# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0000910472-25-000531
**Filing Date:** 2025-8
**Character Count:** 282621
**Document Hash:** bb63e4b716b038b9ebb02fe8a0ad3304
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-000531.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0000910472-25-000531

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**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:** 251278896

**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/Aspect Enhanced Multi-Asset Fund (Series ID: S000083234)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000246756 | Catalyst/Aspect Enhanced Multi-Asset Fund Class I | CASIX           |
| C000246757 | Catalyst/Aspect Enhanced Multi-Asset Fund Class A | CASAX           |
| C000246758 | Catalyst/Aspect Enhanced Multi-Asset Fund Class C | CASCX           |

## 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/Aspect Enhanced Multi-Asset Fund

- **b. EDGAR series identifier (if any):** S000083234

- **c. LEI of Series:** 52990071JDTU8C9T5A05

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $85182221.44

**Total Liabilities:** $51852518.79

**Net Assets:** $33329702.65

**Amount of Assets Invested in Other Investment Companies:** $4175798.30

**Cash Not Reported:** $6019543.14

**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 C000246756 | -7.30%               | 1.65%                | 4.51%                |
| Class ID C000246757 | -7.42%               | 1.65%                | 4.52%                |
| Class ID C000246758 | -7.47%               | 1.66%                | 4.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-324.45                 | $11882.20                                  |
| Month 2  | $-1357.65                | $-90205.30                                 |
| Month 3  | $-51.09                  | $147420.20                                 |

