 2.500% | 6.1750 | &nbsp;&nbsp;08/04/32 | 2336195 |
| 992519 | Swissport Stratosphere Usa, LLC<sup>(b)</sup> | TSFR1M + 2.750% | 6.4280 | &nbsp;&nbsp;04/25/31 | 990037 |
| 8648133 | WestJet Loyalty, L.P.<sup>(b)</sup> | TSFR3M + 2.750% | 6.4180 | &nbsp;&nbsp;02/14/31 | 8424234 |
|  |  |  |  |  | 23415684 |
|  | **TOTAL TERM LOANS (Cost $650,560,101)** |  |  |  | 634437811 |

---

---

| |
|:---|
| **CATALYST/CIFC SENIOR SECURED INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **SHORT-TERM INVESTMENTS — 5.3%** |  |
|  | **MONEY MARKET FUNDS - 5.3%** |  |
| 39454491 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $39,454,491)<sup>(c)</sup> | $39454491 |
|  | **TOTAL INVESTMENTS - 103.4% (Cost $795,195,160)** | $776773191 |
|  | **LIABILITIES IN EXCESS OF OTHER ASSETS - (3.4)%** | (25827141) |
|  | **NET ASSETS - 100.0%** | $750946050 |

---

---

| | |
|:---|:---|
| CLO | - Collateralized Loan Obligation |
| ETF | - Exchange-Traded Fund |
| LLC | - Limited Liability Company |
| LP | - Limited Partnership |
| LTD | - Limited Company |
| SPDR | - Standard & Poor's Depositary Receipt |
| SOFRRATE | United States SOFR Secured Overnight Financing Rate |
| TSFR1M | Secured Overnight Financing Rate 1 Month |
| TSFR3M | Secured Overnight Financing Rate 3 Month |
| TSFR6M | Secured Overnight Financing Rate 6 Month |

---

<sup>(a)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2026 the total market value of 144A securities is 65,205,052 or 8.7% of net assets.

<sup>(b)</sup> Variable rate security; the rate shown represents the rate on December 31, 2025.

<sup>(c)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

<sup>(d)</sup> This investment or portion thereof was not funded as of March 31, 2026. The Fund had $3,551,779 at par value in unfunded commitments as of March 31, 2026.

---

| |
|:---|
| **CATALYST/SMH HIGH INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Shares** |  | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **PREFERRED STOCKS — 4.1%** |  |  |  |
|  | **ASSET MANAGEMENT — 2.5%** |  |  |  |
| 40000 | CION Investment Corporation<sup>(a)</sup> | 7.5000 | &nbsp;&nbsp;03/31/31 | $976000 |
| 80000 | Saratoga Investment Corporation | 7.5000 | &nbsp;&nbsp;02/06/31 | 1996000 |
|  |  |  |  | 2972000 |
|  | **SPECIALTY FINANCE — 1.6%** |  |  |  |
| 80000 | Rithm Capital Corporation | 8.7500 | &nbsp;&nbsp;Perpetual | 1915200 |
|  | **TOTAL PREFERRED STOCKS (Cost $4,987,200)** |  |  | 4887200 |
| **Principal<br> Amount ($)** |  | **Coupon Rate<br> (%)** | **Maturity** |  |
|  | **CONVERTIBLE BONDS — 6.2%** |  |  |  |
|  | **INTERNET MEDIA & SERVICES — 0.2%** |  |  |  |
| 200000 | Lyft, Inc. | 0.6250 | &nbsp;&nbsp;03/01/29 | 202977 |
|  | **MEDICAL EQUIPMENT & DEVICES — 0.6%** |  |  |  |
| 700000 | Alphatec Holdings, Inc. | 0.7500 | &nbsp;&nbsp;03/15/30 | 720090 |
|  | **RETAIL - CONSUMER STAPLES — 0.2%** |  |  |  |
| 300000 | Hims & Hers Health, Inc.<sup>(a),(b)</sup> | 0.0000 | &nbsp;&nbsp;05/15/30 | 225213 |
|  | **RETAIL - DISCRETIONARY — 0.2%** |  |  |  |
| 200000 | GameStop Corporation<sup>(a),(b)</sup> | 0.0000 | &nbsp;&nbsp;06/15/32 | 206800 |
|  | **SOFTWARE — 3.9%** |  |  |  |
| 200000 | BlackLine, Inc. | 1.0000 | &nbsp;&nbsp;06/01/29 | 188450 |
| 4000000 | Nebius Group N.V.<sup>(a)</sup> | 2.7500 | &nbsp;&nbsp;09/15/32 | 4186001 |
| 200000 | Nutanix, Inc. | 0.5000 | &nbsp;&nbsp;12/15/29 | 180901 |
|  |  |  |  | 4555352 |
|  | **TECHNOLOGY SERVICES — 1.1%** |  |  |  |
| 200000 | Euronet Worldwide, Inc.<sup>(a)</sup> | 0.6250 | &nbsp;&nbsp;10/01/30 | 174375 |
| 500000 | MARA Holdings, Inc.<sup>(b)</sup> | 0.0000 | &nbsp;&nbsp;06/01/31 | 460750 |

---

---

| |
|:---|
| **CATALYST/SMH HIGH INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CONVERTIBLE BONDS — 6.2% (Continued)** |  |  |  |
|  | **TECHNOLOGY SERVICES — 1.1% (Continued)** |  |  |  |
| 550000 | Riot Platforms, Inc. | 0.7500 | &nbsp;&nbsp;01/15/30 | $633875 |
|  |  |  |  | 1269000 |
|  | **TOTAL CONVERTIBLE BONDS (Cost $7,298,697)** |  |  | 7179432 |
|  | **CORPORATE BONDS — 82.4%** |  |  |  |
|  | **ASSET MANAGEMENT — 7.6%** |  |  |  |
| 6000000 | Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation<sup>(a)</sup> | 10.0000 | &nbsp;&nbsp;11/15/29 | 5918360 |
| 3528000 | Prospect Capital Corporation | 3.4370 | &nbsp;&nbsp;10/15/28 | 3089556 |
|  |  |  |  | 9007916 |
|  | **AUTOMOTIVE — 1.2%** |  |  |  |
| 1500000 | Cooper-Standard Automotive, Inc.<sup>(a)</sup> | 9.2500 | &nbsp;&nbsp;03/01/31 | 1424475 |
|  | **BIOTECH & PHARMA — 7.6%** |  |  |  |
| 5500000 | 1261229 BC Ltd.<sup>(a)</sup> | 10.0000 | &nbsp;&nbsp;04/15/32 | 5628565 |
| 3250000 | Harrow, Inc.<sup>(a)</sup> | 8.6250 | &nbsp;&nbsp;09/15/30 | 3288854 |
|  |  |  |  | 8917419 |
|  | **ENTERTAINMENT CONTENT — 6.2%** |  |  |  |
| 6132000 | AMC Networks, Inc.<sup>(a)</sup> | 10.5000 | &nbsp;&nbsp;07/15/32 | 6058678 |
| 1250000 | Univision Communications, Inc.<sup>(a)</sup> | 9.3750 | &nbsp;&nbsp;08/01/32 | 1286519 |
|  |  |  |  | 7345197 |
|  | **HEALTH CARE FACILITIES & SERVICES — 0.9%** |  |  |  |
| 1000000 | CHS/Community Health Systems, Inc.<sup>(a)</sup> | 9.7500 | &nbsp;&nbsp;01/15/34 | 1039566 |
|  | **HOME CONSTRUCTION — 2.9%** |  |  |  |
| 3500000 | K Hovnanian Enterprises, Inc.<sup>(a)</sup> | 8.3750 | &nbsp;&nbsp;10/01/33 | 3464202 |
|  | **INDUSTRIAL INTERMEDIATE PROD — 2.4%** |  |  |  |
| 2700000 | Park-Ohio Industries, Inc.<sup>(a)</sup> | 8.5000 | &nbsp;&nbsp;08/01/30 | 2769238 |
|  | **INTERNET MEDIA & SERVICES — 3.8%** |  |  |  |
| 5000000 | Getty Images, Inc.<sup>(a)</sup> | 10.5000 | &nbsp;&nbsp;11/15/30 | 4488913 |

---

---

| |
|:---|
| **CATALYST/SMH HIGH INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 82.4% (Continued)** |  |  |  |
|  | **LEISURE FACILITIES & SERVICES — 5.1%** |  |  |  |
| 1550000 | Full House Resorts, Inc.<sup>(a)</sup> | 8.2500 | &nbsp;&nbsp;02/15/28 | $1414375 |
| 550000 | Odeon Finco PLC<sup>(a)</sup> | 12.7500 | &nbsp;&nbsp;11/01/27 | 568177 |
| 4000000 | Six Flags Entertainment Corporation's Wonderland/Millennium Operations, LLC<sup>(a)</sup> | 8.6250 | &nbsp;&nbsp;01/15/32 | 4012134 |
|  |  |  |  | 5994686 |
|  | **METALS & MINING — 4.0%** |  |  |  |
| 4750000 | Nickel Industries Ltd.<sup>(a)</sup> | 9.0000 | &nbsp;&nbsp;09/30/30 | 4759112 |
|  | **OIL & GAS SERVICES & EQUIPMENT — 0.2%** |  |  |  |
| 250000 | Transocean, Inc.<sup>(a)</sup> | 8.5000 | &nbsp;&nbsp;05/15/31 | 262295 |
|  | **PUBLISHING & BROADCASTING — 0.2%** |  |  |  |
| 224000 | Gray Media, Inc.<sup>(a)</sup> | 10.5000 | &nbsp;&nbsp;07/15/29 | 238096 |
|  | **REAL ESTATE INVESTMENT TRUSTS — 5.1%** |  |  |  |
| 6000000 | MPT Operating Partnership, L.P. / MPT Finance Corporation | 3.5000 | &nbsp;&nbsp;03/15/31 | 3914685 |
| 2000000 | Uniti Group, L.P. / Uniti Group Finance 2019, Inc. / CSL Capital, LLC<sup>(a)</sup> | 8.6250 | &nbsp;&nbsp;06/15/32 | 2038669 |
|  |  |  |  | 5953354 |
|  | **RETAIL - DISCRETIONARY — 5.1%** |  |  |  |
| 1065000 | Bed Bath & Beyond, Inc.<sup>(c)</sup> | 5.1650 | &nbsp;&nbsp;08/01/44 | 6427 |
| 5250000 | Hertz Corporation (The)<sup>(a)</sup> | 12.6250 | &nbsp;&nbsp;07/15/29 | 4582226 |
| 1283000 | Kohl's Corporation | 5.5500 | &nbsp;&nbsp;07/17/45 | 730558 |
| 1075000 | Nordstrom, Inc. | 5.0000 | &nbsp;&nbsp;01/15/44 | 717770 |
|  |  |  |  | 6036981 |
|  | **SOFTWARE — 8.5%** |  |  |  |
| 6098000 | CoreWeave, Inc.<sup>(a)</sup> | 9.0000 | &nbsp;&nbsp;02/01/31 | 5861490 |
| 5750000 | Pagaya US Holdings Company, LLC<sup>(a)</sup> | 8.8750 | &nbsp;&nbsp;08/01/30 | 4123726 |
|  |  |  |  | 9985216 |
|  | **SPECIALTY FINANCE — 9.2%** |  |  |  |
| 4097000 | Arbor Realty SR, Inc.<sup>(a)</sup> | 8.5000 | &nbsp;&nbsp;12/15/28 | 4029771 |
| 4750000 | Atlanticus Holdings Corporation<sup>(a)</sup> | 9.7500 | &nbsp;&nbsp;09/01/30 | 4267937 |
| 500000 | Enova International, Inc.<sup>(a)</sup> | 9.1250 | &nbsp;&nbsp;08/01/29 | 511353 |
| 2000000 | Velocity Commercial Capital, LLC<sup>(a)</sup> | 9.3750 | &nbsp;&nbsp;02/15/31 | 2000911 |
|  |  |  |  | 10809972 |

---

---

| |
|:---|
| **CATALYST/SMH HIGH INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 82.4% (Continued)** |  |  |  |
|  | **TECHNOLOGY HARDWARE — 0.0%** |  |  |  |
| 8669000 | ENERGY CONVERSION DEVICES INC<sup>(a),(b),(c),(d),(e)</sup> | 0.0000 | &nbsp;&nbsp;12/15/49 | $— |
|  | **TECHNOLOGY SERVICES — 3.1%** |  |  |  |
| 4298000 | Unisys Corporation<sup>(a)</sup> | 10.6250 | &nbsp;&nbsp;01/15/31 | 3702089 |
|  | **TELECOMMUNICATIONS — 7.3%** |  |  |  |
| 3750000 | APLD ComputeCo, LLC<sup>(a)</sup> | 9.2500 | &nbsp;&nbsp;12/15/30 | 3869708 |
| 4500000 | Level 3 Financing, Inc.<sup>(a)</sup> | 8.5000 | &nbsp;&nbsp;01/15/36 | 4698719 |
|  |  |  |  | 8568427 |
|  | **TRANSPORTATION & LOGISTICS — 2.0%** |  |  |  |
| 2500000 | JetBlue Airways Corp / JetBlue Loyalty, L.P.<sup>(a)</sup> | 9.8750 | &nbsp;&nbsp;09/20/31 | 2367333 |
|  | **TOTAL CORPORATE BONDS (Cost $106,193,330)** |  |  | 97134487 |
| **Shares** |  |  |  |  |
|  | **SHORT-TERM INVESTMENTS — 5.5%** |  |  |  |
|  | **MONEY MARKET FUNDS - 5.5%** |  |  |  |
| 6538878 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $6,538,878)<sup>(f)</sup> |  |  | 6538878 |
|  | **TOTAL INVESTMENTS - 98.2% (Cost $125,018,105)** |  |  | $115739997 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 1.8%** |  |  | 2130830 |
|  | **NET ASSETS - 100.0%** |  |  | $117870827 |

---

---

| | |
|:---|:---|
| LLC | - Limited Liability Company |
| L.P. | - Limited Partnership |
| Ltd. | - Limited Company |
| N.V. | - Naamioze Vennootschap |
| PLC | - Public Limited Company |

---

<sup>(a)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2026 the total market value of 144A securities is 94,443,880 or 80.1% of net assets.

<sup>(b)</sup> Zero coupon bond.

<sup>(c)</sup> Represents issuer in default on interest payments; non-income producing security.

<sup>(d)</sup> Illiquid security. The total fair value of these securities as of March 31, 2026, was $0, representing 0% of net assets.

<sup>(e)</sup> The value of this security has been determined using significant unobservable inputs in good faith under policies of the Board of Trustees. The total of these securities is $0 or 0.0% of net assets.

<sup>(f)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

---

| |
|:---|
| **CATALYST/SMH TOTAL RETURN INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **COMMON STOCKS — 50.7%** |  |
|  | **ASSET MANAGEMENT - 31.9%** |  |
| 1000 | Apollo Global Management, Inc. | $111420 |
| 10500 | Ares Capital Corporation | 189210 |
| 4000 | Blackstone Secured Lending Fund<sup>(a)</sup> | 94760 |
| 8700 | Blue Owl Capital Corporation<sup>(a)</sup> | 96222 |
| 39034 | Blue Owl Capital, Inc.<sup>(a)</sup> | 356380 |
| 49000 | Capital Southwest Corporation<sup>(a)</sup> | 1083879 |
| 11000 | Carlyle Group, Inc. (The) | 532290 |
| 7087 | Carlyle Secured Lending, Inc.<sup>(a)</sup> | 77532 |
| 14600 | CION Investment Corporation | 99864 |
| 15000 | Crescent Capital BDC, Inc.<sup>(a)</sup> | 182250 |
| 40565 | Hercules Capital, Inc.<sup>(a)</sup> | 599145 |
| 12128 | Main Street Capital Corporation<sup>(a)</sup> | 642299 |
| 12000 | New Mountain Finance Corporation<sup>(a)</sup> | 93120 |
| 3363 | Palmer Square Capital BDC, Inc. | 32857 |
| 200742 | Prospect Capital Corporation<sup>(a)</sup> | 523937 |
| 14000 | Runway Growth Finance Corporation | 96180 |
| 42466 | SuRo Capital Corporation | 454811 |
| 3400 | TPG, Inc. | 137734 |
| 70337 | Trinity Capital, Inc.<sup>(a)</sup> | 1034657 |
|  |  | 6438547 |
|  | **AUTOMOTIVE - 0.4%** |  |
| 6200 | Ford Motor Company | 71548 |
|  | **OIL & GAS PRODUCERS - 5.2%** |  |
| 33782 | SM Energy Company | 1053323 |
|  | **REAL ESTATE INVESTMENT TRUSTS - 11.9%** |  |
| 26000 | Advanced Flower Capital, Inc.<sup>(a)</sup> | 73320 |
| 1200 | American Tower Corporation, Class A | 207096 |
| 600 | Extra Space Storage, Inc. | 78678 |
| 2947 | Hannon Armstrong Sustainable Infrastructure Capital, Inc.<sup>(a)</sup> | 108302 |
| 4890 | Innovative Industrial Properties, Inc.<sup>(a)</sup> | 245282 |

---

---

| |
|:---|
| **CATALYST/SMH TOTAL RETURN INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Shares** |  |  |  | **Fair Value** |
|  | **COMMON STOCKS — 50.7% (Continued)** |  |  |  |
|  | **REAL ESTATE INVESTMENT TRUSTS - 11.9% (Continued)** |  |  |  |
| 34477 | NexPoint Diversified Real Estate Trust |  |  | $161008 |
| 54106 | Rithm Capital Corporation |  |  | 512925 |
| 37475 | VICI Properties, Inc. |  |  | 1023817 |
|  |  |  |  | 2410428 |
|  | **RETAIL - DISCRETIONARY - 0.9%** |  |  |  |
| 1000 | Dick's Sporting Goods, Inc.<sup>(a)</sup> |  |  | 198290 |
|  | **TRANSPORTATION & LOGISTICS - 0.4%** |  |  |  |
| 700 | Copa Holdings S.A., Class A |  |  | 79527 |
|  | **TOTAL COMMON STOCKS (Cost $12,044,047)** |  |  | 10251663 |
| **Principal<br> Amount ($)** |  | **Coupon Rate<br> (%)** | **Maturity** |  |
|  | **CONVERTIBLE BONDS — 9.4%** |  |  |  |
|  | **INTERNET MEDIA & SERVICES — 4.0%** |  |  |  |
| 850000 | Lyft, Inc.<sup>(b),(c)</sup> | 0.0000 | &nbsp;&nbsp;09/15/30 | 801485 |
|  | **RETAIL - CONSUMER STAPLES — 0.7%** |  |  |  |
| 200000 | Hims & Hers Health, Inc.<sup>(b),(c)</sup> | 0.0000 | &nbsp;&nbsp;05/15/30 | 150142 |
|  | **SOFTWARE — 1.6%** |  |  |  |
| 300000 | Nebius Group N.V.<sup>(b)</sup> | 2.7500 | &nbsp;&nbsp;09/15/32 | 313950 |
|  | **TECHNOLOGY SERVICES — 3.1%** |  |  |  |
| 550000 | Riot Platforms, Inc. | 0.7500 | &nbsp;&nbsp;01/15/30 | 633876 |
|  | **TOTAL CONVERTIBLE BONDS (Cost $2,119,750)** |  |  | 1899453 |
|  | **CORPORATE BONDS — 31.8%** |  |  |  |
|  | **ASSET MANAGEMENT — 1.2%** |  |  |  |
| 250000 | Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation<sup>(b)</sup> | 10.0000 | &nbsp;&nbsp;11/15/29 | 246598 |

---

---

| |
|:---|
| **CATALYST/SMH TOTAL RETURN INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **CORPORATE BONDS — 31.8% (Continued)** |  |  |  |
|  | **ENTERTAINMENT CONTENT — 0.8%** |  |  |  |
| 150000 | Univision Communications, Inc.<sup>(b)</sup> | 9.3750 | &nbsp;&nbsp;08/01/32 | $154382 |
|  | **LEISURE FACILITIES & SERVICES — 4.9%** |  |  |  |
| 500000 | Full House Resorts, Inc.<sup>(b)</sup> | 8.2500 | &nbsp;&nbsp;02/15/28 | 456250 |
| 515000 | Odeon Finco PLC<sup>(b)</sup> | 12.7500 | &nbsp;&nbsp;11/01/27 | 532020 |
|  |  |  |  | 988270 |
|  | **OIL & GAS SERVICES & EQUIPMENT — 4.5%** |  |  |  |
| 953000 | Transocean, Inc. | 6.8000 | &nbsp;&nbsp;03/15/38 | 915799 |
|  | **RETAIL - DISCRETIONARY — 9.3%** |  |  |  |
| 373000 | Bed Bath & Beyond, Inc.<sup>(d)</sup> | 5.1650 | &nbsp;&nbsp;08/01/44 | 2251 |
| 40017 | Carvana Company<sup>(b)</sup> | 9.0000 | &nbsp;&nbsp;06/01/31 | 43300 |
| 1750000 | Hertz Corporation (The)<sup>(b)</sup> | 12.6250 | &nbsp;&nbsp;07/15/29 | 1527408 |
| 528000 | Kohl's Corporation | 5.5500 | &nbsp;&nbsp;07/17/45 | 300651 |
|  |  |  |  | 1873610 |
|  | **SOFTWARE — 6.3%** |  |  |  |
| 500000 | CoreWeave, Inc.<sup>(b)</sup> | 9.0000 | &nbsp;&nbsp;02/01/31 | 480608 |
| 1100000 | Pagaya US Holdings Company, LLC<sup>(b)</sup> | 8.8750 | &nbsp;&nbsp;08/01/30 | 788886 |
|  |  |  |  | 1269494 |
|  | **SPECIALTY FINANCE — 2.9%** |  |  |  |
| 600000 | Arbor Realty SR, Inc.<sup>(b)</sup> | 8.5000 | &nbsp;&nbsp;12/15/28 | 590155 |
|  | **TECHNOLOGY HARDWARE — 0.0%** |  |  |  |
| 5543000 | Energy Conversion Devices, Inc.<sup>(b),(c),(d),(e),(f)</sup> | 0.0000 | &nbsp;&nbsp;12/15/49 |  |
|  | **TECHNOLOGY SERVICES — 0.6%** |  |  |  |
| 150000 | Unisys Corporation<sup>(b)</sup> | 10.6250 | &nbsp;&nbsp;01/15/31 | 129203 |
|  | **TELECOMMUNICATIONS — 1.3%** |  |  |  |
| 250000 | APLD ComputeCo, LLC<sup>(b)</sup> | 9.2500 | &nbsp;&nbsp;12/15/30 | 257981 |
|  | **TOTAL CORPORATE BONDS (Cost $8,804,194)** |  |  | 6425492 |

---

---

| |
|:---|
| **CATALYST/SMH TOTAL RETURN INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **SHORT-TERM INVESTMENTS — 33.2%** |  |
|  | **COLLATERAL FOR SECURITIES LOANED - 26.1%** |  |
| 5265814 | Mount Vernon Liquid Assets Portfolio, Class X, 3.74% (Cost $5,265,814)<sup>(g),(h)</sup> | $5265814 |
|  | **MONEY MARKET FUNDS - 7.1%** |  |
| 1439413 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $1,439,413)<sup>(h)</sup> | $1439413 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $6,705,227)** | 6705227 |
|  | **TOTAL INVESTMENTS – 125.1% (Cost $29,673,218)** | $25281835 |
|  | **LIABILITIES IN EXCESS OF OTHER ASSETS – (25.1)%** | (5071712) |
|  | **NET ASSETS - 100.0%** | $20210123 |

---

---

| | |
|:---|:---|
| BDC | - Business Development Company |
| LLC | - Limited Liability Company |
| N.V. | - Naamioze Vennootschap |
| PLC | - Public Limited Company |
| S.A. | - Société Anonyme |

---

<sup>(a)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $5,211,671.

<sup>(b)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2026 the total market value of 144A securities is 6,472,368 or 32.0% of net assets.

<sup>(c)</sup> Zero coupon bond.

<sup>(d)</sup> Represents issuer in default on interest payments; non-income producing security.

<sup>(e)</sup> Illiquid security. The total fair value of these securities as of March 31, 2026 was $0, representing 0% of net assets.

<sup>(f)</sup> The value of this security has been determined using significant unobservable inputs in good faith under policies of the Board of Trustees. The total of these securities is $0 or 0.0% of net assets.

<sup>(g)</sup> Security was purchased with cash received as collateral for securities on loan at March 31, 2026. Total collateral had a value of $5,265,814 at December 31, 2025

<sup>(h)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

---

| |
|:---|
| **CATALYST BUFFERED SHIELD FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Fair Value** |
|  | **EXCHANGE-TRADED FUNDS — 92.8%** |  |
|  | **FIXED INCOME - 92.8%** |  |
| 82764 | iShares 1-5 Year Investment Grade Corporate Bond | $4350076 |
| 119165 | PGIM Ultra Short Bond ETF | 5898668 |
| 81223 | Vanguard Short-Term Corporate Bond ETF<sup>(a)</sup> | 6438547 |
|  |  | 16687291 |
|  | **TOTAL EXCHANGE-TRADED FUNDS (Cost $16,884,583)** | 16687291 |
|  | **SHORT-TERM INVESTMENTS — 2.2%** |  |
|  | **MONEY MARKET FUNDS - 2.2%** |  |
| 388747 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $388,747)<sup>(b)</sup> | 388747 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts<sup>(c)</sup>** |  | **Expiration<br> Date** | **Exercise<br> Price** | **Exercise<br> Price** | **Notional<br> Value** | **Fair Value** |
|  | **EQUITY OPTIONS PURCHASED - 12.1%** |  |  |  |  |  |
|  | **CALL OPTIONS PURCHASED - 9.0%** |  |  |  |  |  |
| 30 | SPDR S&P 500 ETF Trust IB | 06/18/2026 | $| 560 | $1680000 | $301635 |
| 50 | SPDR S&P 500 ETF Trust IB | 06/18/2026 |  | 600 | 3000000 | 327925 |
| 70 | SPDR S&P 500 ETF Trust IB | 09/18/2026 |  | 635 | 4445000 | 370720 |
| 70 | SPDR S&P 500 ETF Trust IB | 01/15/2027 |  | 680 | 4760000 | 275765 |
| 60 | State Street SPDR S&P 500 ETF Trust IB | 03/19/2027 |  | 660 | 3960000 | 349050 |
|  | **TOTAL CALL OPTIONS PURCHASED** (Cost - $1,621,454) | **TOTAL CALL OPTIONS PURCHASED** (Cost - $1,621,454) | **TOTAL CALL OPTIONS PURCHASED** (Cost - $1,621,454) | **TOTAL CALL OPTIONS PURCHASED** (Cost - $1,621,454) |  | 1625095 |
|  | **PUT OPTIONS PURCHASED - 3.1%** |  |  |  |  |  |
| 30 | SPDR S&P 500 ETF Trust IB | 06/18/2026 | $| 515 | $1545000 | $9180 |
| 50 | SPDR S&P 500 ETF Trust IB | 06/18/2026 |  | 540 | 2700000 | 21075 |
| 70 | SPDR S&P 500 ETF Trust IB | 09/18/2026 |  | 585 | 4095000 | 113960 |
| 70 | SPDR S&P 500 ETF Trust IB | 01/15/2027 |  | 620 | 4340000 | 228655 |
| 60 | State Street SPDR S&P 500 ETF Trust IB | 03/19/2027 |  | 595 | 3570000 | 176250 |
|  | **TOTAL PUT OPTIONS PURCHASED** (Cost - $704,194) | **TOTAL PUT OPTIONS PURCHASED** (Cost - $704,194) | **TOTAL PUT OPTIONS PURCHASED** (Cost - $704,194) | **TOTAL PUT OPTIONS PURCHASED** (Cost - $704,194) |  | 549120 |
|  | **TOTAL EQUITY OPTIONS PURCHASED** (Cost - $2,325,648) | **TOTAL EQUITY OPTIONS PURCHASED** (Cost - $2,325,648) | **TOTAL EQUITY OPTIONS PURCHASED** (Cost - $2,325,648) | **TOTAL EQUITY OPTIONS PURCHASED** (Cost - $2,325,648) |  | 2174215 |
|  | **TOTAL INVESTMENTS - 107.1% (Cost $19,598,978)** | **TOTAL INVESTMENTS - 107.1% (Cost $19,598,978)** | **TOTAL INVESTMENTS - 107.1% (Cost $19,598,978)** | **TOTAL INVESTMENTS - 107.1% (Cost $19,598,978)** |  | $19250253 |
|  | **CALL OPTIONS WRITTEN - (2.2)% (Premiums received - $454,217)** | **CALL OPTIONS WRITTEN - (2.2)% (Premiums received - $454,217)** | **CALL OPTIONS WRITTEN - (2.2)% (Premiums received - $454,217)** | **CALL OPTIONS WRITTEN - (2.2)% (Premiums received - $454,217)** |  | (394775) |
|  | **PUT OPTIONS WRITTEN - (5.3)% (Premiums received - $1,146,242)** | **PUT OPTIONS WRITTEN - (5.3)% (Premiums received - $1,146,242)** | **PUT OPTIONS WRITTEN - (5.3)% (Premiums received - $1,146,242)** | **PUT OPTIONS WRITTEN - (5.3)% (Premiums received - $1,146,242)** |  | (950730) |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.4%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.4%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.4%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.4%** |  | 75761 |
|  | **NET ASSETS - 100.0%** |  |  |  |  | $17980509 |

---

---

| |
|:---|
| **CATALYST BUFFERED SHIELD FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Contracts<sup>(c)</sup>** |  | **Expiration<br> Date** | **Exercise<br> Price** | **Notional<br> Value** | **Fair Value** |
|  | **WRITTEN EQUITY OPTIONS - (7.5)%** |  |  |  |  |
|  | **CALL OPTIONS WRITTEN - (2.2)%** |  |  |  |  |
| 30 | SPDR S&P 500 ETF Trust IB | 06/18/2026 | $635 | $1905000 | $116445 |
| 50 | SPDR S&P 500 ETF Trust IB | 06/18/2026 | 675 | 3375000 | 68800 |
| 70 | SPDR S&P 500 ETF Trust IB | 09/18/2026 | 715 | 5005000 | 70490 |
| 70 | SPDR S&P 500 ETF Trust IB | 01/15/2027 | 775 | 5425000 | 37520 |
| 60 | State Street SPDR S&P 500 ETF Trust IB | 03/19/2027 | 745 | 4470000 | 101520 |
|  | **TOTAL CALL OPTIONS WRITTEN** (Proceeds - $454,217) | **TOTAL CALL OPTIONS WRITTEN** (Proceeds - $454,217) | **TOTAL CALL OPTIONS WRITTEN** (Proceeds - $454,217) |  | 394775 |
|  | **PUT OPTIONS WRITTEN - (5.3)%** |  |  |  |  |
| 30 | SPDR S&P 500 ETF Trust IB | 06/18/2026 | $560 | $1680000 | $16815 |
| 50 | SPDR S&P 500 ETF Trust IB | 06/18/2026 | 600 | 3000000 | 52425 |
| 70 | SPDR S&P 500 ETF Trust IB | 09/18/2026 | 635 | 4445000 | 198905 |
| 70 | SPDR S&P 500 ETF Trust IB | 01/15/2027 | 680 | 4760000 | 382795 |
| 60 | State Street SPDR S&P 500 ETF Trust IB | 03/19/2027 | 660 | 3960000 | 299790 |
|  | **TOTAL PUT OPTIONS WRITTEN** (Proceeds - $1,146,242) | **TOTAL PUT OPTIONS WRITTEN** (Proceeds - $1,146,242) | **TOTAL PUT OPTIONS WRITTEN** (Proceeds - $1,146,242) |  | 950730 |
|  | **TOTAL EQUITY OPTIONS WRITTEN** (Proceeds - $1,600,459) | **TOTAL EQUITY OPTIONS WRITTEN** (Proceeds - $1,600,459) | **TOTAL EQUITY OPTIONS WRITTEN** (Proceeds - $1,600,459) |  | $1345505 |

---

---

| | |
|:---|:---|
| ETF | - Exchange-Traded Fund |
| IB | - Interactive Brokers |
| SPDR | - Standard & Poor's Depositary Receipt |

---

<sup>(a)</sup> All or a portion of this security is segregated as collateral for options written.

<sup>(b)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

<sup>(c)</sup> Each option contract allows the holder of the option to purchase or sell 100 shares of the underlying security.

---

| |
|:---|
| **CATALYST ENHANCED INCOME STRATEGY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **ASSET BACKED SECURITIES — 57.9%** |  |  |  |  |
|  | **COLLATERALIZED MORTGAGE OBLIGATIONS — 11.9%** |  |  |  |  |
| 110377 | Alternative Loan Trust Series 2005-3CB 2A1 |  | 5.0000 | &nbsp;&nbsp;03/25/35 | $101446 |
| 32902 | Banc of America Funding Trust Series 2006-J 2A3<sup>(a)</sup> |  | 4.3440 | &nbsp;&nbsp;01/20/47 | 28629 |
| 7928 | Banc of America Mortgage Trust Series 2005-G 4A2<sup>(a)</sup> |  | 3.4820 | &nbsp;&nbsp;08/25/35 | 7101 |
| 394960 | Bear Stearns ALT-A Trust Series 2005-5 24A1<sup>(a)</sup> |  | 4.6170 | &nbsp;&nbsp;07/25/35 | 268626 |
| 36619 | Bear Stearns ARM Trust Series 2004-7 1A1<sup>(a),(g)</sup> |  | 0.0000 | &nbsp;&nbsp;10/25/34 | 28250 |
| 76625 | ChaseFlex Trust Series 2006-1 A4<sup>(a)</sup> |  | 6.3000 | &nbsp;&nbsp;06/25/36 | 66029 |
| 60004 | CHL Mortgage Pass-Through Trust Series 2005-HYB2 1A4<sup>(a)</sup> |  | 5.0820 | &nbsp;&nbsp;05/20/35 | 58639 |
| 278432 | CHL Mortgage Pass-Through Trust Series 2006-HYB2 1A1<sup>(a)</sup> |  | 5.0850 | &nbsp;&nbsp;04/20/36 | 248847 |
| 167192 | Citigroup Mortgage Loan Trust, Inc. Series 2007-6 1A1A<sup>(a)</sup> |  | 4.5500 | &nbsp;&nbsp;03/25/37 | 146857 |
| 17752 | CSMC Mortgage-Backed Trust Series 2007-5 8A2 |  | 6.0000 | &nbsp;&nbsp;09/01/26 | 17663 |
| 35571 | First Horizon Alternative Mortgage Securities Trust Series 2004-AA3 A1<sup>(a)</sup> |  | 4.7820 | &nbsp;&nbsp;09/25/34 | 35763 |
| 6609 | First Horizon Alternative Mortgage Securities Trust Series 2005-AA6 2A1<sup>(a)</sup> |  | 5.0380 | &nbsp;&nbsp;08/25/35 | 4439 |
| 76536 | GSMPS Mortgage Loan Trust Series 1998-5 A<sup>(a),(b)</sup> |  | 4.5730 | &nbsp;&nbsp;06/19/27 | 75844 |
| 117479 | GSMPS Mortgage Loan Trust Series 1999-2 A<sup>(a),(b)</sup> |  | 8.0000 | &nbsp;&nbsp;09/19/27 | 112431 |
| 27647 | GSR Mortgage Loan Trust Series 2004-6F 1A2 |  | 5.0000 | &nbsp;&nbsp;05/25/34 | 27176 |
| 508489 | GSR Mortgage Loan Trust Series 2006-3F 2A5 |  | 5.7500 | &nbsp;&nbsp;03/25/36 | 459138 |
| 425706 | HSI Asset Loan Obligation Trust Series 2007-2 3A6 |  | 1.4790 | &nbsp;&nbsp;09/25/37 | 132761 |
| 451828 | IndyMac INDA Mortgage Loan Trust Series 2006-AR1 A3<sup>(a)</sup> |  | 3.4690 | &nbsp;&nbsp;08/25/36 | 346751 |
| 104147 | IndyMac INDX Mortgage Loan Trust Series 2005-AR3 3A1<sup>(a)</sup> |  | 3.6740 | &nbsp;&nbsp;04/25/35 | 98109 |
| 22227 | JP Morgan Mortgage Trust Series 2006-A2 2A2<sup>(a)</sup> |  | 5.0700 | &nbsp;&nbsp;04/25/36 | 19844 |
| 8005 | MASTR Adjustable Rate Mortgages Trust Series 2003-5 4A1<sup>(a)</sup> |  | 2.7310 | &nbsp;&nbsp;11/25/33 | 7365 |
| 351 | MASTR Asset Securitization Trust Series 2005-1 1A1<sup>(f)</sup> |  | 5.0000 | &nbsp;&nbsp;Perpetual | 202 |
| 685659 | Merrill Lynch Alternative Note Asset Trust Series 2007-A2 A3D<sup>(c)</sup> | TSFR1M + 0.714% | 4.3900 | &nbsp;&nbsp;03/25/37 | 22606 |
| 29975 | Morgan Stanley Mortgage Loan Trust Series 2004-5AR 1A1<sup>(a)</sup> |  | 6.0360 | &nbsp;&nbsp;07/25/34 | 30837 |
| 141809 | Morgan Stanley Mortgage Loan Trust Series 2006-2 2A4 |  | 5.7500 | &nbsp;&nbsp;02/25/36 | 133335 |
| 39136 | Prime Mortgage Trust Series 2004-1 1A6 |  | 5.2500 | &nbsp;&nbsp;08/25/34 | 38719 |
| 63847 | RALI Series 2006-QS17 Trust Series 2006-QS17 A4 |  | 6.0000 | &nbsp;&nbsp;12/25/36 | 53450 |
| 1260118 | Structured Asset Securities Corporation Series 1998-RF1 A<sup>(a),(b)</sup> |  | 4.1150 | &nbsp;&nbsp;04/15/27 | 1258870 |
| 46611 | WaMu Mortgage Pass-Through Certificates Series 2005-AR18 2A1<sup>(a)</sup> |  | 4.2150 | &nbsp;&nbsp;01/25/36 | 43995 |
| 222768 | Wells Fargo Mortgage Backed Securities Series 2006-7 2A1 |  | 6.0000 | &nbsp;&nbsp;06/25/36 | 200185 |
|  |  |  |  |  | 4073907 |
|  | **HOME EQUITY — 4.9%** |  |  |  |  |
| 411918 | Bayview Financial Acquisition Trust Series 2007-A 2A<sup>(c)</sup> | TSFR1M + 0.639% | 4.3130 | &nbsp;&nbsp;05/28/37 | 395180 |
| 927142 | Mastr Asset Backed Securities Trust Series 2003-OPT2 M4<sup>(c)</sup> | TSFR1M + 5.889% | 9.5400 | &nbsp;&nbsp;05/25/33 | 817185 |

---

---

| |
|:---|
| **CATALYST ENHANCED INCOME STRATEGY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **ASSET BACKED SECURITIES — 57.9% (Continued)** |  |  |  |  |
|  | **HOME EQUITY — 4.9% (Continued)** |  |  |  |  |
| 443099 | Mastr Asset Backed Securities Trust Series 2003-WMC2<sup>(c)</sup> | TSFR1M + 6.114% | 9.7900 | &nbsp;&nbsp;08/25/33 | $468280 |
|  |  |  |  |  | 1680645 |
|  | **NON AGENCY CMBS — 34.4%** |  |  |  |  |
| 4565000 | Citigroup Commercial Mortgage Trust Series 2015-GC35 D |  | 3.2360 | &nbsp;&nbsp;11/10/48 | 1780387 |
| 5726000 | GS Mortgage Securities Trust Series 2014-GC22 E<sup>(b)</sup> |  | 0.0000 | &nbsp;&nbsp;06/10/47 | 300254 |
| 1250000 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 D<sup>(a)</sup> |  | 3.9940 | &nbsp;&nbsp;11/15/48 | 77344 |
| 1500000 | Morgan Stanley Capital I Trust Series 2014-150E A<sup>(b)</sup> |  | 3.9120 | &nbsp;&nbsp;09/09/32 | 1390746 |
| 4388239 | Morgan Stanley Capital I Trust Series 2006-T21 C<sup>(a),(b)</sup> |  | 5.1360 | &nbsp;&nbsp;10/12/52 | 3482445 |
| 5902991 | Starwood Retail Property Trust Series 2014-STAR A<sup>(b),(c)</sup> | PRIME | 6.7400 | &nbsp;&nbsp;11/15/27 | 3630222 |
| 1145000 | WFRBS Commercial Mortgage Trust Series 2011-C4 E<sup>(a),(b)</sup> |  | 4.9600 | &nbsp;&nbsp;06/15/44 | 1098519 |
|  |  |  |  |  | 11759917 |
|  | **RESIDENTIAL MORTGAGE — 6.7%** |  |  |  |  |
| 2425103 | Carrington Mortgage Loan Trust Series 2006-FRE2 A2<sup>(c)</sup> | TSFR1M + 0.234% | 3.9100 | &nbsp;&nbsp;10/25/36 | 1977795 |
| 246381 | Finance America Mortgage Loan Trust Series 2004-3 M4<sup>(c)</sup> | TSFR1M + 1.380% | 3.6700 | &nbsp;&nbsp;11/25/34 | 228435 |
| 59484 | Home Equity Mortgage Loan Asset-Backed Trust Series 2006-D 2A3<sup>(c)</sup> | TSFR1M + 0.274% | 3.9530 | &nbsp;&nbsp;11/25/36 | 55437 |
|  |  |  |  |  | 2261667 |
|  | **TOTAL ASSET BACKED SECURITIES (Cost $28,346,922)** |  |  |  | 19776136 |
|  | **U.S. GOVERNMENT & AGENCY OBLIGATIONS — 27.7%** |  |  |  |  |
| 57726 | Fannie Mae REMICS Series 2012-126 DI<sup>(d)</sup> |  | 3.0000 | &nbsp;&nbsp;11/25/27 | 877 |
| 2055322 | Fannie Mae REMICS Series 2010-27 SG<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 4.886% | 1.2240 | &nbsp;&nbsp;04/25/40 | 127421 |
| 2457473 | Fannie Mae REMICS Series 2011-117 SA<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 6.436% | 2.7740 | &nbsp;&nbsp;11/25/41 | 269682 |
| 2078834 | Fannie Mae REMICS Series 2012-88 SB<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 6.556% | 2.8940 | &nbsp;&nbsp;07/25/42 | 237221 |
| 630768 | Fannie Mae REMICS Series 2012-126 SJ<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 4.886% | 1.2240 | &nbsp;&nbsp;11/25/42 | 37061 |
| 2440610 | Fannie Mae REMICS Series 2014-6 SA<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 6.486% | 2.8240 | &nbsp;&nbsp;02/25/44 | 273471 |
| 15398 | Fannie Mae REMICS Series 2017-6 MI<sup>(d)</sup> |  | 4.0000 | &nbsp;&nbsp;08/25/44 | 525 |
| 1776293 | Fannie Mae REMICS Series 2016-64 SA<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 5.886% | 2.2240 | &nbsp;&nbsp;09/25/46 | 191645 |
| 476185 | Fannie Mae REMICS Series 2017-38 S<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 6.100% | 2.3240 | &nbsp;&nbsp;05/25/47 | 56334 |
| 751506 | Fannie Mae REMICS Series 2017-112 SC<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 6.150% | 2.3740 | &nbsp;&nbsp;01/25/48 | 89207 |
| 10274999 | Fannie Mae REMICS Series 2018-28 ID<sup>(a),(d)</sup> |  | 2.3370 | &nbsp;&nbsp;05/25/48 | 846504 |

---

---

| |
|:---|
| **CATALYST ENHANCED INCOME STRATEGY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
| 208006 Fannie Mae REMICS Series 2020-16 SJ<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 6.050% | 2.2740 | &nbsp;&nbsp;03/25/50 | $19829 |
| 3040448 Fannie Mae REMICS Series 2021-56 IM<sup>(c),(d)</sup> | -0.67 x SOFR30A +<br> 2.200% | 0.0000 | &nbsp;&nbsp;09/25/51 | 60244 |
| 17502745 Fannie Mae REMICS Series 2021-69 JS<sup>(c),(d)</sup> | -SOFR30A + 2.550% | 0.0000 | &nbsp;&nbsp;10/25/51 | 221898 |
| 9948770 Fannie Mae REMICS Series 2021-80 IA<sup>(d)</sup> |  | 2.0000 | &nbsp;&nbsp;11/25/51 | 1195614 |
| 60466 Freddie Mac REMICS Series 4205 AI<sup>(d)</sup> |  | 2.5000 | &nbsp;&nbsp;05/15/28 | 1072 |
| 4753091 Freddie Mac REMICS Series 4639 GS<sup>(c),(d)</sup> |  | 1.9700 | &nbsp;&nbsp;03/15/36 | 264887 |
| 619305 Freddie Mac REMICS Series 3852 SW<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 6.000% | 2.2130 | &nbsp;&nbsp;05/15/41 | 62624 |
| 108850 Freddie Mac REMICS Series 3980 TS<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 6.500% | 2.7130 | &nbsp;&nbsp;09/15/41 | 13447 |
| 549367 Freddie Mac REMICS Series 4100 JI<sup>(d)</sup> |  | 3.5000 | &nbsp;&nbsp;10/15/41 | 54016 |
| 5250294 Freddie Mac REMICS Series 4239 NI<sup>(c),(d)</sup> | -5.8333 x<br> (SOFR30A+.114%)<br> + 29.458% | 7.3900 | &nbsp;&nbsp;07/15/43 | 949989 |
| 38217 Freddie Mac REMICS Series 4449 PI<sup>(d)</sup> |  | 4.0000 | &nbsp;&nbsp;11/15/43 | 2440 |
| 366564 Freddie Mac REMICS Series 4314 SE<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 6.050% | 2.2630 | &nbsp;&nbsp;03/15/44 | 37040 |
| 280976 Freddie Mac REMICS Series 4431 ST<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 5.986% | 2.3130 | &nbsp;&nbsp;01/15/45 | 29740 |
| 4247615 Freddie Mac REMICS Series 4604 SA<sup>(c),(d)</sup> | -(SOFR30A+.114%)<br> + 5.986% | 2.3130 | &nbsp;&nbsp;08/15/46 | 410809 |
| 16766009 Freddie Mac REMICS Series 5090 SA<sup>(c),(d)</sup> | -SOFR30A + 1.550% | 0.0000 | &nbsp;&nbsp;03/25/51 | 117588 |
| 12985916 Freddie Mac REMICS Series 5177 AS<sup>(c),(d)</sup> | -SOFR30A + 3.150% | 0.0000 | &nbsp;&nbsp;12/25/51 | 102197 |
| 30086 Government National Mortgage Association Series 2014-118 AI<sup>(d)</sup> |  | 3.5000 | &nbsp;&nbsp;05/16/40 | 121 |
| 8620783 Government National Mortgage Association Series 2011-99 DS<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 5.986% | 2.3130 | &nbsp;&nbsp;07/16/41 | 835649 |
| 1941027 Government National Mortgage Association Series 2011-100 SA<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 5.336% | 1.6600 | &nbsp;&nbsp;07/20/41 | 168627 |
| 1402923 Government National Mortgage Association Series 2015-3 DS<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 5.486% | 1.8100 | &nbsp;&nbsp;11/20/41 | 16354 |
| 138189 Government National Mortgage Association Series 2012-36 QS<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 6.506% | 2.8300 | &nbsp;&nbsp;03/20/42 | 12097 |
| 1281259 Government National Mortgage Association Series 2014-3 SE<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 6.036% | 2.3630 | &nbsp;&nbsp;01/16/44 | 130953 |
| 1854456 Government National Mortgage Association Series 2014-36 SY<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 6.086% | 2.4130 | &nbsp;&nbsp;03/16/44 | 188326 |
| 1960637 Government National Mortgage Association Series 2014-133 SA<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 6.136% | 2.4630 | &nbsp;&nbsp;09/16/44 | 173821 |
| 1443585 Government National Mortgage Association Series 2019-22 SA<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 5.486% | 1.8100 | &nbsp;&nbsp;02/20/45 | 121391 |
| 175107 Government National Mortgage Association Series 2016-1 ST<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 6.086% | 2.4100 | &nbsp;&nbsp;01/20/46 | 19640 |
| 1764749 Government National Mortgage Association Series 2018-120 JS<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 6.086% | 2.4100 | &nbsp;&nbsp;09/20/48 | 191512 |

---

---

| |
|:---|
| **CATALYST ENHANCED INCOME STRATEGY FUND** |
| **SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Principal<br> Amount ($)** |  | **Spread** | **Coupon Rate<br> (%)** | **Maturity** | **Fair Value** |
|  | **U.S. GOVERNMENT & AGENCY OBLIGATIONS — 27.7% (Continued)** |  |  |  |  |
| 2820570 | Government National Mortgage Association Series 2018-154 HS<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 6.086% | 2.4100 | &nbsp;&nbsp;11/20/48 | $299710 |
| 9235701 | Government National Mortgage Association Series 2019-20 ES<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 3.676% | 0.0000 | &nbsp;&nbsp;02/20/49 | 154037 |
| 17565465 | Government National Mortgage Association Series 2019-112 AS<sup>(c),(d)</sup> | -(TSFR1M+.114%)<br> + 3.296% | 0.0000 | &nbsp;&nbsp;09/20/49 | 216726 |
| 12783322 | Government National Mortgage Association Series 2022-22 PS<sup>(c),(d)</sup> | -SOFR30A + 3.650% | 0.0000 | &nbsp;&nbsp;08/20/51 | 261131 |
| 15031786 | Government National Mortgage Association Series 2022-93 AS<sup>(c),(d)</sup> | -SOFR30A + 4.150% | 0.4770 | &nbsp;&nbsp;05/20/52 | 515163 |
| 34920219 | Government National Mortgage Association Series 2022-121 SA<sup>(c),(d)</sup> | -SOFR30A + 3.690% | 0.0170 | &nbsp;&nbsp;07/20/52 | 463482 |
|  | **TOTAL U.S. GOVERNMENT & AGENCY OBLIGATIONS (Cost $13,467,898)** |  |  |  | 9442122 |
| **Shares** |  |  |  |  |  |
|  | **SHORT-TERM INVESTMENTS — 14.0%** |  |  |  |  |
|  | **MONEY MARKET FUNDS - 14.0%** |  |  |  |  |
| 4768012 | First American Treasury Obligations Fund, Class X, 3.58% (Cost $4,768,012)<sup>(e)</sup> | First American Treasury Obligations Fund, Class X, 3.58% (Cost $4,768,012)<sup>(e)</sup> | First American Treasury Obligations Fund, Class X, 3.58% (Cost $4,768,012)<sup>(e)</sup> |  | 4768012 |
|  | **TOTAL INVESTMENTS - 99.6% (Cost $46,582,832)** | **TOTAL INVESTMENTS - 99.6% (Cost $46,582,832)** | **TOTAL INVESTMENTS - 99.6% (Cost $46,582,832)** |  | $33986270 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.4%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.4%** | **OTHER ASSETS IN EXCESS OF LIABILITIES - 0.4%** |  | 145900 |
|  | **NET ASSETS - 100.0%** |  |  |  | $34132170 |

---

---

| | |
|:---|:---|
| PRIME | - Prime Rate by Country United States |
| REMIC | - Real Estate Mortgage Investment Conduit |
| SOFR30A | - United States 30 Day Average SOFR Secured Overnight Financing Rate |
| TSFR1M | - Secured Overnight Financing Rate 1 Month |

---

<sup>(a)</sup> Floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

<sup>(b)</sup> Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2026 the total market value of 144A securities is 11,349,331 or 33.3% of net assets.

<sup>(c)</sup> Variable rate security; the rate shown represents the rate on March 31, 2026.

<sup>(d)</sup> Interest only securities.

<sup>(e)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

<sup>(f)</sup> Maturity is not determined on this security, maturity will occur based on the maturity of the underlying bonds.

<sup>(g)</sup> Zero coupon bond.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** ELKHORN

  - **State:** NE

  - **Foreign country:** US

  - **Zip / Postal Code:** 68022

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $46679682587.58

**Total Liabilities:** $37199294460.05

**Net Assets:** $9480388127.53

**Amount of Assets Invested in Other Investment Companies:** $1629049796.50

**Cash Not Reported:** $141808915.79

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000163769 | 3.99%                | 2.28%                | 3.26%                |
| Class ID C000163770 | 3.92%                | 2.21%                | 3.21%                |
| Class ID C000163771 | 4.02%                | 2.30%                | 3.29%                |
| Class ID C000220411 | 3.93%                | 2.20%                | 3.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-22765041.97            | $127085462.62                              |
| Month 2  | $2879419.24              | $94219898.89                               |
| Month 3  | $-4013417.42             | $-266188646.07                             |

### Schedule of Portfolio Investments

| Name                                             | Title                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dimensional ETF Trust                            | DIM EMERG COR EQ        | CUSIP: 25434V302<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     1706676 | NS      | $57788049.36   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional ETF Trust                            | DIM US CORE EQY2        | CUSIP: 25434V708<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     3324162 | NS      | $129176935.32  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional ETF Trust                            | DI INTL COR EQTY        | CUSIP: 25434V799<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     1549030 | NS      | $55037035.90   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional ETF Trust                            | DIMEN-US HI PR E        | CUSIP: 25434V831<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |     1172200 | NS      | $43090072.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Funds Inc.                        | FIRST AM-TR OB-X        | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   633818181 | PA      | $633818181.37  | 6.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI AUS        | CUSIP: 464286103<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      847045 | NS      | $23513969.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI BRA        | CUSIP: 464286400<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      651868 | NS      | $25025212.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI CAN        | CUSIP: 464286509<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      410926 | NS      | $22514635.54   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI THA        | CUSIP: 464286624<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |       74927 | NS      | $5198435.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI FRA        | CUSIP: 464286707<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      180371 | NS      | $7824493.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI TUR        | CUSIP: 464286715<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      102007 | NS      | $3942570.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SWI        | CUSIP: 464286749<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      541025 | NS      | $31817680.25   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SPA        | CUSIP: 464286764<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      213236 | NS      | $11580847.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SOU        | CUSIP: 464286780<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      121460 | NS      | $8234988.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI MEX        | CUSIP: 464286822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      323428 | NS      | $24331488.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI HON        | CUSIP: 464286871<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      714153 | NS      | $16489792.77   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES RUSSELL         | CUSIP: 464287499<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      768475 | NS      | $74718824.25   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES-C S&P MC        | CUSIP: 464287507<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     8281613 | NS      | $559257325.89  | 5.90%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES RUSSELL         | CUSIP: 464287622<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1641733 | NS      | $585376318.48  | 6.17%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES RUSSELL         | CUSIP: 464287655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1603667 | NS      | $397709416.00  | 4.20%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES CORE S&P        | CUSIP: 464287804<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     2458196 | NS      | $305578344.76  | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI IND        | CUSIP: 46429B598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     3120382 | NS      | $146158692.88  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI USA        | CUSIP: 46429B697<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     4242597 | NS      | $393458445.78  | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI USA        | CUSIP: 46432F339<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      249681 | NS      | $47891312.61   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI TAI        | CUSIP: 46434G772<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      975210 | NS      | $69161893.20   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI SIN        | CUSIP: 46434G780<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      498619 | NS      | $14071028.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI MAL        | CUSIP: 46434G814<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      216707 | NS      | $6156645.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ishares Inc                                      | ISHARES MSCI JPN        | CUSIP: 46434G822<br>LEI: 549300MGJZCNMJLBAJ67 | Long             | EC               | RF                | US        |      799771 | NS      | $67532663.24   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI INT        | CUSIP: 46434V456<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1571192 | NS      | $72636206.16   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                    | ISHARES MSCI UNI        | CUSIP: 46435G334<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     1439415 | NS      | $65579747.40   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Spdr S&p 500 Etf Trust              | SS S&P 500 ET-US        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      524119 | NS      | $340855550.46  | 3.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                     | T 1 1/2 08/15/26        | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1811130000 | PA      | $1795843718.68 | 18.94%            | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                     | US TREASURY NOTE        | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1565203000 | PA      | $1561092933.44 | 16.47%            | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                     | US TREASURY N/B         | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   531653000 | PA      | $525936571.25  | 5.55%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vanguard International Equity Index Funds        | VANGUARD FTSE EM        | CUSIP: 922042858<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |     7021770 | NS      | $379526668.50  | 4.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard International Equity Index Funds        | VANGUARD FTSE EU        | CUSIP: 922042874<br>LEI: 549300UR5XWDVDO7NP96 | Long             | EC               | RF                | US        |      110978 | NS      | $9147916.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD S&P 500        | CUSIP: 922908363<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      255244 | NS      | $152521052.20  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD REAL ES        | CUSIP: 922908553<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |     1393147 | NS      | $123572138.90  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD MID-C E        | CUSIP: 922908629<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      421239 | NS      | $120971416.02  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD LAR-C E        | CUSIP: 922908637<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      445130 | NS      | $133027100.50  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Index Funds                             | VANGUARD SM-C ET        | CUSIP: 922908751<br>LEI: 549300G6KNDK44WUN559 | Long             | EC               | RF                | US        |      350327 | NS      | $91757647.84   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisdomtree Trust                                 | WISDOMTREE INDIA        | CUSIP: 97717W422<br>LEI: 549300SEVJBU47TE8855 | Long             | EC               | RF                | US        |      587752 | NS      | $23980281.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | AUDUSD Crncy Fut  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |        1748 | NC      | $-161025.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JSE EQUITY DERIVATIVES MARKET                    | FTSE/JSE TOP 40   Jun26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | ZA        |         275 | NC      | $852292.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                        | SET50 FUTURES     Jun26 | CUSIP: N/A<br>LEI: 5493006G4X6OUMF0CE07       | Long             | DE               | CORP              | TH        |        3763 | NC      | $325368.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN OIL FUTR  May26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |        1968 | NC      | $4828110.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | BP CURRENCY FUT   Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          72 | NC      | $175.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLSA DE VALORES, MERCADORIAS E FUTUROS          | BOVESPA INDEX FUT Apr26 | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Short            | DE               | CORP              | BR        |        -795 | NC      | $-636130.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | CORN FUTURE       May26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         237 | NC      | $-75100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | COCOA FUTURE      May26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |          15 | NC      | $10090.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    72881952 | NC      | $-2214925.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   112826074 | NC      | $-2720996.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   140298949 | NC      | $-2220931.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69224301 | NC      | $-1475289.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   100713980 | NC      | $-3557165.33   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41950068 | NC      | $-656351.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   267189353 | NC      | $-5830348.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31659511 | NC      | $-658181.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   172824743 | NC      | $-2620959.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53285452 | NC      | $-526624.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   232739599 | NC      | $-2043902.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   124644671 | NC      | $-32295.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   144371565 | NC      | $280610.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66475763 | NC      | $431645.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2294415 | NC      | $16918.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2238740 | NC      | $17397.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2573494 | NC      | $20718.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1726981 | NC      | $11693.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1625204 | NC      | $9978.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1357211 | NC      | $8890.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2804881 | NC      | $17015.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2767481 | NC      | $19917.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2391313 | NC      | $16613.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2225632 | NC      | $16705.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2164063 | NC      | $16179.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1810010 | NC      | $11458.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1878681 | NC      | $11782.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1713500 | NC      | $11375.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1890793 | NC      | $13469.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1939682 | NC      | $12877.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1816548 | NC      | $11819.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2228428 | NC      | $13910.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2270925 | NC      | $12810.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2146022 | NC      | $13522.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1980950 | NC      | $13005.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2061820 | NC      | $14930.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5015737 | NC      | $34698.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3159325 | NC      | $21345.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3112488 | NC      | $19886.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2782277 | NC      | $18920.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      719901 | NC      | $4546.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3743594 | NC      | $23533.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870902 | NC      | $5334.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1049871 | NC      | $5753.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1022334 | NC      | $5692.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1049060 | NC      | $6563.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      994352 | NC      | $6075.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1035815 | NC      | $6010.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      741312 | NC      | $3834.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      658934 | NC      | $3417.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      906457 | NC      | $4277.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      768981 | NC      | $3763.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      803322 | NC      | $3919.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      707229 | NC      | $3419.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      645366 | NC      | $3186.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      831246 | NC      | $3593.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      941190 | NC      | $4041.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      776389 | NC      | $3254.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1202320 | NC      | $5092.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1181778 | NC      | $4936.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360478 | NC      | $5623.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      796839 | NC      | $3503.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      748721 | NC      | $3324.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      686910 | NC      | $3040.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1194771 | NC      | $5742.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      844420 | NC      | $4219.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      865204 | NC      | $4133.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1043860 | NC      | $4864.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      624715 | NC      | $3139.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      762415 | NC      | $3430.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      858688 | NC      | $3750.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      672055 | NC      | $4096.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      828269 | NC      | $6570.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      857525 | NC      | $4912.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1282689 | NC      | $7517.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      994192 | NC      | $6235.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      638538 | NC      | $3115.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      789981 | NC      | $3461.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1105394 | NC      | $5426.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940574 | NC      | $4658.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      693345 | NC      | $3504.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940491 | NC      | $4740.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1289981 | NC      | $7125.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1035437 | NC      | $6387.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      665507 | NC      | $3744.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1145236 | NC      | $6980.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      932389 | NC      | $5943.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      802562 | NC      | $4680.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      736278 | NC      | $1969.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    83423122 | NC      | $178142.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   333658851 | NC      | $7639824.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3353893 | NC      | $68260.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1389905 | NC      | $27486.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      280019 | NC      | $5000.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      294570 | NC      | $5855.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1610710 | NC      | $32000.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1431707 | NC      | $28052.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1334242 | NC      | $27301.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1286073 | NC      | $25399.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1139494 | NC      | $21765.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1052329 | NC      | $20343.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270084 | NC      | $24056.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1164917 | NC      | $21378.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1104899 | NC      | $21695.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      843271 | NC      | $17563.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      737708 | NC      | $15281.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960952 | NC      | $19282.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      320500 | NC      | $6887.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      507196 | NC      | $10845.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      602173 | NC      | $12158.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      647641 | NC      | $12909.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      681416 | NC      | $13799.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      172105 | NC      | $3143.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1463140 | NC      | $27431.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1406069 | NC      | $28655.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1357642 | NC      | $30863.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1338243 | NC      | $27151.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1339012 | NC      | $26383.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1322651 | NC      | $27337.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1302709 | NC      | $28021.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1291115 | NC      | $24208.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1319882 | NC      | $24328.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1423776 | NC      | $24428.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470942 | NC      | $25407.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1471965 | NC      | $26309.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1499282 | NC      | $27880.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1463090 | NC      | $29408.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470202 | NC      | $29998.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470741 | NC      | $29460.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470577 | NC      | $29624.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1433899 | NC      | $27786.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1390238 | NC      | $29079.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1355757 | NC      | $28895.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2472314 | NC      | $54341.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2390581 | NC      | $51338.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2301431 | NC      | $55753.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2171540 | NC      | $54688.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2101314 | NC      | $53660.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2015777 | NC      | $54462.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1964246 | NC      | $52070.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1917832 | NC      | $48413.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1900683 | NC      | $46304.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1848269 | NC      | $42870.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1844682 | NC      | $42606.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1816759 | NC      | $43567.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1764120 | NC      | $40358.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1717005 | NC      | $37402.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1698280 | NC      | $34943.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1219834 | NC      | $26161.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1396397 | NC      | $28698.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1339036 | NC      | $28284.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1350306 | NC      | $28569.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1250570 | NC      | $28164.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1219056 | NC      | $28865.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1199097 | NC      | $25714.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1155816 | NC      | $24702.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1055803 | NC      | $22647.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      979600 | NC      | $21818.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1033630 | NC      | $23636.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1238873 | NC      | $28306.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      209932 | NC      | $5758.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      165065 | NC      | $4406.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2688337 | NC      | $88671.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2690633 | NC      | $82524.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2754888 | NC      | $79895.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2634405 | NC      | $77126.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2460858 | NC      | $69647.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2258190 | NC      | $64329.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1853592 | NC      | $52953.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1727171 | NC      | $46494.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1630918 | NC      | $44531.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1613496 | NC      | $46547.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1577771 | NC      | $43756.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1717466 | NC      | $46570.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1776702 | NC      | $47034.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1738611 | NC      | $42757.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1683634 | NC      | $41886.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1604217 | NC      | $42345.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1457773 | NC      | $38576.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1415015 | NC      | $35115.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2738320 | NC      | $67576.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1407718 | NC      | $36634.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1406190 | NC      | $36237.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1401729 | NC      | $40697.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1354682 | NC      | $41525.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1321891 | NC      | $39652.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1613979 | NC      | $49915.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1616139 | NC      | $51607.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1406210 | NC      | $43920.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1423123 | NC      | $44339.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1402907 | NC      | $43371.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1427102 | NC      | $42286.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4510261 | NC      | $125149.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1565301 | NC      | $40819.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1553955 | NC      | $44462.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1612286 | NC      | $43905.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1586325 | NC      | $42904.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1636091 | NC      | $45136.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1603027 | NC      | $41609.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1557077 | NC      | $41340.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1552119 | NC      | $40520.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1532386 | NC      | $39070.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1517317 | NC      | $38732.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1457688 | NC      | $38661.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1411713 | NC      | $36491.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1373795 | NC      | $37819.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      882508 | NC      | $22619.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      918482 | NC      | $23235.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1056645 | NC      | $25656.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1084254 | NC      | $26934.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1039904 | NC      | $25065.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090463 | NC      | $26502.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1092639 | NC      | $26252.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1032300 | NC      | $24966.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1012327 | NC      | $23755.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      976765 | NC      | $22727.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1006448 | NC      | $21931.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980903 | NC      | $22440.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      938425 | NC      | $22551.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      285865 | NC      | $6857.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      218223 | NC      | $5170.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      182432 | NC      | $4370.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      425381 | NC      | $9850.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1519017 | NC      | $37032.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1342638 | NC      | $32386.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1158526 | NC      | $27768.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      909234 | NC      | $22854.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      721419 | NC      | $18089.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      595847 | NC      | $14633.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      364480 | NC      | $9125.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      633203 | NC      | $15793.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      647694 | NC      | $14782.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740469 | NC      | $16372.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      259633 | NC      | $350.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2900558 | NC      | $11257.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      451518 | NC      | $1045.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      232603 | NC      | $419.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      340232 | NC      | $635.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      182876 | NC      | $75.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      188804 | NC      | $-75.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      323781 | NC      | $-245.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      329635 | NC      | $-322.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      173232 | NC      | $90.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      350778 | NC      | $-281.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      363699 | NC      | $277.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      350213 | NC      | $283.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      330937 | NC      | $301.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      330915 | NC      | $323.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      344606 | NC      | $113.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      296279 | NC      | $294.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      182786 | NC      | $165.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      188492 | NC      | $236.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      167248 | NC      | $296.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      895154 | NC      | $2270.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      853408 | NC      | $1648.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      340252 | NC      | $615.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      242310 | NC      | $340.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      173063 | NC      | $259.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1888028 | NC      | $5037.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1688034 | NC      | $4747.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470132 | NC      | $5033.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1286198 | NC      | $6016.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1507328 | NC      | $6353.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1597508 | NC      | $6686.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3613317 | NC      | $11045.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1330668 | NC      | $3913.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1228631 | NC      | $3883.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1208407 | NC      | $2923.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1163959 | NC      | $5003.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1077443 | NC      | $2932.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900732 | NC      | $544.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      917294 | NC      | $1314.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      894771 | NC      | $2653.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      816230 | NC      | $4162.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      745060 | NC      | $4077.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      837910 | NC      | $5591.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      834044 | NC      | $5606.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      171850 | NC      | $1472.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      319176 | NC      | $2433.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      302782 | NC      | $3420.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      438825 | NC      | $4109.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      356712 | NC      | $3413.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      497032 | NC      | $7528.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1311727 | NC      | $20929.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      288766 | NC      | $3956.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      171139 | NC      | $2183.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      330530 | NC      | $4560.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      214555 | NC      | $3061.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      191306 | NC      | $3200.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      567451 | NC      | $10290.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      579859 | NC      | $11362.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      572476 | NC      | $11042.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      597306 | NC      | $11247.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      582737 | NC      | $10410.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      697963 | NC      | $12659.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      679572 | NC      | $13717.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      702616 | NC      | $15708.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      745921 | NC      | $16696.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      756390 | NC      | $17782.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      726105 | NC      | $17255.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      681416 | NC      | $17650.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      666724 | NC      | $16936.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      599692 | NC      | $14639.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      522209 | NC      | $13164.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      506012 | NC      | $12029.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      470010 | NC      | $11441.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      447346 | NC      | $10994.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      417173 | NC      | $10355.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      371674 | NC      | $9635.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      330474 | NC      | $8467.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      295168 | NC      | $7182.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      264957 | NC      | $6580.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      246059 | NC      | $6221.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      220030 | NC      | $5288.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      212554 | NC      | $5061.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      764266 | NC      | $15684.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      630440 | NC      | $12778.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      347297 | NC      | $7050.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      273514 | NC      | $5727.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1345341 | NC      | $25831.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      587702 | NC      | $11223.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      394913 | NC      | $7579.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      441817 | NC      | $8821.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      322787 | NC      | $6525.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403157 | NC      | $8964.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      481967 | NC      | $11039.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740162 | NC      | $16679.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738833 | NC      | $16081.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      757901 | NC      | $16271.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1319398 | NC      | $28664.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1317814 | NC      | $28323.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1317552 | NC      | $28584.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310942 | NC      | $27491.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1244931 | NC      | $26099.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1205856 | NC      | $24732.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1174615 | NC      | $23234.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1136602 | NC      | $22732.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1112282 | NC      | $22016.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1093907 | NC      | $21133.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1075208 | NC      | $22499.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1065873 | NC      | $22206.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      998013 | NC      | $20736.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      993219 | NC      | $19753.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1003426 | NC      | $19175.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      955664 | NC      | $18793.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      946404 | NC      | $18423.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      899783 | NC      | $18825.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      842506 | NC      | $18328.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      814689 | NC      | $17258.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770582 | NC      | $15146.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      753403 | NC      | $14992.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      721246 | NC      | $14411.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      687111 | NC      | $13881.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      175765 | NC      | $3335.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      198444 | NC      | $3765.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      253356 | NC      | $4702.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1773630 | NC      | $32774.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1608808 | NC      | $30050.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1455186 | NC      | $27683.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1289464 | NC      | $23934.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150108 | NC      | $20780.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      986327 | NC      | $18942.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      812707 | NC      | $15388.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      303723 | NC      | $2479.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      856182 | NC      | $6577.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      284724 | NC      | $2220.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      384506 | NC      | $2580.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      379373 | NC      | $1936.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      214625 | NC      | $1065.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      212812 | NC      | $951.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2429103 | NC      | $8964.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2368127 | NC      | $8315.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2169118 | NC      | $7040.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1905083 | NC      | $7239.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1706714 | NC      | $7251.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1204236 | NC      | $5168.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2113126 | NC      | $12961.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1193619 | NC      | $8082.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1205181 | NC      | $8075.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1186519 | NC      | $9404.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      212304 | NC      | $1459.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1219634 | NC      | $7103.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      988601 | NC      | $7039.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      616963 | NC      | $5071.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      443442 | NC      | $3344.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      339670 | NC      | $3123.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      303228 | NC      | $2975.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      314705 | NC      | $3052.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      282397 | NC      | $2622.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1315763 | NC      | $14967.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      315895 | NC      | $3788.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      182529 | NC      | $2348.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      205575 | NC      | $2412.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      175382 | NC      | $1791.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      170196 | NC      | $1200.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168348 | NC      | $1122.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      188988 | NC      | $3592.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      172683 | NC      | $2564.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      218084 | NC      | $3383.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      206534 | NC      | $3378.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      199057 | NC      | $3152.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1135136 | NC      | $29975.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1046434 | NC      | $26238.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      727571 | NC      | $17715.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      369703 | NC      | $7754.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      343117 | NC      | $7379.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      371371 | NC      | $8012.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      273413 | NC      | $5828.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      261024 | NC      | $4736.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      577136 | NC      | $10234.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      529692 | NC      | $9533.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      531132 | NC      | $10019.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      556434 | NC      | $9752.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      574734 | NC      | $10710.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      476135 | NC      | $9167.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      534979 | NC      | $10023.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      484371 | NC      | $8634.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      197025 | NC      | $3258.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      323534 | NC      | $5778.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      482686 | NC      | $8394.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      503018 | NC      | $9245.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      622986 | NC      | $10603.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      595150 | NC      | $9552.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      322815 | NC      | $4572.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      321972 | NC      | $3489.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      439895 | NC      | $4965.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      601588 | NC      | $6965.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590459 | NC      | $6539.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      670757 | NC      | $7125.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      755887 | NC      | $8657.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      668052 | NC      | $7904.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1205821 | NC      | $15139.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1215375 | NC      | $13288.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1161458 | NC      | $11356.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1108064 | NC      | $10828.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1021898 | NC      | $10332.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      938436 | NC      | $10985.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      904741 | NC      | $10015.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      885153 | NC      | $10345.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      842748 | NC      | $10382.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      813755 | NC      | $10489.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      722439 | NC      | $9366.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      676941 | NC      | $8644.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      586231 | NC      | $8842.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      685341 | NC      | $9874.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      569369 | NC      | $8372.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      603736 | NC      | $8669.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      701401 | NC      | $11146.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      680543 | NC      | $10820.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      645939 | NC      | $10760.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      625153 | NC      | $10362.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      593716 | NC      | $9060.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      582458 | NC      | $8764.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      562096 | NC      | $7941.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      552780 | NC      | $7628.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      522522 | NC      | $7074.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      566067 | NC      | $7822.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      568116 | NC      | $7699.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1586798 | NC      | $21248.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1440939 | NC      | $18820.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1295859 | NC      | $17539.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2022091 | NC      | $26964.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1851884 | NC      | $23849.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1765731 | NC      | $19489.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1647798 | NC      | $18022.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1533833 | NC      | $18365.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1458270 | NC      | $16895.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1388989 | NC      | $14921.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      995804 | NC      | $11391.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      711975 | NC      | $8275.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      708118 | NC      | $8280.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      721068 | NC      | $8811.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1787094 | NC      | $21235.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      197004 | NC      | $3279.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      193140 | NC      | $3291.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      233194 | NC      | $3679.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      233048 | NC      | $3826.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      198866 | NC      | $3343.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      329018 | NC      | $6071.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      207727 | NC      | $4111.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      217106 | NC      | $4361.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1390085 | NC      | $11900.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1317093 | NC      | $11711.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1118700 | NC      | $11746.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      175248 | NC      | $1925.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      235981 | NC      | $2819.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      219000 | NC      | $2467.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      209258 | NC      | $2580.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1121507 | NC      | $14717.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      293371 | NC      | $3203.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      220957 | NC      | $2436.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      197743 | NC      | $2541.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      245487 | NC      | $2941.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      236075 | NC      | $2724.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      189973 | NC      | $2607.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      199530 | NC      | $2679.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      203522 | NC      | $2538.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      169297 | NC      | $2099.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1289969 | NC      | $13800.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      836311 | NC      | $9116.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      635495 | NC      | $5797.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      452057 | NC      | $4358.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      440681 | NC      | $4179.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      444950 | NC      | $3762.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      437644 | NC      | $3364.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      343976 | NC      | $2668.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      376762 | NC      | $2621.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      206270 | NC      | $1716.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      209708 | NC      | $2130.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      185058 | NC      | $1744.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      177396 | NC      | $1703.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      414082 | NC      | $3817.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      232511 | NC      | $2437.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      286138 | NC      | $2732.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      242184 | NC      | $2393.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      205979 | NC      | $2007.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      189055 | NC      | $1599.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      198650 | NC      | $1633.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      221578 | NC      | $1815.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      200329 | NC      | $1880.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      778459 | NC      | $7269.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1586284 | NC      | $14059.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1378678 | NC      | $11752.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1169465 | NC      | $9126.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1067996 | NC      | $8527.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      902648 | NC      | $6331.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      732671 | NC      | $4912.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      650589 | NC      | $4183.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      604341 | NC      | $4212.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      586776 | NC      | $4445.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1443346 | NC      | $10635.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1817351 | NC      | $12163.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1657191 | NC      | $10555.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1567380 | NC      | $9853.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1079434 | NC      | $6719.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      210933 | NC      | $2831.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2275396 | NC      | $25939.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      630524 | NC      | $6917.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      523727 | NC      | $5869.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      422657 | NC      | $4870.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      365547 | NC      | $4207.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      319998 | NC      | $3536.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      632218 | NC      | $7149.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      546396 | NC      | $6309.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      508248 | NC      | $5941.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      489235 | NC      | $5696.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      483741 | NC      | $5412.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      476059 | NC      | $5391.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      411560 | NC      | $4414.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      378895 | NC      | $4339.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      371350 | NC      | $4181.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      365388 | NC      | $4366.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      346421 | NC      | $4075.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      336730 | NC      | $4137.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      338565 | NC      | $4227.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      328584 | NC      | $4580.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      246860 | NC      | $3494.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      302000 | NC      | $4202.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1493823 | NC      | $27562.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1251787 | NC      | $23095.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      971339 | NC      | $16598.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      692609 | NC      | $12235.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      394031 | NC      | $6536.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      518914 | NC      | $8756.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1168328 | NC      | $19892.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      189619 | NC      | $2960.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      659843 | NC      | $10336.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      597628 | NC      | $9000.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1379480 | NC      | $20578.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1499313 | NC      | $22072.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1375602 | NC      | $20605.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1241448 | NC      | $18027.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1087342 | NC      | $16143.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      906644 | NC      | $13890.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      907912 | NC      | $14547.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      751106 | NC      | $11512.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1074701 | NC      | $15303.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1093990 | NC      | $13347.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      979884 | NC      | $11905.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      874646 | NC      | $11223.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      861559 | NC      | $10830.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      823695 | NC      | $10178.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      239827 | NC      | $2823.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      279662 | NC      | $3431.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      188296 | NC      | $2358.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      184401 | NC      | $2402.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      197726 | NC      | $2557.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      239876 | NC      | $2775.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      311303 | NC      | $2602.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      284178 | NC      | $2767.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      219436 | NC      | $2031.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      175585 | NC      | $1588.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      224942 | NC      | $2302.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      167644 | NC      | $1826.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      363403 | NC      | $4425.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      174792 | NC      | $2382.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      317435 | NC      | $4174.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      518323 | NC      | $7421.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      320923 | NC      | $4537.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      296497 | NC      | $3928.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      296452 | NC      | $3973.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      285235 | NC      | $3636.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      268171 | NC      | $3366.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      277513 | NC      | $3654.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      292650 | NC      | $3923.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      265915 | NC      | $3698.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      562166 | NC      | $7872.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      495566 | NC      | $7068.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      838492 | NC      | $10787.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1028062 | NC      | $13798.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      628940 | NC      | $8500.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      492339 | NC      | $6443.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      424133 | NC      | $5321.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      346499 | NC      | $3997.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2651299 | NC      | $33271.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2460874 | NC      | $29190.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1943894 | NC      | $26203.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1722312 | NC      | $22466.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1452965 | NC      | $16423.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1311564 | NC      | $15314.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1197947 | NC      | $13383.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      688605 | NC      | $6609.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      884424 | NC      | $9148.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      341626 | NC      | $3093.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      291879 | NC      | $2769.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      227039 | NC      | $2131.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      265094 | NC      | $2593.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      268949 | NC      | $2588.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      363535 | NC      | $4293.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      196073 | NC      | $2284.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      171296 | NC      | $2025.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      355726 | NC      | $4398.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      583739 | NC      | $7482.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1935502 | NC      | $23040.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1723974 | NC      | $20804.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1566498 | NC      | $20364.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1436077 | NC      | $19830.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1306732 | NC      | $16295.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1239169 | NC      | $16455.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2420865 | NC      | $30682.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      502488 | NC      | $5924.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      506743 | NC      | $5520.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      550696 | NC      | $5860.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      580114 | NC      | $7256.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      315480 | NC      | $4203.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      535952 | NC      | $7125.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      908958 | NC      | $11576.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      245403 | NC      | $3025.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      386538 | NC      | $4400.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      381021 | NC      | $4140.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      325746 | NC      | $3566.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      281910 | NC      | $3109.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      274236 | NC      | $3079.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      220933 | NC      | $2460.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      230371 | NC      | $2651.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      213125 | NC      | $2564.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      249202 | NC      | $3078.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      270101 | NC      | $3363.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      254768 | NC      | $3289.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      249099 | NC      | $3181.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      347948 | NC      | $4473.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      251016 | NC      | $3190.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      330892 | NC      | $4198.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      207253 | NC      | $2659.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      294196 | NC      | $4303.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      182261 | NC      | $2616.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      191723 | NC      | $2783.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      277578 | NC      | $3589.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      176626 | NC      | $2474.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1586657 | NC      | $23315.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1353005 | NC      | $20092.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1256856 | NC      | $18025.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      974668 | NC      | $13269.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13390 | NC      | $91.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      170341 | NC      | $1055.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      234616 | NC      | $331.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      209647 | NC      | $265.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      951148 | NC      | $2124.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      463261 | NC      | $858.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      221202 | NC      | $265.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14168023 | NC      | $-267381.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90545634 | NC      | $-1719604.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    80292272 | NC      | $-1965433.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   174806105 | NC      | $-4474714.07   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   273605371 | NC      | $-4790132.78   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29067663 | NC      | $-482537.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1863440 | NC      | $-29677.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   135639413 | NC      | $-2069571.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   353483536 | NC      | $-4888830.57   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61062026 | NC      | $-612575.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    77469748 | NC      | $-358226.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45150370 | NC      | $-90145.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8682889 | NC      | $4112.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   215381524 | NC      | $346745.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   305063696 | NC      | $-7234781.63   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   236932954 | NC      | $-6455938.15   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71654828 | NC      | $-2148470.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   146728186 | NC      | $-4082954.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   100410400 | NC      | $-1605904.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93229132 | NC      | $-1839984.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1937028 | NC      | $-20561.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   104962353 | NC      | $-1623473.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   125957391 | NC      | $-1988313.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41204452 | NC      | $-144470.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   122488329 | NC      | $102896.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4940959 | NC      | $-803.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4041896 | NC      | $-2224.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3840572 | NC      | $-1008.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3627539 | NC      | $-589.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3201521 | NC      | $200.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2850820 | NC      | $713.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3250528 | NC      | $1219.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2762707 | NC      | $1278.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2675937 | NC      | $502.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2438231 | NC      | $579.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2813063 | NC      | $949.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2525600 | NC      | $758.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2238088 | NC      | $615.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2175544 | NC      | $625.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4388103 | NC      | $1756.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1987674 | NC      | $894.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2075363 | NC      | $752.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2113108 | NC      | $528.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2150538 | NC      | $618.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2012601 | NC      | $981.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2087813 | NC      | $809.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2237248 | NC      | $1454.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1237253 | NC      | $912.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2437317 | NC      | $1493.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1112111 | NC      | $987.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2075000 | NC      | $1115.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2275683 | NC      | $540.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2101051 | NC      | $78.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1626606 | NC      | $-732.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3452244 | NC      | $-388.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1363744 | NC      | $-511.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1951805 | NC      | $-756.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2251548 | NC      | $-337.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1163518 | NC      | $-392.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1301301 | NC      | $-602.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1276452 | NC      | $-766.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1176058 | NC      | $-426.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1588552 | NC      | $-198.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1901283 | NC      | $-261.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1313452 | NC      | $-246.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2737466 | NC      | $1506.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1412341 | NC      | $918.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1473931 | NC      | $1861.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1137003 | NC      | $1109.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1549864 | NC      | $969.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4899326 | NC      | $3308.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2075182 | NC      | $934.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1125127 | NC      | $478.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2349971 | NC      | $1293.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4791513 | NC      | $-1438.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1276212 | NC      | $-526.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2050872 | NC      | $230.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1874836 | NC      | $1172.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1099629 | NC      | $962.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4111935 | NC      | $2777.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3810738 | NC      | $3812.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1261664 | NC      | $1514.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1810915 | NC      | $2559.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1573368 | NC      | $2479.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1872472 | NC      | $3536.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1535063 | NC      | $3263.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1510970 | NC      | $2343.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2223499 | NC      | $2697.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1162500 | NC      | $625.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   156194972 | NC      | $226604.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3359 | NC      | $-126.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5399 | NC      | $-11.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6471 | NC      | $-5.81         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6477 | NC      | $-12.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5406 | NC      | $-18.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2165 | NC      | $-9.78         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3247 | NC      | $-14.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4335 | NC      | $-25.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5441 | NC      | $-53.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4338 | NC      | $-27.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5421 | NC      | $-33.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5413 | NC      | $-25.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5420 | NC      | $-32.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7588 | NC      | $-45.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9762 | NC      | $-64.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6503 | NC      | $-37.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7584 | NC      | $-41.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7578 | NC      | $-35.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7587 | NC      | $-44.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      153454 | NC      | $-446.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90893 | NC      | $-382.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       75736 | NC      | $-310.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39964 | NC      | $-95.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       42156 | NC      | $-132.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      149490 | NC      | $-792.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26004 | NC      | $-143.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27074 | NC      | $-136.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101008 | NC      | $-799.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36902 | NC      | $-266.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35777 | NC      | $-219.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18468 | NC      | $-150.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31546 | NC      | $-297.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5441 | NC      | $-53.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5463 | NC      | $-75.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38365 | NC      | $-652.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4382 | NC      | $-71.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3282 | NC      | $-49.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4373 | NC      | $-62.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3278 | NC      | $-45.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2188 | NC      | $-32.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10040 | NC      | $-341.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12240 | NC      | $-387.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7772 | NC      | $-229.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5551 | NC      | $-162.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2221 | NC      | $-66.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2220 | NC      | $-64.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2224 | NC      | $-68.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2226 | NC      | $-71.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3345 | NC      | $-112.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3345 | NC      | $-112.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3347 | NC      | $-114.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1125 | NC      | $-47.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404243 | NC      | $-17415.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      407947 | NC      | $-17887.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403367 | NC      | $-17617.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      411694 | NC      | $-18401.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405041 | NC      | $-18213.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      306683 | NC      | $-13599.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2233 | NC      | $-77.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2230 | NC      | $-75.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12236 | NC      | $-383.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12244 | NC      | $-391.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6682 | NC      | $-216.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      281757 | NC      | $-9146.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12355 | NC      | $-502.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10102 | NC      | $-404.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      395922 | NC      | $-15559.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       78496 | NC      | $-3069.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14564 | NC      | $-555.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2237 | NC      | $-82.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3358 | NC      | $-125.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4478 | NC      | $-168.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5596 | NC      | $-208.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6718 | NC      | $-253.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4477 | NC      | $-166.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3354 | NC      | $-121.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      354694 | NC      | $-13122.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      237399 | NC      | $-8966.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      126640 | NC      | $-4881.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      370870 | NC      | $-14213.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      315221 | NC      | $-12439.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      273608 | NC      | $-10694.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      409533 | NC      | $-15163.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403672 | NC      | $-14690.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403456 | NC      | $-14473.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404036 | NC      | $-13976.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      401700 | NC      | $-13795.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      394810 | NC      | $-13370.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406857 | NC      | $-12486.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405103 | NC      | $-11811.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403560 | NC      | $-11344.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      402868 | NC      | $-10652.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403338 | NC      | $-11122.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      407925 | NC      | $-11400.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      231612 | NC      | $-6412.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406755 | NC      | $-11307.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      407838 | NC      | $-11312.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      408166 | NC      | $-11641.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406966 | NC      | $-11519.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      409318 | NC      | $-11715.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      407209 | NC      | $-11762.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      407149 | NC      | $-11702.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      407834 | NC      | $-11309.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405024 | NC      | $-9576.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406094 | NC      | $-9569.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405042 | NC      | $-9594.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405001 | NC      | $-9554.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404832 | NC      | $-9384.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      315864 | NC      | $-6617.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      235373 | NC      | $-4785.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      242729 | NC      | $-4598.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      233421 | NC      | $-3910.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4386 | NC      | $-76.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3286 | NC      | $-53.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4370 | NC      | $-60.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6547 | NC      | $-81.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4362 | NC      | $-52.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3267 | NC      | $-34.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2179 | NC      | $-24.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1091 | NC      | $-13.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1091 | NC      | $-13.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      350553 | NC      | $-6826.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      230521 | NC      | $-4243.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      182408 | NC      | $-3540.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       93440 | NC      | $-1851.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62613 | NC      | $-1195.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45120 | NC      | $-941.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25316 | NC      | $-533.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7701 | NC      | $-158.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25314 | NC      | $-530.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29732 | NC      | $-639.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25308 | NC      | $-524.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25295 | NC      | $-512.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26392 | NC      | $-532.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25284 | NC      | $-501.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18706 | NC      | $-387.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8806 | NC      | $-185.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8806 | NC      | $-185.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11020 | NC      | $-245.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17636 | NC      | $-395.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25396 | NC      | $-613.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43052 | NC      | $-1028.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28674 | NC      | $-658.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      167565 | NC      | $-3783.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      396576 | NC      | $-8671.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      338240 | NC      | $-7443.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      178536 | NC      | $-3978.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       95790 | NC      | $-2046.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36287 | NC      | $-729.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       42852 | NC      | $-829.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      142852 | NC      | $-2775.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      346279 | NC      | $-6862.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      157378 | NC      | $-3293.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      400621 | NC      | $-8406.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403714 | NC      | $-8266.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404787 | NC      | $-8262.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405145 | NC      | $-8619.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403887 | NC      | $-8439.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403771 | NC      | $-8324.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403862 | NC      | $-8414.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404045 | NC      | $-8597.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404448 | NC      | $-9000.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      402164 | NC      | $-8871.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      395396 | NC      | $-8569.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      398888 | NC      | $-7750.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405286 | NC      | $-8761.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405885 | NC      | $-9360.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405077 | NC      | $-9629.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404898 | NC      | $-9451.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404876 | NC      | $-9428.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405126 | NC      | $-9679.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404623 | NC      | $-10252.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      419211 | NC      | $-10833.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405942 | NC      | $-10494.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404636 | NC      | $-10266.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404728 | NC      | $-10358.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403783 | NC      | $-10491.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405020 | NC      | $-10649.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405038 | NC      | $-10667.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403475 | NC      | $-10183.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404885 | NC      | $-10515.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406216 | NC      | $-10768.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404814 | NC      | $-10443.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405906 | NC      | $-10458.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406135 | NC      | $-10687.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405929 | NC      | $-10481.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406769 | NC      | $-10244.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406378 | NC      | $-9853.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406239 | NC      | $-9714.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404272 | NC      | $-9902.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405498 | NC      | $-10050.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      402888 | NC      | $-9595.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403017 | NC      | $-9724.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      386169 | NC      | $-9039.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      390311 | NC      | $-8871.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      392932 | NC      | $-9337.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      394144 | NC      | $-9472.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      343810 | NC      | $-8703.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      370374 | NC      | $-9407.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      359271 | NC      | $-9079.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       95007 | NC      | $-2340.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      345240 | NC      | $-9055.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      267235 | NC      | $-6476.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      372067 | NC      | $-8945.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      392992 | NC      | $-9397.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      325431 | NC      | $-7564.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403766 | NC      | $-9396.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403518 | NC      | $-9147.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405704 | NC      | $-9179.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405715 | NC      | $-9190.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403030 | NC      | $-8660.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403270 | NC      | $-8900.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404223 | NC      | $-9853.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      402483 | NC      | $-9191.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      400718 | NC      | $-8503.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      400713 | NC      | $-8498.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      399454 | NC      | $-8316.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      398319 | NC      | $-8258.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      397440 | NC      | $-7379.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      397675 | NC      | $-7615.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405973 | NC      | $-7293.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      395829 | NC      | $-6846.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      396952 | NC      | $-6891.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      402965 | NC      | $-6440.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      402392 | NC      | $-5867.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      399825 | NC      | $-5455.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      400196 | NC      | $-4749.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      399712 | NC      | $-5341.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      400052 | NC      | $-5681.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      401360 | NC      | $-5913.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      399768 | NC      | $-6475.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      399949 | NC      | $-6657.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      398494 | NC      | $-6278.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      398764 | NC      | $-6549.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      397984 | NC      | $-5769.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      399440 | NC      | $-6147.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      104263 | NC      | $-1898.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16461 | NC      | $-298.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14242 | NC      | $-233.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       61360 | NC      | $-1019.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       70092 | NC      | $-1130.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8759 | NC      | $-138.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7662 | NC      | $-119.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       78782 | NC      | $-1201.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       89752 | NC      | $-1395.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       99583 | NC      | $-1529.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      110457 | NC      | $-1628.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      393679 | NC      | $-6852.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      389212 | NC      | $-6694.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      396329 | NC      | $-7346.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      391465 | NC      | $-6792.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      395760 | NC      | $-6777.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      383856 | NC      | $-6726.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      166628 | NC      | $-2846.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21962 | NC      | $-411.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24134 | NC      | $-429.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27410 | NC      | $-472.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24146 | NC      | $-440.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28476 | NC      | $-460.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      125979 | NC      | $-987.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      182489 | NC      | $-1466.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168343 | NC      | $-1328.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       97520 | NC      | $-543.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62665 | NC      | $-169.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       68012 | NC      | $-128.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32387 | NC      | $-61.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6490 | NC      | $-25.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10802 | NC      | $-27.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14041 | NC      | $-33.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19423 | NC      | $-27.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26988 | NC      | $-50.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21631 | NC      | $-80.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18371 | NC      | $-53.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15123 | NC      | $-37.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15160 | NC      | $-75.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14095 | NC      | $-87.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14083 | NC      | $-75.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14123 | NC      | $-114.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19595 | NC      | $-199.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21763 | NC      | $-212.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9796 | NC      | $-98.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10878 | NC      | $-103.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9787 | NC      | $-89.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7620 | NC      | $-77.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6519 | NC      | $-54.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6519 | NC      | $-53.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7619 | NC      | $-76.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6533 | NC      | $-67.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5447 | NC      | $-59.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8727 | NC      | $-107.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9818 | NC      | $-120.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7636 | NC      | $-93.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8741 | NC      | $-120.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      185594 | NC      | $-2416.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      165944 | NC      | $-2162.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      140739 | NC      | $-1739.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      279199 | NC      | $-3355.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7629 | NC      | $-86.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9803 | NC      | $-105.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8713 | NC      | $-92.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9797 | NC      | $-99.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9798 | NC      | $-100.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6540 | NC      | $-75.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2182 | NC      | $-27.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2184 | NC      | $-29.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1092 | NC      | $-14.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50240 | NC      | $-674.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2180 | NC      | $-24.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1089 | NC      | $-11.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2177 | NC      | $-22.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2174 | NC      | $-19.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2176 | NC      | $-20.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1086 | NC      | $-8.70         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2175 | NC      | $-19.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1086 | NC      | $-8.49         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2171 | NC      | $-16.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1083 | NC      | $-5.87         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2170 | NC      | $-14.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1084 | NC      | $-6.38         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2171 | NC      | $-15.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2171 | NC      | $-16.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1088 | NC      | $-10.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1087 | NC      | $-9.06         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1084 | NC      | $-6.48         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1083 | NC      | $-5.66         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1082 | NC      | $-4.85         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1080 | NC      | $-2.30         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2163 | NC      | $-7.97         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1081 | NC      | $-3.71         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9732 | NC      | $-34.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11904 | NC      | $-51.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11893 | NC      | $-40.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3245 | NC      | $-12.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10780 | NC      | $-5.15         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10810 | NC      | $-34.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34610 | NC      | $-129.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28212 | NC      | $-196.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33579 | NC      | $-175.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35817 | NC      | $-259.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26035 | NC      | $-175.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24980 | NC      | $-197.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6551 | NC      | $-86.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7645 | NC      | $-102.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7647 | NC      | $-104.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6558 | NC      | $-92.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5460 | NC      | $-72.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6551 | NC      | $-85.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6536 | NC      | $-70.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8706 | NC      | $-86.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8708 | NC      | $-87.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10882 | NC      | $-107.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11988 | NC      | $-135.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26159 | NC      | $-298.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8717 | NC      | $-97.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8720 | NC      | $-99.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8720 | NC      | $-99.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28322 | NC      | $-307.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27248 | NC      | $-310.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      398930 | NC      | $-6715.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      402249 | NC      | $-6801.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      331675 | NC      | $-6266.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      243540 | NC      | $-5409.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      163127 | NC      | $-3654.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      128767 | NC      | $-2697.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      129849 | NC      | $-2702.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      165976 | NC      | $-3271.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      263942 | NC      | $-5339.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      152033 | NC      | $-3335.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7725 | NC      | $-182.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33129 | NC      | $-803.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      103638 | NC      | $-2352.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404742 | NC      | $-9294.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      404506 | NC      | $-9058.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403137 | NC      | $-7689.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      401165 | NC      | $-7872.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      400870 | NC      | $-7577.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      397352 | NC      | $-7292.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      397861 | NC      | $-6723.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      399575 | NC      | $-3049.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      397469 | NC      | $-4177.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      400649 | NC      | $-4124.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      387057 | NC      | $-3462.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      327200 | NC      | $-3945.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      291197 | NC      | $-3501.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56780 | NC      | $-748.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      444750 | NC      | $-5124.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16339 | NC      | $-176.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      209394 | NC      | $-2511.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50267 | NC      | $-701.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       81821 | NC      | $-1007.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18577 | NC      | $-258.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10898 | NC      | $-122.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       91585 | NC      | $-1073.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8713 | NC      | $-92.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13066 | NC      | $-136.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       57651 | NC      | $-542.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9801 | NC      | $-103.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10890 | NC      | $-115.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50098 | NC      | $-532.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46836 | NC      | $-502.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       42534 | NC      | $-511.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30617 | NC      | $-446.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26245 | NC      | $-384.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32833 | NC      | $-507.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28485 | NC      | $-470.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27411 | NC      | $-473.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4387 | NC      | $-77.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3296 | NC      | $-63.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3294 | NC      | $-61.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5488 | NC      | $-100.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4384 | NC      | $-74.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6569 | NC      | $-103.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2194 | NC      | $-39.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2192 | NC      | $-36.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3286 | NC      | $-53.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6569 | NC      | $-104.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5476 | NC      | $-88.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18601 | NC      | $-283.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5489 | NC      | $-101.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35119 | NC      | $-638.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49300 | NC      | $-811.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      335504 | NC      | $-5785.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      196053 | NC      | $-3178.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18591 | NC      | $-273.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28401 | NC      | $-386.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46221 | NC      | $-965.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36362 | NC      | $-804.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25286 | NC      | $-503.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45944 | NC      | $-688.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       74414 | NC      | $-1142.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59129 | NC      | $-943.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52568 | NC      | $-846.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       75545 | NC      | $-1196.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45935 | NC      | $-679.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43832 | NC      | $-731.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15347 | NC      | $-261.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17538 | NC      | $-297.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38394 | NC      | $-681.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43861 | NC      | $-760.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35105 | NC      | $-625.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30790 | NC      | $-619.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36226 | NC      | $-668.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32925 | NC      | $-599.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       77781 | NC      | $-1277.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56916 | NC      | $-885.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32821 | NC      | $-495.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14217 | NC      | $-208.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       68923 | NC      | $-1039.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52538 | NC      | $-817.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       47123 | NC      | $-789.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16435 | NC      | $-272.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24096 | NC      | $-390.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26313 | NC      | $-452.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27399 | NC      | $-460.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39456 | NC      | $-665.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44962 | NC      | $-784.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      210813 | NC      | $-3930.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       73512 | NC      | $-1319.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43886 | NC      | $-785.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      403473 | NC      | $-6948.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      399759 | NC      | $-6466.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      385028 | NC      | $-5743.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      301580 | NC      | $-4186.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      352055 | NC      | $-5095.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      341200 | NC      | $-5015.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      128044 | NC      | $-1974.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17488 | NC      | $-248.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      184801 | NC      | $-2701.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      129916 | NC      | $-1691.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      144091 | NC      | $-1858.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      395338 | NC      | $-2046.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      398968 | NC      | $-2443.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      375566 | NC      | $-1668.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      278160 | NC      | $-1238.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      159139 | NC      | $-744.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      181767 | NC      | $-744.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       42168 | NC      | $-144.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      215261 | NC      | $-835.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31369 | NC      | $-121.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45431 | NC      | $-175.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59495 | NC      | $-231.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      124522 | NC      | $-608.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       68211 | NC      | $-328.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63874 | NC      | $-300.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53065 | NC      | $-266.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       47658 | NC      | $-247.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43344 | NC      | $-243.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45540 | NC      | $-284.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45578 | NC      | $-322.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49891 | NC      | $-325.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54391 | NC      | $-515.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       93438 | NC      | $-771.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48820 | NC      | $-332.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53147 | NC      | $-348.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3253 | NC      | $-20.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3251 | NC      | $-18.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3257 | NC      | $-24.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3257 | NC      | $-24.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2173 | NC      | $-17.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8697 | NC      | $-77.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11975 | NC      | $-121.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11937 | NC      | $-84.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13014 | NC      | $-84.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13033 | NC      | $-102.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14103 | NC      | $-95.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5435 | NC      | $-47.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4346 | NC      | $-35.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5432 | NC      | $-44.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3260 | NC      | $-27.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4342 | NC      | $-32.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3258 | NC      | $-24.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3245 | NC      | $-12.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4333 | NC      | $-23.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6492 | NC      | $-26.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1066 | NC      | $11.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1067 | NC      | $10.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1068 | NC      | $9.48          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2136 | NC      | $18.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1069 | NC      | $8.76          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31378 | NC      | $-130.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1079 | NC      | $-1.41         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1076 | NC      | $1.72          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2153 | NC      | $1.68          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1078 | NC      | $0.01          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3231 | NC      | $1.55          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3233 | NC      | $-0.01         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5368 | NC      | $19.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1073 | NC      | $4.47          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1078 | NC      | $-0.25         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1080 | NC      | $-2.17         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1080 | NC      | $-2.87         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15067 | NC      | $18.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      384148 | NC      | $524.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      350042 | NC      | $149.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      285376 | NC      | $165.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54976 | NC      | $-22.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51700 | NC      | $20.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   128073039 | NC      | $-959.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   173502501 | NC      | $86100.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   173471334 | NC      | $437006.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   141305275 | NC      | $-527869.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22125470 | NC      | $-6690.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42470785 | NC      | $-65920.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91343357 | NC      | $-50162.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   325662830 | NC      | $-348616.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12322825 | NC      | $9005.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45003271 | NC      | $84253.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      515924 | NC      | $2386.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      312159 | NC      | $1441.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      855337 | NC      | $4158.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      657246 | NC      | $3346.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      560542 | NC      | $2775.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      362622 | NC      | $1792.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1287429 | NC      | $6170.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3356693 | NC      | $17407.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2798875 | NC      | $14811.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2435756 | NC      | $13515.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2158611 | NC      | $11906.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1823537 | NC      | $10150.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1493014 | NC      | $8200.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1266282 | NC      | $6991.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2252737 | NC      | $12150.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2027252 | NC      | $11146.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      948682 | NC      | $5184.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1052753 | NC      | $5646.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930136 | NC      | $4856.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2089905 | NC      | $10923.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2468676 | NC      | $12537.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      530038 | NC      | $2791.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2243361 | NC      | $11363.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      478277 | NC      | $2285.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4336925 | NC      | $20079.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4535285 | NC      | $20622.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      706912 | NC      | $3043.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      896319 | NC      | $3828.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1448532 | NC      | $6222.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1442847 | NC      | $6100.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1588860 | NC      | $6724.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1626780 | NC      | $6551.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1815103 | NC      | $6970.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1965637 | NC      | $7428.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1591028 | NC      | $6008.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660538 | NC      | $6186.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1712616 | NC      | $6375.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1805266 | NC      | $6644.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1897948 | NC      | $6880.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1989098 | NC      | $7196.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2088721 | NC      | $7751.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2150805 | NC      | $8097.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2082966 | NC      | $7699.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2120437 | NC      | $7976.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2087239 | NC      | $7781.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2058125 | NC      | $7858.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1861201 | NC      | $7331.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1776117 | NC      | $6756.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1692167 | NC      | $6498.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1651783 | NC      | $6230.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1550417 | NC      | $5967.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1495361 | NC      | $5853.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430365 | NC      | $5515.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1344980 | NC      | $5241.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1343419 | NC      | $5350.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1234196 | NC      | $4232.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1184855 | NC      | $4211.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030315 | NC      | $3403.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1528344 | NC      | $4810.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1403584 | NC      | $4711.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1387526 | NC      | $4798.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1069147 | NC      | $3770.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      959083 | NC      | $3493.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      470185 | NC      | $1667.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      523749 | NC      | $1821.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      544088 | NC      | $1808.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      558564 | NC      | $1850.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      567195 | NC      | $1930.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1128438 | NC      | $4005.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      672667 | NC      | $2443.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      653643 | NC      | $2593.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      905322 | NC      | $3537.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      841702 | NC      | $3275.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      737487 | NC      | $2957.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      721613 | NC      | $2860.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      683777 | NC      | $2948.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      634605 | NC      | $2757.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      608644 | NC      | $2584.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      582658 | NC      | $2437.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      553710 | NC      | $2349.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      543613 | NC      | $2283.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      511737 | NC      | $2218.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      456762 | NC      | $2023.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      484250 | NC      | $2119.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      437992 | NC      | $1918.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      140217 | NC      | $612.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      507337 | NC      | $2262.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      479908 | NC      | $2106.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      456845 | NC      | $1939.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      368656 | NC      | $1565.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      391795 | NC      | $1656.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      335399 | NC      | $1430.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      232777 | NC      | $971.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      336873 | NC      | $1408.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      339751 | NC      | $1433.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      336846 | NC      | $1434.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      309380 | NC      | $1316.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      303606 | NC      | $1282.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      300751 | NC      | $1234.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      286297 | NC      | $1169.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      284840 | NC      | $1174.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      284855 | NC      | $1160.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      293551 | NC      | $1175.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      284833 | NC      | $1181.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      286281 | NC      | $1185.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      290621 | NC      | $1200.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      292052 | NC      | $1221.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      261689 | NC      | $1096.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      286231 | NC      | $1235.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      296337 | NC      | $1292.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      296364 | NC      | $1265.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      299267 | NC      | $1265.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      312305 | NC      | $1294.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      373002 | NC      | $1575.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      371527 | NC      | $1598.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      394643 | NC      | $1712.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      393231 | NC      | $1672.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      683816 | NC      | $2909.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      419213 | NC      | $1823.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      397533 | NC      | $1725.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      351253 | NC      | $1546.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      339720 | NC      | $1464.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      351266 | NC      | $1534.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      352705 | NC      | $1546.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      491440 | NC      | $2189.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      318027 | NC      | $1380.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      339708 | NC      | $1476.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      333878 | NC      | $1499.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      294874 | NC      | $1303.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      235563 | NC      | $1088.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      384469 | NC      | $1723.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      345466 | NC      | $1526.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      336795 | NC      | $1486.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      364305 | NC      | $1561.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      276116 | NC      | $1187.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      303605 | NC      | $1283.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      312278 | NC      | $1322.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      294982 | NC      | $1195.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      812570 | NC      | $3370.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      696926 | NC      | $2866.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      600044 | NC      | $2474.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      579761 | NC      | $2430.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   137235838 | NC      | $617237.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      133304 | NC      | $266.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   185316837 | NC      | $505549.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      438100 | NC      | $-10170.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   119032022 | NC      | $-2623744.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45137676 | NC      | $-945323.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   116032625 | NC      | $-2631417.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   109738142 | NC      | $-465872.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3391430 | NC      | $-25825.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   143431642 | NC      | $-630549.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   156061628 | NC      | $-561450.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   124732895 | NC      | $604064.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   250925871 | NC      | $395723.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   204850822 | NC      | $-589860.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    97011182 | NC      | $-241380.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    50668549 | NC      | $162487.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4060947 | NC      | $19034.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2911271 | NC      | $12908.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2565749 | NC      | $11689.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1828723 | NC      | $9002.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1288269 | NC      | $6229.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2150556 | NC      | $10793.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1977484 | NC      | $10495.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1023037 | NC      | $5626.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2517668 | NC      | $13538.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1115190 | NC      | $5938.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4207646 | NC      | $22589.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3436736 | NC      | $19112.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2850462 | NC      | $15926.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2310415 | NC      | $12747.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1436675 | NC      | $8077.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2241700 | NC      | $12113.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1850743 | NC      | $10098.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1632347 | NC      | $8892.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2034350 | NC      | $11420.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1759255 | NC      | $9122.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1425355 | NC      | $7839.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1459954 | NC      | $7914.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1252606 | NC      | $7218.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1241093 | NC      | $7173.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1148860 | NC      | $6942.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1228842 | NC      | $7866.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3852912 | NC      | $30583.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1743014 | NC      | $13804.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2029057 | NC      | $16712.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1913904 | NC      | $16286.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1157591 | NC      | $9768.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1913102 | NC      | $17087.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1237270 | NC      | $10996.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1467315 | NC      | $12111.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2316233 | NC      | $18487.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1157238 | NC      | $10122.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1213997 | NC      | $11153.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42563500 | NC      | $368196.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2329242 | NC      | $17036.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2625966 | NC      | $20820.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1685473 | NC      | $13556.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2580502 | NC      | $20052.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1502426 | NC      | $11674.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1227172 | NC      | $9535.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1582805 | NC      | $12202.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3235386 | NC      | $23976.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2740732 | NC      | $21634.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2591271 | NC      | $20842.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2648692 | NC      | $21210.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020554 | NC      | $8109.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1181482 | NC      | $8994.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1032228 | NC      | $7993.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1135520 | NC      | $8724.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2444239 | NC      | $17619.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2246885 | NC      | $18486.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1536752 | NC      | $12022.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1628371 | NC      | $12868.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1387785 | NC      | $10735.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1582474 | NC      | $12533.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1467699 | NC      | $11727.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1031985 | NC      | $8236.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1226808 | NC      | $9899.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1524818 | NC      | $12398.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1764717 | NC      | $15218.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1318015 | NC      | $11157.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1833504 | NC      | $15779.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1192339 | NC      | $9695.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1077860 | NC      | $8593.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1766888 | NC      | $13047.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2181257 | NC      | $14767.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1137144 | NC      | $7100.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1953453 | NC      | $11410.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1034793 | NC      | $5428.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3188021 | NC      | $13551.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150500 | NC      | $5302.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1265363 | NC      | $6019.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1335531 | NC      | $5199.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1151360 | NC      | $4442.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1359325 | NC      | $4521.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2800235 | NC      | $8364.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2903746 | NC      | $8875.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2581779 | NC      | $7217.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1371749 | NC      | $3655.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1014754 | NC      | $2351.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1209873 | NC      | $3719.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3597485 | NC      | $8617.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7837952 | NC      | $21502.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7172033 | NC      | $17056.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5542322 | NC      | $17085.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4735254 | NC      | $15092.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4019712 | NC      | $14037.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3684960 | NC      | $13606.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3467731 | NC      | $11233.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3546312 | NC      | $13558.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4250806 | NC      | $14103.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4874102 | NC      | $14940.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4031475 | NC      | $13832.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3904738 | NC      | $13431.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3707701 | NC      | $13981.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3249148 | NC      | $10214.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4655938 | NC      | $13502.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2996682 | NC      | $8403.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1964146 | NC      | $717.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2342356 | NC      | $3922.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3070172 | NC      | $4261.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3392407 | NC      | $5651.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   168461663 | NC      | $269618.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12007239 | NC      | $-201309.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   162336625 | NC      | $-2188932.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   164404642 | NC      | $-1861351.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17100588 | NC      | $-199050.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79430591 | NC      | $-1024398.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81849936 | NC      | $-690791.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   289168825 | NC      | $-2186806.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13782424 | NC      | $-97075.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   102061503 | NC      | $-1128751.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55267079 | NC      | $-591862.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    46335066 | NC      | $-355471.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55995215 | NC      | $-168523.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3419326 | NC      | $-4549.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   245590352 | NC      | $855898.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55731169 | NC      | $96451.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90181207 | NC      | $138299.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2344365 | NC      | $-21437.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1832543 | NC      | $12064.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8800 | NC      | $-153.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7387 | NC      | $-128.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9559 | NC      | $-165.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7714 | NC      | $-135.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7387 | NC      | $-128.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10321 | NC      | $-180.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27158 | NC      | $-473.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9234 | NC      | $-161.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      137957 | NC      | $-2396.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      238869 | NC      | $-4146.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       70059 | NC      | $-1211.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52896 | NC      | $-913.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      882210 | NC      | $-9501.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1014713 | NC      | $-10713.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010401 | NC      | $-10137.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1004214 | NC      | $-10034.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      991026 | NC      | $-9975.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      962956 | NC      | $-9551.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      883041 | NC      | $-8731.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      724602 | NC      | $-7413.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      282102 | NC      | $-2869.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      678542 | NC      | $-6825.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      478656 | NC      | $-4942.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       77004 | NC      | $-790.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      105450 | NC      | $-1057.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58536 | NC      | $-576.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      226322 | NC      | $-2274.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      158307 | NC      | $-1612.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      200643 | NC      | $-1999.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      538051 | NC      | $-5416.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      534706 | NC      | $-5914.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       93167 | NC      | $-1050.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34850 | NC      | $-372.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      252973 | NC      | $-2667.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      252020 | NC      | $-2781.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      245215 | NC      | $-2914.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      164069 | NC      | $-1823.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      133281 | NC      | $-1456.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40041 | NC      | $-440.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33780 | NC      | $-370.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19746 | NC      | $-212.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      189703 | NC      | $-2053.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34740 | NC      | $-369.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       47910 | NC      | $-517.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      219058 | NC      | $-2375.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      237237 | NC      | $-2515.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      185037 | NC      | $-1977.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21790 | NC      | $-228.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      283286 | NC      | $-2878.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      193464 | NC      | $-1972.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      190184 | NC      | $-1893.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       89286 | NC      | $-904.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101188 | NC      | $-1065.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       84263 | NC      | $-898.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29354 | NC      | $-427.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       80896 | NC      | $-1160.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       96960 | NC      | $-1427.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56564 | NC      | $-845.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44009 | NC      | $-672.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7914 | NC      | $-122.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31316 | NC      | $-468.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30985 | NC      | $-457.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9533 | NC      | $-139.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45514 | NC      | $-683.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58410 | NC      | $-877.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17555 | NC      | $-262.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       66529 | NC      | $-990.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11810 | NC      | $-175.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25787 | NC      | $-382.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22648 | NC      | $-339.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23296 | NC      | $-346.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23189 | NC      | $-346.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15276 | NC      | $-226.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12893 | NC      | $-190.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10076 | NC      | $-148.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16356 | NC      | $-238.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8558 | NC      | $-125.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19715 | NC      | $-288.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10291 | NC      | $-150.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24914 | NC      | $-364.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20903 | NC      | $-301.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46041 | NC      | $-675.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38681 | NC      | $-574.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38884 | NC      | $-564.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20689 | NC      | $-301.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28150 | NC      | $-397.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28800 | NC      | $-407.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17972 | NC      | $-253.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18837 | NC      | $-263.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      622308 | NC      | $-6736.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      601926 | NC      | $-6528.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      310943 | NC      | $-3317.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      145101 | NC      | $-1535.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       72811 | NC      | $-761.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168609 | NC      | $-1774.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      262943 | NC      | $-2817.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63870 | NC      | $-679.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56504 | NC      | $-571.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53596 | NC      | $-545.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       84329 | NC      | $-858.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      412367 | NC      | $-4191.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406506 | NC      | $-4094.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      195455 | NC      | $-1934.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      346593 | NC      | $-3423.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      196666 | NC      | $-1971.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      242133 | NC      | $-2501.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49608 | NC      | $-507.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51132 | NC      | $-536.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      158497 | NC      | $-1695.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      121254 | NC      | $-1277.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       57927 | NC      | $-607.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      229320 | NC      | $-2389.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       88521 | NC      | $-886.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      169805 | NC      | $-1688.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90463 | NC      | $-907.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       93382 | NC      | $-945.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       97471 | NC      | $-977.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       84214 | NC      | $-850.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       67605 | NC      | $-678.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19195 | NC      | $-194.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101580 | NC      | $-1030.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36132 | NC      | $-374.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35156 | NC      | $-358.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33549 | NC      | $-352.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71729 | NC      | $-747.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       95449 | NC      | $-983.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12835 | NC      | $-132.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7662 | NC      | $-83.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6788 | NC      | $-63.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16271 | NC      | $-152.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15087 | NC      | $-143.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13040 | NC      | $-124.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29738 | NC      | $-277.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12929 | NC      | $-119.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13898 | NC      | $-128.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18422 | NC      | $-169.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15726 | NC      | $-142.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18420 | NC      | $-167.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18744 | NC      | $-170.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8833 | NC      | $-80.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8402 | NC      | $-76.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9371 | NC      | $-84.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12493 | NC      | $-110.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11525 | NC      | $-103.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17252 | NC      | $-173.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13801 | NC      | $-137.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7440 | NC      | $-75.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14556 | NC      | $-145.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7766 | NC      | $-81.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8519 | NC      | $-86.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      532227 | NC      | $-5143.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168235 | NC      | $-1613.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      211778 | NC      | $-2032.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      260588 | NC      | $-2490.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       57452 | NC      | $-559.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54640 | NC      | $-522.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31040 | NC      | $-298.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34058 | NC      | $-328.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       95271 | NC      | $-912.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22633 | NC      | $-217.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17356 | NC      | $-171.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17894 | NC      | $-175.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19405 | NC      | $-191.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       41283 | NC      | $-401.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20156 | NC      | $-195.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22419 | NC      | $-216.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21880 | NC      | $-211.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29965 | NC      | $-290.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       42573 | NC      | $-410.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37942 | NC      | $-369.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36960 | NC      | $-348.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27047 | NC      | $-255.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31354 | NC      | $-292.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       70374 | NC      | $-672.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9590 | NC      | $-89.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20363 | NC      | $-188.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10989 | NC      | $-101.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14332 | NC      | $-135.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8514 | NC      | $-81.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10133 | NC      | $-98.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      718351 | NC      | $-7246.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      514371 | NC      | $-5113.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      324841 | NC      | $-3339.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      170171 | NC      | $-1734.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      159810 | NC      | $-1621.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       77313 | NC      | $-780.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       77521 | NC      | $-774.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      106735 | NC      | $-1062.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      163126 | NC      | $-1627.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      192227 | NC      | $-1908.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      169912 | NC      | $-1689.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      115465 | NC      | $-1145.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      136600 | NC      | $-1359.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      344173 | NC      | $-3458.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      147609 | NC      | $-1481.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      371135 | NC      | $-3734.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      236591 | NC      | $-2402.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      207153 | NC      | $-2104.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      269577 | NC      | $-2725.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      196793 | NC      | $-1992.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      197534 | NC      | $-1986.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      179632 | NC      | $-1802.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      116574 | NC      | $-1187.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      195645 | NC      | $-2017.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       75608 | NC      | $-783.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50149 | NC      | $-514.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       61246 | NC      | $-617.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      200203 | NC      | $-1985.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       79558 | NC      | $-784.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      112120 | NC      | $-1109.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      100920 | NC      | $-1011.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      109961 | NC      | $-1086.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      292688 | NC      | $-2887.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52714 | NC      | $-517.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       42472 | NC      | $-415.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      935797 | NC      | $-4488.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      914064 | NC      | $-4422.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      848025 | NC      | $-3922.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      745744 | NC      | $-3258.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      573110 | NC      | $-2475.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      436544 | NC      | $-1790.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      210126 | NC      | $-595.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      109070 | NC      | $-301.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       64744 | NC      | $-165.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       89877 | NC      | $-215.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      257272 | NC      | $-561.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      210585 | NC      | $-306.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      170722 | NC      | $-257.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      114896 | NC      | $-150.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      190341 | NC      | $-236.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      131303 | NC      | $-226.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      181048 | NC      | $-336.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       82644 | NC      | $-133.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       79448 | NC      | $-139.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90475 | NC      | $-172.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90776 | NC      | $-153.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      147532 | NC      | $-230.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31400 | NC      | $195.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23656 | NC      | $146.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31933 | NC      | $195.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30876 | NC      | $185.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40106 | NC      | $242.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46585 | NC      | $274.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56346 | NC      | $333.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       55708 | NC      | $330.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60159 | NC      | $362.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       89864 | NC      | $545.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       98759 | NC      | $616.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      140131 | NC      | $873.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      229898 | NC      | $1407.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      967608 | NC      | $5863.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      982984 | NC      | $6071.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      946798 | NC      | $5752.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      995035 | NC      | $6188.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      994854 | NC      | $5943.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      847432 | NC      | $4782.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      485555 | NC      | $2781.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      676890 | NC      | $3899.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      722427 | NC      | $4153.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      749140 | NC      | $4339.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9190 | NC      | $96.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      166724 | NC      | $538.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25639 | NC      | $85.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      109801 | NC      | $354.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19571 | NC      | $69.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19997 | NC      | $70.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20189 | NC      | $92.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20495 | NC      | $106.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20150 | NC      | $131.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21624 | NC      | $151.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23640 | NC      | $163.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18761 | NC      | $132.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21394 | NC      | $167.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22956 | NC      | $206.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25815 | NC      | $229.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14817 | NC      | $126.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15561 | NC      | $129.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15670 | NC      | $127.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14307 | NC      | $102.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9962 | NC      | $71.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9310 | NC      | $82.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9303 | NC      | $89.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14506 | NC      | $117.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14367 | NC      | $149.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14574 | NC      | $155.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8657 | NC      | $95.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9401 | NC      | $98.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7392 | NC      | $79.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11707 | NC      | $141.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7278 | NC      | $87.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13290 | NC      | $159.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11811 | NC      | $143.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8440 | NC      | $99.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8223 | NC      | $103.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30025183 | NC      | $264301.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39449320 | NC      | $-511190.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   121652372 | NC      | $-636298.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   181376106 | NC      | $-1599543.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   129728049 | NC      | $290731.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   236441104 | NC      | $83428.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58411111 | NC      | $-268887.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30305356 | NC      | $84302.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   164578528 | NC      | $145153.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      362498 | NC      | $2941.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      368764 | NC      | $2976.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50003 | NC      | $402.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       75017 | NC      | $590.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       68771 | NC      | $536.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56278 | NC      | $427.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50019 | NC      | $386.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50026 | NC      | $379.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       93799 | NC      | $710.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62548 | NC      | $458.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62552 | NC      | $455.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       87540 | NC      | $669.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       75026 | NC      | $581.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       68770 | NC      | $537.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      187569 | NC      | $1451.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168825 | NC      | $1293.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      137502 | NC      | $1113.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      125048 | NC      | $965.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      193823 | NC      | $1498.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      156311 | NC      | $1206.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      156282 | NC      | $1234.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      118776 | NC      | $936.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1062839 | NC      | $8277.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1207186 | NC      | $8845.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1207125 | NC      | $8906.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      231496 | NC      | $1629.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      638458 | NC      | $4211.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      538146 | NC      | $3712.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      732202 | NC      | $4977.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      788264 | NC      | $5622.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750854 | NC      | $5227.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      945132 | NC      | $6270.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      713539 | NC      | $4738.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      844970 | NC      | $5622.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1176795 | NC      | $7733.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      857348 | NC      | $5844.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      694666 | NC      | $4709.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      888661 | NC      | $6035.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      901093 | NC      | $6205.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1139123 | NC      | $7600.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      989107 | NC      | $6400.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      832733 | NC      | $5257.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      795037 | NC      | $5149.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      638618 | NC      | $4051.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      525930 | NC      | $3326.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      657582 | NC      | $3989.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      782575 | NC      | $5009.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      782453 | NC      | $5132.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      663574 | NC      | $4298.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070409 | NC      | $7007.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1088929 | NC      | $7389.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      556936 | NC      | $3824.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      795092 | NC      | $5094.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      801362 | NC      | $5124.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      757324 | NC      | $5057.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      694779 | NC      | $4596.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      945475 | NC      | $5927.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      763574 | NC      | $5109.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      876430 | NC      | $5665.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920499 | NC      | $5701.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      788905 | NC      | $4980.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      989417 | NC      | $6090.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1202691 | NC      | $7039.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1064836 | NC      | $6279.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1202736 | NC      | $6994.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1026938 | NC      | $6373.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      388162 | NC      | $2479.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      613597 | NC      | $3869.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      557204 | NC      | $3556.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1483680 | NC      | $9581.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      807517 | NC      | $5271.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      844679 | NC      | $5912.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      794679 | NC      | $5507.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      707276 | NC      | $4701.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      776247 | NC      | $5037.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      883027 | NC      | $5368.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      933572 | NC      | $5229.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1058559 | NC      | $6256.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      826560 | NC      | $5129.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1333509 | NC      | $8536.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1039631 | NC      | $6281.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1252458 | NC      | $7678.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120732 | NC      | $7089.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1458073 | NC      | $9986.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      663391 | NC      | $4480.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      807350 | NC      | $5437.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1733634 | NC      | $11654.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      838700 | NC      | $5590.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      907566 | NC      | $6032.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      682214 | NC      | $4560.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      738719 | NC      | $4761.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1803246 | NC      | $11350.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070945 | NC      | $6471.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920862 | NC      | $5337.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1102087 | NC      | $6832.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120774 | NC      | $7047.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1164815 | NC      | $7111.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      951934 | NC      | $5769.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      669922 | NC      | $4250.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      901990 | NC      | $5308.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1014751 | NC      | $5958.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      858192 | NC      | $5001.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      726603 | NC      | $4275.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1773094 | NC      | $9998.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      670426 | NC      | $3746.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      833265 | NC      | $4725.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870818 | NC      | $4976.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      802221 | NC      | $4266.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      783404 | NC      | $4180.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      808681 | NC      | $4106.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      802442 | NC      | $4044.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240951 | NC      | $6583.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1083994 | NC      | $6023.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      758088 | NC      | $4294.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1265839 | NC      | $6898.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1046550 | NC      | $5664.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1021335 | NC      | $5675.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1059037 | NC      | $5778.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      989944 | NC      | $5563.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1134462 | NC      | $5961.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1065617 | NC      | $5498.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1021700 | NC      | $5310.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      852638 | NC      | $4254.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      883857 | NC      | $4538.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      821373 | NC      | $4015.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      645833 | NC      | $3137.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      833892 | NC      | $4098.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890304 | NC      | $4392.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      859058 | NC      | $4135.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      978112 | NC      | $4794.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      833913 | NC      | $4077.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990813 | NC      | $4694.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1259841 | NC      | $6596.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      664435 | NC      | $3437.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1348241 | NC      | $6405.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      815149 | NC      | $3939.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      852895 | NC      | $3998.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      702410 | NC      | $3266.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890545 | NC      | $4152.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      627301 | NC      | $2766.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010424 | NC      | $3985.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      984993 | NC      | $4213.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      941224 | NC      | $3878.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      985160 | NC      | $4047.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1154756 | NC      | $4569.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1242330 | NC      | $5205.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1204842 | NC      | $4888.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1154090 | NC      | $5235.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      752389 | NC      | $3692.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260022 | NC      | $6414.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1328979 | NC      | $6765.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1886994 | NC      | $9511.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1873880 | NC      | $10023.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2381102 | NC      | $13157.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2168096 | NC      | $11939.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1804884 | NC      | $9711.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1892491 | NC      | $10314.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1691708 | NC      | $9475.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1942940 | NC      | $10270.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1729659 | NC      | $9328.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      570283 | NC      | $3079.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      470034 | NC      | $2517.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2212708 | NC      | $11432.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2269393 | NC      | $11453.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1735948 | NC      | $9340.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1879558 | NC      | $10646.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3570936 | NC      | $20451.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3383925 | NC      | $18442.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3597325 | NC      | $19265.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3265291 | NC      | $17364.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3178504 | NC      | $15941.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2897097 | NC      | $13818.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2840642 | NC      | $13566.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2784642 | NC      | $12860.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5988437 | NC      | $28713.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2194715 | NC      | $10523.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2276719 | NC      | $10428.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2245246 | NC      | $10397.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2006597 | NC      | $9621.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1931470 | NC      | $9139.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1593196 | NC      | $7177.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1768336 | NC      | $8456.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1699337 | NC      | $8148.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1542707 | NC      | $7260.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1580671 | NC      | $7100.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1041229 | NC      | $4684.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1317052 | NC      | $6090.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   201385455 | NC      | $957809.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3653037 | NC      | $26561.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3627267 | NC      | $27128.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3308897 | NC      | $24163.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2582864 | NC      | $19317.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2207685 | NC      | $16455.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4077701 | NC      | $30342.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4427657 | NC      | $33225.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4172270 | NC      | $30283.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4205257 | NC      | $28801.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3787926 | NC      | $23985.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3697286 | NC      | $26417.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3566155 | NC      | $25232.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3332187 | NC      | $26075.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2126316 | NC      | $15915.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2408734 | NC      | $17028.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2440581 | NC      | $16684.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2603938 | NC      | $17144.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2535211 | NC      | $16564.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2692144 | NC      | $17148.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2179045 | NC      | $13592.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2291295 | NC      | $14754.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2178990 | NC      | $13646.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1677968 | NC      | $10614.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1527234 | NC      | $10132.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1339887 | NC      | $8459.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      125207 | NC      | $807.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      212881 | NC      | $1342.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      281868 | NC      | $1662.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      394546 | NC      | $2396.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      388250 | NC      | $2392.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      463447 | NC      | $2803.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      457356 | NC      | $2593.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      551296 | NC      | $3164.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      538746 | NC      | $3112.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      426030 | NC      | $2415.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      413386 | NC      | $2458.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      281822 | NC      | $1708.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      300597 | NC      | $1835.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      325686 | NC      | $1949.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      256767 | NC      | $1561.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      275484 | NC      | $1746.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      331810 | NC      | $2126.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      388213 | NC      | $2428.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      294296 | NC      | $1835.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      331831 | NC      | $2105.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      331839 | NC      | $2097.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      356917 | NC      | $2221.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      375723 | NC      | $2317.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      463465 | NC      | $2785.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      526230 | NC      | $3027.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      595134 | NC      | $3431.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      676577 | NC      | $3896.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      519881 | NC      | $3075.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      482338 | NC      | $2814.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      551278 | NC      | $3181.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1259162 | NC      | $7275.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      482535 | NC      | $2617.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      369816 | NC      | $1924.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      532735 | NC      | $2822.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      570336 | NC      | $3025.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      802116 | NC      | $4371.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      463688 | NC      | $2562.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      401028 | NC      | $2215.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      632828 | NC      | $3540.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      469942 | NC      | $2608.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990043 | NC      | $5464.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      206714 | NC      | $1208.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      588817 | NC      | $3446.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      538695 | NC      | $3163.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      670187 | NC      | $3986.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      519969 | NC      | $2987.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1171642 | NC      | $6584.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      739223 | NC      | $4257.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      501080 | NC      | $2974.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      369466 | NC      | $2274.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      719974 | NC      | $4604.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870289 | NC      | $5505.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      619893 | NC      | $3874.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      926604 | NC      | $5896.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      582338 | NC      | $3625.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      670107 | NC      | $4065.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      569836 | NC      | $3525.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      995218 | NC      | $6590.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      895048 | NC      | $5949.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      945079 | NC      | $6323.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      876506 | NC      | $5588.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      601089 | NC      | $3775.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      964453 | NC      | $5851.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      764186 | NC      | $4497.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      832895 | NC      | $5095.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      739089 | NC      | $4391.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820622 | NC      | $4767.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      845674 | NC      | $4918.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      595096 | NC      | $3468.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      827052 | NC      | $4637.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      751880 | NC      | $4202.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      664110 | NC      | $3761.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      739325 | NC      | $4155.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      751804 | NC      | $4277.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      526309 | NC      | $2948.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      589253 | NC      | $3010.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      689253 | NC      | $3821.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      457548 | NC      | $2401.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      463883 | NC      | $2367.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      376067 | NC      | $1973.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      520262 | NC      | $2694.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      701829 | NC      | $3847.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      664214 | NC      | $3657.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      388376 | NC      | $2265.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      281870 | NC      | $1660.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      300714 | NC      | $1718.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      306900 | NC      | $1833.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      225510 | NC      | $1314.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      306891 | NC      | $1842.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      369579 | NC      | $2160.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      275603 | NC      | $1627.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      375794 | NC      | $2247.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      438393 | NC      | $2654.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      488385 | NC      | $3067.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      419508 | NC      | $2637.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      250515 | NC      | $1512.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      400719 | NC      | $2524.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406906 | NC      | $2638.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      319277 | NC      | $2057.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      431901 | NC      | $2846.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      256675 | NC      | $1652.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      331818 | NC      | $2117.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      306781 | NC      | $1952.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      300539 | NC      | $1893.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      356897 | NC      | $2241.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      400887 | NC      | $2356.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      376098 | NC      | $1943.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      858541 | NC      | $4652.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      695667 | NC      | $3708.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1059561 | NC      | $5253.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1311093 | NC      | $5749.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1172752 | NC      | $5475.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      708757 | NC      | $3219.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      420234 | NC      | $1911.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      351104 | NC      | $1734.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      300861 | NC      | $1571.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      144180 | NC      | $735.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      363821 | NC      | $1618.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      169337 | NC      | $781.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      301144 | NC      | $1288.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      313702 | NC      | $1332.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      294867 | NC      | $1265.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1775809 | NC      | $7283.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      269806 | NC      | $1123.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      903495 | NC      | $3802.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      257198 | NC      | $1129.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      458197 | NC      | $1752.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      213466 | NC      | $757.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      445904 | NC      | $1444.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      539997 | NC      | $1861.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590348 | NC      | $1915.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      320185 | NC      | $1149.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      414529 | NC      | $1316.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      540401 | NC      | $1457.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      685086 | NC      | $1687.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      609649 | NC      | $1517.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      477372 | NC      | $1479.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      477420 | NC      | $1431.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      603095 | NC      | $1770.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      766674 | NC      | $2009.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      433542 | NC      | $1204.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      270121 | NC      | $808.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12555 | NC      | $46.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12558 | NC      | $43.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25125 | NC      | $78.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18842 | NC      | $60.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      295616 | NC      | $515.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      534749 | NC      | $808.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      440249 | NC      | $798.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      345879 | NC      | $658.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      301834 | NC      | $599.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      371079 | NC      | $661.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      421392 | NC      | $754.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      408615 | NC      | $929.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      458932 | NC      | $1017.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      383474 | NC      | $867.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      370771 | NC      | $969.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      917483 | NC      | $2416.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      370598 | NC      | $1141.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      213613 | NC      | $609.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      320372 | NC      | $962.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      282679 | NC      | $851.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      497274 | NC      | $479.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      383698 | NC      | $643.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      276881 | NC      | $348.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      251650 | NC      | $377.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   154093191 | NC      | $252456.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4747 | NC      | $-93.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       41324 | NC      | $-763.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50133 | NC      | $-928.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14881 | NC      | $-252.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19618 | NC      | $-335.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21652 | NC      | $-374.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19636 | NC      | $-353.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20990 | NC      | $-377.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10157 | NC      | $-182.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45423 | NC      | $-872.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6780 | NC      | $-131.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11523 | NC      | $-219.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23726 | NC      | $-453.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20995 | NC      | $-382.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24378 | NC      | $-440.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17634 | NC      | $-345.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19653 | NC      | $-369.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21001 | NC      | $-388.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20333 | NC      | $-385.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25756 | NC      | $-489.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18291 | NC      | $-338.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12882 | NC      | $-248.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18983 | NC      | $-365.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14946 | NC      | $-317.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4754 | NC      | $-99.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4076 | NC      | $-86.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10185 | NC      | $-211.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10186 | NC      | $-212.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13577 | NC      | $-278.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13573 | NC      | $-275.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12217 | NC      | $-247.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14252 | NC      | $-288.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12907 | NC      | $-273.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12916 | NC      | $-282.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13590 | NC      | $-291.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23105 | NC      | $-497.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22455 | NC      | $-512.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19043 | NC      | $-425.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16993 | NC      | $-369.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23791 | NC      | $-519.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27207 | NC      | $-609.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29252 | NC      | $-660.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17001 | NC      | $-378.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12922 | NC      | $-288.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17682 | NC      | $-393.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40819 | NC      | $-924.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38780 | NC      | $-879.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32633 | NC      | $-716.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       42837 | NC      | $-946.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22449 | NC      | $-506.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20412 | NC      | $-464.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20408 | NC      | $-460.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17009 | NC      | $-386.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12241 | NC      | $-272.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14951 | NC      | $-322.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12915 | NC      | $-281.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11563 | NC      | $-259.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7476 | NC      | $-162.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      736686 | NC      | $-15911.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      478314 | NC      | $-10209.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      214797 | NC      | $-4681.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21753 | NC      | $-475.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48949 | NC      | $-1074.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38780 | NC      | $-879.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40147 | NC      | $-916.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43527 | NC      | $-972.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19024 | NC      | $-405.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26496 | NC      | $-563.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      518984 | NC      | $-3669.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      542917 | NC      | $-4330.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63687 | NC      | $-519.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18751 | NC      | $-132.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20753 | NC      | $-140.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10041 | NC      | $-67.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35500 | NC      | $-258.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28782 | NC      | $-190.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28780 | NC      | $-188.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      132501 | NC      | $-846.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35467 | NC      | $-225.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      825393 | NC      | $-5545.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      719385 | NC      | $-4594.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      298394 | NC      | $-1839.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      183067 | NC      | $-878.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      176245 | NC      | $-705.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      282622 | NC      | $-1360.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      261490 | NC      | $-1505.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      362349 | NC      | $-1961.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      430516 | NC      | $-2306.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      372835 | NC      | $-1808.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406018 | NC      | $-1746.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      333677 | NC      | $-1880.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       79602 | NC      | $-476.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       72304 | NC      | $-492.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45524 | NC      | $-309.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      260747 | NC      | $-1428.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      328988 | NC      | $-1846.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      364376 | NC      | $-1993.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      516814 | NC      | $-2830.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      240448 | NC      | $-1741.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      458096 | NC      | $-3289.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      308027 | NC      | $-2163.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      177570 | NC      | $-1366.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      130665 | NC      | $-1005.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      304879 | NC      | $-2339.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      615832 | NC      | $-4769.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      206418 | NC      | $-1622.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      180274 | NC      | $-1410.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      241387 | NC      | $-2015.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46222 | NC      | $-342.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      202910 | NC      | $-1438.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      398871 | NC      | $-2578.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       84292 | NC      | $-512.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      590616 | NC      | $-3490.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      256900 | NC      | $-1570.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      561247 | NC      | $-3378.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23421 | NC      | $-148.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12727 | NC      | $-93.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21431 | NC      | $-153.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10045 | NC      | $-71.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12059 | NC      | $-90.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20097 | NC      | $-149.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18094 | NC      | $-140.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24130 | NC      | $-192.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14744 | NC      | $-116.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10724 | NC      | $-84.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12735 | NC      | $-101.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12065 | NC      | $-96.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8712 | NC      | $-68.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      121541 | NC      | $-1189.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      140351 | NC      | $-1382.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44316 | NC      | $-431.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21513 | NC      | $-235.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      117747 | NC      | $-1386.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      450772 | NC      | $-5939.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22202 | NC      | $-259.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       69999 | NC      | $-847.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       70698 | NC      | $-880.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       61994 | NC      | $-821.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59267 | NC      | $-753.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      322534 | NC      | $-7361.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3403 | NC      | $-78.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8173 | NC      | $-194.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8851 | NC      | $-207.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6127 | NC      | $-142.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24487 | NC      | $-550.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11576 | NC      | $-272.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15662 | NC      | $-369.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12264 | NC      | $-295.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10899 | NC      | $-260.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10209 | NC      | $-235.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14983 | NC      | $-354.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       83653 | NC      | $-1867.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18358 | NC      | $-405.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2041 | NC      | $-45.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1360 | NC      | $-30.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         680 | NC      | $-15.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8153 | NC      | $-174.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23100 | NC      | $-492.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       96747 | NC      | $-2328.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      260365 | NC      | $-6365.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      149207 | NC      | $-3589.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      138335 | NC      | $-3356.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      114517 | NC      | $-2810.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       93131 | NC      | $-2036.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63198 | NC      | $-1359.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59125 | NC      | $-1276.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       86329 | NC      | $-1884.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      119742 | NC      | $-2716.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      108938 | NC      | $-2550.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      104156 | NC      | $-2423.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      128013 | NC      | $-3007.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      160833 | NC      | $-3911.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      173101 | NC      | $-4210.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       96750 | NC      | $-2331.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      130036 | NC      | $-3035.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      143643 | NC      | $-3345.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      143766 | NC      | $-3468.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      148024 | NC      | $-3735.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      132330 | NC      | $-3335.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       98982 | NC      | $-2568.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37532 | NC      | $-961.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51205 | NC      | $-1335.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       55931 | NC      | $-1407.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      184166 | NC      | $-4637.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      171923 | NC      | $-4362.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       96871 | NC      | $-2451.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60055 | NC      | $-1542.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31393 | NC      | $-806.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27298 | NC      | $-701.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30725 | NC      | $-804.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      141383 | NC      | $-3743.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      129734 | NC      | $-3399.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      116831 | NC      | $-3129.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90878 | NC      | $-2443.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      136043 | NC      | $-3724.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      167375 | NC      | $-4468.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      112733 | NC      | $-3021.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      785881 | NC      | $-21222.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      480920 | NC      | $-12815.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90845 | NC      | $-2410.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      103828 | NC      | $-2760.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31479 | NC      | $-227.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52195 | NC      | $-331.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50231 | NC      | $-361.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9378 | NC      | $-68.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29486 | NC      | $-229.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30166 | NC      | $-244.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32156 | NC      | $-239.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33526 | NC      | $-279.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30174 | NC      | $-252.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12063 | NC      | $-94.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26794 | NC      | $-197.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26118 | NC      | $-186.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26094 | NC      | $-161.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38118 | NC      | $-217.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36786 | NC      | $-215.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30082 | NC      | $-160.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30735 | NC      | $-148.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40080 | NC      | $-184.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44806 | NC      | $-256.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44109 | NC      | $-223.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48154 | NC      | $-280.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48819 | NC      | $-280.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34757 | NC      | $-181.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50136 | NC      | $-266.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1336 | NC      | $-6.43         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8017 | NC      | $-37.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7347 | NC      | $-33.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       14019 | NC      | $-55.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2670 | NC      | $-10.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19369 | NC      | $-86.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22042 | NC      | $-99.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23385 | NC      | $-112.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26719 | NC      | $-122.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32726 | NC      | $-145.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34069 | NC      | $-158.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37418 | NC      | $-182.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       34088 | NC      | $-176.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28747 | NC      | $-154.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32114 | NC      | $-198.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29440 | NC      | $-183.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26757 | NC      | $-160.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28100 | NC      | $-173.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26101 | NC      | $-168.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23413 | NC      | $-140.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30795 | NC      | $-208.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28787 | NC      | $-195.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26781 | NC      | $-183.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1339 | NC      | $-9.08         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4015 | NC      | $-25.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4684 | NC      | $-29.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4682 | NC      | $-27.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3344 | NC      | $-19.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2007 | NC      | $-12.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2007 | NC      | $-11.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5350 | NC      | $-30.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1338 | NC      | $-8.11         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      839246 | NC      | $-4770.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      822598 | NC      | $-4744.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      800646 | NC      | $-4735.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      703651 | NC      | $-4153.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      834883 | NC      | $-5061.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      833501 | NC      | $-5009.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840833 | NC      | $-5027.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760446 | NC      | $-4430.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      794775 | NC      | $-4848.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      352581 | NC      | $-2167.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      566395 | NC      | $-3206.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       69769 | NC      | $-617.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      348205 | NC      | $-3110.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31525 | NC      | $-273.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48255 | NC      | $-380.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28153 | NC      | $-226.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       76468 | NC      | $-666.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      226034 | NC      | $-1955.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       81107 | NC      | $-651.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       73088 | NC      | $-611.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      143454 | NC      | $-1161.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101180 | NC      | $-776.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36865 | NC      | $-294.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       74417 | NC      | $-610.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60309 | NC      | $-466.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45577 | NC      | $-362.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52952 | NC      | $-422.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71723 | NC      | $-575.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18762 | NC      | $-143.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27476 | NC      | $-214.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       72397 | NC      | $-585.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90548 | NC      | $-784.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44930 | NC      | $-380.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45607 | NC      | $-392.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32852 | NC      | $-270.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      120727 | NC      | $-1041.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       68408 | NC      | $-586.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       61021 | NC      | $-513.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       79867 | NC      | $-741.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       78496 | NC      | $-700.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       66419 | NC      | $-592.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      120760 | NC      | $-1074.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       82509 | NC      | $-723.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      193242 | NC      | $-1744.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      185116 | NC      | $-1597.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      105976 | NC      | $-918.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      164360 | NC      | $-1454.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      113416 | NC      | $-1044.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      111381 | NC      | $-1003.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      150282 | NC      | $-1339.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53651 | NC      | $-457.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       93930 | NC      | $-841.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101948 | NC      | $-879.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      136143 | NC      | $-1163.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      132116 | NC      | $-1126.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      108662 | NC      | $-944.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      120750 | NC      | $-1063.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       72435 | NC      | $-623.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       67042 | NC      | $-550.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      102592 | NC      | $-859.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63704 | NC      | $-536.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       67713 | NC      | $-556.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53667 | NC      | $-472.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58399 | NC      | $-551.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43633 | NC      | $-413.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56453 | NC      | $-599.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46415 | NC      | $-535.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       80679 | NC      | $-888.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      116997 | NC      | $-1301.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32257 | NC      | $-340.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      124963 | NC      | $-1288.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      133102 | NC      | $-1447.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      100115 | NC      | $-1041.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24186 | NC      | $-248.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32251 | NC      | $-335.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29565 | NC      | $-308.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      206186 | NC      | $-2055.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      158357 | NC      | $-1435.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40908 | NC      | $-347.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       94502 | NC      | $-747.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      471191 | NC      | $-5746.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      478749 | NC      | $-5989.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      226850 | NC      | $-2771.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      179693 | NC      | $-2158.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      265864 | NC      | $-3220.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      111697 | NC      | $-1319.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      117667 | NC      | $-1305.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      260181 | NC      | $-2856.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      226721 | NC      | $-2642.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      248876 | NC      | $-2855.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      257683 | NC      | $-3018.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      176970 | NC      | $-2096.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      123238 | NC      | $-1557.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      158200 | NC      | $-1943.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      158792 | NC      | $-1870.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      158798 | NC      | $-1876.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      139337 | NC      | $-1698.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      115752 | NC      | $-1385.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      136635 | NC      | $-1656.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      145415 | NC      | $-1792.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      169587 | NC      | $-2026.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      180306 | NC      | $-2107.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      150781 | NC      | $-1838.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168907 | NC      | $-2011.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      189089 | NC      | $-2246.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      161458 | NC      | $-1877.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      289348 | NC      | $-3431.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      186459 | NC      | $-2276.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      164948 | NC      | $-2042.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      218212 | NC      | $-2778.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      138816 | NC      | $-1842.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      204074 | NC      | $-2603.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      154995 | NC      | $-2063.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      130050 | NC      | $-1720.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      198755 | NC      | $-2603.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      189974 | NC      | $-2466.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      148794 | NC      | $-1846.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      119882 | NC      | $-1525.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      177071 | NC      | $-2196.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      125838 | NC      | $-1497.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      151418 | NC      | $-1811.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      163484 | NC      | $-1908.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      178365 | NC      | $-2161.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      151432 | NC      | $-1825.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      146064 | NC      | $-1776.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      144719 | NC      | $-1761.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      172360 | NC      | $-2140.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168309 | NC      | $-2078.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      261240 | NC      | $-3250.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      216138 | NC      | $-2698.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      105049 | NC      | $-1321.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       98992 | NC      | $-1248.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       96275 | NC      | $-1191.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       86176 | NC      | $-1065.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       86852 | NC      | $-1076.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      104996 | NC      | $-1268.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      100284 | NC      | $-1210.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      119225 | NC      | $-1533.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      113811 | NC      | $-1439.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      123909 | NC      | $-1563.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       64658 | NC      | $-825.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       99032 | NC      | $-1288.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      112515 | NC      | $-1473.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101746 | NC      | $-1342.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       88262 | NC      | $-1157.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      353058 | NC      | $-4639.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      271427 | NC      | $-3463.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      209375 | NC      | $-2584.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      189882 | NC      | $-2374.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       93632 | NC      | $-1207.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       79481 | NC      | $-1020.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32010 | NC      | $-93.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      190640 | NC      | $-473.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      100644 | NC      | $-240.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39944 | NC      | $-48.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       67906 | NC      | $-84.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37957 | NC      | $-56.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12668 | NC      | $-34.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17324 | NC      | $-36.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17319 | NC      | $-31.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19991 | NC      | $-43.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21330 | NC      | $-52.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       18008 | NC      | $-54.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26002 | NC      | $-70.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       26675 | NC      | $-77.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30688 | NC      | $-101.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32689 | NC      | $-108.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27352 | NC      | $-90.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31359 | NC      | $-107.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62053 | NC      | $-215.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       55407 | NC      | $-218.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       55391 | NC      | $-202.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59392 | NC      | $-213.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49361 | NC      | $-156.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52774 | NC      | $-244.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29408 | NC      | $-151.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       36066 | NC      | $-160.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38121 | NC      | $-220.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33434 | NC      | $-187.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40779 | NC      | $-219.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40151 | NC      | $-256.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46145 | NC      | $-265.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52782 | NC      | $-252.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44072 | NC      | $-187.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58770 | NC      | $-257.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50732 | NC      | $-198.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52762 | NC      | $-232.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       61439 | NC      | $-265.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       68781 | NC      | $-294.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56073 | NC      | $-219.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58036 | NC      | $-187.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       66710 | NC      | $-217.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90678 | NC      | $-249.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       66691 | NC      | $-198.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       97401 | NC      | $-322.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       79417 | NC      | $-290.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90753 | NC      | $-323.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63367 | NC      | $-199.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60030 | NC      | $-186.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62687 | NC      | $-184.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       67385 | NC      | $-227.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24026 | NC      | $-88.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24027 | NC      | $-90.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25357 | NC      | $-89.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28016 | NC      | $-89.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30018 | NC      | $-96.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35354 | NC      | $-113.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33361 | NC      | $-115.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30687 | NC      | $-101.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38045 | NC      | $-144.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10677 | NC      | $-37.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7340 | NC      | $-25.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12010 | NC      | $-41.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15345 | NC      | $-51.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1335 | NC      | $-4.74         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8673 | NC      | $-29.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3359 | NC      | $-34.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7389 | NC      | $-74.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4701 | NC      | $-46.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       96459 | NC      | $-45.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      118486 | NC      | $-130.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101085 | NC      | $-17.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35875 | NC      | $30.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23199 | NC      | $73.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29144 | NC      | $113.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21856 | NC      | $86.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25829 | NC      | $103.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40407 | NC      | $153.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       66194 | NC      | $298.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       79536 | NC      | $254.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54358 | NC      | $165.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       64300 | NC      | $197.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46408 | NC      | $136.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62311 | NC      | $191.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63018 | NC      | $149.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51703 | NC      | $161.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       61034 | NC      | $138.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54368 | NC      | $155.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52377 | NC      | $151.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       75583 | NC      | $217.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       70948 | NC      | $198.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60382 | NC      | $125.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63664 | NC      | $168.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      109349 | NC      | $363.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      102135 | NC      | $263.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      102785 | NC      | $278.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       94800 | NC      | $283.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       83472 | NC      | $308.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      108040 | NC      | $341.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       98126 | NC      | $282.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      104764 | NC      | $293.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      122032 | NC      | $313.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      126659 | NC      | $340.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      106749 | NC      | $303.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      150465 | NC      | $471.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      141256 | NC      | $372.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      143953 | NC      | $335.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      145881 | NC      | $402.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      136583 | NC      | $391.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       79578 | NC      | $212.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       54386 | NC      | $137.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71628 | NC      | $183.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       74921 | NC      | $214.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       96104 | NC      | $309.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      105437 | NC      | $285.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      162490 | NC      | $415.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      133306 | NC      | $342.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      271298 | NC      | $654.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      167900 | NC      | $324.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      244203 | NC      | $488.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      215680 | NC      | $419.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      178495 | NC      | $368.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      157269 | NC      | $317.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168506 | NC      | $384.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      155173 | NC      | $418.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      220915 | NC      | $503.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      234226 | NC      | $491.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      260250 | NC      | $398.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      244198 | NC      | $492.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      271910 | NC      | $707.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      222142 | NC      | $606.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      146574 | NC      | $373.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      763097 | NC      | $2226.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      177043 | NC      | $490.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      272483 | NC      | $799.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      287518 | NC      | $1057.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      154340 | NC      | $586.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      299462 | NC      | $1082.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      109132 | NC      | $-750.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17411 | NC      | $-122.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53516 | NC      | $-322.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33440 | NC      | $-194.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22751 | NC      | $-144.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38121 | NC      | $-220.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27408 | NC      | $-146.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12682 | NC      | $-48.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28042 | NC      | $-115.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40064 | NC      | $-168.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19367 | NC      | $-84.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24033 | NC      | $-96.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11350 | NC      | $-46.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10015 | NC      | $-41.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11343 | NC      | $-39.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8014 | NC      | $-34.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10685 | NC      | $-46.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10676 | NC      | $-37.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       20014 | NC      | $-66.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       19348 | NC      | $-64.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       22676 | NC      | $-68.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       21339 | NC      | $-61.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6669 | NC      | $-20.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6674 | NC      | $-25.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8668 | NC      | $-24.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       16008 | NC      | $-49.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       17368 | NC      | $-79.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56063 | NC      | $-209.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46751 | NC      | $-206.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39402 | NC      | $-171.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10014 | NC      | $-40.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38062 | NC      | $-161.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37316 | NC      | $-80.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35960 | NC      | $-53.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31333 | NC      | $-81.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30662 | NC      | $-75.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5336 | NC      | $-16.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32011 | NC      | $-94.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30006 | NC      | $-84.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29310 | NC      | $-53.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27349 | NC      | $-86.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32693 | NC      | $-111.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10006 | NC      | $-32.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10672 | NC      | $-32.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12007 | NC      | $-38.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8670 | NC      | $-26.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8001 | NC      | $-21.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7336 | NC      | $-21.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6666 | NC      | $-17.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13334 | NC      | $-35.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40008 | NC      | $-112.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37985 | NC      | $-84.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32664 | NC      | $-82.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35341 | NC      | $-99.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30672 | NC      | $-85.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       31340 | NC      | $-88.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9999 | NC      | $-24.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32672 | NC      | $-90.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      769899 | NC      | $-1915.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      433483 | NC      | $-1283.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      366852 | NC      | $-1145.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      538571 | NC      | $-1979.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      567858 | NC      | $-2675.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      844023 | NC      | $-4227.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      837863 | NC      | $-4052.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830471 | NC      | $-4639.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      823073 | NC      | $-5219.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      742750 | NC      | $-4687.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      726156 | NC      | $-4051.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      399233 | NC      | $-2939.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      838565 | NC      | $-8078.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      824232 | NC      | $-6379.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      287974 | NC      | $-2058.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      313588 | NC      | $-2405.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      296843 | NC      | $-2283.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      126721 | NC      | $-1050.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      220043 | NC      | $-1949.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      142120 | NC      | $-1156.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      157504 | NC      | $-1247.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      156207 | NC      | $-1280.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       67689 | NC      | $-531.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      100528 | NC      | $-789.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       99262 | NC      | $-853.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33515 | NC      | $-268.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40902 | NC      | $-341.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62341 | NC      | $-503.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      105210 | NC      | $-817.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60985 | NC      | $-477.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      183572 | NC      | $-1383.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       84440 | NC      | $-660.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       82424 | NC      | $-639.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       94443 | NC      | $-689.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      853254 | NC      | $-6144.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      837777 | NC      | $-5960.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      683350 | NC      | $-4466.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      406354 | NC      | $-2747.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      547686 | NC      | $-3780.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      360188 | NC      | $-2460.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      498495 | NC      | $-3128.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      414793 | NC      | $-2541.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      471785 | NC      | $-3015.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      433902 | NC      | $-2368.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      361509 | NC      | $-1786.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      345437 | NC      | $-1673.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      182365 | NC      | $-841.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      231836 | NC      | $-1108.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      195698 | NC      | $-876.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      187708 | NC      | $-864.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      241869 | NC      | $-1167.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      202491 | NC      | $-1020.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      144339 | NC      | $-715.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      187706 | NC      | $-863.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      247776 | NC      | $-1090.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      204425 | NC      | $-959.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      248454 | NC      | $-1103.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      337978 | NC      | $-1527.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      279870 | NC      | $-1268.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      237799 | NC      | $-1087.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      203766 | NC      | $-965.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      210484 | NC      | $-1033.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      146310 | NC      | $-692.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      119582 | NC      | $-560.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      136959 | NC      | $-650.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      152316 | NC      | $-714.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      148970 | NC      | $-692.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      216416 | NC      | $-981.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      211096 | NC      | $-981.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       70773 | NC      | $-291.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       67427 | NC      | $-269.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       76093 | NC      | $-291.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       80744 | NC      | $-288.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       82091 | NC      | $-305.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50050 | NC      | $-180.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       55404 | NC      | $-215.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52758 | NC      | $-229.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49438 | NC      | $-233.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       55408 | NC      | $-219.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       66088 | NC      | $-260.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58744 | NC      | $-230.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5889003 | NC      | $-1127.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45909 | NC      | $0.56          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45250 | NC      | $-5.26         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35251 | NC      | $13.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28573 | NC      | $37.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28582 | NC      | $28.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33890 | NC      | $43.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28599 | NC      | $11.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       15297 | NC      | $6.66          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1995 | NC      | $1.18          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1330 | NC      | $0.52          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2660 | NC      | $1.55          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2660 | NC      | $1.93          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9310 | NC      | $5.44          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8642 | NC      | $7.82          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8640 | NC      | $9.30          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        6648 | NC      | $5.35          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7982 | NC      | $2.45          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7316 | NC      | $2.87          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       43228 | NC      | $20.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29283 | NC      | $-7.17         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       29946 | NC      | $-4.98         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       23277 | NC      | $10.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25936 | NC      | $13.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24586 | NC      | $32.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27898 | NC      | $47.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       25230 | NC      | $53.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       32541 | NC      | $61.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       33185 | NC      | $83.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39152 | NC      | $104.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35181 | NC      | $82.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       47133 | NC      | $107.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45152 | NC      | $92.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58441 | NC      | $110.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45838 | NC      | $71.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       44525 | NC      | $53.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45888 | NC      | $21.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52552 | NC      | $11.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       42562 | NC      | $20.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37241 | NC      | $19.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37238 | NC      | $22.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       35907 | NC      | $22.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       30566 | NC      | $41.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5317 | NC      | $6.08          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4654 | NC      | $3.40          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        8642 | NC      | $7.37          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         665 | NC      | $0.77          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1994 | NC      | $2.23          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5317 | NC      | $5.75          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9973 | NC      | $7.20          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        9977 | NC      | $3.27          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       37895 | NC      | $30.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       10635 | NC      | $10.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      172828 | NC      | $165.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      133587 | NC      | $150.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       40544 | NC      | $43.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28573 | NC      | $37.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3989 | NC      | $3.63          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3987 | NC      | $4.68          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       12626 | NC      | $15.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       24587 | NC      | $31.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      470483 | NC      | $591.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      273714 | NC      | $414.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      230530 | NC      | $349.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      158812 | NC      | $209.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39861 | NC      | $60.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51154 | NC      | $79.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      838299 | NC      | $5377.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      772881 | NC      | $4924.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      761348 | NC      | $4481.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      592721 | NC      | $2776.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      131850 | NC      | $556.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      123204 | NC      | $552.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      129089 | NC      | $656.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      783407 | NC      | $4379.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      416331 | NC      | $2180.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      442729 | NC      | $2396.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      210102 | NC      | $816.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      831095 | NC      | $3266.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      614172 | NC      | $2616.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      427334 | NC      | $1823.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      497564 | NC      | $2121.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      166265 | NC      | $740.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      386324 | NC      | $1581.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      657203 | NC      | $2834.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      549628 | NC      | $2621.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      488556 | NC      | $2479.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405094 | NC      | $2105.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      461106 | NC      | $2649.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      514121 | NC      | $2863.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      438698 | NC      | $2436.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      533811 | NC      | $3134.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      223673 | NC      | $1218.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       28457 | NC      | $153.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       46993 | NC      | $247.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      197398 | NC      | $878.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      118579 | NC      | $520.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      183378 | NC      | $926.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      198775 | NC      | $832.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      205997 | NC      | $929.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      176744 | NC      | $907.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      161552 | NC      | $795.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168351 | NC      | $650.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      157089 | NC      | $601.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      344485 | NC      | $1502.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      214698 | NC      | $878.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      240360 | NC      | $1166.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      234392 | NC      | $1145.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      199994 | NC      | $944.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      191333 | NC      | $955.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      147643 | NC      | $732.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      169428 | NC      | $904.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      187293 | NC      | $1003.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      203868 | NC      | $1063.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      412564 | NC      | $1955.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      405972 | NC      | $1894.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      252889 | NC      | $1278.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      239675 | NC      | $1185.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      196614 | NC      | $997.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      217800 | NC      | $1103.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      185283 | NC      | $1017.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      221015 | NC      | $1215.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      242166 | NC      | $1355.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      217012 | NC      | $1226.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      423838 | NC      | $2658.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      533489 | NC      | $3456.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      495465 | NC      | $2889.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      570515 | NC      | $3690.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      298747 | NC      | $1995.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      214747 | NC      | $1494.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      253774 | NC      | $1724.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780575 | NC      | $5880.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      753354 | NC      | $5821.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      731937 | NC      | $5281.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      469874 | NC      | $3196.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      567016 | NC      | $3862.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       13795 | NC      | $177.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       39381 | NC      | $540.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       48535 | NC      | $701.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       96352 | NC      | $1456.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       47851 | NC      | $720.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       38689 | NC      | $567.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      103710 | NC      | $1417.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       68896 | NC      | $966.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       98391 | NC      | $1413.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5253 | NC      | $70.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1967 | NC      | $28.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3935 | NC      | $57.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        2623 | NC      | $38.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1313 | NC      | $17.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        1314 | NC      | $17.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        4597 | NC      | $60.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        3283 | NC      | $43.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       11827 | NC      | $149.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        7223 | NC      | $96.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5254 | NC      | $68.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        5909 | NC      | $79.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    98377954 | NC      | $-1101743.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81028450 | NC      | $-1407205.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   242253362 | NC      | $-1279461.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   106039439 | NC      | $-539367.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    92992364 | NC      | $-306022.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   111517404 | NC      | $52328.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    85365588 | NC      | $-972776.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45210362 | NC      | $-599746.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   111358677 | NC      | $-1175102.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41760422 | NC      | $-275487.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   104763029 | NC      | $-1047627.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    99083209 | NC      | $-379597.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      613783 | NC      | $6683.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      349345 | NC      | $3851.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1024090 | NC      | $11508.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1109751 | NC      | $12892.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      445577 | NC      | $5266.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       78845 | NC      | $945.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       78350 | NC      | $881.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      269456 | NC      | $2835.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      706765 | NC      | $7441.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59028 | NC      | $674.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       61222 | NC      | $712.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63487 | NC      | $679.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       81741 | NC      | $838.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       77880 | NC      | $794.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       74568 | NC      | $758.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      116521 | NC      | $1211.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2064470 | NC      | $21235.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51893 | NC      | $556.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       96636 | NC      | $1009.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      111566 | NC      | $1144.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       79550 | NC      | $798.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       91697 | NC      | $926.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      116538 | NC      | $1194.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       85060 | NC      | $867.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1344199 | NC      | $13351.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1585057 | NC      | $15770.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1282313 | NC      | $12743.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140888 | NC      | $11885.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      693424 | NC      | $6833.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      939891 | NC      | $9222.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      991814 | NC      | $10307.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      412959 | NC      | $4405.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      653494 | NC      | $7146.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1118723 | NC      | $12289.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1165505 | NC      | $12935.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1303636 | NC      | $14298.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1206839 | NC      | $11776.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1476417 | NC      | $14489.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1234288 | NC      | $12225.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56876 | NC      | $595.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63480 | NC      | $687.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17274119 | NC      | $186885.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55403433 | NC      | $55476.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   223994258 | NC      | $185773.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7168074 | NC      | $18090.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75786119 | NC      | $-355665.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1639691 | NC      | $-12809.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9148924 | NC      | $-5337.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   116393553 | NC      | $771814.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37810083 | NC      | $30646.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1778308 | NC      | $-15079.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2893857 | NC      | $-42942.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5190500 | NC      | $6221.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17074800 | NC      | $-5463.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10966059 | NC      | $60577.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   114652415 | NC      | $994530.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2251231 | NC      | $15209.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2332390 | NC      | $15658.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2288412 | NC      | $14183.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1972103 | NC      | $12323.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1585747 | NC      | $10264.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2170927 | NC      | $14937.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2058836 | NC      | $16495.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1874832 | NC      | $14556.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1781300 | NC      | $14084.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1792719 | NC      | $15061.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1715824 | NC      | $15512.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1812479 | NC      | $16995.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1768562 | NC      | $18558.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1706452 | NC      | $18687.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1581840 | NC      | $17270.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1511694 | NC      | $17171.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1263247 | NC      | $13562.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1644767 | NC      | $17357.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1788263 | NC      | $18484.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1399447 | NC      | $15786.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1363813 | NC      | $15264.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1278020 | NC      | $14284.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1133235 | NC      | $12380.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1385826 | NC      | $14945.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1318882 | NC      | $14742.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      966108 | NC      | $11126.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1034439 | NC      | $12007.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      885672 | NC      | $9954.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      931723 | NC      | $11421.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1104064 | NC      | $13661.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1097299 | NC      | $13194.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1029555 | NC      | $12759.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      984821 | NC      | $13073.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      807922 | NC      | $10227.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      785645 | NC      | $9778.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1079811 | NC      | $14154.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1003669 | NC      | $12820.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      838837 | NC      | $10303.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      886094 | NC      | $10564.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      783077 | NC      | $9247.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      667817 | NC      | $7776.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      645431 | NC      | $7436.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      538413 | NC      | $5986.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      538900 | NC      | $5500.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      450909 | NC      | $4651.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      540152 | NC      | $5280.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      721253 | NC      | $7024.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      832781 | NC      | $8095.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      799293 | NC      | $7493.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      534569 | NC      | $4665.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      709971 | NC      | $5909.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      863704 | NC      | $7129.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      747029 | NC      | $6040.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      849233 | NC      | $7138.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      793852 | NC      | $6736.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      902381 | NC      | $7707.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      846383 | NC      | $6889.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      846215 | NC      | $7057.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      916007 | NC      | $7510.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      553373 | NC      | $4456.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      721634 | NC      | $5610.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      794430 | NC      | $6158.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      701216 | NC      | $5367.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      661545 | NC      | $4750.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      821823 | NC      | $5623.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      371055 | NC      | $2897.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      684820 | NC      | $5235.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      272745 | NC      | $2037.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880384 | NC      | $6978.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      290291 | NC      | $2052.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1172806 | NC      | $7933.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1006162 | NC      | $7227.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       45114 | NC      | $338.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      471688 | NC      | $3499.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      468704 | NC      | $3384.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      558995 | NC      | $3999.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      352647 | NC      | $2711.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      380544 | NC      | $2705.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      580849 | NC      | $3838.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      374523 | NC      | $2528.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      749855 | NC      | $5280.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      779586 | NC      | $5506.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      469791 | NC      | $3331.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      264542 | NC      | $1976.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      617777 | NC      | $5132.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      246943 | NC      | $2014.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      532580 | NC      | $4589.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      690616 | NC      | $5638.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      484418 | NC      | $4199.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1282789 | NC      | $11581.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1297888 | NC      | $11978.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1177609 | NC      | $11393.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1139387 | NC      | $11394.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940554 | NC      | $8789.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      832771 | NC      | $8105.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1267776 | NC      | $12132.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070220 | NC      | $10315.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1016667 | NC      | $10152.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1013236 | NC      | $9451.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1829228 | NC      | $16774.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1813666 | NC      | $17873.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1747742 | NC      | $17684.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1803124 | NC      | $19118.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1331081 | NC      | $12874.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1440201 | NC      | $13254.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1376239 | NC      | $13169.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1351574 | NC      | $12008.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1533998 | NC      | $13461.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1577515 | NC      | $14364.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89300156 | NC      | $619348.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1133482 | NC      | $9001.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1255819 | NC      | $11657.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180833 | NC      | $11234.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      946163 | NC      | $9350.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      607462 | NC      | $6132.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      490028 | NC      | $4772.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      642173 | NC      | $6543.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1815422 | NC      | $19164.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1719976 | NC      | $20608.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1612493 | NC      | $19627.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1494144 | NC      | $18149.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1588218 | NC      | $18078.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1682892 | NC      | $17405.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1530899 | NC      | $16516.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1489978 | NC      | $16118.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1408390 | NC      | $15066.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1045710 | NC      | $11036.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1403278 | NC      | $18112.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1235969 | NC      | $13946.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1269722 | NC      | $15314.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1433942 | NC      | $18438.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1325251 | NC      | $16600.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1164548 | NC      | $14090.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1475002 | NC      | $17665.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1466524 | NC      | $16845.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1409378 | NC      | $16144.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170946 | NC      | $12857.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1036838 | NC      | $10611.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      847510 | NC      | $8837.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      945786 | NC      | $9727.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      103378 | NC      | $953.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      371112 | NC      | $3862.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      992373 | NC      | $10658.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      845756 | NC      | $9557.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      565793 | NC      | $6482.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      771631 | NC      | $9307.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      834218 | NC      | $9732.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      562654 | NC      | $6522.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      423144 | NC      | $4512.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      520055 | NC      | $5735.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      433283 | NC      | $4704.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      639027 | NC      | $6590.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      591813 | NC      | $6287.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      739383 | NC      | $7466.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      344556 | NC      | $3560.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      301613 | NC      | $3118.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      396760 | NC      | $4038.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      446098 | NC      | $4284.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      415126 | NC      | $4267.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      496566 | NC      | $5466.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      732489 | NC      | $8162.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730621 | NC      | $7964.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      609929 | NC      | $6764.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      413823 | NC      | $4537.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      380121 | NC      | $4150.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      433405 | NC      | $4581.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      244394 | NC      | $2489.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      192344 | NC      | $1857.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      154618 | NC      | $1362.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      108552 | NC      | $944.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      239667 | NC      | $2052.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      165993 | NC      | $1350.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      142439 | NC      | $1146.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      524784 | NC      | $4105.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      551996 | NC      | $3750.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      175411 | NC      | $1230.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       92321 | NC      | $647.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      247989 | NC      | $1994.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      109737 | NC      | $792.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      848762 | NC      | $5518.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      225786 | NC      | $1471.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       49291 | NC      | $291.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      128299 | NC      | $824.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      155055 | NC      | $926.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      108809 | NC      | $687.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      153884 | NC      | $1064.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      423200 | NC      | $3423.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      281031 | NC      | $2007.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1216298 | NC      | $7792.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1019732 | NC      | $7057.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      985064 | NC      | $6604.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1323813 | NC      | $8741.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280742 | NC      | $8426.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1035195 | NC      | $6056.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      554942 | NC      | $2871.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      615306 | NC      | $3453.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      456876 | NC      | $2802.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      401522 | NC      | $2375.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2164462 | NC      | $12042.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1894806 | NC      | $13122.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1789346 | NC      | $11151.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2275152 | NC      | $13948.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2125620 | NC      | $11631.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1929270 | NC      | $10680.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660846 | NC      | $9494.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1640040 | NC      | $8608.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1575786 | NC      | $9849.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1514716 | NC      | $8940.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2198242 | NC      | $13384.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2214597 | NC      | $11491.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   227596839 | NC      | $-7343665.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   218760706 | NC      | $-6579247.09   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39218888 | NC      | $-1108206.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   197281208 | NC      | $-3818768.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    87165441 | NC      | $-1429344.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21559318 | NC      | $-253210.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58488455 | NC      | $-319218.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25317274 | NC      | $-50048.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      803082 | NC      | $1423.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      722119 | NC      | $1936.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1152554 | NC      | $2485.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      573470 | NC      | $1176.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300733 | NC      | $3715.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1008850 | NC      | $2528.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      538949 | NC      | $1218.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1187435 | NC      | $2083.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      671170 | NC      | $1166.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1089498 | NC      | $2330.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1008286 | NC      | $3091.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12377390 | NC      | $69454.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75195436 | NC      | $502759.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32254284 | NC      | $-1184832.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11455730 | NC      | $-407795.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6277952 | NC      | $-235397.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55330108 | NC      | $-354446.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9975540 | NC      | $-50988.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4033138 | NC      | $-27218.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26335856 | NC      | $-395705.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62131920 | NC      | $-585686.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27296455 | NC      | $66106.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42597340 | NC      | $-167453.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20660293 | NC      | $-19164.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7539563 | NC      | $11609.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    38565627 | NC      | $-314074.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31979678 | NC      | $-126283.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16812230 | NC      | $-42322.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14270483 | NC      | $20980.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      411058 | NC      | $1127.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      295491 | NC      | $851.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      289909 | NC      | $1045.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      297851 | NC      | $1185.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      335175 | NC      | $1578.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      265544 | NC      | $1164.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      354229 | NC      | $1381.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      305958 | NC      | $1160.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      241539 | NC      | $922.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      431926 | NC      | $1811.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      238670 | NC      | $1098.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      265480 | NC      | $1228.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      246722 | NC      | $1128.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      297499 | NC      | $1537.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      259931 | NC      | $1389.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      268015 | NC      | $1387.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      278584 | NC      | $1594.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      243741 | NC      | $1415.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      283802 | NC      | $1764.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6011323 | NC      | $52924.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      567091 | NC      | $1347.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1307853 | NC      | $4136.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1236910 | NC      | $5035.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180653 | NC      | $4716.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1136004 | NC      | $3568.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1072392 | NC      | $5217.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28412353 | NC      | $114662.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4574157 | NC      | $-157277.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   178846004 | NC      | $-3738219.73   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    61183496 | NC      | $-2060296.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39297806 | NC      | $-995983.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    38443024 | NC      | $-1203408.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69779314 | NC      | $-2011544.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63604987 | NC      | $-801582.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42238458 | NC      | $-858877.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29133386 | NC      | $-391430.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       69556 | NC      | $-856.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7229104 | NC      | $-99103.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27121371 | NC      | $-392852.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    50385023 | NC      | $-812195.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60763991 | NC      | $-813461.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20369168 | NC      | $177645.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1804661 | NC      | $-1787.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1752008 | NC      | $-1942.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1564232 | NC      | $-2164.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1436947 | NC      | $-1619.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300459 | NC      | $-320.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1500355 | NC      | $454.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1426214 | NC      | $1720.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1209946 | NC      | $419.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1105116 | NC      | $688.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1096489 | NC      | $866.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      917179 | NC      | $627.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1001267 | NC      | $1033.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      945316 | NC      | $2063.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      933865 | NC      | $2953.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850968 | NC      | $2413.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1042729 | NC      | $2874.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      984892 | NC      | $2622.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      914228 | NC      | $2523.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      961584 | NC      | $2694.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      769795 | NC      | $2261.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      927994 | NC      | $2487.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1031606 | NC      | $3435.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      793208 | NC      | $3139.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      868525 | NC      | $2810.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      711512 | NC      | $2455.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       97885 | NC      | $337.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      183172 | NC      | $600.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      308270 | NC      | $1185.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      170406 | NC      | $692.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      171452 | NC      | $702.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      141833 | NC      | $749.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      175741 | NC      | $638.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      138780 | NC      | $633.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      125213 | NC      | $470.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      128446 | NC      | $405.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      123303 | NC      | $267.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      106381 | NC      | $291.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      140145 | NC      | $325.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      142273 | NC      | $309.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      123229 | NC      | $342.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      137970 | NC      | $387.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      158006 | NC      | $418.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      111703 | NC      | $249.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101114 | NC      | $278.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      136857 | NC      | $444.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      133722 | NC      | $410.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      112670 | NC      | $339.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      109468 | NC      | $372.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       27347 | NC      | $113.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      107213 | NC      | $516.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      116495 | NC      | $739.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      115378 | NC      | $800.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1237986 | NC      | $9344.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      908665 | NC      | $7029.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      479878 | NC      | $3845.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      252477 | NC      | $2058.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      264776 | NC      | $2433.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      180069 | NC      | $1591.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      106757 | NC      | $971.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      301384 | NC      | $2790.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      343344 | NC      | $3077.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    72979688 | NC      | $518815.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8197961 | NC      | $-54563.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5036033 | NC      | $-37885.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51998664 | NC      | $-600275.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2815192 | NC      | $-20277.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16529211 | NC      | $-133421.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8647748 | NC      | $-29448.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66335044 | NC      | $-596178.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33553552 | NC      | $-193647.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28985167 | NC      | $-156292.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10244935 | NC      | $-15083.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14076007 | NC      | $-228.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22066059 | NC      | $84609.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1794384 | NC      | $2246.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1288840 | NC      | $2245.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1451030 | NC      | $3385.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1466560 | NC      | $3410.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1800040 | NC      | $4368.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1635253 | NC      | $5825.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53690702 | NC      | $138220.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13850000 | NC      | $302904.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    65760000 | NC      | $1162878.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19910000 | NC      | $465953.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39210000 | NC      | $842315.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    43280000 | NC      | $1194956.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   327290000 | NC      | $5894749.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1120300000 | NC      | $15937316.24   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   338130000 | NC      | $4201256.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   565980000 | NC      | $28082616.50   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   174140000 | NC      | $6593574.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   428700000 | NC      | $6928180.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 39308000000 | NC      | $3592546.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 15160000000 | NC      | $1032363.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  2462330000 | NC      | $4417550.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   151560000 | NC      | $286695.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   381230000 | NC      | $8695953.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   159060000 | NC      | $3029052.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   270750000 | NC      | $1621364.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  2909420000 | NC      | $12616063.87   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   174760000 | NC      | $2138500.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45670000 | NC      | $415567.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   139770000 | NC      | $595998.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2580000 | NC      | $9799.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 22852000000 | NC      | $1133185.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   809000000 | NC      | $14558.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1890000000 | NC      | $33995.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1251000000 | NC      | $22599.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1253000000 | NC      | $22613.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1261000000 | NC      | $22502.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1262000000 | NC      | $22227.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39100000 | NC      | $560168.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   334010000 | NC      | $-228341.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45340000 | NC      | $567854.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1309000000 | NC      | $15863.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1260000000 | NC      | $15988.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1266000000 | NC      | $16463.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1266000000 | NC      | $17503.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1265000000 | NC      | $18672.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1259000000 | NC      | $17775.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1260000000 | NC      | $16803.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1259000000 | NC      | $16158.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1260000000 | NC      | $15967.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1260000000 | NC      | $15808.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1259000000 | NC      | $15460.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1259000000 | NC      | $15804.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1265000000 | NC      | $16241.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1265000000 | NC      | $15970.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1265000000 | NC      | $14994.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1266000000 | NC      | $13761.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1266000000 | NC      | $13403.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1261000000 | NC      | $12841.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1266000000 | NC      | $13020.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1259000000 | NC      | $13239.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1258000000 | NC      | $13933.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1258000000 | NC      | $14437.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1258000000 | NC      | $14405.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1259000000 | NC      | $14262.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1261000000 | NC      | $14516.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1265000000 | NC      | $14981.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1265000000 | NC      | $13395.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1261000000 | NC      | $13231.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1262000000 | NC      | $13797.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1263000000 | NC      | $14682.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1263000000 | NC      | $15594.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1262000000 | NC      | $16115.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1260000000 | NC      | $17123.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1262000000 | NC      | $15703.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1262000000 | NC      | $15482.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1263000000 | NC      | $15324.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1260000000 | NC      | $15379.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1256000000 | NC      | $16241.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1257000000 | NC      | $15568.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1259000000 | NC      | $15593.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1259000000 | NC      | $15706.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1258000000 | NC      | $15131.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1257000000 | NC      | $15684.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1254000000 | NC      | $16273.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1255000000 | NC      | $16277.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1255000000 | NC      | $16769.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1256000000 | NC      | $17500.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1253000000 | NC      | $17267.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1249000000 | NC      | $16739.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1242000000 | NC      | $16232.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1248000000 | NC      | $16180.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1243000000 | NC      | $15386.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1246000000 | NC      | $15366.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1246000000 | NC      | $14446.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1250000000 | NC      | $14680.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1255000000 | NC      | $13939.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1254000000 | NC      | $14289.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1249000000 | NC      | $14432.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1243000000 | NC      | $14074.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1245000000 | NC      | $14213.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1248000000 | NC      | $13968.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1235000000 | NC      | $13414.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1261000000 | NC      | $13194.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1261000000 | NC      | $13694.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1256000000 | NC      | $13572.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1257000000 | NC      | $13801.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1254000000 | NC      | $14746.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1262000000 | NC      | $15493.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1262000000 | NC      | $14630.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   106750000 | NC      | $340894.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6410000 | NC      | $40316.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26790000 | NC      | $201157.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   258790000 | NC      | $28798.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90390000 | NC      | $10149.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93350000 | NC      | $10437.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91020000 | NC      | $10087.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89580000 | NC      | $9679.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91200000 | NC      | $10631.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    80610000 | NC      | $9277.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75480000 | NC      | $8660.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    80520000 | NC      | $9405.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    83510000 | NC      | $9650.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75540000 | NC      | $8715.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    88910000 | NC      | $10218.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89650000 | NC      | $10392.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93750000 | NC      | $10871.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   183840000 | NC      | $21078.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89690000 | NC      | $9959.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94510000 | NC      | $10643.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94580000 | NC      | $10743.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94630000 | NC      | $10929.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94600000 | NC      | $10909.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94610000 | NC      | $10837.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94600000 | NC      | $10866.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94600000 | NC      | $10556.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 22519000000 | NC      | $810088.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1090000000 | NC      | $38050.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   364000000 | NC      | $12805.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   364000000 | NC      | $12873.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   365000000 | NC      | $12732.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   366000000 | NC      | $12758.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   365000000 | NC      | $13062.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   362000000 | NC      | $13534.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   362000000 | NC      | $14129.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   361000000 | NC      | $14000.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   365000000 | NC      | $14902.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   362000000 | NC      | $15102.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   365000000 | NC      | $14966.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   365000000 | NC      | $15177.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   362000000 | NC      | $15029.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   363000000 | NC      | $14893.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   185000000 | NC      | $7548.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   361000000 | NC      | $14988.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   360000000 | NC      | $15316.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   361000000 | NC      | $15325.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   363000000 | NC      | $15303.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   352000000 | NC      | $14848.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   353000000 | NC      | $14943.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60000000 | NC      | $2497.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32000000 | NC      | $1320.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20000000 | NC      | $818.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    47000000 | NC      | $1918.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62000000 | NC      | $2433.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    54000000 | NC      | $2174.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22000000 | NC      | $879.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22000000 | NC      | $828.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73000000 | NC      | $2837.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   356000000 | NC      | $13780.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   362000000 | NC      | $13485.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   357000000 | NC      | $13885.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   358000000 | NC      | $13443.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   100000000 | NC      | $3891.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   191000000 | NC      | $7738.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $41.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   361000000 | NC      | $14834.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   357000000 | NC      | $14880.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   133000000 | NC      | $5345.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   242000000 | NC      | $9675.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56580000 | NC      | $-2251.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   170110000 | NC      | $1440454.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   196280000 | NC      | $2505506.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   117000000 | NC      | $3572554.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13590000 | NC      | $56383.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37370000 | NC      | $357232.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 21931000000 | NC      | $1158306.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   653000000 | NC      | $12866.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1252000000 | NC      | $23825.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1258000000 | NC      | $24563.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1258000000 | NC      | $25388.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1254000000 | NC      | $25512.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1256000000 | NC      | $25951.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1253000000 | NC      | $25593.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1248000000 | NC      | $26287.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1242000000 | NC      | $25563.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1235000000 | NC      | $25444.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1238000000 | NC      | $25710.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1225000000 | NC      | $24914.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   267000000 | NC      | $5467.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   378000000 | NC      | $7936.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   141000000 | NC      | $3081.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   421000000 | NC      | $9384.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   646000000 | NC      | $14267.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   607000000 | NC      | $12844.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   919000000 | NC      | $19007.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   101000000 | NC      | $1997.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   548000000 | NC      | $10771.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   213000000 | NC      | $4063.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    65000000 | NC      | $1220.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   995000000 | NC      | $19255.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   454000000 | NC      | $8764.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9000000 | NC      | $173.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16000000 | NC      | $302.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $19.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   838000000 | NC      | $15393.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81000000 | NC      | $1505.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   378000000 | NC      | $7062.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   112000000 | NC      | $2203.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   495000000 | NC      | $9731.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57000000 | NC      | $1130.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   325000000 | NC      | $6229.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   199000000 | NC      | $3755.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   391000000 | NC      | $7470.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   190000000 | NC      | $3481.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   207000000 | NC      | $3811.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   149000000 | NC      | $2678.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   419000000 | NC      | $7571.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   177000000 | NC      | $3173.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   130000000 | NC      | $2301.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   159000000 | NC      | $2844.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   233000000 | NC      | $4094.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   210000000 | NC      | $3692.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   114000000 | NC      | $1984.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   135000000 | NC      | $2314.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   309000000 | NC      | $5334.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   121000000 | NC      | $2165.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    67000000 | NC      | $1218.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66000000 | NC      | $1175.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    87000000 | NC      | $1477.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   148000000 | NC      | $2531.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   177000000 | NC      | $3019.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   197000000 | NC      | $3351.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   325000000 | NC      | $5591.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   233000000 | NC      | $4064.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   242000000 | NC      | $4271.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   275000000 | NC      | $4871.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   535000000 | NC      | $9381.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   398000000 | NC      | $6894.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   253000000 | NC      | $4385.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   299000000 | NC      | $5235.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64000000 | NC      | $1140.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75000000 | NC      | $1304.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $34.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $49.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $66.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $16.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $33.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    97210000 | NC      | $-8228.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    86980000 | NC      | $1293440.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31100000 | NC      | $187356.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79370000 | NC      | $15252.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    92250000 | NC      | $18594.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    91890000 | NC      | $18062.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89770000 | NC      | $17767.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    76880000 | NC      | $15084.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79760000 | NC      | $15252.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57030000 | NC      | $11155.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35530000 | NC      | $7054.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32520000 | NC      | $6361.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30280000 | NC      | $5928.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26100000 | NC      | $5100.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27740000 | NC      | $5509.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22540000 | NC      | $4388.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37150000 | NC      | $7290.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32000000 | NC      | $6263.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22960000 | NC      | $4506.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25130000 | NC      | $4877.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30640000 | NC      | $5944.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29050000 | NC      | $5636.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24220000 | NC      | $4678.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20250000 | NC      | $3981.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28080000 | NC      | $5500.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22970000 | NC      | $4428.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21850000 | NC      | $4244.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17670000 | NC      | $3387.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17900000 | NC      | $3418.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25020000 | NC      | $4824.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12430000 | NC      | $2370.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17590000 | NC      | $3340.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53450000 | NC      | $10473.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    63590000 | NC      | $12294.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    59190000 | NC      | $11420.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37590000 | NC      | $7224.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28600000 | NC      | $5456.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25460000 | NC      | $4851.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22450000 | NC      | $4307.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23680000 | NC      | $4608.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30380000 | NC      | $5881.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49790000 | NC      | $9653.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75260000 | NC      | $14540.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    76890000 | NC      | $14748.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    67170000 | NC      | $12785.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53410000 | NC      | $10282.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    59180000 | NC      | $11424.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6230000 | NC      | $1204.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35950000 | NC      | $6961.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36210000 | NC      | $7003.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55040000 | NC      | $10553.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    47420000 | NC      | $9163.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49720000 | NC      | $9522.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16000000 | NC      | $442.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13000000 | NC      | $354.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $267.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9000000 | NC      | $254.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $142.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $142.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $141.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $114.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $84.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $81.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $81.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $83.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $54.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $27.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $27.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $52.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $24.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $46.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23000000 | NC      | $519.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $22.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $43.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $23.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $240.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $160.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   343000000 | NC      | $7692.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   299000000 | NC      | $6239.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81000000 | NC      | $1686.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   106000000 | NC      | $2347.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14000000 | NC      | $306.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8000000 | NC      | $171.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21000000 | NC      | $455.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18000000 | NC      | $404.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14000000 | NC      | $351.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   305000000 | NC      | $7802.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26000000 | NC      | $687.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8000000 | NC      | $214.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13000000 | NC      | $344.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   358000000 | NC      | $9550.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   342000000 | NC      | $8352.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   141000000 | NC      | $3264.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $96.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $72.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $49.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $53.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1544890000 | NC      | $-378888.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1820000 | NC      | $-7409.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1510000 | NC      | $-6136.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 11440000000 | NC      | $548745.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   405720000 | NC      | $421683.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32150000 | NC      | $532679.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $776.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $174.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $228.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $146.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $159.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      800000 | NC      | $152.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $179.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37000000 | NC      | $431.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33000000 | NC      | $491.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   336000000 | NC      | $5679.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   324000000 | NC      | $4933.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9000000 | NC      | $125.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2560000 | NC      | $-11563.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3360000 | NC      | $-14555.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7590000 | NC      | $-31307.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6420000 | NC      | $-26757.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5020000 | NC      | $-20690.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17000000 | NC      | $-62670.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4690000 | NC      | $-18363.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3510000 | NC      | $-13486.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2610000 | NC      | $-9960.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2510000 | NC      | $-9749.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2590000 | NC      | $-9814.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2540000 | NC      | $-7941.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1480000 | NC      | $-3942.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-3145.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-3533.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1220000 | NC      | $-3123.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-3255.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-3075.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1640000 | NC      | $-4229.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-2219.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13800000 | NC      | $-34023.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11420000 | NC      | $-30286.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10340000 | NC      | $-30976.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9560000 | NC      | $-25786.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1690000 | NC      | $-3730.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2250000 | NC      | $-5110.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1480000 | NC      | $-3354.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-3116.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1910000 | NC      | $-4033.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2320000 | NC      | $-4881.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-2145.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-2196.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1510000 | NC      | $-3245.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2460000 | NC      | $-5346.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2050000 | NC      | $-5071.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2260000 | NC      | $-5745.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2140000 | NC      | $-5261.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2330000 | NC      | $-5811.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2400000 | NC      | $-5696.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2480000 | NC      | $-5499.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2640000 | NC      | $-5749.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2870000 | NC      | $-6554.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3040000 | NC      | $-6917.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3090000 | NC      | $-7702.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3230000 | NC      | $-7203.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3400000 | NC      | $-7762.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3650000 | NC      | $-8501.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3890000 | NC      | $-9247.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4130000 | NC      | $-9143.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4240000 | NC      | $-9622.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4200000 | NC      | $-9707.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4430000 | NC      | $-10591.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4280000 | NC      | $-10549.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-3017.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-2793.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1380000 | NC      | $-3760.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1380000 | NC      | $-3537.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4680000 | NC      | $-10876.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13030000 | NC      | $-27781.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14150000 | NC      | $-30819.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12700000 | NC      | $-26317.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12440000 | NC      | $-25058.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12370000 | NC      | $-25192.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5830000 | NC      | $-12081.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5850000 | NC      | $-12305.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   183730000 | NC      | $3294695.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  2153800000 | NC      | $553704.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1118480000 | NC      | $618710.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $127.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $31.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $24.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $7.87          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $8.37          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $10.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   243370000 | NC      | $6090038.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15100000 | NC      | $-12248.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15100000 | NC      | $-10508.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15100000 | NC      | $-10964.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15120000 | NC      | $-10500.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15120000 | NC      | $-11229.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15130000 | NC      | $-18529.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15110000 | NC      | $-15097.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15100000 | NC      | $-13030.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15060000 | NC      | $-9288.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15010000 | NC      | $-11562.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14900000 | NC      | $-8711.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12880000 | NC      | $-13063.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15070000 | NC      | $-15406.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15040000 | NC      | $-18714.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14950000 | NC      | $-16474.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14130000 | NC      | $-14466.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14020000 | NC      | $-14554.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13410000 | NC      | $-15494.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12990000 | NC      | $-15661.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12600000 | NC      | $-12978.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12470000 | NC      | $-13069.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12370000 | NC      | $-11288.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12380000 | NC      | $-11506.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10130000 | NC      | $-9218.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12430000 | NC      | $-14131.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11840000 | NC      | $-9838.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11470000 | NC      | $-6934.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10820000 | NC      | $-6218.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10320000 | NC      | $-5040.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9790000 | NC      | $-3846.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9760000 | NC      | $-2284.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9260000 | NC      | $-205.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8850000 | NC      | $-943.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8630000 | NC      | $-555.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8500000 | NC      | $-848.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8240000 | NC      | $-1066.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7910000 | NC      | $-883.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7960000 | NC      | $-669.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7620000 | NC      | $842.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7350000 | NC      | $679.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7340000 | NC      | $93.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7050000 | NC      | $1140.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6920000 | NC      | $1481.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6790000 | NC      | $1258.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6670000 | NC      | $1126.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6510000 | NC      | $1229.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6330000 | NC      | $1949.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6240000 | NC      | $179.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6210000 | NC      | $658.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5890000 | NC      | $184.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5690000 | NC      | $-397.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5670000 | NC      | $-151.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6490000 | NC      | $187.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6410000 | NC      | $1367.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6240000 | NC      | $1394.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6140000 | NC      | $527.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6010000 | NC      | $292.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5840000 | NC      | $1519.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2800000 | NC      | $1198.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3420000 | NC      | $1385.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3590000 | NC      | $1767.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3370000 | NC      | $1657.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $223.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13460000 | NC      | $1391.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11520000 | NC      | $-95.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10700000 | NC      | $316.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4590000 | NC      | $236.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4010000 | NC      | $-125.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11460000 | NC      | $474171.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   314460000 | NC      | $3316265.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   163060000 | NC      | $3705416.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4850000 | NC      | $33700.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $78.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $62.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $64.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $61.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $44.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $59.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $74.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $72.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17000000 | NC      | $250.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $154.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $30.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $14.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $28.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $13.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $26.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $26.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $26.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $26.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $26.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $39.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $61.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $127.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $127.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $38.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $47.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6000000 | NC      | $70.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $49.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $48.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $49.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $62.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $64.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6000000 | NC      | $77.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9000000 | NC      | $115.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11000000 | NC      | $145.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12000000 | NC      | $157.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14000000 | NC      | $186.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16000000 | NC      | $210.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17000000 | NC      | $220.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26000000 | NC      | $342.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20000000 | NC      | $270.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $13.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   209000000 | NC      | $3023.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   171000000 | NC      | $2445.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   135000000 | NC      | $1920.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39000000 | NC      | $550.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35000000 | NC      | $496.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19000000 | NC      | $275.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17000000 | NC      | $256.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  6648310000 | NC      | $6955498.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   273840000 | NC      | $5839790.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   185730000 | NC      | $747514.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11060000 | NC      | $114600.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  3161950000 | NC      | $7814616.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12850000 | NC      | $1689.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13340000 | NC      | $1747.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4380000 | NC      | $558.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3640000 | NC      | $468.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6610000 | NC      | $819.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11600000 | NC      | $1464.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13660000 | NC      | $1715.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6700000 | NC      | $845.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8630000 | NC      | $1100.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4020000 | NC      | $517.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3400000 | NC      | $439.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3370000 | NC      | $450.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4290000 | NC      | $577.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4800000 | NC      | $662.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5700000 | NC      | $757.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6190000 | NC      | $839.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4990000 | NC      | $697.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5270000 | NC      | $718.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2190000 | NC      | $300.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2560000 | NC      | $353.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29190000 | NC      | $4100.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29710000 | NC      | $4108.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22600000 | NC      | $3157.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39920000 | NC      | $5572.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27060000 | NC      | $3913.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23130000 | NC      | $3384.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23810000 | NC      | $3538.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36790000 | NC      | $5445.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21220000 | NC      | $3108.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27950000 | NC      | $4038.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79020000 | NC      | $11529.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1930000 | NC      | $310.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1630000 | NC      | $277.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1690000 | NC      | $300.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2970000 | NC      | $535.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2540000 | NC      | $457.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   247000000 | NC      | $9084.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $185.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $37.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $38.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $157.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $156.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $195.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $79.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $77.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $38.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $75.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $37.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $38.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $77.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $88.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $44.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $43.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $46.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $47.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $97.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $45.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $45.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $46.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $47.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  2617610000 | NC      | $1639255.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23750000 | NC      | $427269.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51580000 | NC      | $1771013.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25530000 | NC      | $56776.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7100000 | NC      | $26182.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 25763000000 | NC      | $115460.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $18.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $36.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12000000 | NC      | $216.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $53.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $90.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   822850000 | NC      | $518651.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   209690000 | NC      | $73851.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1024110000 | NC      | $2997406.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   152100000 | NC      | $2854579.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2790000 | NC      | $-5054.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-1708.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-1864.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-2398.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6040000 | NC      | $-14691.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4100000 | NC      | $-10421.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-3220.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2790000 | NC      | $-8209.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-3883.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $-2351.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1410000 | NC      | $-2895.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2630000 | NC      | $-5870.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-3459.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1460000 | NC      | $-3044.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-2711.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-2356.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-1815.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-2417.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-2431.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-2517.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-2505.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1680000 | NC      | $-3238.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1730000 | NC      | $-3089.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1740000 | NC      | $-3295.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7020000 | NC      | $-12536.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6110000 | NC      | $-10212.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5540000 | NC      | $-10457.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4730000 | NC      | $-9161.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3840000 | NC      | $-7084.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8130000 | NC      | $-16047.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7440000 | NC      | $-16521.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8880000 | NC      | $-20082.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8390000 | NC      | $-18071.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7940000 | NC      | $-19464.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7570000 | NC      | $-18442.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7030000 | NC      | $-17744.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6800000 | NC      | $-16062.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8280000 | NC      | $-20537.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7920000 | NC      | $-19633.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11030000 | NC      | $-26338.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11500000 | NC      | $-31430.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12300000 | NC      | $-34998.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15050000 | NC      | $-43007.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15040000 | NC      | $-41842.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15030000 | NC      | $-42252.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15040000 | NC      | $-41982.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10970000 | NC      | $-29720.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11220000 | NC      | $-30345.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   350280000 | NC      | $5539988.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   217320000 | NC      | $5739887.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   184390000 | NC      | $-500820.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90000 | NC      | $998.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3700000 | NC      | $4067.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 46344000000 | NC      | $-540247.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   553000000 | NC      | $6315.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $11.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $23.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $35.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $60.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $35.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $61.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $48.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $11.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39000000 | NC      | $467.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28000000 | NC      | $337.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26000000 | NC      | $298.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16000000 | NC      | $184.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15000000 | NC      | $170.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16000000 | NC      | $166.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11000000 | NC      | $117.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12000000 | NC      | $125.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11000000 | NC      | $118.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35000000 | NC      | $386.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8000000 | NC      | $91.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $78.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6000000 | NC      | $67.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8000000 | NC      | $84.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28000000 | NC      | $312.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27000000 | NC      | $298.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23000000 | NC      | $254.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27000000 | NC      | $291.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8000000 | NC      | $85.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23000000 | NC      | $248.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24000000 | NC      | $264.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25000000 | NC      | $275.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    62000000 | NC      | $669.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    52000000 | NC      | $560.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    66000000 | NC      | $709.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   393000000 | NC      | $4306.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   363000000 | NC      | $4119.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89000000 | NC      | $1009.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    83000000 | NC      | $933.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   130000000 | NC      | $1433.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    71000000 | NC      | $782.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   295000000 | NC      | $3292.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   423000000 | NC      | $4640.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48000000 | NC      | $529.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1070000000 | NC      | $12050.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   863000000 | NC      | $10395.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   668000000 | NC      | $8279.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   297000000 | NC      | $3578.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   308000000 | NC      | $3630.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30000000 | NC      | $352.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35000000 | NC      | $425.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30000000 | NC      | $357.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26000000 | NC      | $313.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23000000 | NC      | $277.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20000000 | NC      | $221.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8000000 | NC      | $90.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    40930000 | NC      | $514799.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75110000 | NC      | $23375.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   225950000 | NC      | $377583.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4330000 | NC      | $494.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3920000 | NC      | $456.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3100000 | NC      | $372.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $18.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6000000 | NC      | $125.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $104.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $55.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $55.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $75.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $35.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $42.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $51.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $71.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   364000000 | NC      | $6453.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   361000000 | NC      | $6387.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   279000000 | NC      | $4688.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   342000000 | NC      | $5334.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   200000000 | NC      | $3397.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   203000000 | NC      | $3326.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   366000000 | NC      | $5989.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   368000000 | NC      | $6224.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   368000000 | NC      | $6391.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   368000000 | NC      | $6672.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   367000000 | NC      | $6295.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   365000000 | NC      | $5575.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   417430000 | NC      | $123892.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8010000 | NC      | $-39162.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6550000 | NC      | $-34554.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7080000 | NC      | $-37750.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1910000 | NC      | $-10019.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15070000 | NC      | $-78370.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15010000 | NC      | $-76687.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14990000 | NC      | $-76005.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10260000 | NC      | $-54047.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10660000 | NC      | $-56136.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   155140000 | NC      | $1551264.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9190000 | NC      | $162993.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   231420000 | NC      | $-2476447.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    98290000 | NC      | $95375.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 20520000000 | NC      | $-539572.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   558000000 | NC      | $3996.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $73.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $37.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $36.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13000000 | NC      | $93.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $14.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12000000 | NC      | $85.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44000000 | NC      | $301.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48000000 | NC      | $314.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    43000000 | NC      | $283.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49000000 | NC      | $330.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49000000 | NC      | $335.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    59000000 | NC      | $443.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69000000 | NC      | $541.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    54000000 | NC      | $420.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57000000 | NC      | $452.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    81000000 | NC      | $620.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55000000 | NC      | $400.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    80000000 | NC      | $579.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45000000 | NC      | $311.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    59000000 | NC      | $394.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    74000000 | NC      | $506.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   112000000 | NC      | $792.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42000000 | NC      | $321.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    84000000 | NC      | $662.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32000000 | NC      | $262.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   963000000 | NC      | $7937.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   144000000 | NC      | $1169.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   135000000 | NC      | $1022.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   341000000 | NC      | $2610.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90000000 | NC      | $701.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64000000 | NC      | $482.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33000000 | NC      | $232.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29000000 | NC      | $198.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41000000 | NC      | $297.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39000000 | NC      | $272.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    85000000 | NC      | $586.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   114000000 | NC      | $805.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94000000 | NC      | $609.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57000000 | NC      | $372.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    39000000 | NC      | $247.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36000000 | NC      | $222.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    54000000 | NC      | $327.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    87000000 | NC      | $548.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    77000000 | NC      | $520.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    76000000 | NC      | $531.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    70000000 | NC      | $472.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68000000 | NC      | $464.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   118000000 | NC      | $792.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79000000 | NC      | $529.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   109000000 | NC      | $758.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    98000000 | NC      | $683.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    60000000 | NC      | $398.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58000000 | NC      | $366.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51000000 | NC      | $320.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55000000 | NC      | $348.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    65000000 | NC      | $433.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   247000000 | NC      | $1602.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   250000000 | NC      | $1609.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   207000000 | NC      | $1377.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27000000 | NC      | $180.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25000000 | NC      | $162.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35000000 | NC      | $229.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $46.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    38000000 | NC      | $254.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41000000 | NC      | $295.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51000000 | NC      | $351.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   369000000 | NC      | $2406.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $12.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   123000000 | NC      | $783.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    87000000 | NC      | $543.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   261130000 | NC      | $1559613.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   214730000 | NC      | $-391168.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   157880000 | NC      | $101879.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   108860000 | NC      | $403874.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18080000 | NC      | $2021.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700000 | NC      | $77.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      810000 | NC      | $89.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $100.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $151.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1190000 | NC      | $130.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $103.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      720000 | NC      | $76.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1930000 | NC      | $207.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1920000 | NC      | $202.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1250000 | NC      | $124.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3600000 | NC      | $378.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3530000 | NC      | $375.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3240000 | NC      | $330.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1550000 | NC      | $155.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $125.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $117.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4140000 | NC      | $410.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5210000 | NC      | $522.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7480000 | NC      | $743.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13360000 | NC      | $1335.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8720000 | NC      | $856.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4480000 | NC      | $441.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5050000 | NC      | $490.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3810000 | NC      | $363.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6990000 | NC      | $665.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3990000 | NC      | $377.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8810000 | NC      | $836.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13200000 | NC      | $1235.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12550000 | NC      | $1198.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15160000 | NC      | $1436.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11270000 | NC      | $1063.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11250000 | NC      | $1142.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12430000 | NC      | $1176.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35250000 | NC      | $3434.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29060000 | NC      | $3077.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    52570000 | NC      | $5344.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29280000 | NC      | $2971.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33710000 | NC      | $3377.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48340000 | NC      | $4662.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69870000 | NC      | $6613.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $51.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $44.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6000000 | NC      | $83.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $72.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6000000 | NC      | $84.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $73.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $47.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32000000 | NC      | $532.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8000000 | NC      | $127.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13000000 | NC      | $223.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8000000 | NC      | $130.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $123.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $65.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $76.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $63.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $15.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17000000 | NC      | $274.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $33.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $61.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $43.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $40.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $44.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $19.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $72.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $72.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $33.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $34.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $19.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $21.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $68.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $42.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $40.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $36.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $34.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   517600000 | NC      | $-30179.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14570000 | NC      | $-43591.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15150000 | NC      | $-42568.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15160000 | NC      | $-40074.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15160000 | NC      | $-39787.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15130000 | NC      | $-40860.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15140000 | NC      | $-42033.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26010000 | NC      | $178357.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    96990000 | NC      | $981107.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9700000 | NC      | $51903.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1361660000 | NC      | $799063.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   137060000 | NC      | $2774475.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8860000 | NC      | $-22575.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8650000 | NC      | $-16852.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7340000 | NC      | $-14050.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6260000 | NC      | $-11871.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8540000 | NC      | $-14737.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8030000 | NC      | $-13826.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7070000 | NC      | $-9987.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7710000 | NC      | $-10963.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5470000 | NC      | $-8841.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4960000 | NC      | $-9341.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4160000 | NC      | $-7741.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3490000 | NC      | $-6140.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-1892.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-1533.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-1110.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-1391.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14010000 | NC      | $-30879.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   505000000 | NC      | $464363.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $94.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $113.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $153.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $113.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $105.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $85.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33510000 | NC      | $602636.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-1659.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1680000 | NC      | $-3245.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-2689.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-2345.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1340000 | NC      | $-2242.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-2310.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-1445.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-1423.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-1602.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7230000 | NC      | $-11634.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6640000 | NC      | $-11415.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5420000 | NC      | $-9519.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   139590000 | NC      | $2387998.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18090000 | NC      | $-78928.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11740000 | NC      | $54190.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   843000000 | NC      | $-22137.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73560000 | NC      | $80413.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12340000 | NC      | $49823.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6020000 | NC      | $-28955.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-5231.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-4430.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-6006.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5990000 | NC      | $-24707.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3680000 | NC      | $-14212.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2540000 | NC      | $-11288.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1890000 | NC      | $-7466.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1540000 | NC      | $-5726.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2400000 | NC      | $-8241.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1800000 | NC      | $-6605.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1390000 | NC      | $-4887.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6420000 | NC      | $-24560.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5250000 | NC      | $-19818.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4200000 | NC      | $-17027.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3320000 | NC      | $-12520.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3040000 | NC      | $-9763.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2250000 | NC      | $-7427.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1980000 | NC      | $-6649.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1670000 | NC      | $-5077.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-5076.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4020000 | NC      | $-13299.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2820000 | NC      | $-8965.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-4627.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-3196.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1690000 | NC      | $-4659.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3540000 | NC      | $-9640.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2490000 | NC      | $-6816.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2520000 | NC      | $-6872.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5740000 | NC      | $-16573.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11200000 | NC      | $-33911.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10190000 | NC      | $-29841.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10040000 | NC      | $-29331.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9200000 | NC      | $-27312.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12530000 | NC      | $-37739.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10980000 | NC      | $-34120.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12550000 | NC      | $-42638.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12640000 | NC      | $-43297.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6620000 | NC      | $-22505.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6940000 | NC      | $-20150.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12680000 | NC      | $128403.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    34240000 | NC      | $450220.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   289000000 | NC      | $665.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   277000000 | NC      | $634.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   290000000 | NC      | $661.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13000000 | NC      | $28.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14000000 | NC      | $29.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68140000 | NC      | $591016.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   107900000 | NC      | $389684.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1352450000 | NC      | $-197729.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    67870000 | NC      | $948807.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6820000 | NC      | $-19985.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6540000 | NC      | $-16493.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6000000 | NC      | $-16856.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      220000 | NC      | $-626.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4690000 | NC      | $-12205.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2340000 | NC      | $-6293.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-3987.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-3185.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2060000 | NC      | $-6318.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2020000 | NC      | $-6401.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-2929.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1730000 | NC      | $-5860.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1550000 | NC      | $-5446.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880000 | NC      | $-3573.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-4011.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-4643.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7500000 | NC      | $-33623.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5320000 | NC      | $-23366.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6900000 | NC      | $-32021.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5680000 | NC      | $-27638.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4210000 | NC      | $-20968.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3170000 | NC      | $-15846.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2240000 | NC      | $-11334.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1620000 | NC      | $-7684.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1740000 | NC      | $-8485.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1580000 | NC      | $-7482.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1570000 | NC      | $-7359.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1590000 | NC      | $-7700.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7400000 | NC      | $-33685.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6040000 | NC      | $-28049.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4700000 | NC      | $-20862.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3630000 | NC      | $-15755.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2620000 | NC      | $-11594.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $-9022.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-5994.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-4596.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-4276.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1460000 | NC      | $-6643.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1350000 | NC      | $-6020.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-4989.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-4050.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1630000 | NC      | $-6648.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-6431.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-5670.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-5071.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-4343.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5720000 | NC      | $-26969.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4330000 | NC      | $-19366.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3630000 | NC      | $-16851.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7190000 | NC      | $-34009.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6330000 | NC      | $-30799.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5650000 | NC      | $-27723.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4890000 | NC      | $-25328.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4530000 | NC      | $-22596.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4290000 | NC      | $-22013.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3980000 | NC      | $-19821.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3760000 | NC      | $-18683.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4980000 | NC      | $-24102.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8700000 | NC      | $-41870.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8130000 | NC      | $-39236.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10690000 | NC      | $-52792.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10180000 | NC      | $-49470.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9690000 | NC      | $-49101.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9480000 | NC      | $-48640.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14980000 | NC      | $-78139.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15110000 | NC      | $-78254.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15100000 | NC      | $-81000.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14600000 | NC      | $-79285.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14550000 | NC      | $-79767.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   189600000 | NC      | $171001.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9000000 | NC      | $69.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    49000000 | NC      | $359.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   165000000 | NC      | $1213.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15000000 | NC      | $100.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $49.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $33.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $13.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $6.62          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $25.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16000000 | NC      | $89.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12000000 | NC      | $68.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13000000 | NC      | $73.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11000000 | NC      | $65.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69000000 | NC      | $394.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56000000 | NC      | $324.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $35.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8000000 | NC      | $39.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9000000 | NC      | $42.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9000000 | NC      | $42.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68000000 | NC      | $313.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    64000000 | NC      | $240.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    52000000 | NC      | $203.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42000000 | NC      | $160.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35000000 | NC      | $147.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    38000000 | NC      | $143.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44000000 | NC      | $183.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37000000 | NC      | $161.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45000000 | NC      | $180.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89000000 | NC      | $320.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26000000 | NC      | $97.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31000000 | NC      | $119.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21000000 | NC      | $75.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12000000 | NC      | $40.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21000000 | NC      | $69.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19000000 | NC      | $63.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18000000 | NC      | $57.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26000000 | NC      | $83.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28000000 | NC      | $83.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    40000000 | NC      | $117.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28000000 | NC      | $86.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17000000 | NC      | $57.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $23.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19000000 | NC      | $62.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   193000000 | NC      | $605.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   169000000 | NC      | $515.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   136000000 | NC      | $406.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   148000000 | NC      | $427.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   145000000 | NC      | $418.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   108000000 | NC      | $325.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    92000000 | NC      | $259.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   102000000 | NC      | $286.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75000000 | NC      | $218.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20000000 | NC      | $57.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16000000 | NC      | $45.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16000000 | NC      | $46.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16000000 | NC      | $51.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18000000 | NC      | $51.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15000000 | NC      | $44.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13000000 | NC      | $35.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $16.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $15.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $8.83          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $3.89          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   699840000 | NC      | $-73981.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   285810000 | NC      | $311426.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   196210000 | NC      | $1860572.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53530000 | NC      | $20659.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   221250000 | NC      | $270262.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   622060000 | NC      | $-248155.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $6.53          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3410000 | NC      | $8.59          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1820000 | NC      | $5.27          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $2.47          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $3.01          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-1.13         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $-10.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      690000 | NC      | $-9.15         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93200000 | NC      | $-1216.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    55280000 | NC      | $-327.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58880000 | NC      | $-61.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48410000 | NC      | $-23.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57290000 | NC      | $32.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94990000 | NC      | $206.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94910000 | NC      | $170.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94780000 | NC      | $-143.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    95220000 | NC      | $-85.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    95170000 | NC      | $-67.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    95180000 | NC      | $-61.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    94740000 | NC      | $9.92          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $2.53          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $4.30          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $7.76          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $5.89          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $1.59          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $3.98          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $1.93          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18200000 | NC      | $-5651.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12830000 | NC      | $-29540.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14820000 | NC      | $-33998.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14700000 | NC      | $-28775.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15080000 | NC      | $-31578.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15090000 | NC      | $-31204.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9160000 | NC      | $-19104.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9230000 | NC      | $-18972.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90060000 | NC      | $1496198.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 17703000000 | NC      | $68910.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   408850000 | NC      | $150882.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   381140000 | NC      | $-217438.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22890000 | NC      | $223602.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      190000 | NC      | $122.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13840000 | NC      | $-716.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3680000 | NC      | $-198.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8940000 | NC      | $-498.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8510000 | NC      | $-517.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4410000 | NC      | $-278.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3170000 | NC      | $-206.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4760000 | NC      | $-294.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11380000 | NC      | $-773.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8350000 | NC      | $-547.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8550000 | NC      | $-541.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $-442.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4330000 | NC      | $-277.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3860000 | NC      | $-252.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5770000 | NC      | $-380.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4740000 | NC      | $-296.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4920000 | NC      | $-285.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1190000 | NC      | $-71.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4250000 | NC      | $-263.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4700000 | NC      | $-290.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-70.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-71.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-63.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $-51.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-57.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-66.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6710000 | NC      | $-23267.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6710000 | NC      | $-23109.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7630000 | NC      | $-28790.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6540000 | NC      | $-23366.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5650000 | NC      | $-19872.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-3946.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-3241.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4040000 | NC      | $-13547.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1630000 | NC      | $-6051.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-4658.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4010000 | NC      | $-14950.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2140000 | NC      | $-7722.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1900000 | NC      | $-6901.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3200000 | NC      | $-11628.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2960000 | NC      | $-10629.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2420000 | NC      | $-8103.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4120000 | NC      | $-12994.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3310000 | NC      | $-10250.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2850000 | NC      | $-8076.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10180000 | NC      | $-31644.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9580000 | NC      | $-29197.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8530000 | NC      | $-25389.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7940000 | NC      | $-23627.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7280000 | NC      | $-23424.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6830000 | NC      | $-22228.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6420000 | NC      | $-22961.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6690000 | NC      | $-21933.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    34800000 | NC      | $498286.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2790000 | NC      | $6547.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1338450000 | NC      | $483455.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    77340000 | NC      | $557355.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9230000 | NC      | $13453.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1887770000 | NC      | $-474551.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      180000 | NC      | $-9.37         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-48.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-51.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3610000 | NC      | $-186.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1860000 | NC      | $-92.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2050000 | NC      | $-104.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1190000 | NC      | $-59.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-55.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750000 | NC      | $-37.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-42.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-51.97        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4050000 | NC      | $-205.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2460000 | NC      | $-130.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1840000 | NC      | $-100.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2530000 | NC      | $-137.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1740000 | NC      | $-96.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1800000 | NC      | $-100.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-68.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1220000 | NC      | $-67.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-58.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-71.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1370000 | NC      | $-75.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1600000 | NC      | $-90.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1790000 | NC      | $-95.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      690000 | NC      | $-23.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-38.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10020000 | NC      | $-428.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8690000 | NC      | $-416.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5540000 | NC      | $-255.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5090000 | NC      | $-247.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14920000 | NC      | $-690.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8300000 | NC      | $-394.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   760010000 | NC      | $-55428.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    76100000 | NC      | $440996.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   103290000 | NC      | $1357456.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    57630000 | NC      | $71225.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  4498000000 | NC      | $-88388.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13730000 | NC      | $-2175.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   468180000 | NC      | $808625.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35910000 | NC      | $-2020.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4120000 | NC      | $-232.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2350000 | NC      | $-130.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $-114.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1890000 | NC      | $-109.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-109.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3080000 | NC      | $-176.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2320000 | NC      | $-130.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2190000 | NC      | $-122.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3220000 | NC      | $-180.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3660000 | NC      | $-201.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4560000 | NC      | $-248.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4350000 | NC      | $-241.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4260000 | NC      | $-236.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5400000 | NC      | $-300.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6930000 | NC      | $-389.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13350000 | NC      | $-734.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53180000 | NC      | $-2933.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42990000 | NC      | $-2415.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29940000 | NC      | $-1665.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26460000 | NC      | $-1507.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23250000 | NC      | $-1298.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11080000 | NC      | $-619.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28500000 | NC      | $-1652.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15170000 | NC      | $-876.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20320000 | NC      | $-1146.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13200000 | NC      | $-747.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13380000 | NC      | $-767.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11620000 | NC      | $-664.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31300000 | NC      | $-1811.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5870000 | NC      | $-338.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17540000 | NC      | $-953.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28460000 | NC      | $-1576.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14540000 | NC      | $-772.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18210000 | NC      | $-897.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17220000 | NC      | $-804.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4040000 | NC      | $-197.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4960000 | NC      | $-257.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $-510.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12710000 | NC      | $-675.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14460000 | NC      | $-760.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4260000 | NC      | $-226.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4450000 | NC      | $-238.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   181870000 | NC      | $-17396.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    84640000 | NC      | $-7737.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4870000 | NC      | $-13392.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2880000 | NC      | $-7736.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2430000 | NC      | $-6378.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1580000 | NC      | $-4020.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4910000 | NC      | $-12171.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1680000 | NC      | $-4021.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   151000000 | NC      | $1303015.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   127510000 | NC      | $-266252.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 21938000000 | NC      | $-779795.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  8855000000 | NC      | $3317.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   109000000 | NC      | $-5.22         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17000000 | NC      | $0.31          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19000000 | NC      | $1.19          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $-3.18         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $-5.55         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8000000 | NC      | $-7.03         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18000000 | NC      | $-8.44         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29000000 | NC      | $-17.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35000000 | NC      | $-13.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36000000 | NC      | $-19.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12000000 | NC      | $-4.31         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   135550000 | NC      | $90143.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   164440000 | NC      | $-58845.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $20.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6000000 | NC      | $34.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $10.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   769160000 | NC      | $-439807.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1159000000 | NC      | $-64847.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    54000000 | NC      | $-103.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14000000 | NC      | $-30.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13000000 | NC      | $-36.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14000000 | NC      | $-39.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $-29.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   142000000 | NC      | $-385.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   125000000 | NC      | $-363.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   117000000 | NC      | $-323.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   102000000 | NC      | $-300.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93000000 | NC      | $-248.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    89000000 | NC      | $-238.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    58000000 | NC      | $-152.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42000000 | NC      | $-108.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    45000000 | NC      | $-87.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79000000 | NC      | $-133.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    76000000 | NC      | $-150.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    74000000 | NC      | $-138.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   122000000 | NC      | $-170.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   107000000 | NC      | $-152.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79000000 | NC      | $-106.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    88000000 | NC      | $-110.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   107000000 | NC      | $-121.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    84000000 | NC      | $-53.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    82000000 | NC      | $-3.89         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   126000000 | NC      | $-2.69         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   138000000 | NC      | $10.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   175000000 | NC      | $-105.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   202000000 | NC      | $-94.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   199000000 | NC      | $-101.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   154000000 | NC      | $-19.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   169000000 | NC      | $-147.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   159000000 | NC      | $31.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   153000000 | NC      | $92.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   145000000 | NC      | $50.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   137000000 | NC      | $14.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   138000000 | NC      | $-27.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   130000000 | NC      | $-34.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   122000000 | NC      | $-9.57         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   115000000 | NC      | $-40.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   107000000 | NC      | $-73.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   160000000 | NC      | $-92.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   110000000 | NC      | $-42.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    98000000 | NC      | $-41.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    97000000 | NC      | $-37.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   181000000 | NC      | $-90.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    88000000 | NC      | $-59.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   106000000 | NC      | $-61.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   102000000 | NC      | $-72.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14000000 | NC      | $-13.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17000000 | NC      | $-18.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    76000000 | NC      | $-48.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    75000000 | NC      | $-64.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $-1.98         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $-4.99         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $-3.16         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9000000 | NC      | $-7.22         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $-3.30         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $-2.23         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $-4.28         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  2952640000 | NC      | $-1656273.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   130330000 | NC      | $19367.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18080000 | NC      | $-991.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    78950000 | NC      | $-47052.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26910000 | NC      | $-2271.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-108.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-79.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750000 | NC      | $-101.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750000 | NC      | $-110.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $26.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $9.60          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $6.66          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $13.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $13.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4000000 | NC      | $9.02          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    56310000 | NC      | $-37728.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18000000 | NC      | $-1015.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    79000000 | NC      | $-4355.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    50000000 | NC      | $-2750.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 32073000000 | NC      | $-939095.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19690000 | NC      | $-10349.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32350000 | NC      | $-17055.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21470000 | NC      | $-12267.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9840000 | NC      | $-5401.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-488.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5540000 | NC      | $-2793.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-611.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23940000 | NC      | $-10658.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1980000 | NC      | $-854.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-526.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2650000 | NC      | $-1168.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-813.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-523.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-586.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1710000 | NC      | $-768.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1910000 | NC      | $-1086.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1520000 | NC      | $-827.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-725.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   313280000 | NC      | $-186246.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2040000 | NC      | $-19200.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3140000 | NC      | $-33290.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2130000 | NC      | $-22944.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1580000 | NC      | $-16893.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-11892.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1340000 | NC      | $-13590.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-11083.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-12518.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-13767.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-11695.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-12146.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-11901.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-10013.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1970000 | NC      | $-20708.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1870000 | NC      | $-19620.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2320000 | NC      | $-23088.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-9799.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37120000 | NC      | $-368309.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-1623.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-2930.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1350000 | NC      | $-2492.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-1510.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-1917.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-1659.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-812.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-1250.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-840.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-967.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-1077.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-810.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-643.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-476.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-2559.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $-3966.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-3747.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1890000 | NC      | $-6854.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2160000 | NC      | $-8157.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2070000 | NC      | $-7403.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2800000 | NC      | $-10266.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2600000 | NC      | $-9195.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3090000 | NC      | $-10124.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3010000 | NC      | $-9441.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2950000 | NC      | $-9488.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   186200000 | NC      | $-855709.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5800000 | NC      | $-11659.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37380000 | NC      | $-21422.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21660000 | NC      | $-69434.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22510000 | NC      | $-52948.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28480000 | NC      | $-86368.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790000 | NC      | $-104.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      760000 | NC      | $-95.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    72000000 | NC      | $-392.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-4.92         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-5.38         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-5.81         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $-7.08         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-3.74         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $-9.23         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $-11.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3000000 | NC      | $-11.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5000000 | NC      | $-22.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $-11.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   324000000 | NC      | $-1787.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12000000 | NC      | $-63.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $-33.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $-53.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6000000 | NC      | $-36.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-666.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   946160000 | NC      | $-601849.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-5184.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-4126.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-5085.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-4638.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-3715.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-4010.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-4662.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-4779.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-4018.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-4961.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $-5997.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1500000 | NC      | $-5295.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6260000 | NC      | $-24853.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1440000 | NC      | $-5457.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-4716.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-4949.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1630000 | NC      | $-7889.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-4728.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-5209.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1650000 | NC      | $-9438.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-10707.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-6281.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-6854.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-4975.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-7137.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-5951.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    96990000 | NC      | $-431623.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1750000 | NC      | $-1805.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-1191.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-984.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $-956.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-701.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $-659.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-1720.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1380000 | NC      | $-970.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1890000 | NC      | $-1359.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1750000 | NC      | $-1422.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1760000 | NC      | $-1678.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1830000 | NC      | $-1173.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    97870000 | NC      | $-105538.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1119590000 | NC      | $-1002229.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2690000 | NC      | $-5229.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-2712.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1930000 | NC      | $-4427.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4060000 | NC      | $-9774.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5600000 | NC      | $-12163.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5590000 | NC      | $-12783.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5580000 | NC      | $-12450.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5590000 | NC      | $-12424.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5580000 | NC      | $-12111.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5580000 | NC      | $-12677.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1950000 | NC      | $-1638.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-890.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10100000 | NC      | $-10931.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22430000 | NC      | $-21557.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25940000 | NC      | $-24083.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22410000 | NC      | $-22305.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20630000 | NC      | $-19818.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20100000 | NC      | $-17848.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18980000 | NC      | $-17939.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   194050000 | NC      | $-177206.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770000 | NC      | $-1236.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740000 | NC      | $-929.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $-742.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770000 | NC      | $-1064.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700000 | NC      | $-854.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-1429.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730000 | NC      | $-806.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      800000 | NC      | $-947.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $-1252.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-1598.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-1891.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-1920.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $-1554.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770000 | NC      | $-1718.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      730000 | NC      | $-1558.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790000 | NC      | $-1910.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      840000 | NC      | $-2157.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $-1993.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      790000 | NC      | $-1919.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-1908.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      690000 | NC      | $-1631.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $-1989.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-2157.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700000 | NC      | $-1671.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770000 | NC      | $-2060.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      100000 | NC      | $-250.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-1994.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      810000 | NC      | $-2552.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-3047.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-4240.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-3703.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $-2829.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-2809.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-5822.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10890000 | NC      | $-10365.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-996.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   125020000 | NC      | $-111905.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3720000 | NC      | $112.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2080000 | NC      | $21.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-651.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-545.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1330000 | NC      | $-1152.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-290.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-359.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1760000 | NC      | $551.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1220000 | NC      | $284.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $231.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $554.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $880.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $166.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-279.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1380000 | NC      | $-837.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-6.93         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1440000 | NC      | $940.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-766.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1330000 | NC      | $-48.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2130000 | NC      | $-802.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-666.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-1414.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-4669.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1890000 | NC      | $-10142.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1790000 | NC      | $-8997.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2120000 | NC      | $-11631.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1420000 | NC      | $-8614.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1590000 | NC      | $-9184.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2480000 | NC      | $-12540.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $-10093.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1810000 | NC      | $-8971.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1790000 | NC      | $-7744.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-5165.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2670000 | NC      | $-10350.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2060000 | NC      | $-9860.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3160000 | NC      | $-16389.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7170000 | NC      | $-43426.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6000000 | NC      | $-30459.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5550000 | NC      | $-27009.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8540000 | NC      | $-39938.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8040000 | NC      | $-35509.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7840000 | NC      | $-32196.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7010000 | NC      | $-31030.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6660000 | NC      | $-27083.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6150000 | NC      | $-26916.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6290000 | NC      | $-30171.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6610000 | NC      | $-30383.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5870000 | NC      | $-28684.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5810000 | NC      | $-27694.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6360000 | NC      | $-29743.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6540000 | NC      | $-31173.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6820000 | NC      | $-33327.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5540000 | NC      | $-28124.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4600000 | NC      | $-23720.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4660000 | NC      | $-23191.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7300000 | NC      | $-35380.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5480000 | NC      | $-25956.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    41000000 | NC      | $-576.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   185000000 | NC      | $-2308.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   211000000 | NC      | $-2032.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30000000 | NC      | $-271.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 24465000000 | NC      | $-224027.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-303.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2890000 | NC      | $-955.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2920000 | NC      | $-1035.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6870000 | NC      | $-2174.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10690000 | NC      | $-2663.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11550000 | NC      | $-2952.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6220000 | NC      | $-1530.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22220000 | NC      | $-5063.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5920000 | NC      | $-1394.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2690000 | NC      | $-589.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8460000 | NC      | $-2055.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1370000 | NC      | $-353.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1790000 | NC      | $-345.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3250000 | NC      | $-603.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5860000 | NC      | $-1087.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1320000 | NC      | $-297.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1370000 | NC      | $-255.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16800000 | NC      | $-3444.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11680000 | NC      | $-1680.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8020000 | NC      | $-1128.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8590000 | NC      | $-1162.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1980000 | NC      | $-161.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3810000 | NC      | $-212.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7000000 | NC      | $-698.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31470000 | NC      | $-3200.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32200000 | NC      | $-3086.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30780000 | NC      | $-3703.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26380000 | NC      | $-3242.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28170000 | NC      | $-3231.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12610000 | NC      | $-1483.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2110000 | NC      | $-398.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14810000 | NC      | $-3084.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18150000 | NC      | $-3458.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19520000 | NC      | $-6642.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13230000 | NC      | $-4641.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19490000 | NC      | $-5637.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19850000 | NC      | $-4751.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13020000 | NC      | $-3735.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16800000 | NC      | $-4794.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20950000 | NC      | $-5859.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10470000 | NC      | $-3575.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10370000 | NC      | $-3133.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9160000 | NC      | $-2827.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8280000 | NC      | $-2356.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9570000 | NC      | $-2741.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10320000 | NC      | $-3584.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6780000 | NC      | $-2173.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9190000 | NC      | $-2769.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6050000 | NC      | $-1991.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14120000 | NC      | $-4770.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16560000 | NC      | $-5350.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18440000 | NC      | $-5708.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16760000 | NC      | $-5497.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16550000 | NC      | $-5591.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2090000 | NC      | $-238.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-204.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-153.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4860000 | NC      | $-650.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5790000 | NC      | $-538.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5060000 | NC      | $-453.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5600000 | NC      | $-577.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6820000 | NC      | $-398.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3030000 | NC      | $-143.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4080000 | NC      | $-262.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3660000 | NC      | $-213.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30630000 | NC      | $-862.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29240000 | NC      | $-2236.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25400000 | NC      | $-1527.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31900000 | NC      | $-1735.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48150000 | NC      | $-6000.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    40720000 | NC      | $-4700.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37860000 | NC      | $-4475.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5020000 | NC      | $-412.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18460000 | NC      | $-915.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22760000 | NC      | $-1268.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24390000 | NC      | $-2169.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   145890000 | NC      | $-261453.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6420000 | NC      | $-24823.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3020000 | NC      | $-11435.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2870000 | NC      | $-10896.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2170000 | NC      | $-8021.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2040000 | NC      | $-7520.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2120000 | NC      | $-7603.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-2893.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-2891.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1550000 | NC      | $-3621.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-2743.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1220000 | NC      | $-3399.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-2531.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-2484.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2100000 | NC      | $-3436.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-2082.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-2140.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1500000 | NC      | $-2049.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-2543.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-1980.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-2196.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-2057.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-1877.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-1944.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1870000 | NC      | $-3864.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1810000 | NC      | $-3324.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1600000 | NC      | $-3226.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1760000 | NC      | $-3848.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-3258.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1320000 | NC      | $-3150.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-2669.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-2188.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $-3082.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1580000 | NC      | $-3849.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1440000 | NC      | $-3523.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-3327.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-2999.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-3302.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1340000 | NC      | $-3720.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-3541.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-3858.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-3363.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-2924.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-2845.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $-5773.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-3379.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-3064.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-3004.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-5370.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1700000 | NC      | $-5434.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1720000 | NC      | $-6323.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-3776.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1820000 | NC      | $-6855.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-5051.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1410000 | NC      | $-5000.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1600000 | NC      | $-5754.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1440000 | NC      | $-4948.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1390000 | NC      | $-4721.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-3920.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-3892.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-4252.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1410000 | NC      | $-5705.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-3540.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-4013.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3480000 | NC      | $-10636.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1790000 | NC      | $-5757.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-3622.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-3602.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2770000 | NC      | $-9796.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2620000 | NC      | $-7955.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-3084.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1560000 | NC      | $-4877.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-3938.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-3813.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1450000 | NC      | $-5403.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-5742.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-4843.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-4149.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-3896.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-4087.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-3698.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1350000 | NC      | $-6137.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-4466.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-3885.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-3046.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-3221.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-1907.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-2082.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-1844.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      200000 | NC      | $-363.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1650000 | NC      | $-2914.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-1878.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   121170000 | NC      | $-178994.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12750000 | NC      | $-5173.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14860000 | NC      | $-5958.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14850000 | NC      | $-6233.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14720000 | NC      | $-5918.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14740000 | NC      | $-5419.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9130000 | NC      | $-4819.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9080000 | NC      | $-5101.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   300160000 | NC      | $-337955.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   125070000 | NC      | $-244859.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42180000 | NC      | $-96366.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    68240000 | NC      | $-138605.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30000000 | NC      | $-275.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21000000 | NC      | $-191.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16000000 | NC      | $-150.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14000000 | NC      | $-131.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22000000 | NC      | $-197.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20000000 | NC      | $-177.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21000000 | NC      | $-189.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20000000 | NC      | $-182.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28000000 | NC      | $-257.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24000000 | NC      | $-223.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26000000 | NC      | $-234.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27000000 | NC      | $-263.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29000000 | NC      | $-302.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30000000 | NC      | $-319.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33000000 | NC      | $-345.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    48000000 | NC      | $-522.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33000000 | NC      | $-364.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29000000 | NC      | $-332.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    26000000 | NC      | $-289.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31000000 | NC      | $-369.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    31000000 | NC      | $-397.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    33000000 | NC      | $-445.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27000000 | NC      | $-339.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24000000 | NC      | $-291.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18000000 | NC      | $-229.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17000000 | NC      | $-215.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   103000000 | NC      | $-1315.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    88000000 | NC      | $-1138.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28000000 | NC      | $-350.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    82000000 | NC      | $-1048.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    73000000 | NC      | $-932.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    83000000 | NC      | $-1085.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   106000000 | NC      | $-1435.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   154000000 | NC      | $-2107.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   166000000 | NC      | $-2199.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    85000000 | NC      | $-1152.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    51000000 | NC      | $-697.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1214000000 | NC      | $-16906.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   926000000 | NC      | $-12813.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1098000000 | NC      | $-15073.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1221000000 | NC      | $-16270.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1255000000 | NC      | $-16437.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1264000000 | NC      | $-17155.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1260000000 | NC      | $-17130.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1267000000 | NC      | $-17110.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1225000000 | NC      | $-16052.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1262000000 | NC      | $-16319.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1258000000 | NC      | $-16660.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   994270000 | NC      | $-56399.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   131730000 | NC      | $-506033.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   105890000 | NC      | $-114736.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   695900000 | NC      | $-526724.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    69210000 | NC      | $-142666.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-553.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1700000 | NC      | $-724.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1390000 | NC      | $-584.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-594.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1370000 | NC      | $-612.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-626.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28610000 | NC      | $-13476.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    24250000 | NC      | $-11158.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20800000 | NC      | $-9440.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18400000 | NC      | $-8081.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16830000 | NC      | $-6961.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15150000 | NC      | $-6542.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18620000 | NC      | $-7959.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16650000 | NC      | $-7033.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16170000 | NC      | $-7312.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15300000 | NC      | $-7248.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14520000 | NC      | $-6803.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13710000 | NC      | $-6363.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13080000 | NC      | $-6459.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    53120000 | NC      | $-27101.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7910000 | NC      | $-4063.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    40460000 | NC      | $-20795.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    44200000 | NC      | $-23522.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    40560000 | NC      | $-22263.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    36500000 | NC      | $-19890.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    35040000 | NC      | $-18178.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    32600000 | NC      | $-17130.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    30730000 | NC      | $-16771.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29980000 | NC      | $-17177.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29090000 | NC      | $-16509.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    28230000 | NC      | $-15997.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27280000 | NC      | $-15636.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23920000 | NC      | $-13640.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    23620000 | NC      | $-13671.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22650000 | NC      | $-13162.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21310000 | NC      | $-12258.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    20660000 | NC      | $-11975.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    19720000 | NC      | $-11538.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    18820000 | NC      | $-11058.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    17870000 | NC      | $-10769.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    16830000 | NC      | $-10111.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15350000 | NC      | $-9096.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11990000 | NC      | $-7067.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    27280000 | NC      | $-16326.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    25290000 | NC      | $-15151.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10000000 | NC      | $-5719.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9770000 | NC      | $-5499.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8710000 | NC      | $-4895.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7850000 | NC      | $-4336.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6380000 | NC      | $-3528.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8820000 | NC      | $-4811.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4590000 | NC      | $-2406.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4660000 | NC      | $-2541.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3220000 | NC      | $-1809.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8750000 | NC      | $-4883.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5800000 | NC      | $-3210.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5590000 | NC      | $-3136.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7430000 | NC      | $-3915.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7020000 | NC      | $-3674.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4120000 | NC      | $-2092.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6310000 | NC      | $-3332.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6080000 | NC      | $-3208.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3430000 | NC      | $-1796.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1450000 | NC      | $-738.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6570000 | NC      | $-3246.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3660000 | NC      | $-1785.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6260000 | NC      | $-3094.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5830000 | NC      | $-2934.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5570000 | NC      | $-2877.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5180000 | NC      | $-2659.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4840000 | NC      | $-2471.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1960000 | NC      | $-1001.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5340000 | NC      | $-2706.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1990000 | NC      | $-1007.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5370000 | NC      | $-2685.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6500000 | NC      | $-3338.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-511.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-900.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-556.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1960000 | NC      | $-982.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-603.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-581.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-603.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2030000 | NC      | $-971.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3470000 | NC      | $-1665.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1570000 | NC      | $-763.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-488.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-547.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-555.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-545.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-505.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2020000 | NC      | $-1020.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-583.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2110000 | NC      | $-1110.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-602.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1940000 | NC      | $-1020.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-550.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-552.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-555.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1030000 | NC      | $-554.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-505.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6580000 | NC      | $-3556.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5750000 | NC      | $-3085.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5050000 | NC      | $-2727.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4260000 | NC      | $-2276.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4040000 | NC      | $-2100.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3800000 | NC      | $-2050.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3780000 | NC      | $-2111.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3600000 | NC      | $-2079.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3610000 | NC      | $-2126.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3430000 | NC      | $-2019.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3420000 | NC      | $-1991.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3630000 | NC      | $-2105.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3390000 | NC      | $-1974.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3440000 | NC      | $-1950.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3230000 | NC      | $-1748.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3130000 | NC      | $-1668.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2890000 | NC      | $-1384.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2850000 | NC      | $-1323.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2890000 | NC      | $-1231.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-532.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-484.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2980000 | NC      | $-1213.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2890000 | NC      | $-1132.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1330000 | NC      | $-491.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-429.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-522.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1360000 | NC      | $-492.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1560000 | NC      | $-529.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1560000 | NC      | $-509.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1690000 | NC      | $-478.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-336.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-319.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      520000 | NC      | $-150.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-293.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2610000 | NC      | $-786.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1460000 | NC      | $-337.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-188.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1910000 | NC      | $-442.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7620000 | NC      | $-1775.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7540000 | NC      | $-1577.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1900000 | NC      | $-400.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2690000 | NC      | $-543.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3360000 | NC      | $-753.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  1279900000 | NC      | $-540018.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-5329.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1620000 | NC      | $-10076.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1510000 | NC      | $-9618.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-3760.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1130000 | NC      | $-4136.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $-3627.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1380000 | NC      | $-6417.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1420000 | NC      | $-7412.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-5161.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-4600.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1220000 | NC      | $-5868.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-5155.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1050000 | NC      | $-5019.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-5221.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-6861.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-6313.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1760000 | NC      | $-9381.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-6838.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-7807.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-4504.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-5939.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1210000 | NC      | $-6050.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1680000 | NC      | $-8803.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-4713.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-4686.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1160000 | NC      | $-5498.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1380000 | NC      | $-7424.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1790000 | NC      | $-8538.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-5805.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1990000 | NC      | $-10686.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-4512.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-4431.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-4969.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1910000 | NC      | $-7640.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-4800.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2140000 | NC      | $-7426.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-3872.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-3366.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-3030.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1790000 | NC      | $-6909.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1670000 | NC      | $-6964.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1800000 | NC      | $-7614.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2240000 | NC      | $-9318.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-5105.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1460000 | NC      | $-5869.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1220000 | NC      | $-4599.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-4942.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-4518.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-4992.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-4093.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-4634.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-4828.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-4833.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-4730.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-4201.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-4341.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-4698.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-4873.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2120000 | NC      | $-9349.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-5251.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2040000 | NC      | $-8935.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-4346.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-4804.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-4694.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-4685.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-4560.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-6067.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-4713.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-5003.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-3816.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-4140.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-3937.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1690000 | NC      | $-4039.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-3099.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-2735.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1080000 | NC      | $-2289.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1630000 | NC      | $-3015.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-1702.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2060000 | NC      | $-2904.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-1720.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1500000 | NC      | $-2745.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1520000 | NC      | $-1991.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $-1260.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5310000 | NC      | $-7594.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-2520.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1420000 | NC      | $-3649.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-2288.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1800000 | NC      | $-3384.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-2772.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-2334.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-2223.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1810000 | NC      | $-4054.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-2078.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1750000 | NC      | $-2572.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1830000 | NC      | $-4483.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2410000 | NC      | $-5688.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2420000 | NC      | $-6244.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2280000 | NC      | $-6019.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2190000 | NC      | $-5081.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2260000 | NC      | $-4949.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2300000 | NC      | $-4968.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1560000 | NC      | $-4352.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1460000 | NC      | $-4059.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $-3772.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6980000 | NC      | $-8817.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7090000 | NC      | $-8336.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6850000 | NC      | $-7101.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5610000 | NC      | $-6365.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3550000 | NC      | $-3973.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90000 | NC      | $-116.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1820000 | NC      | $-2570.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2010000 | NC      | $-2808.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-1796.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1250000 | NC      | $-1089.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-1098.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-834.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1330000 | NC      | $-1303.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4160000 | NC      | $-3412.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3510000 | NC      | $-3205.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4050000 | NC      | $-3885.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3450000 | NC      | $-4589.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3630000 | NC      | $-4753.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3780000 | NC      | $-6000.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4100000 | NC      | $-6086.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3660000 | NC      | $-4887.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3240000 | NC      | $-5426.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4890000 | NC      | $-8164.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4280000 | NC      | $-8114.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10180000 | NC      | $-26667.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10050000 | NC      | $-21582.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8080000 | NC      | $-18430.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6730000 | NC      | $-15696.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6660000 | NC      | $-15738.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6690000 | NC      | $-16290.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6930000 | NC      | $-15238.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7840000 | NC      | $-18929.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7480000 | NC      | $-16754.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6640000 | NC      | $-15111.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7050000 | NC      | $-15104.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7520000 | NC      | $-15377.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7620000 | NC      | $-16520.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6540000 | NC      | $-13642.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5090000 | NC      | $-9414.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5350000 | NC      | $-11104.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5250000 | NC      | $-11598.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4160000 | NC      | $-8891.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4290000 | NC      | $-7890.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4960000 | NC      | $-8715.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4650000 | NC      | $-7955.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4850000 | NC      | $-4428.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4850000 | NC      | $-4878.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3420000 | NC      | $-4056.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5380000 | NC      | $-6076.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4180000 | NC      | $-3924.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4960000 | NC      | $-5142.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4790000 | NC      | $-5434.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4720000 | NC      | $-3653.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4630000 | NC      | $-4060.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5490000 | NC      | $-5804.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5210000 | NC      | $-5240.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4250000 | NC      | $-4165.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4830000 | NC      | $-4534.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5120000 | NC      | $-4543.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5380000 | NC      | $-4746.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5530000 | NC      | $-5989.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-441.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1240000 | NC      | $-601.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-690.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-750.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-480.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $116.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2210000 | NC      | $-1554.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1420000 | NC      | $-688.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1980000 | NC      | $-1238.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-1375.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1400000 | NC      | $-1531.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-1630.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-1899.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-1781.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-1700.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1440000 | NC      | $-2159.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1610000 | NC      | $-2339.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1580000 | NC      | $-2419.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1410000 | NC      | $-1982.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1320000 | NC      | $-2020.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-2167.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-2571.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-2342.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1450000 | NC      | $-2400.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1500000 | NC      | $-1992.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1330000 | NC      | $-1994.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1940000 | NC      | $-3908.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1370000 | NC      | $-2930.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-3809.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1900000 | NC      | $-4005.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1700000 | NC      | $-1567.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-937.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1290000 | NC      | $-221.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1510000 | NC      | $-920.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $347.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      420000 | NC      | $85.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-711.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1370000 | NC      | $-535.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2110000 | NC      | $-1781.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-521.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2090000 | NC      | $-3623.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      980000 | NC      | $-1622.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4410000 | NC      | $-21643.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2350000 | NC      | $-14302.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2840000 | NC      | $-16932.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2420000 | NC      | $-14990.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1930000 | NC      | $-9232.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2400000 | NC      | $-10698.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2580000 | NC      | $-9094.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2840000 | NC      | $-12086.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3160000 | NC      | $-12023.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3140000 | NC      | $-13216.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3030000 | NC      | $-11953.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3230000 | NC      | $-12993.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3290000 | NC      | $-15227.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2840000 | NC      | $-13409.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2470000 | NC      | $-12084.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1950000 | NC      | $-11384.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2140000 | NC      | $-11598.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2510000 | NC      | $-12902.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2660000 | NC      | $-12022.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2480000 | NC      | $-11362.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2350000 | NC      | $-9745.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2510000 | NC      | $-5565.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1690000 | NC      | $-5773.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2190000 | NC      | $-5947.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2180000 | NC      | $-5512.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   870520000 | NC      | $-621217.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5240000 | NC      | $-8753.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5250000 | NC      | $-8860.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5130000 | NC      | $-9344.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5010000 | NC      | $-9305.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4700000 | NC      | $-9798.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4380000 | NC      | $-8734.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4250000 | NC      | $-7598.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3900000 | NC      | $-7020.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3870000 | NC      | $-6722.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2990000 | NC      | $-4870.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2000000 | NC      | $-3329.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2750000 | NC      | $-4278.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3170000 | NC      | $-4799.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3120000 | NC      | $-5413.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2920000 | NC      | $-5273.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2600000 | NC      | $-4775.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2340000 | NC      | $-4394.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2330000 | NC      | $-4160.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2140000 | NC      | $-3928.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2860000 | NC      | $-5723.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2410000 | NC      | $-4857.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2080000 | NC      | $-3820.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1480000 | NC      | $-3004.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2060000 | NC      | $-4337.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1250000 | NC      | $-2590.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-1887.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-2224.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4210000 | NC      | $-8331.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4070000 | NC      | $-7594.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3620000 | NC      | $-7373.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2990000 | NC      | $-6285.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2550000 | NC      | $-5376.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1570000 | NC      | $-3444.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1280000 | NC      | $-2862.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3390000 | NC      | $-7365.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-2780.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1450000 | NC      | $-3158.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1340000 | NC      | $-3064.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1090000 | NC      | $-2554.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-2143.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-2232.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-2398.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-2536.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-2331.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1580000 | NC      | $-3924.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1640000 | NC      | $-4392.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1610000 | NC      | $-4082.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-2668.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-2387.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1610000 | NC      | $-2784.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-1629.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $-1748.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      940000 | NC      | $-1044.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2310000 | NC      | $-2621.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    22120000 | NC      | $-23028.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    21310000 | NC      | $-23617.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15570000 | NC      | $-17643.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    15860000 | NC      | $-17937.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13240000 | NC      | $-14171.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    13060000 | NC      | $-13745.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10200000 | NC      | $-10045.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8020000 | NC      | $-8521.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6980000 | NC      | $-8036.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8300000 | NC      | $-8689.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8520000 | NC      | $-9422.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10080000 | NC      | $-10406.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11730000 | NC      | $-11464.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10920000 | NC      | $-10648.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10280000 | NC      | $-9501.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8250000 | NC      | $-7924.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4760000 | NC      | $-4567.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7330000 | NC      | $-7217.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8430000 | NC      | $-7464.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7530000 | NC      | $-7113.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7700000 | NC      | $-7306.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7690000 | NC      | $-7312.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6480000 | NC      | $-6158.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8660000 | NC      | $-7492.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7780000 | NC      | $-6487.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12980000 | NC      | $-11131.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14620000 | NC      | $-11536.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    14300000 | NC      | $-10031.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11450000 | NC      | $-9614.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    12330000 | NC      | $-10418.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11730000 | NC      | $-9862.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11820000 | NC      | $-10472.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10580000 | NC      | $-9588.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10460000 | NC      | $-10014.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10570000 | NC      | $-9101.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11070000 | NC      | $-10446.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11060000 | NC      | $-10329.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    11360000 | NC      | $-10647.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10940000 | NC      | $-10357.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10460000 | NC      | $-9654.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9510000 | NC      | $-9234.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8090000 | NC      | $-7715.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7590000 | NC      | $-7509.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6620000 | NC      | $-6632.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9780000 | NC      | $-9861.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9150000 | NC      | $-9877.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9370000 | NC      | $-9714.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8190000 | NC      | $-8101.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7970000 | NC      | $-8686.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6530000 | NC      | $-7607.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6910000 | NC      | $-8129.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6260000 | NC      | $-7549.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7600000 | NC      | $-9138.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8830000 | NC      | $-10360.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6710000 | NC      | $-7740.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5340000 | NC      | $-5707.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4590000 | NC      | $-4898.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7370000 | NC      | $-7101.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8530000 | NC      | $-7022.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6230000 | NC      | $-5260.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5970000 | NC      | $-5195.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6360000 | NC      | $-5146.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     8140000 | NC      | $-5595.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6030000 | NC      | $-3817.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2610000 | NC      | $-1573.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1730000 | NC      | $-980.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2050000 | NC      | $-1329.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3520000 | NC      | $-2644.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5380000 | NC      | $-3280.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3850000 | NC      | $-1937.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3690000 | NC      | $-1946.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10010000 | NC      | $-4246.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5180000 | NC      | $-2053.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3030000 | NC      | $-1365.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4560000 | NC      | $-2114.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7190000 | NC      | $-2750.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3110000 | NC      | $-1113.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-326.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-380.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1190000 | NC      | $-613.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     5290000 | NC      | $-2517.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     6190000 | NC      | $-2642.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2290000 | NC      | $-565.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1720000 | NC      | $-262.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3610000 | NC      | $-1189.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      960000 | NC      | $-336.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1630000 | NC      | $-968.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-615.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1540000 | NC      | $-6430.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2110000 | NC      | $-8444.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1880000 | NC      | $-6250.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2050000 | NC      | $-6975.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1860000 | NC      | $-6407.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-4790.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1100000 | NC      | $-3927.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1140000 | NC      | $-3804.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $-2365.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $-2081.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $-1989.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-2106.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      770000 | NC      | $-2116.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-3805.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-4612.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      860000 | NC      | $-2467.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-3392.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      700000 | NC      | $-1987.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-2632.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-2783.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-2801.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      800000 | NC      | $-2611.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $-2569.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      690000 | NC      | $-2248.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $-2731.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $-2424.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      720000 | NC      | $-2454.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1600000 | NC      | $-5185.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $-2523.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1640000 | NC      | $-4980.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-3784.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2800000 | NC      | $-7595.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $-2446.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $-2527.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      750000 | NC      | $-2210.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1120000 | NC      | $-3515.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1580000 | NC      | $-4570.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1000000 | NC      | $-2952.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1630000 | NC      | $-4460.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      850000 | NC      | $-2336.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-2565.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      720000 | NC      | $-1987.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      880000 | NC      | $-2445.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1560000 | NC      | $-4550.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-3555.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      900000 | NC      | $-2495.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1110000 | NC      | $-2884.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      910000 | NC      | $-2528.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1170000 | NC      | $-3103.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-2887.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1060000 | NC      | $-2760.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1510000 | NC      | $-3969.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1520000 | NC      | $-4150.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $-2054.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      680000 | NC      | $-1766.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-4059.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1070000 | NC      | $-3185.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-3437.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1190000 | NC      | $-3499.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      670000 | NC      | $-1950.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1010000 | NC      | $-3133.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      890000 | NC      | $-2654.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      950000 | NC      | $-3090.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      740000 | NC      | $-2500.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      990000 | NC      | $-3261.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1220000 | NC      | $-3470.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-2633.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      830000 | NC      | $-2081.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020000 | NC      | $-2221.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      870000 | NC      | $-1658.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-1586.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      720000 | NC      | $-1238.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      780000 | NC      | $-1158.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      710000 | NC      | $-900.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   188710000 | NC      | $-118656.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3810000 | NC      | $-12369.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4940000 | NC      | $-16087.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4410000 | NC      | $-17801.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3930000 | NC      | $-14370.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     3010000 | NC      | $-11759.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2480000 | NC      | $-8398.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2470000 | NC      | $-8266.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1660000 | NC      | $-5588.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $-4205.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1260000 | NC      | $-3574.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1480000 | NC      | $-5056.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-2416.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1230000 | NC      | $-3894.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1830000 | NC      | $-5758.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2520000 | NC      | $-7022.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1520000 | NC      | $-3460.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-3449.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1820000 | NC      | $-3670.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      270000 | NC      | $-585.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4150000 | NC      | $-11647.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2500000 | NC      | $-6241.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2220000 | NC      | $-5742.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1970000 | NC      | $-4741.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1720000 | NC      | $-4277.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2120000 | NC      | $-4381.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1800000 | NC      | $-3485.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1670000 | NC      | $-3868.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1460000 | NC      | $-3309.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1490000 | NC      | $-3794.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1390000 | NC      | $-2552.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1410000 | NC      | $-2956.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1180000 | NC      | $-2792.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1570000 | NC      | $-3888.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-3622.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      970000 | NC      | $-2625.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1450000 | NC      | $-4461.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1500000 | NC      | $-5364.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2340000 | NC      | $-7550.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1690000 | NC      | $-6483.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-4593.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1470000 | NC      | $-2552.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1450000 | NC      | $-850.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1800000 | NC      | $366.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1520000 | NC      | $1236.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      820000 | NC      | $781.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $1230.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1270000 | NC      | $1921.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1560000 | NC      | $3780.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1150000 | NC      | $3062.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1040000 | NC      | $1334.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2070000 | NC      | $2615.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2770000 | NC      | $3887.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $1824.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     2460000 | NC      | $4854.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1310000 | NC      | $-74.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1340000 | NC      | $-196.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1300000 | NC      | $-437.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1200000 | NC      | $-5215.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1430000 | NC      | $-6630.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1370000 | NC      | $-3502.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      920000 | NC      | $-3354.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      930000 | NC      | $-4507.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    37105300 | NC      | $-1071985.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    42891742 | NC      | $-870392.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   116710538 | NC      | $-1636462.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    43810516 | NC      | $-834955.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     4618113 | NC      | $-145834.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1632160 | NC      | $-15431.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    29653560 | NC      | $-64719.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10274607 | NC      | $-41627.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    72613742 | NC      | $-23359.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    90001938 | NC      | $-125319.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10305354 | NC      | $61664.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     9626005 | NC      | $58013.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    93441784 | NC      | $694718.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   124838461 | NC      | $1210426.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     7251397 | NC      | $111142.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       74962 | NC      | $697.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      174260 | NC      | $1885.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       88290 | NC      | $964.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       72407 | NC      | $888.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       65329 | NC      | $872.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      407118 | NC      | $5462.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      127126 | NC      | $1731.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       98562 | NC      | $1332.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      293733 | NC      | $4176.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      142788 | NC      | $2028.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      145683 | NC      | $2089.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      249459 | NC      | $3527.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      205531 | NC      | $3123.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      103020 | NC      | $1602.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      101276 | NC      | $1573.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      118222 | NC      | $1769.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      168705 | NC      | $2710.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      188005 | NC      | $2916.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      102485 | NC      | $1546.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       88445 | NC      | $1400.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       94842 | NC      | $1505.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       72207 | NC      | $1088.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       95508 | NC      | $1430.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       92655 | NC      | $1328.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      153793 | NC      | $2255.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      123434 | NC      | $1876.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      241639 | NC      | $3663.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      120639 | NC      | $1716.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      394407 | NC      | $5760.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      172416 | NC      | $2546.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      118290 | NC      | $1701.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       76274 | NC      | $1158.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       83873 | NC      | $1243.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       82128 | NC      | $1216.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       76923 | NC      | $1101.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      112476 | NC      | $1604.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      180108 | NC      | $2539.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      127639 | NC      | $1809.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      107210 | NC      | $1550.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      265132 | NC      | $3814.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      342857 | NC      | $4704.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      215278 | NC      | $2833.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      112503 | NC      | $1577.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      164239 | NC      | $2448.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       69329 | NC      | $1010.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       78055 | NC      | $1150.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      114799 | NC      | $1646.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      195809 | NC      | $2797.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       89728 | NC      | $1300.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       80907 | NC      | $1254.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       78021 | NC      | $1184.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       90199 | NC      | $1420.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      129102 | NC      | $2120.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62900 | NC      | $937.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50126 | NC      | $707.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       99703 | NC      | $1373.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      200664 | NC      | $2671.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    10996828 | NC      | $116472.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       58940 | NC      | $759.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51446 | NC      | $570.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56061 | NC      | $683.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       74770 | NC      | $889.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       73676 | NC      | $800.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      207416 | NC      | $2420.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      103383 | NC      | $1240.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      211901 | NC      | $2664.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      158207 | NC      | $1978.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       80513 | NC      | $1057.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      113954 | NC      | $1308.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       65035 | NC      | $575.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      243648 | NC      | $2245.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      126522 | NC      | $1153.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       70210 | NC      | $721.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       87779 | NC      | $884.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       74939 | NC      | $720.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59679 | NC      | $612.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       78976 | NC      | $821.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       66591 | NC      | $793.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       69013 | NC      | $735.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      109231 | NC      | $1302.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63207 | NC      | $630.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51953 | NC      | $654.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       50789 | NC      | $635.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71220 | NC      | $892.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62984 | NC      | $853.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       62463 | NC      | $783.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       70083 | NC      | $847.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53715 | NC      | $665.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       56657 | NC      | $679.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       71090 | NC      | $1023.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53060 | NC      | $728.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       60061 | NC      | $820.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       63651 | NC      | $777.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       87709 | NC      | $954.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52573 | NC      | $625.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       53234 | NC      | $555.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       59633 | NC      | $657.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       57378 | NC      | $548.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       51094 | NC      | $330.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      312190 | NC      | $1679.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       52900 | NC      | $298.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      398308 | NC      | $2451.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       65177 | NC      | $434.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      189885 | NC      | $1037.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      268745 | NC      | $1382.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      200576 | NC      | $985.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      448986 | NC      | $2606.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      366189 | NC      | $2059.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1009769 | NC      | $5723.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      875354 | NC      | $5369.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      354414 | NC      | $2013.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1078823 | NC      | $5826.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       65196 | NC      | $415.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      365824 | NC      | $3016.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      370975 | NC      | $3184.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      225653 | NC      | $1916.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     1020159 | NC      | $11884.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | C$ CURRENCY FUT   Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |       -1295 | NC      | $1882525.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MONEP                             | CAC40 10 EURO FUT Apr26 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DE               | CORP              | FR        |        2504 | NC      | $2959869.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  May26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         334 | NC      | $-93560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Jun26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         282 | NC      | $615920.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Jul26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          68 | NC      | $-93620.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Aug26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          35 | NC      | $-85600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Sep26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          37 | NC      | $-149870.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | WTI CRUDE FUTURE  Oct26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          22 | NC      | $-91880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | CAN 10YR BOND FUT Jun26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Short            | DIR              | CORP              | CA        |       -1682 | NC      | $1357777.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         928 | NC      | $-290330.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Jul26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         249 | NC      | $-917510.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Aug26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          83 | NC      | $-340580.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Sep26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          73 | NC      | $-332460.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Oct26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          65 | NC      | $-297400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | BRENT CRUDE FUTR  Nov26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          47 | NC      | $-198040.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | COTTON NO.2 FUTR  May26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -194 | NC      | $-391565.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | DJIA MINI e-CBOT  Jun26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |         474 | NC      | $2308030.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-SCHATZ FUT   Jun26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -1984 | NC      | $14383.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | EURO FX CURR FUT  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -979 | NC      | $1032017.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Mar27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -2167 | NC      | $777014.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Mar28 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1060 | NC      | $881028.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  JUN27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -2145 | NC      | $2706159.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Jun28 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -644 | NC      | $428819.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  SEP27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1951 | NC      | $2189687.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1667 | NC      | $80619.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | 3MO EURO EURIBOR  Dec27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -1231 | NC      | $1199475.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | S&P500 EMINI FUT  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |         958 | NC      | $7110837.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | S&P MID 400 EMINI Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |          62 | NC      | $368310.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) Jun26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |      -13133 | NC      | $6738761.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | LONG GILT FUTURE  Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |       -3812 | NC      | $11273166.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | GOLD 100 OZ FUTR  Jun26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          77 | NC      | $1972290.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | DAX INDEX FUTURE  Jun26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |          39 | NC      | $842205.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                  | HSCEI Futures     Apr26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |         381 | NC      | $17489.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | COPPER FUTURE     May26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         229 | NC      | $647837.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                  | HANG SENG IDX FUT Apr26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |         204 | NC      | $311408.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  May26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |          -9 | NC      | $457.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Jun26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          87 | NC      | $-170919.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Jul26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          39 | NC      | $-149431.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NY Harb ULSD Fut  Aug26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          23 | NC      | $-99787.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEFF FINANCIAL DERIVATIVES                       | IBEX 35 INDX FUTR Apr26 | CUSIP: N/A<br>LEI: 959800T2W59YXMVKRU25       | Long             | DE               | CORP              | ES        |         144 | NC      | $734290.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | Euro-BTP Future   Jun26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -6493 | NC      | $3703889.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                   | JPN 10Y BOND(OSE) Jun26 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Short            | DIR              | CORP              | JP        |        -393 | NC      | $-250738.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | IFSC NIFTY 50 FUT Apr26 | CUSIP: N/A<br>LEI: 335800NLY5HYW9I7YE03       | Long             | DE               | CORP              | N/A       |         724 | NC      | $-65502.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | JPN YEN CURR FUT  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |       -1027 | NC      | $349571.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | COFFEE 'C' FUTURE May26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -35 | NC      | $119362.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE (FUTURES MARKET)                  | KOSPI2 INX FUT    Jun26 | CUSIP: N/A<br>LEI: 549300TJ3RRV6Q1UEW14       | Long             | DE               | CORP              | KR        |         282 | NC      | $-1074122.85   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | KC HRW WHEAT FUT  May26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -253 | NC      | $-296912.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME PRI ALUM FUTR Jun26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |         232 | NC      | $1174920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | LIVE CATTLE FUTR  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |         -79 | NC      | $-169290.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | LEAN HOGS FUTURE  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DCO              | CORP              | US        |        -410 | NC      | $170080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME LEAD FUTURE   Jun26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |         -24 | NC      | $-1158.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME COPPER FUTURE Jun26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          63 | NC      | $263645.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                            | LME ZINC FUTURE   Jun26 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          89 | NC      | $238458.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | MSCI EmgMkt       Jun26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |         530 | NC      | $1101700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | MSCI EAFE         Jun26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |         553 | NC      | $2378790.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | ECX EMISSION      Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          14 | NC      | $-18588.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  May26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         418 | NC      | $-155470.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Jun26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          90 | NC      | $-41130.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Jul26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -18 | NC      | $11810.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Aug26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          75 | NC      | $-62540.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | NATURAL GAS FUTR  Sep26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          11 | NC      | $-4930.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | NIKKEI 225  (SGX) Jun26 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |         159 | NC      | $24551.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                   | NIKKEI 225  (OSE) Jun26 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |         239 | NC      | $7589.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | NASDAQ 100 E-MINI Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |         522 | NC      | $7677150.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | NEW ZEALAND $ FUT Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -177 | NC      | $259935.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | Euro-OAT Future   Jun26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -6678 | NC      | $1718247.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BOBL FUTURE  Jun26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -5251 | NC      | $-342649.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | MEXICAN PESO FUT  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         969 | NC      | $252460.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | PLATINUM FUTURE   Jul26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          20 | NC      | $41850.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL       | S&P/TSX 60 IX FUT Jun26 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DE               | CORP              | CA        |         208 | NC      | $1478163.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   May26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         130 | NC      | $228350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         189 | NC      | $268425.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                               | Low Su Gasoil G   Jul26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          76 | NC      | $65600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | E-Mini Russ 2000  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |         151 | NC      | $667815.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BUND FUTURE  Jun26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |       -6381 | NC      | $4530015.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN FUTURE    May26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         540 | NC      | $-491062.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                 | SUGAR #11 (WORLD) May26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |         258 | NC      | $-2822.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Mar27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -710 | NC      | $21744.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Mar28 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -575 | NC      | $499607.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Jun27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -785 | NC      | $151.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Jun28 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -352 | NC      | $371589.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Sep27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -701 | NC      | $169343.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -631 | NC      | $-160342.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | ICE 3MTH SONIA FU Dec27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -566 | NC      | $315436.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | CHF CURRENCY FUT  Jun26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -641 | NC      | $1041906.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Mar27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |       -3844 | NC      | $3473025.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Mar28 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |       -1274 | NC      | $604575.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Jun27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |       -3808 | NC      | $3244500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Jun28 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |       -1043 | NC      | $580887.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Sep27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |       -2875 | NC      | $2652662.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Dec26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |       -3321 | NC      | $3077087.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | 3 MONTH SOFR FUT  Dec27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |       -1444 | NC      | $1056950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                      | SILVER FUTURE     May26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          25 | NC      | $649425.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | SOYBEAN MEAL FUTR May26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |        1222 | NC      | $-753860.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                       | FTSE/MIB IDX FUT  Jun26 | CUSIP: N/A<br>LEI: 8156005391EE905D3124       | Long             | DE               | CORP              | IT        |         257 | NC      | $2301248.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                   | TOPIX INDX FUTR   Jun26 | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |         257 | NC      | $631806.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) Jun26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -8457 | NC      | $-605212.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | FTSE Taiwan Index Apr26 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |          23 | NC      | $-1620.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)Jun26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |      -10022 | NC      | $3682547.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE ENDEX FUTURES                                | TTF NAT GAS F     May26 | CUSIP: N/A<br>LEI: 549300CZW488L20NT866       | Long             | DCO              | CORP              | NL        |         370 | NC      | $-1335780.62   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO-BUXL 30Y BND Jun26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -541 | NC      | $-317161.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) Jun26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -4376 | NC      | $5442625.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                | EURO STOXX 50     Jun26 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |        3458 | NC      | $5212730.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                           | WHEAT FUTURE(CBT) May26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -1156 | NC      | $-1053500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT Jun26 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -2152 | NC      | $4297031.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT May26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         113 | NC      | $209403.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Jun26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          96 | NC      | $-113349.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Jul26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          43 | NC      | $-85499.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                     | GASOLINE RBOB FUT Aug26 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          30 | NC      | $-93265.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                    | AUST 10Y BOND FUT Jun26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |       -1509 | NC      | $-95900.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                    | SPI 200 FUTURES   Jun26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Long             | DE               | CORP              | AU        |         521 | NC      | $284118.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED  | FTSE CHINA A50    Apr26 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Short            | DE               | CORP              | SG        |       -1875 | NC      | $111812.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                    | AUST 3YR BOND FUT Jun26 | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -837 | NC      | $-6529.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | FTSE 100 IDX FUT  Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DE               | CORP              | GB        |        1585 | NC      | $8794656.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

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

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer