NPORT-P false 0000882443 XXXXXXXX S000084098 C000248365 C000248367 C000248366 AMG Funds I 811-06520 0000882443 549300SY4O1O812XWI71 680 Washington Blvd. Suite 500 Stamford 06901 800-548-4539 AMG Systematica Managed Futures Strategy Fund S000084098 254900K8IOXKHZ1P6439 2026-09-30 2026-06-30 N 7175148.54 703932.50 6471216.04 0.00000000 0.00000000 305.76000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2537069.00000000 AUD CAD EUR GBP KRW USD N N/A N/A CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -56.00000000 USD 72.44000000 SGD 2026-07-02 0.00000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -303.77000000 -0.00469417182 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -100000.00000000 NZD 56520.97000000 USD 2026-07-15 -303.77000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2.75000000 0.000042495876 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1702.44000000 USD 29822.00000000 MXN 2026-07-01 2.75000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 2.00000000 NC -1473.42000000 -0.02276882723 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long UNITED KINGDOM GILT United Kingdom Gilt 2026-09-28 237392.61000000 USD -1473.42000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -761.70000000 -0.01177058523 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -66531.10000000 USD 20492186.00000000 HUF 2026-07-15 -761.70000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 -15.00000000 NC 2844.12000000 0.043950317566 N/A DE CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Short EURO STOXX 50 VOLATILITY INDEX EURO STOXX 50 VOLATILITY INDEX 2026-07-22 -33418.35000000 USD 2844.12000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 0.53000000 0.000008190114 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -159137937.14000000 KRW 102887.00000000 USD 2026-09-16 0.53000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -1778.22000000 -0.02747891569 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -41497.58000000 USD 393244.00000000 NOK 2026-07-15 -1778.22000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3895.72000000 0.060200740879 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -200000.00000000 EUR 232559.24000000 USD 2026-07-15 3895.72000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -116.32000000 -0.00179749832 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -378978.00000000 PLN 100624.67000000 USD 2026-07-15 -116.32000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 0.80000000 0.000012362436 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -488.00000000 USD 394.86000000 CHF 2026-07-02 0.80000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 4137.95000000 0.063943932244 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -343440.00000000 CAD 246462.38000000 USD 2026-07-15 4137.95000000 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 -10.00000000 NC USD -4300.99000000 -0.06646339688 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Short SUGAR #11 SUGAR #11 2026-09-30 -161683.01000000 USD -4300.99000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -0.10000000 -0.00000154530 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -537.05000000 CNY 79.00000000 USD 2026-07-03 -0.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6.86000000 0.000106007896 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -8612.00000000 CNY 1276.32000000 USD 2026-07-15 6.86000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 2.08000000 0.000032142335 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -459.00000000 NOK 48.44000000 USD 2026-07-15 2.08000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 174.99000000 0.002704128542 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -101356.22000000 USD 688788.00000000 CNY 2026-07-15 174.99000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 -1.00000000 NC USD -2071.72000000 -0.03201438473 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short NATURAL GAS NATURAL GAS 2026-07-29 -30678.28000000 USD -2071.72000000 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 1.00000000 NC USD -213.50000000 -0.00329922534 N/A DE CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Long FTSE TAIWAN INDEX FTSE TAIWAN INDEX 2026-07-30 161933.50000000 USD -213.50000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -80.31000000 -0.00124103413 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -3567.00000000 USD 5392986.75000000 KRW 2026-09-16 -80.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -28.11000000 -0.00043438512 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -1100.97000000 USD 4036.00000000 PLN 2026-07-15 -28.11000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 4.18000000 0.000064593732 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -394.00000000 USD 37934.19000000 INR 2026-09-16 4.18000000 N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC USD 127.48000000 0.001969954320 N/A DFE CORP US N 2 Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 -27346.00000000 NOK 2889.55000000 USD 2026-07-15 127.48000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 181.05000000 0.002797774002 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -1668114.74000000 TWD 52782.00000000 USD 2026-09-16 181.05000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 1519.36000000 0.023478740171 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -100000.00000000 NZD 58344.10000000 USD 2026-07-15 1519.36000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2971.41000000 0.045917335808 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -300000.00000000 EUR 345966.69000000 USD 2026-07-15 2971.41000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 21.57000000 0.000333322205 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -3644.46000000 USD 1142247.00000000 HUF 2026-07-15 21.57000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -0.56000000 -0.00000865370 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -2855.35000000 CNY 420.00000000 USD 2026-07-03 -0.56000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -0.01000000 -0.00000015453 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -32.91000000 ZAR 2.00000000 USD 2026-07-01 -0.01000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -123.32000000 -0.00190566964 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -5037.00000000 USD 7600156.37000000 KRW 2026-09-16 -123.32000000 N N N EURONEXT PARIS SA 969500HMVSZ0TCV65D58 000000000 1.00000000 NC -531.88000000 -0.00821916617 N/A DE CORP FR N 1 EURONEXT PARIS SA 969500HMVSZ0TCV65D58 Long EURONEXT CAC 40 2026-07-17 98159.40000000 USD -531.88000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 0.43000000 0.000006644809 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -38979.00000000 JPY 240.45000000 USD 2026-07-15 0.43000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 1141.99000000 0.017647224152 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -200000.00000000 NZD 114791.47000000 USD 2026-07-15 1141.99000000 N N N KOREA EXCHANGE, Inc 549300TJ3RRV6Q1UEW14 000000000 -12.00000000 NC -12234.55000000 -0.18906106556 N/A DIR CORP KR N 1 KOREA EXCHANGE, Inc 549300TJ3RRV6Q1UEW14 Short SOUTH KOREA, REPUBLIC OF - MINISTRY OF ECONOMY AND FINANCE KTB 2.375 12/10/28 2812 2026-09-15 -832158.04000000 USD -12234.55000000 N N N KOREA EXCHANGE, Inc 549300TJ3RRV6Q1UEW14 000000000 -32.00000000 NC -12044.15000000 -0.18611880557 N/A DIR CORP KR N 1 KOREA EXCHANGE, Inc 549300TJ3RRV6Q1UEW14 Short SOUTH KOREA, REPUBLIC OF - MINISTRY OF ECONOMY AND FINANCE KTB 2.375 12/10/28 2812 2026-09-15 -2159426.16000000 USD -12044.15000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 84.74000000 0.001309491129 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -137182.00000000 ZAR 8449.00000000 USD 2026-07-15 84.74000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 4.00000000 NC 44.45000000 0.000686887900 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long FRANCE (GOVT OF) French Republic Government Bond OAT 2026-09-08 551122.45000000 USD 44.45000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 1510.06000000 0.023335026842 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -258248.00000000 SGD 201336.91000000 USD 2026-07-15 1510.06000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 1106.46000000 0.017098177423 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -128547.00000000 SGD 100573.41000000 USD 2026-07-15 1106.46000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 -1.00000000 NC USD -1061.78000000 -0.01640773532 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short NATURAL GAS NATURAL GAS 2026-08-27 -30878.22000000 USD -1061.78000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 179.00000000 0.002766095257 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -29667.00000000 SGD 23134.70000000 USD 2026-07-15 179.00000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -0.05000000 -0.00000077265 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -175.00000000 USD 658.12000000 PLN 2026-07-02 -0.05000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -788.22000000 -0.01218040002 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -100000.00000000 EUR 113543.54000000 USD 2026-07-15 -788.22000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -981.99000000 -0.01517473677 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -304707.83000000 USD 2060477.00000000 CNY 2026-07-15 -981.99000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -8.00000000 NC USD 1195.87000000 0.018479834278 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-30 -1650258.36000000 USD 1195.87000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD -6481.45000000 -0.10015814585 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -249832.23000000 USD 351585.00000000 AUD 2026-07-15 -6481.45000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1291.10000000 0.019951427861 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -100000.00000000 NZD 58115.84000000 USD 2026-07-15 1291.10000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -11.10000000 -0.00017152881 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -426.66000000 USD 4026.00000000 SEK 2026-07-15 -11.10000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -20.39000000 -0.00031508761 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -6856.47000000 USD 46376.00000000 CNY 2026-07-15 -20.39000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 1649.09000000 0.025483463846 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -145951.00000000 CAD 104629.21000000 USD 2026-07-15 1649.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 166.79000000 0.002577413564 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -1438049.68000000 TWD 45513.06000000 USD 2026-09-16 166.79000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 42.79000000 0.000661235844 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -6828.00000000 USD 654567.22000000 INR 2026-09-16 42.79000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 -7.00000000 NC 590.96000000 0.009132132142 N/A DE CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Short EURO STOXX 50 VOLATILITY INDEX EURO STOXX 50 VOLATILITY INDEX 2026-08-19 -15933.12000000 USD 590.96000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 3546.73000000 0.054807782309 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -29287426.00000000 JPY 183890.87000000 USD 2026-07-15 3546.73000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 583.85000000 0.009022260984 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1745941.00000000 MXN 100296.31000000 USD 2026-07-15 583.85000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 29.31000000 0.000452928782 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -6184913.44000000 KRW 4028.00000000 USD 2026-09-16 29.31000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1645.44000000 -0.02542706022 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -92593.02000000 USD 131398.00000000 AUD 2026-07-15 -1645.44000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -0.01000000 -0.00000015453 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -421.00000000 PLN 111.90000000 USD 2026-07-01 -0.01000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 500.88000000 0.007740121746 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -752142.00000000 CNY 111370.82000000 USD 2026-07-15 500.88000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD 1.87000000 0.000028897196 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -919.07000000 USD 1306.00000000 CAD 2026-07-02 1.87000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 3234.12000000 0.049977005558 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2026-09-18 149045.88000000 USD 3234.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 1243.64000000 0.019218026292 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -100000.00000000 EUR 115575.40000000 USD 2026-07-15 1243.64000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 22.65000000 0.000350011494 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -266849.00000000 JPY 1665.83000000 USD 2026-07-15 22.65000000 N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC USD -21473.33000000 -0.33182835911 N/A DFE CORP US N 2 Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 -486711.83000000 USD 4606123.00000000 NOK 2026-07-15 -21473.33000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -179.99000000 -0.00278139377 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -60606.00000000 NZD 34242.39000000 USD 2026-07-01 -179.99000000 N N N MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 000000000 2.00000000 NC -3946.35000000 -0.06098312860 N/A DE CORP CA N 1 MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 Long STANDARD & POOR'S/TORONTO STOCK EXCHANGE 60 INDEX STANDARD & POOR'S/TORONTO STOCK EXCHANGE 60 INDEX 2026-09-18 591911.43000000 USD -3946.35000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 832.48000000 0.012864351844 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -148336.00000000 SGD 115611.74000000 USD 2026-07-15 832.48000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 0.13000000 0.000002008895 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -100021.05000000 USD 678544.00000000 CNY 2026-07-15 0.13000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 5765.25000000 0.089090674215 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -302336528.00000000 KRW 201233.03000000 USD 2026-09-16 5765.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 2.51000000 0.000038787145 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -22104.00000000 MXN 1266.28000000 USD 2026-07-02 2.51000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 -2.00000000 NC USD 1106.39000000 0.017097095710 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short NATURAL GAS NATURAL GAS 2026-09-28 -65366.39000000 USD 1106.39000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 0.10000000 0.000001545304 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -38.00000000 USD 369.39000000 SEK 2026-07-02 0.10000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 12.15000000 0.000187754510 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -18611.00000000 CNY 2755.52000000 USD 2026-07-15 12.15000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 264.79000000 0.004091812085 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -56532.19000000 USD 100000.00000000 NZD 2026-07-01 264.79000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 0.15000000 0.000002317956 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -143.61000000 USD 973.00000000 CNY 2026-08-19 0.15000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 3424.44000000 0.052918029298 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -101917.00000000 CHF 129772.71000000 USD 2026-07-15 3424.44000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD 6.41000000 0.000099054025 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -619.00000000 SGD 485.38000000 USD 2026-07-15 6.41000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -105.43000000 -0.00162921465 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -105708.37000000 USD 1849082.00000000 MXN 2026-07-15 -105.43000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 1.92000000 0.000029669848 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -683.92000000 USD 11235.00000000 ZAR 2026-07-01 1.92000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 2.00000000 NC 1746.99000000 0.026996317063 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO BTPS 3.65 08/01/35 10Y 2026-09-08 272587.35000000 USD 1746.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1.85000000 -0.00002858813 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -11202.40000000 ZAR 682.00000000 USD 2026-07-01 -1.85000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 0.37000000 0.000005717627 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -135024.34000000 HUF 434.00000000 USD 2026-07-02 0.37000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -37.98000000 -0.00058690669 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -4122.85000000 USD 3295.00000000 CHF 2026-07-15 -37.98000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -112.28000000 -0.00173506801 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -6172.02000000 USD 4888.00000000 CHF 2026-07-15 -112.28000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD 0.66000000 0.000010199010 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -798.65000000 USD 1033.00000000 SGD 2026-07-15 0.66000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -0.16000000 -0.00000247248 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -973.00000000 CNY 143.14000000 USD 2026-07-02 -0.16000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 10.46000000 0.000161638862 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2496.00000000 SGD 1941.81000000 USD 2026-07-15 10.46000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -189.15000000 -0.00292294367 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -6761.60000000 USD 65071.00000000 NOK 2026-07-15 -189.15000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -0.68000000 -0.00001050807 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -854.73000000 USD 265922.00000000 HUF 2026-07-01 -0.68000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -125.40000000 -0.00193781198 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -5502.00000000 USD 8316163.67000000 KRW 2026-09-16 -125.40000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 -1.00000000 NC USD 11.28000000 0.000174310360 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2029-12-19 -240586.28000000 USD 11.28000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 84.14000000 0.001300219301 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -698510.00000000 JPY 4385.38000000 USD 2026-07-15 84.14000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 1834.91000000 0.028354948879 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -150000.00000000 GBP 200800.31000000 USD 2026-07-15 1834.91000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 1.25000000 0.000019316307 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -38979.00000000 JPY 241.00000000 USD 2026-07-01 1.25000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 131.20000000 0.002027439652 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1483746.00000000 HUF 4893.26000000 USD 2026-07-15 131.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2.37000000 -0.00003662371 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -78.40000000 USD 286.00000000 PLN 2026-07-15 -2.37000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 21.37000000 0.000330231595 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -992423.48000000 KRW 663.00000000 USD 2026-09-16 21.37000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -257.15000000 -0.00397375081 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -100000.00000000 GBP 132387.76000000 USD 2026-07-01 -257.15000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -417.98000000 -0.00645906422 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -119431.93000000 USD 807391.00000000 CNY 2026-07-15 -417.98000000 N N N HKFE Clearing Corporation Limited 213800WPJUJBAVXI5162 000000000 -4.00000000 NC 5036.59000000 0.077830657620 N/A DE CORP HK N 1 HKFE Clearing Corporation Limited 213800WPJUJBAVXI5162 Short HONG KONG STOCK EXCHANGE HANG SENG INDEX 2026-07-30 -197201.76000000 USD 5036.59000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 146.62000000 0.002265725623 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -29668.00000000 SGD 23103.09000000 USD 2026-07-15 146.62000000 N N N Osaka Exchange,Inc 3538001249AILNPRUX57 000000000 1.00000000 NC 9224.67000000 0.142549251067 N/A DE CORP JP N 1 Osaka Exchange,Inc 3538001249AILNPRUX57 Long TOKYO STOCK EXCHANGE TOKYO STOCK PRICE INDEX 2026-09-11 240685.35000000 USD 9224.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -88.61000000 -0.00136929441 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -4512.00000000 USD 6841797.89000000 KRW 2026-09-16 -88.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 6286.50000000 0.097145574512 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -477529.00000000 CAD 343221.46000000 USD 2026-07-15 6286.50000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 409.88000000 0.006333894548 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -89002.00000000 SGD 69277.75000000 USD 2026-07-15 409.88000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 6.64000000 0.000102608226 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8581.00000000 ZAR 529.84000000 USD 2026-07-15 6.64000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 50.67000000 0.000783005847 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -2052.00000000 CHF 2594.57000000 USD 2026-07-15 50.67000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -20.39000000 CNY 3.00000000 USD 2026-07-03 0.00000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1.44000000 -0.00002225238 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1070.00000000 USD 33886.90000000 TWD 2026-09-16 -1.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 0.80000000 0.000012362436 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -625.00000000 USD 505.53000000 CHF 2026-07-02 0.80000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 5765.25000000 0.089090674215 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -302336306.00000000 KRW 201232.88000000 USD 2026-09-16 5765.25000000 N N N CME Group Inc. KJNXBSWZVIKEX4NFOL81 000000000 2.00000000 NC USD -8278.60000000 -0.12792958771 N/A DCO CORP US N 1 CME Group Inc. KJNXBSWZVIKEX4NFOL81 Long COPPER COPPER 2026-09-28 320978.60000000 USD -8278.60000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2484.36000000 0.038390929689 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -151800499.53000000 KRW 100627.00000000 USD 2026-09-16 2484.36000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC USD -623.13000000 -0.00962925663 N/A DFE CORP US N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 -990209.00000000 SEK 101584.35000000 USD 2026-07-15 -623.13000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -0.03000000 -0.00000046359 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1.09000000 USD 4.00000000 PLN 2026-07-15 -0.03000000 N N N ASX 24 549300SDXT36XYPVWI79 000000000 -6.00000000 NC -2457.84000000 -0.03798111490 N/A DIR CORP AU N 1 ASX 24 549300SDXT36XYPVWI79 Short INTERCONTENTIAL EXCHANGE 90 DAY AUSTRALIAN BANK BILL RATE 2026-09-10 -4212213.55000000 USD -2457.84000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 1.00000000 NC -0.56000000 -0.00000865370 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2028-12-18 277146.32000000 USD -0.56000000 N N N ASX 24 549300SDXT36XYPVWI79 000000000 -19.00000000 NC -6017.20000000 -0.09298406918 N/A DIR CORP AU N 1 ASX 24 549300SDXT36XYPVWI79 Short Australia (Commonwealth of) 2.75% SNR BDS 21/04/2024 AUD (TB137) 2026-09-15 -1393029.95000000 USD -6017.20000000 N N N Nasdaq Holding AB 549300WXR3TW7VYEZE82 000000000 5.00000000 NC 2753.64000000 0.042552125952 N/A DE CORP SE N 1 Nasdaq Holding AB 549300WXR3TW7VYEZE82 Long NASDAQ OMX STOCKHOLM 30 INDEX 2026-07-17 167421.08000000 USD 2753.64000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD 70.55000000 0.001090212404 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -616027.00000000 HUF 2047.68000000 USD 2026-07-15 70.55000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 0.01000000 0.000000154530 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -423.44000000 USD 2875.00000000 CNY 2026-07-03 0.01000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 9065.40000000 0.140088044410 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -94420133.00000000 JPY 590479.34000000 USD 2026-07-15 9065.40000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 7359.43000000 0.113725611299 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -67154654.00000000 JPY 420879.84000000 USD 2026-07-15 7359.43000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD 0.66000000 0.000010199010 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -86.23000000 USD 1425.00000000 ZAR 2026-07-15 0.66000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 0.18000000 0.000002781548 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -5806.00000000 MXN 331.77000000 USD 2026-07-15 0.18000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -94.96000000 -0.00146742126 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -25746.78000000 USD 174022.00000000 CNY 2026-07-15 -94.96000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -22.91000000 -0.00035402928 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1513.19000000 USD 242017.00000000 JPY 2026-07-15 -22.91000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -491.31000000 -0.00759223609 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -169267.92000000 USD 1144981.00000000 CNY 2026-07-15 -491.31000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -2.45000000 -0.00003785996 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -134.28000000 USD 21409.00000000 JPY 2026-07-15 -2.45000000 N N N Osaka Exchange,Inc 3538001249AILNPRUX57 000000000 -2.00000000 NC -4923.93000000 -0.07608971744 N/A DIR CORP JP N 1 Osaka Exchange,Inc 3538001249AILNPRUX57 Short JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2026-09-24 -1589587.80000000 USD -4923.93000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -14.32000000 -0.00022128762 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -25608.00000000 ZAR 1547.05000000 USD 2026-07-15 -14.32000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD -4.44000000 -0.00006861152 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -7835.00000000 ZAR 473.28000000 USD 2026-07-15 -4.44000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2.71000000 0.000041877755 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -3216.15000000 USD 4562.00000000 CAD 2026-07-15 2.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -46.94000000 -0.00072536598 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -3093.75000000 USD 949315.00000000 HUF 2026-07-15 -46.94000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 1.45000000 0.000022406916 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -9421.00000000 CNY 1393.43000000 USD 2026-08-19 1.45000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD 11.22000000 0.000173383177 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -308452.00000000 JPY 1910.58000000 USD 2026-07-15 11.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 0.34000000 0.000005254035 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -403.00000000 USD 325.86000000 CHF 2026-07-01 0.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 18.58000000 0.000287117597 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -28026.00000000 CNY 4149.77000000 USD 2026-07-15 18.58000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 13.35000000 0.000206298165 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -69230.00000000 USD 470120.85000000 CNY 2026-07-03 13.35000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -358.32000000 -0.00553713549 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1732642.00000000 MXN 98594.62000000 USD 2026-07-15 -358.32000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -1.21000000 -0.00001869818 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1265.00000000 USD 22104.36000000 MXN 2026-07-02 -1.21000000 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 -1.00000000 NC USD 23.78000000 0.000367473437 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2030-03-20 -240561.28000000 USD 23.78000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -10.22000000 -0.00015793013 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -679102.00000000 CNY 100093.22000000 USD 2026-07-15 -10.22000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD -352.31000000 -0.00544426268 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short WHEAT WHEAT 2026-09-14 -29110.19000000 USD -352.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8.28000000 -0.00012795122 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -338.58000000 USD 3200.00000000 SEK 2026-07-15 -8.28000000 N N N MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 000000000 10.00000000 NC 3488.32000000 0.053905169885 N/A DIR CORP CA N 1 MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 Long CANADIAN GOVERNMENT Canadian Government Bond 2026-09-18 860361.95000000 USD 3488.32000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -28.00000000 USD 36.22000000 SGD 2026-07-02 0.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 69.21000000 0.001069505322 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -648706.99000000 TWD 20525.00000000 USD 2026-09-16 69.21000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 0.53000000 0.000008190114 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -860.00000000 USD 1113.23000000 SGD 2026-07-01 0.53000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -0.01000000 -0.00000015453 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -2.43000000 CHF 3.00000000 USD 2026-07-01 -0.01000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 241.76000000 0.003735928433 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -132403.15000000 USD 100000.00000000 GBP 2026-07-01 241.76000000 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 1.00000000 NC USD -0.56000000 -0.00000865370 N/A DFE CORP US N 2 NATIXIS KX1WK48MPD4Y2NCUIZ63 -30.03000000 USD 4786.00000000 JPY 2026-07-15 -0.56000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -0.10000000 -0.00000154530 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -11.79000000 USD 3643.00000000 HUF 2026-07-15 -0.10000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 3.00000000 NC USD 1105.57000000 0.017084424212 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long SOYBEAN SOYBEAN 2026-11-13 170456.93000000 USD 1105.57000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -227.69000000 -0.00351850407 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -12856.97000000 USD 125037.00000000 NOK 2026-07-15 -227.69000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -190.53000000 -0.00294426887 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -102133.16000000 USD 689954.00000000 CNY 2026-08-19 -190.53000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 17.30000000 0.000267337698 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1487785.00000000 HUF 4792.33000000 USD 2026-07-15 17.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -35.14000000 -0.00054302004 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -2427.06000000 USD 3390.00000000 CAD 2026-07-15 -35.14000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 1.00000000 NC -297.48000000 -0.00459697216 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-09-08 145885.48000000 USD -297.48000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 44.03000000 0.000680397621 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -13808.00000000 SEK 1469.27000000 USD 2026-07-15 44.03000000 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 000000000 -1.00000000 NC USD 1068.42000000 0.016510343548 N/A DE CORP US N 1 CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 Short THE CBOE VOLATILITY INDEX THE CBOE VOLATILITY INDEX 2026-08-19 -20017.42000000 USD 1068.42000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 259.11000000 0.004004038783 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -38705288.28000000 KRW 25283.00000000 USD 2026-09-16 259.11000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -4.16000000 -0.00006428467 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -22498.13000000 INR 232.00000000 USD 2026-09-16 -4.16000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -530.00000000 USD 685.59000000 SGD 2026-07-02 0.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 10.33000000 0.000159629966 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -37296.00000000 MXN 2140.34000000 USD 2026-07-15 10.33000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1912.51000000 -0.02955410525 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -116244.27000000 USD 100000.00000000 EUR 2026-07-15 -1912.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -0.20000000 -0.00000309060 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1133.73000000 ZAR 69.00000000 USD 2026-07-02 -0.20000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD -1502.00000000 -0.02321047529 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -218279.26000000 USD -1502.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 346.65000000 0.005356798441 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -100000.00000000 EUR 114678.41000000 USD 2026-07-15 346.65000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -118.17000000 -0.00182608646 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 -39394.00000000 NZD 22256.43000000 USD 2026-07-01 -118.17000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -6041.44000000 -0.09335865102 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -39470006.46000000 INR 408263.17000000 USD 2026-09-16 -6041.44000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 4.26000000 0.000065829976 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -20430.00000000 ZAR 1249.92000000 USD 2026-07-15 4.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -0.11000000 -0.00000169983 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -796.11000000 SEK 82.00000000 USD 2026-07-01 -0.11000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD -7.37000000 -0.00011388894 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -1076.00000000 CHF 1326.57000000 USD 2026-07-15 -7.37000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 2.00000000 NC -100.95000000 -0.00155998500 N/A DE CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long FINANCIAL TIMES STOCK EXCHANGE FTSE 100 INDEX 2026-09-18 280981.95000000 USD -100.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -2337.95000000 -0.03612844920 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -202624.42000000 USD 258842.00000000 SGD 2026-07-15 -2337.95000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -0.07000000 -0.00000108171 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -909.00000000 SGD 705.01000000 USD 2026-08-19 -0.07000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -0.01000000 -0.00000015453 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -84.00000000 USD 108.65000000 SGD 2026-07-02 -0.01000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -0.11000000 -0.00000169983 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -70.00000000 SGD 54.19000000 USD 2026-08-19 -0.11000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 0.11000000 0.000001699835 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -36085.13000000 HUF 116.00000000 USD 2026-07-02 0.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 63.88000000 0.000987140586 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -1770555.00000000 JPY 10966.48000000 USD 2026-07-15 63.88000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 3.95000000 0.000061039532 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -265922.25000000 HUF 858.00000000 USD 2026-07-01 3.95000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -0.03000000 -0.00000046359 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -12.00000000 USD 379.61000000 TWD 2026-09-16 -0.03000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -45.00000000 USD 58.21000000 SGD 2026-07-02 0.00000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -864.21000000 -0.01335467699 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -256304.03000000 USD 4189461.00000000 ZAR 2026-07-15 -864.21000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -0.16000000 -0.00000247248 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -1113.00000000 SGD 860.19000000 USD 2026-07-01 -0.16000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -536.96000000 USD 2020.00000000 PLN 2026-07-15 0.00000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 0.22000000 0.000003399670 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -81.88000000 USD 796.00000000 SEK 2026-07-01 0.22000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -12.21000000 -0.00018868169 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1381.80000000 USD 1770.00000000 SGD 2026-07-15 -12.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -1235.21000000 -0.01908775711 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -151877.84000000 USD 2637716.00000000 MXN 2026-07-15 -1235.21000000 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD 0.28000000 0.000004326852 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -653.61000000 USD 843.00000000 SGD 2026-08-19 0.28000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -3135.96000000 -0.04846013454 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -479263.27000000 USD 8336874.00000000 MXN 2026-07-15 -3135.96000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1549.84000000 0.023949749018 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -125196.00000000 CAD 89885.65000000 USD 2026-07-15 1549.84000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -32.03000000 -0.00049496106 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -3155.78000000 USD 4037.00000000 SGD 2026-07-15 -32.03000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 918.64000000 0.014195786299 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -304235.00000000 SEK 32321.20000000 USD 2026-07-15 918.64000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -221.22000000 -0.00341852286 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -114552.98000000 USD 100000.00000000 EUR 2026-07-15 -221.22000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 0.12000000 0.000001854365 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -9.00000000 CAD 6.47000000 USD 2026-07-15 0.12000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 4359.58000000 0.067368790858 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -230830.00000000 CHF 290523.53000000 USD 2026-07-15 4359.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1.51000000 -0.00002333409 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -195.44000000 USD 1920.00000000 NOK 2026-07-15 -1.51000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 4.87000000 0.000075256334 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -9700.00000000 CNY 1434.70000000 USD 2026-07-15 4.87000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -0.81000000 -0.00001251696 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -4485.71000000 ZAR 273.00000000 USD 2026-07-02 -0.81000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -27.90000000 -0.00043113998 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -242161.96000000 INR 2514.00000000 USD 2026-09-16 -27.90000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 0.01000000 0.000000154530 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -570.88000000 INR 6.00000000 USD 2026-09-16 0.01000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 -6.00000000 NC -1070.73000000 -0.01654604008 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Short BUNDESSCHATZANWEISUNGEN Bundesschatzanweisungen 2026-09-08 -736449.72000000 USD -1070.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 3442.53000000 0.053197574902 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -346194.00000000 SGD 271320.14000000 USD 2026-07-15 3442.53000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -0.21000000 -0.00000324513 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -696.00000000 USD 2617.45000000 PLN 2026-07-02 -0.21000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -242.56000000 -0.00374829086 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -100000.00000000 GBP 132401.04000000 USD 2026-07-15 -242.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -5.56000000 -0.00008591893 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -10962.00000000 ZAR 662.82000000 USD 2026-07-15 -5.56000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -6.08000000 -0.00009395452 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -26398.00000000 ZAR 1603.46000000 USD 2026-07-15 -6.08000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1559.72000000 0.024102425113 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -118873.00000000 CAD 85434.14000000 USD 2026-07-15 1559.72000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3.85000000 -0.00005949422 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1122.00000000 USD 35459.46000000 TWD 2026-09-16 -3.85000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 56.17000000 0.000867997601 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -23496.00000000 NOK 2429.37000000 USD 2026-07-15 56.17000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 861.62000000 0.013314653608 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -346901.00000000 SEK 36668.08000000 USD 2026-07-15 861.62000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD -1172.81000000 -0.01812348703 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -111295.94000000 USD -1172.81000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -5.16000000 -0.00007973771 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1623.70000000 USD 504300.00000000 HUF 2026-07-15 -5.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -28.00000000 USD 36.22000000 SGD 2026-07-02 0.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -608.34000000 -0.00940070608 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -4047082.33000000 INR 41872.65000000 USD 2026-09-16 -608.34000000 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 1.00000000 NC USD 3825.22000000 0.059111301127 N/A DFE CORP US N 2 NATIXIS KX1WK48MPD4Y2NCUIZ63 -32967318.00000000 JPY 206829.15000000 USD 2026-07-15 3825.22000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -0.44000000 -0.00000679934 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -240.19000000 USD 38979.00000000 JPY 2026-07-01 -0.44000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -20.39000000 -0.00031508761 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -772.90000000 USD 607.00000000 CHF 2026-07-15 -20.39000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1465.35000000 -0.02264412115 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -82459.07000000 USD 117017.00000000 AUD 2026-07-15 -1465.35000000 N N N HKFE Clearing Corporation Limited 213800WPJUJBAVXI5162 000000000 -1.00000000 NC 3267.87000000 0.050498545865 N/A DE CORP HK N 1 HKFE Clearing Corporation Limited 213800WPJUJBAVXI5162 Short HONG KONG STOCK EXCHANGE HANG SENG INDEX 2026-07-30 -148973.17000000 USD 3267.87000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 6.00000000 NC USD -18786.08000000 -0.29030216089 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long SOYBEAN OIL SOYBEAN OIL 2026-12-14 254046.08000000 USD -18786.08000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -17.61000000 -0.00027212814 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -605.85000000 USD 5699.00000000 SEK 2026-07-15 -17.61000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -941.19000000 -0.01454425248 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -4134921.00000000 TWD 129446.00000000 USD 2026-09-16 -941.19000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 3583.73000000 0.055379545016 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -743604.00000000 PLN 201250.63000000 USD 2026-07-15 3583.73000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 7.56000000 0.000116825028 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -130535.00000000 HUF 426.51000000 USD 2026-07-15 7.56000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -0.80000000 -0.00001236243 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -323.00000000 CHF 399.00000000 USD 2026-07-01 -0.80000000 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 3.00000000 NC -466.53000000 -0.00720930961 N/A DCO CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long CANOLA CANOLA 2026-11-13 31502.84000000 USD -466.53000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 42.73000000 0.000660308661 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -83713.00000000 USD 2656114.63000000 TWD 2026-09-16 42.73000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -6.46000000 -0.00009982667 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -2350.53000000 USD 38445.00000000 ZAR 2026-07-15 -6.46000000 N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 000000000 1.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 -0.02000000 USD 26.00000000 KRW 2026-09-16 0.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -857.03000000 -0.01324372412 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -249775.11000000 USD 1688661.00000000 CNY 2026-07-15 -857.03000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -3589.35000000 -0.05546639113 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -234284.20000000 USD 71879050.00000000 HUF 2026-07-15 -3589.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1266.97000000 0.019578545858 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -135905.00000000 SGD 106427.39000000 USD 2026-07-15 1266.97000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -0.83000000 -0.00001282602 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -324.00000000 USD 30787.78000000 INR 2026-09-16 -0.83000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -0.83000000 -0.00001282602 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -54.99000000 USD 70.00000000 SGD 2026-07-15 -0.83000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 47.07000000 0.000727374881 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -38613.00000000 USD 1226012.66000000 TWD 2026-09-16 47.07000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 0.33000000 0.000005099505 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -143.00000000 USD 973.16000000 CNY 2026-07-02 0.33000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1200.01000000 0.018543809889 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -331245.00000000 SEK 35390.49000000 USD 2026-07-15 1200.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 226.40000000 0.003498569644 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -32781.22000000 USD 541357.00000000 ZAR 2026-07-15 226.40000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 5851.66000000 0.090425971932 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2929132.00000000 NOK 301706.76000000 USD 2026-07-15 5851.66000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -19.31000000 -0.00029839832 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -24845.00000000 ZAR 1495.54000000 USD 2026-07-15 -19.31000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -93.83000000 -0.00144995931 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -31559.77000000 USD 213465.00000000 CNY 2026-07-15 -93.83000000 N N N NSE IFSC LIMITED 335800Z9BHFE6RABLT37 000000000 -10.00000000 NC USD 1200.36000000 0.018549218455 N/A DE CORP IN N 1 NSE IFSC LIMITED 335800Z9BHFE6RABLT37 Short NATIONAL STOCK EXCHANGE OF INDIA NIFTY 50 INDEX 2026-07-28 -481290.36000000 USD 1200.36000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 36.46000000 0.000563418061 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -68414.00000000 MXN 3943.65000000 USD 2026-07-15 36.46000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -803.90000000 -0.01242270378 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -5250015.00000000 INR 54303.91000000 USD 2026-09-16 -803.90000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -339.68000000 -0.00524909071 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -100000.00000000 AUD 68875.67000000 USD 2026-07-15 -339.68000000 N N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -0.12000000 -0.00000185436 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 -112.00000000 USD 420.87000000 PLN 2026-07-01 -0.12000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 0.83000000 0.000012826028 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1715.00000000 USD 16984.42000000 NOK 2026-07-01 0.83000000 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 17.00000000 NC USD 1457.07000000 0.022516169928 N/A DE CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Long FINANCIAL TIMES STOCK EXCHANGE FTSE CHINA A50 2026-07-30 262280.93000000 USD 1457.07000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -29.21000000 -0.00045138347 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -2220.04000000 USD 3105.00000000 CAD 2026-07-15 -29.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -2.60000000 -0.00004017791 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -3552.00000000 USD 338144.19000000 INR 2026-09-16 -2.60000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -205.54000000 -0.00317621910 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -3718.47000000 USD 34780.00000000 NOK 2026-07-15 -205.54000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -4.00000000 NC USD 230.87000000 0.003567644760 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short SOYBEAN MEAL SOYBEAN MEAL 2026-12-14 -121470.87000000 USD 230.87000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -295.18000000 -0.00456143015 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -78923.68000000 USD 533416.00000000 CNY 2026-07-15 -295.18000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -3239.15000000 -0.05005473438 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -75590.79000000 USD 716322.00000000 NOK 2026-07-15 -3239.15000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 1921.14000000 0.029687465047 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -118884.00000000 CAD 85803.32000000 USD 2026-07-15 1921.14000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -65.22000000 -0.00100784766 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -3641.00000000 USD 5530780.41000000 KRW 2026-09-16 -65.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 5.04000000 0.000077883352 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -264702.00000000 HUF 854.60000000 USD 2026-07-15 5.04000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1353.11000000 -0.02090967125 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -182789.71000000 USD 3176911.00000000 MXN 2026-07-15 -1353.11000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -123.76000000 -0.00191246898 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -7456.84000000 USD 2284815.00000000 HUF 2026-07-15 -123.76000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -2.96000000 -0.00004574101 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -1794.00000000 USD 2770264.77000000 KRW 2026-09-16 -2.96000000 N N N CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 000000000 -1.00000000 NC USD 2296.72000000 0.035491320113 N/A DE CORP US N 1 CBOE FUTURES EXCHANGE 254900O9GJPIWCP8RH13 Short THE CBOE VOLATILITY INDEX THE CBOE VOLATILITY INDEX 2026-07-22 -20247.42000000 USD 2296.72000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD -2.31000000 -0.00003569653 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -1617.00000000 CAD 1138.61000000 USD 2026-07-15 -2.31000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1.71000000 -0.00002642470 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -3174.67000000 NOK 319.00000000 USD 2026-07-02 -1.71000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7.34000000 0.000113425358 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -30770.00000000 USD 208959.69000000 CNY 2026-07-03 7.34000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -33.67000000 -0.00052030406 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2273.50000000 USD 363742.00000000 JPY 2026-07-15 -33.67000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -5.00000000 NC USD -1137.34000000 -0.01757536748 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-30 -534097.06000000 USD -1137.34000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 0.67000000 0.000010353540 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -738.00000000 USD 596.71000000 CHF 2026-07-02 0.67000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -9.58000000 -0.00014804018 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -16984.00000000 NOK 1706.21000000 USD 2026-07-01 -9.58000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD -7.57000000 -0.00011697955 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -867.43000000 USD 15056.00000000 MXN 2026-07-15 -7.57000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -3.15000000 -0.00004867709 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1306.30000000 CAD 918.00000000 USD 2026-07-02 -3.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -28.00000000 USD 36.22000000 SGD 2026-07-02 0.00000000 N N N ASX 24 549300SDXT36XYPVWI79 000000000 -5.00000000 NC -5165.03000000 -0.07981544686 N/A DIR CORP AU N 1 ASX 24 549300SDXT36XYPVWI79 Short Australia (Commonwealth of) 2.75% SNR BDS 21/04/2024 AUD (TB137) 2026-09-15 -380276.56000000 USD -5165.03000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 861.78000000 0.013317126096 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -50000.00000000 GBP 67183.58000000 USD 2026-07-15 861.78000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -0.02000000 -0.00000030906 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -112.99000000 USD 425.00000000 PLN 2026-07-15 -0.02000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 0.20000000 0.000003090609 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -863.12000000 USD 1113.00000000 SGD 2026-08-19 0.20000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -2.65000000 -0.00004095057 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -678544.00000000 CNY 99939.02000000 USD 2026-07-03 -2.65000000 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 000000000 1.00000000 NC USD -14.62000000 -0.00022592353 N/A DFE CORP US N 2 SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 -413.56000000 USD 3865.00000000 SEK 2026-07-15 -14.62000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1161.37000000 0.017946704186 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -122404.92000000 USD 2026607.00000000 ZAR 2026-07-15 1161.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 12.36000000 0.000190999650 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1187.00000000 CAD 849.88000000 USD 2026-07-15 12.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -0.02000000 -0.00000030906 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -121754.12000000 INR 1278.00000000 USD 2026-09-16 -0.02000000 N N N NATIXIS KX1WK48MPD4Y2NCUIZ63 000000000 1.00000000 NC USD 1849.30000000 0.028577318212 N/A DFE CORP US N 2 NATIXIS KX1WK48MPD4Y2NCUIZ63 -977149.00000000 NOK 100545.61000000 USD 2026-07-15 1849.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -549.60000000 -0.00849299415 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -100000.00000000 GBP 132094.00000000 USD 2026-07-15 -549.60000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 4.43000000 0.000068456994 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -261991.00000000 JPY 1616.00000000 USD 2026-07-02 4.43000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -72.79000000 -0.00112482722 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -4399.40000000 USD 3490.00000000 CHF 2026-07-15 -72.79000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 42.54000000 0.000657372582 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -3405.55000000 USD 56552.00000000 ZAR 2026-07-15 42.54000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 7095.92000000 0.109653579113 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -313820.00000000 CHF 396144.02000000 USD 2026-07-15 7095.92000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -0.87000000 -0.00001344415 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3685.00000000 SEK 379.49000000 USD 2026-07-15 -0.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD 0.90000000 0.000013907741 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -316.00000000 USD 3072.40000000 SEK 2026-07-02 0.90000000 N N N XTX MARKETS TRADING LIMITED 213800N2KFBZBWWT8D92 000000000 1.00000000 NC USD -1.16000000 -0.00001792553 N/A DFE CORP US N 2 XTX MARKETS TRADING LIMITED 213800N2KFBZBWWT8D92 -6817.83000000 ZAR 415.00000000 USD 2026-07-02 -1.16000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -10.00000000 NC USD 2802.23000000 0.043302989464 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short CORN CORN 2026-12-14 -220802.23000000 USD 2802.23000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -1.33000000 -0.00002055255 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -77.43000000 USD 12358.00000000 JPY 2026-07-15 -1.33000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 571.76000000 0.008835433656 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -44243.00000000 CAD 31788.74000000 USD 2026-07-15 571.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2.61000000 -0.00004033245 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -282.72000000 USD 362.00000000 SGD 2026-07-15 -2.61000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -62.62000000 -0.00096766974 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -2123.47000000 USD 19966.00000000 SEK 2026-07-15 -62.62000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2.24000000 0.000034614823 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -606.13000000 USD 5894.00000000 SEK 2026-07-15 2.24000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 23.64000000 0.000365310010 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -9040.00000000 PLN 2426.68000000 USD 2026-07-15 23.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC USD -4.96000000 -0.00007664710 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 -2873.00000000 SGD 2223.53000000 USD 2026-08-19 -4.96000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 2.00000000 NC 649.68000000 0.010039535011 N/A DE CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 2026-09-18 146123.85000000 USD 649.68000000 N N N WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 000000000 1.00000000 NC USD -0.64000000 -0.00000988994 N/A DFE CORP US N 2 WELLS FARGO SECURITIES, LLC VYVVCKR63DVZZN70PB21 -1033.00000000 SGD 797.93000000 USD 2026-07-02 -0.64000000 N N N NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 000000000 -2.00000000 NC USD 986.44000000 0.015243502827 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE 5493008GFNDTXFPHWI47 Short NATURAL GAS NATURAL GAS 2026-10-28 -68846.44000000 USD 986.44000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1306.34000000 0.020186932284 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -89881.00000000 CHF 112733.37000000 USD 2026-07-15 1306.34000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 16.52000000 0.000255284322 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1711.00000000 USD 164577.33000000 INR 2026-09-16 16.52000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -30.97000000 -0.00047858083 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -173765.85000000 INR 1793.00000000 USD 2026-09-16 -30.97000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 1263.96000000 0.019532032189 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -120732.00000000 CAD 86450.06000000 USD 2026-07-15 1263.96000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -5.56000000 -0.00008591893 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -4712.00000000 PLN 1247.00000000 USD 2026-07-15 -5.56000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -4.12000000 -0.00006366655 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -586.08000000 USD 94508.00000000 JPY 2026-07-15 -4.12000000 N N N THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 000000000 1.00000000 NC USD -0.17000000 -0.00000262701 N/A DFE CORP US N 2 THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED 21380078CCZSEEIIKA41 -29821.71000000 MXN 1705.00000000 USD 2026-07-01 -0.17000000 N N N FIXED INCOME CLEARING CORPORATION 549300H47WTHXPU08X20 000000000 3989000.00000000 PA USD 3989000.00000000 61.64220102285 Long RA CORP US N 2 Repurchase N 3.35000000 2026-07-01 4027000.00000000 USD 4068835.50000000 USD UST N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 21.82000000 0.000337185466 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -5965.00000000 USD 570353.16000000 INR 2026-09-16 21.82000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -788.67000000 -0.01218735389 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -337711.29000000 USD 2285684.00000000 CNY 2026-07-15 -788.67000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 0.18000000 0.000002781548 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -288956.14000000 KRW 187.00000000 USD 2026-09-16 0.18000000 N N N THAILAND FUTURES EXCHANGE 5493006G4X6OUMF0CE07 000000000 56.00000000 NC 10656.30000000 0.164672295502 N/A DE CORP TH N 1 THAILAND FUTURES EXCHANGE 5493006G4X6OUMF0CE07 Long STOCK EXCHANGE OF THAILAND STOCK EXCHANGE OF THAILAND 50 INDEX 2026-09-29 340095.47000000 USD 10656.30000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 102.31000000 0.001581001149 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -147625.00000000 MXN 8533.32000000 USD 2026-07-15 102.31000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1292.91000000 0.019979397875 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -8862904.00000000 TWD 280768.41000000 USD 2026-09-16 1292.91000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1739.74000000 0.026884282478 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -200000.00000000 NZD 115389.22000000 USD 2026-07-15 1739.74000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 964.56000000 0.014905390177 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -74639.00000000 CAD 53628.35000000 USD 2026-07-15 964.56000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -4.50000000 -0.00006953870 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -491.21000000 USD 629.00000000 SGD 2026-07-15 -4.50000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 287.08000000 0.004436260483 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -300000.00000000 AUD 207933.13000000 USD 2026-07-15 287.08000000 N N N 2026-08-26 AMG Funds I Thomas Disbrow Thomas Disbrow Principal Financial Officer XXXX