### Schedule of Portfolio Investments

| Name                                                | Title                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $-1749.60     | -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       |    338983 | NC      | $4186.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TWD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    100000 | NC      | $2711.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | SGX Iron Ore 62%  Jul25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | SG        |        -1 | NC      | $-170.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-47.61       | -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       |    274003 | NC      | $483.90       | 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       |    454041 | NC      | $-613.40      | -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       |     25000 | NC      | $-222.13      | -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       |     21358 | NC      | $163.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Short Euro-BTP Fu Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |        49 | NC      | $-8661.12     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-776.93      | -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       |     25000 | NC      | $-1123.50     | -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       |    276893 | NC      | $178.05       | 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       |     40903 | NC      | $-1668.81     | -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       |    274361 | NC      | $445.97       | 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       |     21347 | NC      | $178.52       | 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       |  10121094 | NC      | $-325.30      | -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       |   8431673 | NC      | $304.87       | 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       |     20359 | NC      | $-717.51      | -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       |     50000 | NC      | $-415.33      | -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       |    295090 | NC      | $198.84       | 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       |   4168168 | NC      | $484.05       | 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       |     25000 | NC      | $658.61       | 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       |   7223001 | NC      | $-248.09      | -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       |     21222 | NC      | $350.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     34237 | NC      | $80.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IFSC NIFTY 50 FUT Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | N/A       |         1 | NC      | $-133.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CATTLE FEEDER FUT Aug25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |         3 | NC      | $25025.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    600000 | NC      | $5022.45      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     64195 | NC      | $-551.55      | -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       |     29323 | NC      | $157.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | BP CURRENCY FUT   Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         2 | NC      | $3125.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $-2632.89     | -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       |   2173536 | NC      | $-259.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     32589 | NC      | $329.27       | 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       |     25000 | NC      | $644.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $8.60         | 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       |    139556 | NC      | $-452.81      | -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       |   3613062 | NC      | $-134.91      | -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       |    100000 | NC      | $-3325.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $68.23        | 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       |     25000 | NC      | $-8.51        | -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       |     89205 | NC      | $-1488.02     | -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       |     25000 | NC      | $645.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4219930 | NC      | $123.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Jun27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |         4 | NC      | $1387.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $317.81       | 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       |    273659 | NC      | $520.34       | 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       |    292557 | NC      | $450.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | COFFEE 'C' FUTURE Dec25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |         1 | NC      | $-20362.50    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4224723 | NC      | $90.61        | 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       | 211218810 | NC      | $-1058.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Mar26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -2 | NC      | $-1175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY Harb ULSD Fut  Aug25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         1 | NC      | $-9559.40     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    291912 | NC      | $514.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $67.77        | 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       |     25000 | NC      | $1248.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Dec25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |        10 | NC      | $47.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    454447 | NC      | $-636.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-1026.56     | -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       |     21222 | NC      | $350.22       | 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       |    276968 | NC      | $170.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Jun26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |        13 | NC      | $1021.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-42.06       | -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       |     25000 | NC      | $-58.23       | -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       |     23501 | NC      | $-205.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    289580 | NC      | $745.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Sep26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |         9 | NC      | $1224.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $439.16       | 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       |   3613306 | NC      | $-136.61      | -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       |   4223732 | NC      | $97.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4225699 | NC      | $83.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    554010 | NC      | $332.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | SILVER FUTURE     Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         2 | NC      | $-2240.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4130691 | NC      | $744.76       | 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       |     50000 | NC      | $-1447.30     | -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       |    150000 | NC      | $257.53       | 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       |    278475 | NC      | $10.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |        -1 | NC      | $-1138.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   3657989 | NC      | $-447.45      | -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       |     50000 | NC      | $-1256.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Aug25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |        11 | NC      | $18420.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $6.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         7 | NC      | $926.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $-297.26      | -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       |     25000 | NC      | $-749.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | SUGAR #11 (WORLD) Oct25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |       -21 | NC      | $17808.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    816852 | NC      | $-205.02      | -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       |     25000 | NC      | $1348.23      | 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       |   2889060 | NC      | $-1219.62     | -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       |    292419 | NC      | $463.94       | 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       |     34243 | NC      | $-162.33      | -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       |     25000 | NC      | $-841.12      | -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       |    291587 | NC      | $546.44       | 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       |    125000 | NC      | $2110.97      | 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       |    125000 | NC      | $-2497.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $1896.41      | 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       |     21315 | NC      | $222.15       | 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       |   2162586 | NC      | $-132.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUXL 30Y BND Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -2 | NC      | $3076.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    453404 | NC      | $-577.48      | -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       |    273448 | NC      | $542.63       | 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       |   2880950 | NC      | $-1075.85     | -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       |   4154550 | NC      | $578.78       | 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       |     25000 | NC      | $1318.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | COTTON NO.2 FUTR  Dec25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |        -6 | NC      | $1215.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    150000 | NC      | $122.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | CAN 10YR BOND FUT Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |         1 | NC      | $256.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21351 | NC      | $172.05       | 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       |     25000 | NC      | $132.21       | 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       |     21313 | NC      | $224.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    276949 | NC      | $172.15       | 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       |     25000 | NC      | $1050.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |        -3 | NC      | $-3353.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     75000 | NC      | $-2499.38     | -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       |     25000 | NC      | $-376.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  10104003 | NC      | $-274.97      | -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       |     32235 | NC      | $-383.68      | -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       |     25000 | NC      | $1327.25      | 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       |     25000 | NC      | $275.84       | 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       |     25000 | NC      | $-23.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21350 | NC      | $173.76       | 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       |   2174211 | NC      | $-267.59      | -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       |    276552 | NC      | $214.19       | 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       | 212530920 | NC      | $-1375.95     | -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       |    100000 | NC      | $-3343.40     | -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       |   2159011 | NC      | $-90.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $318.19       | 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       |   7206224 | NC      | $-131.38      | -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       |     50000 | NC      | $510.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  20193061 | NC      | $-505.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4175256 | NC      | $434.74       | 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       |     50000 | NC      | $1821.78      | 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       |    278996 | NC      | $-44.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $2170.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - IDR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $229.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     29327 | NC      | $153.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        13 | NC      | $4467.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4175885 | NC      | $430.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     42719 | NC      | $322.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Mar27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         8 | NC      | $-733.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | MSCI SING IX ETS  Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         4 | NC      | $2383.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES        | OMXS30 IND FUTURE Jul25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | SE        |        -1 | NC      | $-278.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Dec26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |         5 | NC      | $664.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     42918 | NC      | $48.54        | 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       |     25000 | NC      | $147.19       | 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       |     75000 | NC      | $-2736.76     | -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       |     50000 | NC      | $-357.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21324 | NC      | $209.12       | 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       |     25000 | NC      | $29.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     42705 | NC      | $341.65       | 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       |   4138981 | NC      | $687.09       | 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       |     21289 | NC      | $257.29       | 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       |     25000 | NC      | $7.59         | 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       |     23450 | NC      | $-141.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-200.75      | -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       |    273714 | NC      | $514.49       | 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       |     30251 | NC      | $246.78       | 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       |  10112411 | NC      | $-299.73      | -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       |     21347 | NC      | $178.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4168267 | NC      | $483.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $2209.20      | 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       |     25000 | NC      | $211.21       | 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       |    150000 | NC      | $227.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     28871 | NC      | $609.53       | 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       |     21338 | NC      | $190.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21354 | NC      | $168.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    106806 | NC      | $-141.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HSCEI Futures     Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |        15 | NC      | $1617.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    294065 | NC      | $300.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - IDR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $482.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-39.48       | -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       |    179359 | NC      | $-89.35       | -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       |    295338 | NC      | $174.29       | 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       |     25000 | NC      | $1290.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    277453 | NC      | $118.76       | 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       |     21365 | NC      | $153.84       | 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       |     50000 | NC      | $1728.78      | 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       |    150000 | NC      | $-3080.28     | -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       |    292126 | NC      | $492.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4163208 | NC      | $518.55       | 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       |    276811 | NC      | $186.69       | 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       |     25000 | NC      | $1293.72      | 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       |    137878 | NC      | $-146.68      | -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       |    125000 | NC      | $4099.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $1346.12      | 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       |   2178511 | NC      | $-317.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - THB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   1050000 | NC      | $4102.67      | 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       |   4150062 | NC      | $610.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $121.01       | 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       |    274359 | NC      | $446.21       | 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       |    100000 | NC      | $-3462.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21394 | NC      | $113.56       | 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       |   4145680 | NC      | $640.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21351 | NC      | $172.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     23423 | NC      | $-107.14      | -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       |    125000 | NC      | $-4297.37     | -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       |    294909 | NC      | $216.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Dec26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |         6 | NC      | $927.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MONEP                                | CAC40 10 EURO FUT Jul25 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DE               | CORP              | FR        |         2 | NC      | $-323.66      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     68534 | NC      | $100.35       | 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       |    295417 | NC      | $166.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | TOPIX INDX FUTR   Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | JP        |         1 | NC      | $4599.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    137933 | NC      | $-156.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $108.47       | 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       |     32711 | NC      | $208.17       | 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       |     25000 | NC      | $-843.12      | -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       |    272795 | NC      | $611.69       | 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       |     25000 | NC      | $-803.20      | -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       |    150000 | NC      | $291.78       | 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       |    274112 | NC      | $472.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PEN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    650000 | NC      | $13992.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21343 | NC      | $184.22       | 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       |     31957 | NC      | $-164.92      | -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       |    179359 | NC      | $-89.40       | -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       |    293853 | NC      | $321.55       | 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       |    289552 | NC      | $748.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4209485 | NC      | $196.62       | 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       |     64191 | NC      | $-548.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | EURO FX CURR FUT  Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         1 | NC      | $506.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    295677 | NC      | $140.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - COP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-38.66       | -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       |     21238 | NC      | $327.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BURSA MALAYSIA                                      | CRUDE PALM OIL FU Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | MY        |         1 | NC      | $-784.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     89780 | NC      | $-1658.58     | -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       |     25000 | NC      | $826.39       | 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       |   2176361 | NC      | $-292.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND(CBT) Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -1 | NC      | $-3968.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    358284 | NC      | $-118.12      | -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       |     20413 | NC      | $-785.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    292178 | NC      | $487.81       | 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       |     25000 | NC      | $135.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $-2549.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $1059.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Sep26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |        10 | NC      | $902.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $1022.60      | 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       |     25000 | NC      | $-779.08      | -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       |   4130365 | NC      | $747.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -8 | NC      | $3525.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     34310 | NC      | $6.98         | 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       |    290082 | NC      | $695.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | CANOLA FUTR (WCE) Nov25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |         6 | NC      | $-47.89       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   2177641 | NC      | $-307.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         9 | NC      | $-1414.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    276763 | NC      | $191.82       | 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       |    453133 | NC      | $-562.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LEAN HOGS FUTURE  Oct25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |        13 | NC      | $-1320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    279184 | 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       |   3596478 | NC      | $-19.54       | -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       |     75000 | NC      | $-2757.95     | -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       |    296174 | NC      | $91.30        | 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       |    183066 | NC      | $-1551.28     | -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       |     89673 | NC      | $-1626.94     | -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       |    546160 | NC      | $1163.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    295235 | NC      | $184.44       | 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       |   7181993 | NC      | $37.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PHP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    450000 | NC      | $-5037.43     | -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       |     25000 | NC      | $-156.73      | -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       |    450467 | NC      | $-411.82      | -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       |     25000 | NC      | $-620.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  SEP27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         7 | NC      | $-650.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        14 | NC      | $5309.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    274109 | NC      | $472.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME COPPER FUTURE Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | N/A       |         1 | NC      | $4100.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUND FUTURE  Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         1 | NC      | $-556.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4203181 | NC      | $240.47       | 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       |     20288 | NC      | $-628.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE       Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -9 | NC      | $3337.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     88568 | NC      | $-1298.85     | -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       |    290022 | NC      | $701.78       | 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       |    825174 | NC      | $-461.82      | -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       |     50000 | NC      | $478.57       | 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       |    338476 | NC      | $4693.64      | 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       |    816624 | NC      | $-198.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COFF ROBUSTA 10tn Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |        -1 | NC      | $1200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $2120.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |        -3 | NC      | $6093.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4142845 | NC      | $660.21       | 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       |   7209555 | 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       |   1398227 | NC      | $211.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $355.40       | 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       |    150000 | NC      | $2527.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $-1367.29     | -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       |     50000 | NC      | $-1597.60     | -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       |   1950000 | NC      | $-38157.75    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   8338388 | NC      | $953.82       | 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       |     25000 | NC      | $166.04       | 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       |     50000 | NC      | $207.82       | 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       |     25000 | NC      | $-358.04      | -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       |     25000 | NC      | $116.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    278787 | NC      | $-22.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | WHITE SUGAR (ICE) Oct25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DCO              | CORP              | GB        |        -2 | NC      | $-305.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   7251944 | NC      | $-449.44      | -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       |    292449 | NC      | $460.96       | 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       |     68653 | NC      | $-447.36      | -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       |  68665500 | NC      | $-997.39      | -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       |     25000 | NC      | $646.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |         5 | NC      | $1828.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21226 | NC      | $344.82       | 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       |   2813965 | NC      | $111.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | GOLD 100 OZ FUTR  Aug25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         7 | NC      | $-26560.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    274309 | NC      | $451.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    338983 | NC      | $4186.24      | 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       |   7219275 | NC      | $-222.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO STOXX 50     Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |         7 | NC      | $1780.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   8288731 | NC      | $1299.27      | 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       |     34251 | NC      | $-168.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Mar26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |        15 | NC      | $-949.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     20418 | NC      | $-791.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  10112326 | NC      | $-299.48      | -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       |   7169936 | NC      | $121.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | S&P500 EMINI FUT  Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |        66 | NC      | $731717.50    | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Jun27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        10 | NC      | $3096.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $-4344.46     | -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       |     25000 | NC      | $106.41       | 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       |    359007 | NC      | $-219.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    150000 | NC      | $-3066.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $16.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | MSCI EmgMkt       Sep25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |         8 | NC      | $9600.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $1362.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $52.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $121.04       | 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       |     25000 | NC      | $-772.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-40.96       | -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       |     25000 | NC      | $1202.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    107108 | NC      | $-225.19      | -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       |     42825 | NC      | $176.73       | 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       |    451782 | NC      | $-485.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-133.62      | -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       |   2162736 | NC      | $-134.23      | -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       |     75000 | NC      | $-3073.94     | -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       |     21243 | NC      | $320.62       | 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       |    819557 | NC      | $-288.48      | -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       |    274770 | NC      | $402.69       | 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       |     89228 | NC      | $-1494.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21351 | NC      | $173.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR  Dec25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         6 | NC      | $-7038.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $197.29       | 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       |    300000 | NC      | $399.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     68648 | NC      | $-14.56       | -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       |    294022 | NC      | $304.80       | 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       |   4150094 | NC      | $609.78       | 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       |     25000 | NC      | $-37.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |         4 | NC      | $1999.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    445037 | NC      | $-105.45      | -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       |     25000 | NC      | $54.14        | 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       |     88622 | NC      | $-1314.69     | -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       |    293094 | NC      | $396.96       | 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       |    125000 | NC      | $-4582.85     | -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       |    274121 | NC      | $471.41       | 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       |   7277227 | NC      | $-625.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $109.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Oct25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |         9 | NC      | $6660.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   7238940 | NC      | $-358.97      | -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       |    278476 | NC      | $10.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    274770 | NC      | $402.75       | 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       |     34358 | NC      | $-41.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    274252 | NC      | $457.57       | 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       |     25000 | NC      | $-779.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21423 | NC      | $74.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $99.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $115.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |         2 | NC      | $335.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4233655 | NC      | $28.48        | 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       |    276861 | NC      | $181.45       | 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       |    900000 | NC      | $9071.76      | 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       |    453419 | NC      | $-578.33      | -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       |   3613035 | NC      | $-134.72      | -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       |     68839 | NC      | $-584.22      | -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       |     25000 | NC      | $169.43       | 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       |    139411 | NC      | $-426.29      | -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       |     25000 | NC      | $12.23        | 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       |   4225620 | NC      | $84.37        | 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       |     34230 | NC      | $-153.05      | -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       |    295296 | NC      | $178.45       | 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       |     25000 | NC      | $168.79       | 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       |    550000 | NC      | $3200.02      | 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       |     75000 | NC      | $-2494.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Sep26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        13 | NC      | $4306.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $132.61       | 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       |     21361 | NC      | $159.33       | 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       |    292684 | NC      | $437.56       | 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       |     50000 | NC      | $290.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | AUST 3YR BOND FUT Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |        46 | NC      | $3175.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21367 | NC      | $150.45       | 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       |     20383 | NC      | $-747.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    274147 | NC      | $468.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         8 | NC      | $-803.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $52.89        | 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       |     50000 | NC      | $-607.34      | -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       |     29283 | NC      | $197.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $2244.96      | 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       |     21276 | NC      | $275.71       | 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       |    100000 | NC      | $-3389.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $314.02       | 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       |    277911 | NC      | $70.35        | 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       |    293313 | NC      | $375.22       | 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       |    413829 | NC      | $-1389.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - COP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $-44.80       | -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       |    292896 | NC      | $416.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    372284 | NC      | $5202.55      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-29.97       | -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       |    278590 | NC      | $-1.56        | -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       |     58126 | NC      | $834.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4219796 | NC      | $124.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     15127 | NC      | $122.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Mar27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        12 | NC      | $4630.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4200932 | NC      | $256.12       | 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       |     42612 | NC      | $468.99       | 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       |     25000 | NC      | $-632.36      | -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       |     25000 | NC      | $82.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    292254 | NC      | $480.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    289846 | NC      | $719.21       | 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       |    295253 | NC      | $182.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    150000 | NC      | $-3101.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-352.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $-1938.17     | -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       |    125000 | NC      | $2223.34      | 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       |     20418 | NC      | $-792.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4223798 | NC      | $97.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     75000 | NC      | $629.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    685646 | NC      | $21889.87     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-199.79      | -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       |     25000 | NC      | $166.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    175000 | NC      | $-2847.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Mar27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |         3 | NC      | $737.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-20.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - COP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    500000 | NC      | $2786.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CZK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $90.23        | 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       |   4203388 | NC      | $239.03       | 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       |    107132 | NC      | $-231.61      | -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       |     50000 | NC      | $563.89       | 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       |   4198557 | NC      | $272.64       | 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       |    137900 | NC      | $-150.76      | -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       |   4200982 | NC      | $255.77       | 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       |    150000 | NC      | $5078.84      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    277828 | NC      | $79.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $-296.20      | -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       |     50000 | NC      | $-362.55      | -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       |     50000 | NC      | $-94.50       | -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       |    295602 | NC      | $148.00       | 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       |   4299300 | NC      | $35.69        | 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       |     50000 | NC      | $1224.81      | 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       |    291316 | NC      | $573.40       | 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       |     50000 | NC      | $-954.05      | -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       |   7267132 | NC      | $-555.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    375000 | NC      | $2269.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Dec25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |         8 | NC      | $393.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21314 | NC      | $223.19       | 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       |    100000 | NC      | $-3495.76     | -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       |    573825 | NC      | $2020.61      | 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       |    278924 | NC      | $-36.84       | -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       |    296221 | NC      | $86.62        | 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       |     31957 | NC      | $-164.73      | -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       |     25000 | NC      | $41.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Dec26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |         2 | NC      | $700.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-157.25      | -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       |    289774 | NC      | $726.36       | 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       |     25000 | NC      | $355.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | RED WHEAT FUT MGE Sep25 | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Short            | DCO              | CORP              | US        |        -1 | NC      | $300.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $728.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         4 | NC      | $1448.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    175000 | NC      | $435.87       | 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       |     20413 | NC      | $-785.08      | -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       |   1640424 | NC      | $-617.39      | -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       |     50000 | NC      | $-99.15       | -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       |    214316 | NC      | $-477.86      | -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       |   4139178 | NC      | $685.72       | 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       |    823862 | NC      | $-421.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4139409 | NC      | $684.11       | 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       |   1398252 | NC      | $210.63       | 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       |     23463 | NC      | $-158.21      | -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       |    716161 | NC      | $-179.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4229191 | NC      | $59.53        | 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       |    274325 | NC      | $449.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | SUGAR #11 (WORLD) Mar26 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |       -10 | NC      | $5387.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JSE EQUITY DERIVATIVES MARKET                       | FTSE/JSE TOP 40   Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | ZA        |         5 | NC      | $2838.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COFFEE 'C' FUTURE Sep25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |         1 | NC      | $-22012.50    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4173003 | NC      | $450.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HANG SENG IDX FUT Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | HK        |         6 | NC      | $3222.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21435 | NC      | $57.04        | 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       |     20356 | NC      | $-713.67      | -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       |    177681 | NC      | $-34.66       | -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       |     25000 | NC      | $-68.82       | -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       |    250000 | NC      | $1473.77      | 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       |     25000 | NC      | $1265.28      | 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       |     25000 | NC      | $60.76        | 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       |  10122201 | NC      | $-328.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PLATINUM FUTURE   Oct25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         5 | NC      | $17745.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21311 | NC      | $226.94       | 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       |    277251 | NC      | $140.12       | 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       |    295725 | NC      | $135.80       | 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       |     21308 | NC      | $232.13       | 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       |     30349 | NC      | $148.74       | 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       |    819484 | NC      | $-286.25      | -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       |     25000 | NC      | $296.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         6 | NC      | $-1312.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | NASDAQ 100 E-MINI Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |         1 | NC      | $14784.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     29282 | NC      | $198.82       | 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       |     50000 | NC      | $-931.85      | -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       |    177540 | NC      | $-2717.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Sep26 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |         1 | NC      | $100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COPPER FUTURE     Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | US        |         4 | NC      | $13337.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $54.91        | 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       |     50000 | NC      | $118.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     34028 | NC      | $288.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $335.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Mar27 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |         3 | NC      | $528.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $408.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21435 | NC      | $56.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     42841 | NC      | $154.50       | 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       |     25000 | NC      | $443.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     68665 | NC      | $-30.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $220.32       | 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       |     25000 | NC      | $747.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT  Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -10 | NC      | $9887.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    289879 | NC      | $715.98       | 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       |  11844442 | NC      | $-29651.17    | -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       |    445566 | NC      | $-135.34      | -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       |     34356 | NC      | $-39.24       | -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       |     25000 | NC      | $53.22        | 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       |     25000 | NC      | $81.56        | 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       |     21378 | NC      | $135.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - COP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $-286.30      | -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       |    443737 | NC      | $-32.12       | -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       |    273192 | NC      | $569.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $2098.33      | 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       |     42364 | NC      | $808.59       | 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       |     20288 | NC      | $-628.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    150000 | NC      | $-2596.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | MSCI EAFE         Sep25 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |         4 | NC      | $5456.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    274303 | NC      | $452.16       | 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       |     25000 | NC      | $96.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    292526 | NC      | $453.26       | 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       |   7245055 | NC      | $-401.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         4 | NC      | $-399.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   3676199 | NC      | $-574.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE       Dec25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -4 | NC      | $275.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    338523 | NC      | $4646.59      | 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       |     58706 | NC      | $254.90       | 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       |    296025 | NC      | $106.08       | 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       |   4228217 | NC      | $66.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     46946 | NC      | $-340.33      | -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       |    139195 | NC      | $-386.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-OAT Future   Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         2 | NC      | $-2086.43     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    278558 | NC      | $1.86         | 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       |    278966 | NC      | $-41.34       | -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       |     23465 | NC      | $-159.89      | -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       |   4233840 | NC      | $27.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $41.86        | 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       |    276433 | NC      | $226.76       | 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       |   4144959 | NC      | $645.50       | 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       |    576864 | NC      | $1719.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BORSA ISTANBUL - FUTURES AND OPTIONS MARKET         | BIST 30 FUTURES   Aug25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | TR        |       -22 | NC      | $-4104.59     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    273555 | NC      | $531.34       | 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       |    214189 | NC      | $-442.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Mar27 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |         4 | NC      | $580.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    289634 | NC      | $740.23       | 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       |    150000 | NC      | $300.79       | 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       |     64140 | NC      | $-507.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    130020 | NC      | $1654.60      | 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       |    100000 | NC      | $785.59       | 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       |     50000 | NC      | $50.13        | 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       |     50000 | NC      | $-1114.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | NIKKEI 225  (SGX) Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         1 | NC      | $815.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    750000 | NC      | $23799.98     | 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       |     20445 | NC      | $-826.19      | -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       |     20379 | NC      | $-742.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    150000 | NC      | $-3017.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $185.88       | 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       |     87261 | NC      | $-910.70      | -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       |    961875 | NC      | $-1155.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                           | SET50 FUTURES     Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | TH        |       -55 | NC      | $-7194.86     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    150000 | NC      | $335.10       | 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       |    825234 | NC      | $-463.67      | -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       |    137879 | NC      | $-146.79      | -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       |     21365 | NC      | $152.98       | 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       |   8370377 | NC      | $731.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    107133 | NC      | $-232.04      | -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       |    400000 | NC      | $419.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     15123 | NC      | $125.52       | 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       |     23387 | NC      | $-61.08       | -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       |     20446 | NC      | $-827.22      | -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       |    100000 | NC      | $-3563.14     | -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       |   4198028 | NC      | $276.32       | 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       |     25000 | NC      | $-42.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $67.92        | 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       |     25000 | NC      | $-805.06      | -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       |    293993 | NC      | $307.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | FTSE 100 IDX FUT  Sep25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DE               | CORP              | GB        |         6 | NC      | $-9484.42     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $188.67       | 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       |    548179 | NC      | $949.50       | 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       |     34309 | NC      | $7.48         | 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       |    276989 | NC      | $167.94       | 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       |  68783550 | NC      | $-1085.06     | -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       |   4154425 | NC      | $579.65       | 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       |     32106 | NC      | $-282.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     34025 | NC      | $291.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    372825 | NC      | $4661.48      | 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       |     25000 | NC      | $60.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     30397 | NC      | $100.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21338 | NC      | $190.01       | 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       |    278283 | NC      | $30.91        | 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       |     28871 | NC      | $609.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Jun26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         9 | NC      | $-1904.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $131.22       | 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       |   3614623 | NC      | $-145.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     57883 | NC      | $1078.20      | 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       |    139449 | NC      | $-433.22      | -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       |     25000 | NC      | $53.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB IDX FUT  Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | IT        |         3 | NC      | $7148.51      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-224.43      | -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       |     86949 | NC      | $-818.09      | -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       |     25000 | NC      | $78.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Sep27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         6 | NC      | $2162.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    278734 | NC      | $-16.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CZK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $91.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | AUST 10Y BOND FUT Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |        10 | NC      | $1499.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21399 | NC      | $106.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PALLADIUM FUTURE  Sep25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         1 | NC      | $2560.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $2197.94      | 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       |     25000 | NC      | $-376.84      | -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       |     25000 | NC      | $-332.19      | -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       |     68462 | NC      | $-307.40      | -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       |    453449 | NC      | $-580.02      | -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       |    358784 | NC      | $-188.00      | -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       |     23463 | NC      | $-157.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | JPN 10Y BOND(OSE) Sep25 | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              | CORP              | JP        |        -2 | NC      | $-4271.63     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21227 | NC      | $342.38       | 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       |    450121 | NC      | $-392.26      | -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       |     50000 | NC      | $-1086.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-SCHATZ FUT   Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |        22 | NC      | $-3149.19     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   1350000 | NC      | $75239.13     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $1065.38      | 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       |    295998 | NC      | $108.71       | 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       |   1629978 | NC      | $-295.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First American Funds Inc.                           | FIRST AM-TR OB-X        | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |  13307789 | PA      | $13307788.94  | 39.93%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Jun26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |        12 | NC      | $1540.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21416 | NC      | $83.48        | 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       |   4209510 | NC      | $196.44       | 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       |    816789 | NC      | $-203.09      | -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       |   7255139 | NC      | $-471.67      | -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       |   4218067 | NC      | $136.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BOBL FUTURE  Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         7 | NC      | $-2624.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    175000 | NC      | $5795.63      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $-55.42       | -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       |     25000 | NC      | $-669.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-BTP Future   Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |        12 | NC      | $7272.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    295773 | NC      | $131.06       | 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       |     32151 | NC      | $-318.09      | -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       |   7293649 | NC      | $-739.57      | -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       |     50000 | NC      | $-883.82      | -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       |    443275 | NC      | $-6.08        | -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       |   3657722 | NC      | $-445.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    372854 | NC      | $4632.20      | 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       |     42785 | NC      | $231.04       | 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       |    294616 | NC      | $245.88       | 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       |   2163908 | NC      | $-147.85      | -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       |    182455 | NC      | $-1379.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     34294 | NC      | $23.21        | 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       |     21244 | NC      | $319.95       | 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       |    300000 | NC      | $975.94       | 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       |   4139561 | NC      | $683.06       | 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       |     50000 | NC      | $-1387.30     | -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       |    571704 | NC      | $17908.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-133.06      | -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       |     25000 | NC      | $-223.13      | -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       |     50000 | NC      | $401.07       | 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       |     25000 | NC      | $-614.98      | -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       |    107123 | NC      | $-229.22      | -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       |    289448 | NC      | $758.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    292721 | NC      | $433.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | FTSE Taiwan Index Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |         1 | NC      | $974.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21290 | NC      | $256.90       | 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       |    276734 | NC      | $194.83       | 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       |    372909 | NC      | $4577.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 820035520 | NC      | $-623.25      | -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       |     32073 | NC      | $-256.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    339086 | NC      | $4083.34      | 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       |    338405 | NC      | $4764.34      | 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       |    138001 | NC      | $-169.18      | -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       |     25000 | NC      | $-29.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MILL WHEAT EURO   Sep25 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DCO              | CORP              | FR        |       -24 | NC      | $11306.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $29.83        | 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       |    295651 | NC      | $143.14       | 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       |     21354 | NC      | $168.87       | 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       |     25000 | NC      | $16.64        | 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       |     25000 | NC      | $97.35        | 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       |     50000 | NC      | $304.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | S&P/TSX 60 IX FUT Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | CA        |         4 | NC      | $12135.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Dec25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -4 | NC      | $-1837.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    556758 | NC      | $41.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - COP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $6.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21324 | NC      | $209.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Mar26 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |        16 | NC      | $1776.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4142418 | NC      | $663.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    278484 | NC      | $9.65         | 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       |   2158211 | NC      | $-81.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21378 | NC      | $135.72       | 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       |    125000 | NC      | $4241.77      | 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       |  74158110 | NC      | $14757.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4225348 | NC      | $86.26        | 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       |     23500 | NC      | $-204.47      | -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       |     88530 | NC      | $-1287.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Dec25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |         6 | NC      | $9680.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $1694.62      | 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       |     68259 | NC      | $374.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LEAN HOGS FUTURE  Aug25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |        10 | NC      | $-3390.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    150000 | NC      | $5074.44      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Low Su Gasoil G   Aug25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         1 | NC      | $-8275.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-63.94       | -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       |     25000 | NC      | $-637.32      | -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       |     25000 | NC      | $-1036.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | SPI 200 FUTURES   Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | AU        |         4 | NC      | $-1197.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $525.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    292325 | NC      | $473.25       | 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       |    274296 | NC      | $452.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE    Nov25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -2 | NC      | $-375.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | BRENT CRUDE FUTR  Sep25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |         1 | NC      | $-8770.00     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    300000 | NC      | $657.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4174173 | NC      | $442.27       | 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       |  10104884 | NC      | $-277.57      | -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       |     25000 | NC      | $-7.16        | -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       |   2150000 | NC      | $26608.48     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | CAN 5YR BOND FUT  Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |         5 | NC      | $679.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE  Aug25 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |         1 | NC      | $-9420.00     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     31979 | NC      | $-182.05      | -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       |     32238 | NC      | $-386.14      | -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       |     32096 | NC      | $-274.48      | -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       |    294759 | NC      | $231.74       | 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       |     25000 | NC      | $1215.78      | 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       |    106811 | NC      | $-142.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Sep26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         9 | NC      | $-1243.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    175000 | NC      | $3114.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | LONG GILT FUTURE  Sep25 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |        -3 | NC      | $-9393.75     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   3676776 | NC      | $-578.15      | -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       |    293547 | NC      | $351.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) Dec25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |        -6 | NC      | $3350.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-1119.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    150000 | NC      | $5031.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     29310 | NC      | $171.10       | 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       |    211438 | NC      | $2045.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  JUN27 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         8 | NC      | $-910.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Dec27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |         4 | NC      | $1062.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    150000 | NC      | $2559.19      | 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       |    325000 | NC      | $678.61       | 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       |    294229 | NC      | $284.27       | 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       |     25000 | NC      | $-670.19      | -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       |     32067 | NC      | $-251.91      | -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       |     32152 | NC      | $-318.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                       | ISHARES CORE U.S        | CUSIP: 464287226<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    130085 | NS      | $12904432.00  | 38.72%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    276813 | NC      | $186.47       | 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       |    137885 | NC      | $-147.97      | -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       |    358360 | NC      | $-128.71      | -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       |     25000 | NC      | $800.07       | 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       |  23796678 | NC      | $-540.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     23445 | NC      | $-135.23      | -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       |     75000 | NC      | $-2673.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - KRW | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $137.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    100000 | NC      | $-3479.57     | -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       |     40958 | NC      | $-1738.31     | -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       |     50000 | NC      | $-1261.05     | -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       |    289644 | NC      | $739.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Mar26 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |        14 | NC      | $5005.23      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    294693 | NC      | $238.22       | 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       |    293308 | NC      | $375.66       | 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       |     21279 | NC      | $271.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    294857 | NC      | $221.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CATTLE FEEDER FUT Sep25 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |         2 | NC      | $18850.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    824487 | NC      | $-440.60      | -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       |   8334968 | NC      | $977.61       | 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       |    125000 | NC      | $2074.68      | 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       |   4175613 | NC      | $432.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $48.00        | 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       |   3596728 | NC      | $-21.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21364 | NC      | $154.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    150000 | NC      | $-2716.51     | -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       |     25000 | NC      | $-741.15      | -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       |    276432 | NC      | $226.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR Dec25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |       -34 | NC      | $49690.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     20358 | NC      | $-715.93      | -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       |     75000 | NC      | $-2663.23     | -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       |   7234056 | NC      | $-325.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | CAN 2YR BOND FUT  Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | CA        |        31 | NC      | $2154.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     23463 | NC      | $-158.25      | -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       |    274058 | NC      | $478.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    125000 | NC      | $2073.79      | 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       |     23446 | NC      | $-136.40      | -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       |     25000 | NC      | $221.29       | 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       |   2841665 | NC      | $-379.36      | -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       |     25000 | NC      | $413.24       | 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       |    125000 | NC      | $-4568.49     | -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       |     25000 | NC      | $-63.49       | -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       |     30361 | NC      | $136.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    276778 | NC      | $190.20       | 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       |     50000 | NC      | $93.53        | 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       |    816992 | NC      | $-209.34      | -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       |   2160881 | NC      | $-112.67      | -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       |     21309 | NC      | $230.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $-1019.80     | -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       |  23802428 | NC      | $-546.48      | -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       |     34238 | NC      | $79.00        | 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       |    451983 | NC      | $-497.33      | -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       |     25000 | NC      | $91.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | DAX INDEX FUTURE  Sep25 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DE               | CORP              | DE        |         1 | NC      | $13848.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4217993 | NC      | $137.43       | 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       |    277181 | NC      | $147.52       | 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       |     23385 | NC      | $-58.87       | -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       |     25000 | NC      | $1295.22      | 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       |     25000 | NC      | $-332.59      | -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       |     32723 | NC      | $196.11       | 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       |     25000 | NC      | $41.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $-986.41      | -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       |    294822 | NC      | $225.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | N/A       |         2 | NC      | $889.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   1626704 | NC      | $-194.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     75000 | NC      | $-1508.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | FTSE CHINA A50    Jul25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | SG        |        65 | NC      | $-3338.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | DJIA MINI e-CBOT  Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DE               | CORP              | US        |         1 | NC      | $2665.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    200000 | NC      | $379.81       | 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       |   7220250 | NC      | $-228.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     23439 | NC      | $-127.37      | -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       |     88513 | NC      | $-1282.52     | -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       |    893052 | NC      | $-378.97      | -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       |   4175330 | NC      | $434.22       | 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       |    180731 | NC      | $-893.65      | -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       |    274151 | NC      | $468.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $298.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    175000 | NC      | $5686.78      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT Sep25 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -2 | NC      | $-11015.62    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    294247 | NC      | $282.54       | 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       |     20365 | NC      | $-724.86      | -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       |     31979 | NC      | $-181.93      | -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       |   2180936 | NC      | $-345.74      | -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       |     34304 | NC      | $13.20        | 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       |     25000 | NC      | $1029.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     68572 | NC      | $61.50        | 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       |    274426 | NC      | $439.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21366 | NC      | $152.06       | 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       |     25000 | NC      | $-31.34       | -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       |     25000 | NC      | $-224.76      | -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       |     23452 | NC      | $-143.44      | -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       |    125000 | NC      | $2294.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     25000 | NC      | $319.79       | 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       |     25000 | NC      | $525.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Sep25 | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | AU        |         1 | NC      | $47.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     21364 | NC      | $154.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Sep27 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DIR              | CORP              | US        |         4 | NC      | $1337.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     50000 | NC      | $737.01       | 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       |     29307 | NC      | $174.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    295409 | NC      | $167.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   4163171 | NC      | $518.81       | 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       |    274157 | NC      | $467.61       | 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       |     21336 | NC      | $193.34       | 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       |     50000 | NC      | $-922.44      | -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       |     34231 | NC      | $-153.58      | -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       |     21233 | NC      | $334.39       | 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       |     25000 | NC      | $39.41        | 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       |    250000 | NC      | $2519.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CZK | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    350000 | NC      | $1498.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-28

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

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer