# EDGAR Filing Document

**Accession Number:** 0001317474
**File Stem:** 0001752724-23-064050
**Filing Date:** 2023-3
**Character Count:** 295159
**Document Hash:** 3fc5fa5c9697c6183070e5ee9c085599
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-064050.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001752724-23-064050

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230322

**DATE AS OF CHANGE**: 20230322

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEUBERGER BERMAN ALTERNATIVE FUNDS
- **CENTRAL INDEX KEY:** 0001317474
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21715
- **FILM NUMBER:** 23753460

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** (212) 476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER BERMAN INSTITUTIONAL LIQUIDITY FUNDS
- **DATE OF NAME CHANGE:** 20090601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEHMAN BROTHERS INSTITUTIONAL LIQUIDITY FUNDS
- **DATE OF NAME CHANGE:** 20061023

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEHMAN BROTHERS INVESTOR LIQUIDITY SERIES
- **DATE OF NAME CHANGE:** 20050211

## Series and Classes Contracts Data

### Neuberger Berman Long Short Fund (Series ID: S000035446)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000108850 | Class A             | NLSAX           |
| C000108851 | Class C             | NLSCX           |
| C000108852 | Institutional Class | NLSIX           |

## Nport-Ex

Schedule of Investments Global Allocation Fund^ (Unaudited) <br>January 31, 2023

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Common Stocks 0.0%**<sup>(a)</sup> | **Common Stocks 0.0%**<sup>(a)</sup> | **Common Stocks 0.0%**<sup>(a)</sup> |
| **Switzerland 0.0%**<sup>(a)</sup> | **Switzerland 0.0%**<sup>(a)</sup> | **Switzerland 0.0%**<sup>(a)</sup> |
| 66 | Temenos AG **(Cost $5,251)** | **$4711** |
| **Short-Term Investments 108.9%** | **Short-Term Investments 108.9%** | **Short-Term Investments 108.9%** |
| **Investment Companies 108.9%** | **Investment Companies 108.9%** | **Investment Companies 108.9%** |
| 7707682 | &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money Market <br> Fund Premier Class, <br> 4.18%<sup>(b)</sup>**(Cost $7,707,682)**<br>| **7707682** |
| **Total Investments 108.9%** <br> **(Cost $7,712,933)** | **Total Investments 108.9%** <br> **(Cost $7,712,933)** | **7712393** |
| Liabilities Less Other Assets (8.9)% | Liabilities Less Other Assets (8.9)% | &nbsp;&nbsp;&nbsp;&nbsp; (632477) |
| **Net Assets 100.0%** | **Net Assets 100.0%** | **$7079916** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents less than 0.05% of net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents 7-day effective yield as of January 31, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **POSITIONS BY INDUSTRY** | **POSITIONS BY INDUSTRY** | **POSITIONS BY INDUSTRY** |
| **Industry** | **Investments at** <br>**Value**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Percentage of** <br>**Net Assets**<br>|
| Software | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4711 | &nbsp;&nbsp;&nbsp;&nbsp; 0.0%<sup>(a)</sup> <br>|
| Short-Term Investments and Other Liabilities—Net | &nbsp;&nbsp; 7075205 | 100.0% |
|  | **$7079916** | **100.0%** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents less than 0.05% of net assets of the Fund.

See Notes to Schedule of Investments

------

Schedule of Investments Global Allocation Fund^ (Unaudited) (cont'd)

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's investments as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| Common Stocks<sup>#</sup> <br>| $— | $4711 | $— | $4711 |
| Short-Term Investments | &nbsp;&nbsp; — | &nbsp;&nbsp; 7707682 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7707682 |
| **Total Investments** | **$—** | **$7712393** | **$—** | **$7712393** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# The Schedule of Investments provides a geographic categorization as well as a Positions by Industry summary.

^ A balance indicated with a "—", reflects either a zero balance or an amount that rounds to less than 1.

See Notes to Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) <br>January 31, 2023

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Long Positions 102.1%** | **Long Positions 102.1%** | **Long Positions 102.1%** |
| **Common Stocks 76.6%** | **Common Stocks 76.6%** | **Common Stocks 76.6%** |
| **Aerospace & Defense 1.2%** | **Aerospace & Defense 1.2%** | **Aerospace & Defense 1.2%** |
| &nbsp;&nbsp;&nbsp; 245678 | Airbus SE | $30799628 |
| &nbsp;&nbsp;&nbsp; 170200 | Boeing Co. | &nbsp;&nbsp; 36252600<sup>\*(a)</sup> |
|  |  | **67052228** |
| **Banks 1.1%** | **Banks 1.1%** | **Banks 1.1%** |
| &nbsp;&nbsp;&nbsp; 427776 | JPMorgan Chase & Co. | **59871529**<sup>(a)</sup> |
| **Beverages 1.3%** | **Beverages 1.3%** | **Beverages 1.3%** |
| 2060893 | Keurig Dr Pepper, Inc. | **72708305**<sup>(a)</sup> |
| **Biotechnology 0.6%** | **Biotechnology 0.6%** | **Biotechnology 0.6%** |
| &nbsp;&nbsp;&nbsp; 233927 | AbbVie, Inc. | **34562714** |
| **Capital Markets 4.5%** | **Capital Markets 4.5%** | **Capital Markets 4.5%** |
| 1155562 | &nbsp;&nbsp; Brookfield Asset <br> Management, Inc. Class A<br>| &nbsp;&nbsp; 42986906 |
| &nbsp;&nbsp;&nbsp; 498280 | CME Group, Inc. | &nbsp;&nbsp; 88026145<sup>(a)</sup> |
| &nbsp;&nbsp;&nbsp; 303904 | S&P Global, Inc. | &nbsp;&nbsp; 113945766 |
|  |  | **244958817** |
| **Chemicals 1.4%** | **Chemicals 1.4%** | **Chemicals 1.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 54608 | Air Products & Chemicals, Inc. | &nbsp;&nbsp; 17502410<sup>(a)</sup> |
| &nbsp;&nbsp;&nbsp; 537231 | Ashland, Inc. | &nbsp;&nbsp; 58703231 |
|  |  | **76205641** |
| **Commercial Services & Supplies 1.1%** | **Commercial Services & Supplies 1.1%** | **Commercial Services & Supplies 1.1%** |
| &nbsp;&nbsp;&nbsp; 381385 | Waste Management, Inc. | **59011701** |
| **Computers 0.1%** | **Computers 0.1%** | **Computers 0.1%** |
| &nbsp;&nbsp;&nbsp; 359091 | Arctic Wolf Networks, Inc. | **3950001**<sup>\*#(b)(c)</sup> |
| **Containers & Packaging 0.8%** | **Containers & Packaging 0.8%** | **Containers & Packaging 0.8%** |
| &nbsp;&nbsp;&nbsp; 216692 | Avery Dennison Corp. | **41050132** |
| **Diversified Consumer Services 0.2%** | **Diversified Consumer Services 0.2%** | **Diversified Consumer Services 0.2%** |
| &nbsp;&nbsp;&nbsp; 572482 | &nbsp;&nbsp; European Wax Center, Inc. <br> Class A<br>| **10785561** |
| **Diversified Financial Services 1.0%** | **Diversified Financial Services 1.0%** | **Diversified Financial Services 1.0%** |
| &nbsp;&nbsp;&nbsp; 722815 | &nbsp;&nbsp; Apollo Global Management, <br> Inc.<br>| &nbsp;&nbsp; 51160846 |
| 1800000 | &nbsp;&nbsp; Sunlight Financial Holdings, <br> Inc.<br>| &nbsp;&nbsp; 2322000<sup>\*</sup> |
|  |  | **53482846** |
| **Electric Utilities 2.4%** | **Electric Utilities 2.4%** | **Electric Utilities 2.4%** |
| 1719976 | NextEra Energy, Inc. | **128361809**<sup>(a)</sup> |
| **Electrical Equipment 0.9%** | **Electrical Equipment 0.9%** | **Electrical Equipment 0.9%** |
| 1277749 | nVent Electric PLC | **50790523** |
| **Electronic Equipment, Instruments & Components 2.5%** | **Electronic Equipment, Instruments & Components 2.5%** | **Electronic Equipment, Instruments & Components 2.5%** |
| 410733 | Amphenol Corp. Class A | &nbsp;&nbsp; 32764172 |
| &nbsp;&nbsp;&nbsp; 204159 | CDW Corp. | &nbsp;&nbsp; 40021289 |

---

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Electronic Equipment, Instruments & Components –** <br> **cont'd** | **Electronic Equipment, Instruments & Components –** <br> **cont'd** | **Electronic Equipment, Instruments & Components –** <br> **cont'd** |
| &nbsp;&nbsp;&nbsp; 486829 | TE Connectivity Ltd. | $61900307 |
|  |  | **134685768** |
| **Entertainment 1.5%** | **Entertainment 1.5%** | **Entertainment 1.5%** |
| &nbsp;&nbsp;&nbsp; 582835 | Activision Blizzard, Inc. | &nbsp;&nbsp; 44627676<sup>(a)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; 73335 | Netflix, Inc. | &nbsp;&nbsp; 25950323<sup>\*(a)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; 74775 | Walt Disney Co. | &nbsp;&nbsp; 8112340<sup>\*(a)</sup> |
|  |  | **78690339** |
| **Equity Real Estate Investment Trusts 0.9%** | **Equity Real Estate Investment Trusts 0.9%** | **Equity Real Estate Investment Trusts 0.9%** |
| &nbsp;&nbsp;&nbsp; 157161 | SBA Communications Corp. | **46760112**<sup>(a)</sup> |
| **Food & Staples Retailing 1.6%** | **Food & Staples Retailing 1.6%** | **Food & Staples Retailing 1.6%** |
| &nbsp;&nbsp;&nbsp; 103686 | Costco Wholesale Corp. | &nbsp;&nbsp; 52998062 |
| &nbsp;&nbsp;&nbsp; 225545 | Walmart, Inc. | &nbsp;&nbsp; 32449159<sup>(a)</sup> |
|  |  | **85447221** |
| **Food Products 0.5%** | **Food Products 0.5%** | **Food Products 0.5%** |
| &nbsp;&nbsp;&nbsp; 454346 | &nbsp;&nbsp; Mondelez International, Inc. <br> Class A<br>| **29732402**<sup>(a)</sup> |
| **Health Care Equipment & Supplies 0.9%** | **Health Care Equipment & Supplies 0.9%** | **Health Care Equipment & Supplies 0.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 64125 | Becton, Dickinson & Co. | &nbsp;&nbsp; 16173608 |
| &nbsp;&nbsp;&nbsp; 741618 | Boston Scientific Corp. | &nbsp;&nbsp; 34299832<sup>\*</sup> |
|  |  | **50473440** |
| **Health Care Providers & Services 2.5%** | **Health Care Providers & Services 2.5%** | **Health Care Providers & Services 2.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 73639 | Humana, Inc. | &nbsp;&nbsp; 37681076 |
| &nbsp;&nbsp;&nbsp; 193925 | UnitedHealth Group, Inc. | &nbsp;&nbsp; 96805421<sup>(a)</sup> |
|  |  | **134486497** |
| **Holding Companies—Diversified 0.2%** | **Holding Companies—Diversified 0.2%** | **Holding Companies—Diversified 0.2%** |
| 1082400 | Independence Holdings Corp. | **10986360**<sup>\*</sup> |
| **Hotels, Restaurants & Leisure 2.8%** | **Hotels, Restaurants & Leisure 2.8%** | **Hotels, Restaurants & Leisure 2.8%** |
| 110435 | Expedia Group, Inc. | &nbsp;&nbsp; 12622720<sup>\*</sup> |
| 667773 | &nbsp;&nbsp; First Watch Restaurant Group, <br> Inc.<br>| &nbsp;&nbsp; 10817923<sup>\*</sup> |
| 128339 | &nbsp;&nbsp; Marriott International, Inc. <br> Class A<br>| &nbsp;&nbsp; 22354087<sup>(a)</sup> |
| 356383 | McDonald's Corp. | &nbsp;&nbsp; 95296814<sup>(a)</sup> |
| 1022778 | Sweetgreen, Inc. Class A | &nbsp;&nbsp; 10606208<sup>\*(d)</sup> |
|  |  | **151697752** |
| **Household Products 0.9%** | **Household Products 0.9%** | **Household Products 0.9%** |
| &nbsp;&nbsp;&nbsp; 336285 | Procter & Gamble Co. | **47880258**<sup>(a)</sup> |
| **Insurance 0.5%** | **Insurance 0.5%** | **Insurance 0.5%** |
| &nbsp;&nbsp;&nbsp; 178934 | Progressive Corp. | **24397651**<sup>(a)</sup> |
| **Interactive Media & Services 4.1%** | **Interactive Media & Services 4.1%** | **Interactive Media & Services 4.1%** |
| 1154478 | Alphabet, Inc. Class A | &nbsp;&nbsp; 114108606<sup>\*(a)</sup> |
| &nbsp;&nbsp;&nbsp; 266121 | Match Group, Inc. | &nbsp;&nbsp; 14402469<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; 636852 | Meta Platforms, Inc. Class A | &nbsp;&nbsp; 94871842<sup>\*(a)</sup> |
|  |  | **223382917** |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Internet & Direct Marketing Retail 2.9%** | **Internet & Direct Marketing Retail 2.9%** | **Internet & Direct Marketing Retail 2.9%** |
| 1226827 | Amazon.com, Inc. | $126522668<sup>\*(a)</sup> |
| &nbsp;&nbsp;&nbsp; 622766 | Chewy, Inc. Class A | &nbsp;&nbsp; 28061836<sup>\*(d)</sup> |
|  |  | **154584504** |
| **IT Services 4.4%** | **IT Services 4.4%** | **IT Services 4.4%** |
| &nbsp;&nbsp;&nbsp; 658859 | &nbsp;&nbsp; Fidelity National Information <br> Services, Inc.<br>| &nbsp;&nbsp; 49440779 |
| 183750 | MasterCard, Inc. Class A | &nbsp;&nbsp; 68097750<sup>(a)</sup> |
| 442645 | Okta, Inc. | &nbsp;&nbsp; 32583099<sup>\*</sup> |
| 1869977 | Repay Holdings Corp. | &nbsp;&nbsp; 18213576<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; 305725 | Visa, Inc. Class A | &nbsp;&nbsp; 70380952<sup>(a)</sup> |
|  |  | **238716156** |
| **Life Sciences Tools & Services 0.7%** | **Life Sciences Tools & Services 0.7%** | **Life Sciences Tools & Services 0.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 68524 | Thermo Fisher Scientific, Inc. | **39081293** |
| **Multiline Retail 0.7%** | **Multiline Retail 0.7%** | **Multiline Retail 0.7%** |
| &nbsp;&nbsp;&nbsp; 249982 | Dollar Tree, Inc. | **37542297**<sup>\*(a)</sup> |
| **Multi-Utilities 1.9%** | **Multi-Utilities 1.9%** | **Multi-Utilities 1.9%** |
| 1898160 | CenterPoint Energy, Inc. | &nbsp;&nbsp; 57172579<sup>(a)</sup> |
| &nbsp;&nbsp;&nbsp; 458301 | WEC Energy Group, Inc. | &nbsp;&nbsp; 43075711<sup>(a)</sup> |
|  |  | **100248290** |
| **Oil, Gas & Consumable Fuels 2.1%** | **Oil, Gas & Consumable Fuels 2.1%** | **Oil, Gas & Consumable Fuels 2.1%** |
| &nbsp;&nbsp;&nbsp; 344383 | Chevron Corp. | &nbsp;&nbsp; 59929530<sup>(a)</sup> |
| 1163053 | Enbridge, Inc. | &nbsp;&nbsp; 47650281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 | Venture Global LNG, Inc. | &nbsp;&nbsp; 3245256<sup>\*#(b)(c)</sup> |
|  |  | **110825067** |
| **Pharmaceuticals 0.9%** | **Pharmaceuticals 0.9%** | **Pharmaceuticals 0.9%** |
| &nbsp;&nbsp;&nbsp; 290524 | Johnson & Johnson | **47477432**<sup>(a)</sup> |
| **Professional Services 1.5%** | **Professional Services 1.5%** | **Professional Services 1.5%** |
| &nbsp;&nbsp;&nbsp; 353520 | Equifax, Inc. | **78552144** |
| **Road & Rail 2.3%** | **Road & Rail 2.3%** | **Road & Rail 2.3%** |
| &nbsp;&nbsp;&nbsp; 534510 | Uber Technologies, Inc. | &nbsp;&nbsp; 16532394<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; 533356 | Union Pacific Corp. | &nbsp;&nbsp; 108905962<sup>(a)</sup> |
|  |  | **125438356** |
| **Semiconductors & Semiconductor Equipment 1.7%** | **Semiconductors & Semiconductor Equipment 1.7%** | **Semiconductors & Semiconductor Equipment 1.7%** |
| &nbsp;&nbsp;&nbsp; 393947 | Analog Devices, Inc. | &nbsp;&nbsp; 67550092<sup>(a)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; 29397 | ASML Holding NV | &nbsp;&nbsp; 19426714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 36100 | NVIDIA Corp. | &nbsp;&nbsp; 7052857 |
|  |  | **94029663** |
| **Software 11.8%** | **Software 11.8%** | **Software 11.8%** |
| &nbsp;&nbsp;&nbsp; 299922 | Adobe, Inc. | &nbsp;&nbsp; 111073114<sup>\*</sup> |
| 111020 | Atlassian Corp. Class A | &nbsp;&nbsp; 17943052<sup>\*</sup> |
| 179381 | Grammarly, Inc. Class A | &nbsp;&nbsp; 3761530<sup>\*#(b)(c)</sup> |
| 14865 | Intuit, Inc. | &nbsp;&nbsp; 6282990<sup>(a)</sup> |
| 761164 | Microsoft Corp. | &nbsp;&nbsp; 188624051<sup>(a)</sup> |
| 1806473 | Paycor HCM, Inc. | &nbsp;&nbsp; 45360537<sup>\*</sup> |
| 761017 | Salesforce, Inc. | &nbsp;&nbsp; 127828026<sup>\*(a)</sup> |

---

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Software – cont'd** | **Software – cont'd** | **Software – cont'd** |
| 142455 | ServiceNow, Inc. | $64835544<sup>\*(a)</sup> |
| 244681 | Splunk, Inc. | &nbsp;&nbsp; 23433099<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; 268203 | Workday, Inc. Class A | &nbsp;&nbsp; 48660070<sup>\*(a)</sup> |
|  |  | **637802013** |
| **Specialty Retail 6.4%** | **Specialty Retail 6.4%** | **Specialty Retail 6.4%** |
| &nbsp;&nbsp;&nbsp; 200331 | &nbsp;&nbsp; Asbury Automotive Group, <br> Inc.<br>| &nbsp;&nbsp; 44072820<sup>\*</sup> |
| 2026590 | Fanatics Holdings, Inc. Class A | &nbsp;&nbsp; 154365360<sup>\*#(b)(c)</sup> |
| 128008 | Home Depot, Inc. | &nbsp;&nbsp; 41496353<sup>(a)</sup> |
| 1302538 | TJX Cos., Inc. | &nbsp;&nbsp; 106625761 |
|  |  | **346560294** |
| **Technology Hardware, Storage & Peripherals 3.1%** | **Technology Hardware, Storage & Peripherals 3.1%** | **Technology Hardware, Storage & Peripherals 3.1%** |
| 1148947 | Apple, Inc. | **165781563**<sup>(a)</sup> |
| **Textiles, Apparel & Luxury Goods 0.7%** | **Textiles, Apparel & Luxury Goods 0.7%** | **Textiles, Apparel & Luxury Goods 0.7%** |
| 316542 | NIKE, Inc. Class B | **40305293**<sup>(a)</sup> |
| **Total Common Stocks** <br>**(Cost $3,353,295,056)** | **Total Common Stocks** <br>**(Cost $3,353,295,056)** | **4138356889** |
| **Preferred Stocks 1.0%** | **Preferred Stocks 1.0%** | **Preferred Stocks 1.0%** |
| **Capital Markets 0.0%**<sup>(e)</sup> | **Capital Markets 0.0%**<sup>(e)</sup> | **Capital Markets 0.0%**<sup>(e)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; 82110 | &nbsp;&nbsp; Savage X, Inc. Ser. C <br>| **3949984**<sup>\*#(b)(c)</sup> |
| **Entertainment 0.1%** | **Entertainment 0.1%** | **Entertainment 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 39203 | &nbsp;&nbsp; A24 Films LLC <br>| **4463653**<sup>\*#(b)(c)(f)</sup> |
| **Internet 0.4%** | **Internet 0.4%** | **Internet 0.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 23000 | &nbsp;&nbsp; Fabletics, Inc. Ser. G <br>| **23000000**<sup>\*#(b)(c)</sup> |
| **IT Services 0.3%** | **IT Services 0.3%** | **IT Services 0.3%** |
| 959038 | Cybereason, Inc. Ser. F | &nbsp;&nbsp; 4275008<sup>\*#(b)(c)</sup> |
| &nbsp;&nbsp;&nbsp; 658071 | Druva, Inc. Ser. 4 | &nbsp;&nbsp; 6167968<sup>\*#(b)(c)</sup> |
| &nbsp;&nbsp;&nbsp; 480112 | Druva, Inc. Ser. 5 | &nbsp;&nbsp; 4499993<sup>\*#(b)(c)</sup> |
|  |  | **14942969** |
| **Software 0.2%** | **Software 0.2%** | **Software 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 55626 | Grammarly, Inc. Ser. 3 | &nbsp;&nbsp; 1458063<sup>\*#(b)(c)</sup> |
| 180619 | Signifyd, Inc. Ser. Seed | &nbsp;&nbsp; 2115049<sup>\*#(b)(c)</sup> |
| 78686 | Signifyd, Inc. Ser. A | &nbsp;&nbsp; 922987<sup>\*#(b)(c)</sup> |
| 325371 | Videoamp, Inc. Ser. F1 | &nbsp;&nbsp; 5135005<sup>\*#(b)(c)</sup> |
|  |  | **9631104** |
| **Total Preferred Stocks** <br>**(Cost $58,686,273)** | **Total Preferred Stocks** <br>**(Cost $58,686,273)** | **55987710** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| **Number of Units** | **Number of Units** |
| **Master Limited Partnerships and Limited** <br> **Partnerships 3.0%** | **Master Limited Partnerships and Limited** <br> **Partnerships 3.0%** |
| **Multi-Utilities 1.1%** | **Multi-Utilities 1.1%** |
| 1600530 | &nbsp;&nbsp; Brookfield Infrastructure <br> Partners L.P. <br>**$56562730**<sup>(a)</sup> |

---

---

| | | |
|:---|:---|:---|
| **Number of Units** | **Number of Units** | **Value** |
| **Oil, Gas & Consumable Fuels 1.9%** | **Oil, Gas & Consumable Fuels 1.9%** | **Oil, Gas & Consumable Fuels 1.9%** |
| 4095940 | &nbsp;&nbsp; Enterprise Products Partners L.P. <br>| **$104856064** |
| **Total Master Limited Partnerships and** <br> **Limited Partnerships** <br>**(Cost $132,960,681)** | **Total Master Limited Partnerships and** <br> **Limited Partnerships** <br>**(Cost $132,960,681)** | **161418794** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** |  |
| **Corporate Bonds 3.4%** | **Corporate Bonds 3.4%** | **Corporate Bonds 3.4%** |
| **Beverages 0.2%** | **Beverages 0.2%** | **Beverages 0.2%** |
| $11355000 | PepsiCo, Inc., 2.75%, due 10/21/2051 | **$8415975** |
| **Computers 0.2%** | **Computers 0.2%** | **Computers 0.2%** |
| &nbsp;&nbsp; 15165000 | Apple, Inc., 2.85%, due 8/5/2061 | **10551372** |
| **Diversified Financial Services 0.0%**<sup>(e)</sup> | **Diversified Financial Services 0.0%**<sup>(e)</sup> | **Diversified Financial Services 0.0%**<sup>(e)</sup> |
| &nbsp;&nbsp; 2838000 | Mastercard, Inc., 2.95%, due 3/15/2051 | **2184857** |
| **Electric 0.2%** | **Electric 0.2%** | **Electric 0.2%** |
| &nbsp;&nbsp; 11350000 | Florida Power & Light Co., 2.88%, due 12/4/2051 | **8253034** |
| **Healthcare - Services 0.1%** | **Healthcare - Services 0.1%** | **Healthcare - Services 0.1%** |
| &nbsp;&nbsp; 9462000 | UnitedHealth Group, Inc., 3.13%, due 5/15/2060 | **6875634** |
| **Internet 0.8%** | **Internet 0.8%** | **Internet 0.8%** |
| &nbsp;&nbsp; 14222000 | Alphabet, Inc., 2.25%, due 8/15/2060 | &nbsp;&nbsp; 8752669 |
| &nbsp;&nbsp; 19922000 | Amazon.com, Inc., 3.25%, due 5/12/2061 | &nbsp;&nbsp; 14650693 |
| &nbsp;&nbsp; 12315000 | Meta Platforms, Inc., 4.65%, due 8/15/2062 | &nbsp;&nbsp; 10792497 |
| &nbsp;&nbsp; 9590000 | Uber Technologies, Inc., 8.00%, due 11/1/2026 | &nbsp;&nbsp; 9816707<sup>(g)</sup> |
|  |  | **44012566** |
| **Machinery - Diversified 0.0%**<sup>(e)</sup> | **Machinery - Diversified 0.0%**<sup>(e)</sup> | **Machinery - Diversified 0.0%**<sup>(e)</sup> |
| &nbsp;&nbsp; 2850000 | nVent Finance Sarl, 4.55%, due 4/15/2028 | **2706000**<sup>(h)</sup> |
| **Miscellaneous Manufacturer 0.7%** | **Miscellaneous Manufacturer 0.7%** | **Miscellaneous Manufacturer 0.7%** |
| Anagram International, Inc./Anagram Holdings LLC |  |  |
| &nbsp;&nbsp; 24838349 | &nbsp;&nbsp;&nbsp; 10.00% Cash & 5.00% PIK, due 8/15/2025 | &nbsp;&nbsp; 23596432<sup>(g)(i)</sup> |
| &nbsp;&nbsp; 17363813 | &nbsp;&nbsp;&nbsp; 5.00% Cash & 5.00% PIK, due 8/15/2026 | &nbsp;&nbsp; 13886776<sup>(g)(i)</sup> |
|  |  | **37483208** |
| **Office - Business Equipment 0.1%** | **Office - Business Equipment 0.1%** | **Office - Business Equipment 0.1%** |
| &nbsp;&nbsp; 5700000 | CDW LLC/CDW Finance Corp., 2.67%, due 12/1/2026 | **5124756** |
| **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** |
| &nbsp;&nbsp; 12295000 | Johnson & Johnson, 2.45%, due 9/1/2060 | **8209769** |
| **Real Estate Investment Trusts 0.0%**<sup>(e)</sup> | **Real Estate Investment Trusts 0.0%**<sup>(e)</sup> | **Real Estate Investment Trusts 0.0%**<sup>(e)</sup> |
| &nbsp;&nbsp; 2850000 | SBA Communications Corp., 3.88%, due 2/15/2027 | **2632077** |
| **Retail 0.2%** | **Retail 0.2%** | **Retail 0.2%** |
| &nbsp;&nbsp; 12295000 | Walmart, Inc., 2.65%, due 9/22/2051 | **8977743** |
| **Software 0.7%** | **Software 0.7%** | **Software 0.7%** |
| &nbsp;&nbsp; 13250000 | Activision Blizzard, Inc., 2.50%, due 9/15/2050 | &nbsp;&nbsp; 8903323 |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Software – cont'd** | **Software – cont'd** | **Software – cont'd** |
| $18032000 | Microsoft Corp., 2.68%, due 6/1/2060 | $12511050 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp; 5715000 | &nbsp;&nbsp;&nbsp; 6.90%, due 11/9/2052 | &nbsp;&nbsp; 6610780 |
| &nbsp;&nbsp; 16122000 | &nbsp;&nbsp;&nbsp; 3.85%, due 4/1/2060 | &nbsp;&nbsp; 11651665 |
|  |  | **39676818** |
| **Total Corporate Bonds** <br>**(Cost $174,831,353)** | **Total Corporate Bonds** <br>**(Cost $174,831,353)** | **185103809** |
| **Loan Assignments 0.3%** | **Loan Assignments 0.3%** |  |
| **Leisure Goods - Activities - Movies 0.3%** | **Leisure Goods - Activities - Movies 0.3%** | **Leisure Goods - Activities - Movies 0.3%** |
| &nbsp;&nbsp; 15000000 | &nbsp;&nbsp; One Spa World, LLC, Second Lien Term Loan, (3M USD LIBOR + 7.50%), 11.83%, due 3/18/2027 <br> **(Cost $14,838,464)**<br>| **15300000**<sup>#(b)(c)(j)</sup> |
| **Convertible Bonds 0.4%** | **Convertible Bonds 0.4%** | **Convertible Bonds 0.4%** |
| **Computers 0.4%** | **Computers 0.4%** | **Computers 0.4%** |
| &nbsp;&nbsp; 19850 | Arctic Wolf Networks, Inc., 0.00%, due 9/29/2027 **(Cost $19,850,000)** | **19850000**<sup>#(b)(c)</sup> |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** |  |
| **Warrants 0.1%** | **Warrants 0.1%** | **Warrants 0.1%** |
| **Diversified Consumer Services 0.1%** | **Diversified Consumer Services 0.1%** | **Diversified Consumer Services 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52600 | OneSpaWorld Holdings Ltd. Expires 3/19/2024 | $78900<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 653334 | OneSpaWorld Holdings Ltd. Expires 6/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3573737<sup>\*(b)(c)</sup> |
|  |  | **3652637** |
| **Food Products 0.0%**<sup>(e)</sup> | **Food Products 0.0%**<sup>(e)</sup> | **Food Products 0.0%**<sup>(e)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701800 | Whole Earth Brands, Inc. Expires 6/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 128921<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301400 | Whole Earth Brands, Inc. Expires 6/25/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 55367<sup>\*</sup> |
|  |  | **184288** |
| **Total Warrants** <br>**(Cost $433,413)** | **Total Warrants** <br>**(Cost $433,413)** | **3836925** |
| **Purchased Option Contracts 0.0%**<sup>(e)</sup> <br>**(Cost $2,106,271)** | **Purchased Option Contracts 0.0%**<sup>(e)</sup> <br>**(Cost $2,106,271)** | **877020** |
| **Short-Term Investments 17.3%** | **Short-Term Investments 17.3%** | **Short-Term Investments 17.3%** |
| **Investment Companies 17.3%** | **Investment Companies 17.3%** | **Investment Companies 17.3%** |
| 906885181 | State Street Institutional U.S. Government Money Market Fund Premier Class, 4.18%<sup>(k)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 906885181 |
| 24683398 | State Street Navigator Securities Lending Government Money Market Portfolio, 4.35%<sup>(k)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 24683398<sup>(l)</sup> |
| **Total Short-Term Investments** <br>**(Cost $931,568,579)** | **Total Short-Term Investments** <br>**(Cost $931,568,579)** | **931568579** |
| **Total Long Positions (102.1%)**<br> **(Cost $4,688,570,090)** | **Total Long Positions (102.1%)**<br> **(Cost $4,688,570,090)** | **5512299726** |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Short Positions ((18.0)%)** | **Short Positions ((18.0)%)** | **Short Positions ((18.0)%)** |
| **Common Stocks Sold Short (17.2)%** | **Common Stocks Sold Short (17.2)%** | **Common Stocks Sold Short (17.2)%** |
| **Aerospace & Defense (0.2)%** | **Aerospace & Defense (0.2)%** | **Aerospace & Defense (0.2)%** |
| &nbsp;&nbsp;&nbsp; (121629) | &nbsp;&nbsp; AeroVironment, Inc. <br>| **$(10821332)**<sup>\*</sup> |
| **Air Freight & Logistics (0.2)%** | **Air Freight & Logistics (0.2)%** | **Air Freight & Logistics (0.2)%** |
| &nbsp;&nbsp;&nbsp;&nbsp; (78100) | &nbsp;&nbsp; Expeditors International of <br> Washington, Inc. <br>| **(8446515)** |
| **Automobiles (0.2)%** | **Automobiles (0.2)%** | **Automobiles (0.2)%** |
| &nbsp;&nbsp;&nbsp; (498230) | Ford Motor Co. | &nbsp;&nbsp; (6731087) |
| &nbsp;&nbsp;&nbsp; (403407) | Lucid Group, Inc. | &nbsp;&nbsp; (4715828)<sup>\*</sup> |
|  |  | **(11446915)** |
| **Banks (0.3)%** | **Banks (0.3)%** | **Banks (0.3)%** |
| &nbsp;&nbsp;&nbsp;&nbsp; (91200) | Signature Bank | &nbsp;&nbsp; (11760240) |
| &nbsp;&nbsp;&nbsp; (107804) | Wells Fargo & Co. | &nbsp;&nbsp; (5052773) |
|  |  | **(16813013)** |
| **Capital Markets (1.2)%** | **Capital Markets (1.2)%** | **Capital Markets (1.2)%** |
| &nbsp;&nbsp;&nbsp; (187689) | Coinbase Global, Inc. | &nbsp;&nbsp; (10976053)<sup>\*</sup> |
| (1063202) | Invesco Ltd. | &nbsp;&nbsp; (19679869) |
| &nbsp;&nbsp;&nbsp; (574498) | Robinhood Markets, Inc. | &nbsp;&nbsp; (5980524)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (265362) | T Rowe Price Group, Inc. | &nbsp;&nbsp; (30906712) |
|  |  | **(67543158)** |
| **Chemicals (0.1)%** | **Chemicals (0.1)%** | **Chemicals (0.1)%** |
| &nbsp;&nbsp;&nbsp;&nbsp; (21622) | &nbsp;&nbsp; Sherwin-Williams Co. <br>| **(5115549)** |
| **Commercial Services & Supplies (0.1)%** | **Commercial Services & Supplies (0.1)%** | **Commercial Services & Supplies (0.1)%** |
| &nbsp;&nbsp;&nbsp; (370127) | &nbsp;&nbsp; Steelcase, Inc. <br>| **(2886991)** |
| **Consumer Finance (0.6)%** | **Consumer Finance (0.6)%** | **Consumer Finance (0.6)%** |
| &nbsp;&nbsp;&nbsp; (184735) | Capital One Financial Corp. | &nbsp;&nbsp; (21983465) |
| &nbsp;&nbsp;&nbsp; (430573) | Upstart Holdings, Inc. | &nbsp;&nbsp; (8043104)<sup>\*</sup> |
|  |  | **(30026569)** |
| **Containers & Packaging (0.2)%** | **Containers & Packaging (0.2)%** | **Containers & Packaging (0.2)%** |
| &nbsp;&nbsp;&nbsp;&nbsp; (93396) | &nbsp;&nbsp; Packaging Corp. of America <br>| **(13327609)** |
| **Diversified Consumer Services (0.3)%** | **Diversified Consumer Services (0.3)%** | **Diversified Consumer Services (0.3)%** |
| &nbsp;&nbsp;&nbsp; (425411) | &nbsp;&nbsp; H&R Block, Inc. <br>| **(16582521)** |
| **Electric Utilities (0.4)%** | **Electric Utilities (0.4)%** | **Electric Utilities (0.4)%** |
| &nbsp;&nbsp;&nbsp; (157985) | &nbsp;&nbsp; Hawaiian Electric Industries, <br> Inc.<br>| &nbsp;&nbsp; (6678026) |
| &nbsp;&nbsp;&nbsp; (199237) | Southern Co. | &nbsp;&nbsp; (13484360) |
|  |  | **(20162386)** |

---

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Entertainment (0.8)%** | **Entertainment (0.8)%** | **Entertainment (0.8)%** |
| &nbsp;&nbsp;&nbsp; (338829) | ROBLOX Corp. | $(12607827)<sup>\*</sup> |
| (2220467) | Warner Bros Discovery, Inc. | &nbsp;&nbsp; (32907321)<sup>\*</sup> |
|  |  | **(45515148)** |
| **Equity Real Estate Investment Trusts (1.1)%** | **Equity Real Estate Investment Trusts (1.1)%** | **Equity Real Estate Investment Trusts (1.1)%** |
| &nbsp;&nbsp;&nbsp; (336649) | Iron Mountain, Inc. | &nbsp;&nbsp; (18374302) |
| &nbsp;&nbsp;&nbsp; (303379) | Lamar Advertising Co. | &nbsp;&nbsp; (32321999) |
| &nbsp;&nbsp;&nbsp; (475703) | Outfront Media, Inc. | &nbsp;&nbsp; (9466490) |
|  |  | **(60162791)** |
| **Food & Staples Retailing (0.4)%** | **Food & Staples Retailing (0.4)%** | **Food & Staples Retailing (0.4)%** |
| &nbsp;&nbsp;&nbsp; (212107) | &nbsp;&nbsp; BJ's Wholesale Club Holdings, <br> Inc.<br>| &nbsp;&nbsp; (15371394)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (223980) | Grocery Outlet Holding Corp. | &nbsp;&nbsp; (6806752)<sup>\*</sup> |
|  |  | **(22178146)** |
| **Food Products (1.0)%** | **Food Products (1.0)%** | **Food Products (1.0)%** |
| &nbsp;&nbsp;&nbsp; (479213) | Campbell Soup Co. | &nbsp;&nbsp; (24885531) |
| &nbsp;&nbsp;&nbsp; (866334) | Hain Celestial Group, Inc. | &nbsp;&nbsp; (17777174)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (140430) | McCormick & Co., Inc. | &nbsp;&nbsp; (10549101) |
|  |  | **(53211806)** |
| **Hotels, Restaurants & Leisure (0.4)%** | **Hotels, Restaurants & Leisure (0.4)%** | **Hotels, Restaurants & Leisure (0.4)%** |
| &nbsp;&nbsp;&nbsp;&nbsp; (77958) | Darden Restaurants, Inc. | &nbsp;&nbsp; (11535445) |
| &nbsp;&nbsp;&nbsp; (101759) | Dine Brands Global, Inc. | &nbsp;&nbsp; (7866989) |
|  |  | **(19402434)** |
| **Household Durables (0.2)%** | **Household Durables (0.2)%** | **Household Durables (0.2)%** |
| &nbsp;&nbsp;&nbsp; (308832) | Cricut, Inc. | &nbsp;&nbsp; (3023465) |
| &nbsp;&nbsp;&nbsp;&nbsp; (44610) | TopBuild Corp. | &nbsp;&nbsp; (8924677)<sup>\*</sup> |
|  |  | **(11948142)** |
| **Household Products (0.3)%** | **Household Products (0.3)%** | **Household Products (0.3)%** |
| &nbsp;&nbsp;&nbsp; (187088) | &nbsp;&nbsp; Church & Dwight Co., Inc. <br>| **(15127936)** |
| **Industrial Conglomerates (0.2)%** | **Industrial Conglomerates (0.2)%** | **Industrial Conglomerates (0.2)%** |
| &nbsp;&nbsp;&nbsp;&nbsp; (61662) | 3M Co. | &nbsp;&nbsp; (7096063) |
| &nbsp;&nbsp;&nbsp;&nbsp; (53500) | General Electric Co. | &nbsp;&nbsp; (4305680) |
|  |  | **(11401743)** |
| **Interactive Media & Services (0.1)%** | **Interactive Media & Services (0.1)%** | **Interactive Media & Services (0.1)%** |
| (2573500) | &nbsp;&nbsp; fuboTV, Inc. <br>| **(6613895)**<sup>\*</sup> |
| **IT Services (0.5)%** | **IT Services (0.5)%** | **IT Services (0.5)%** |
| &nbsp;&nbsp;&nbsp;&nbsp; (76743) | &nbsp;&nbsp; International Business <br> Machines Corp.<br>| &nbsp;&nbsp; (10339584) |
| (1109711) | Western Union Co. | &nbsp;&nbsp; (15724605) |
|  |  | **(26064189)** |
| **Machinery (0.8)%** | **Machinery (0.8)%** | **Machinery (0.8)%** |
| &nbsp;&nbsp;&nbsp; (127718) | Illinois Tool Works, Inc. | &nbsp;&nbsp; (30146557) |
| &nbsp;&nbsp;&nbsp; (234548) | Ingersoll Rand, Inc. | &nbsp;&nbsp; (13134688) |
|  |  | **(43281245)** |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Media (2.2)%** | **Media (2.2)%** | **Media (2.2)%** |
| (1878559) | iHeartMedia, Inc. | $(14558832)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (610924) | Interpublic Group of Cos., Inc. | &nbsp;&nbsp; (22274289) |
| &nbsp;&nbsp;&nbsp; (275563) | Omnicom Group, Inc. | &nbsp;&nbsp; (23695662) |
| (1073004) | Paramount Global | &nbsp;&nbsp; (24850773) |
| (2510065) | Sirius XM Holdings, Inc. | &nbsp;&nbsp; (14533276) |
| &nbsp;&nbsp;&nbsp; (332492) | Trade Desk, Inc. | &nbsp;&nbsp; (16857345)<sup>\*</sup> |
|  |  | **(116770177)** |
| **Multi-Utilities (0.5)%** | **Multi-Utilities (0.5)%** | **Multi-Utilities (0.5)%** |
| &nbsp;&nbsp;&nbsp; (256485) | &nbsp;&nbsp; Consolidated Edison, Inc. <br>| **(24445585)** |
| **Road & Rail (0.3)%** | **Road & Rail (0.3)%** | **Road & Rail (0.3)%** |
| &nbsp;&nbsp;&nbsp; (154000) | Canadian Pacific Railway Ltd. | &nbsp;&nbsp; (12150600) |
| &nbsp;&nbsp;&nbsp;&nbsp; (34900) | Landstar System, Inc. | &nbsp;&nbsp; (6031767) |
|  |  | **(18182367)** |
| **Semiconductors & Semiconductor Equipment (0.2)%** | **Semiconductors & Semiconductor Equipment (0.2)%** | **Semiconductors & Semiconductor Equipment (0.2)%** |
| &nbsp;&nbsp;&nbsp;&nbsp; (65269) | &nbsp;&nbsp; Texas Instruments, Inc. <br>| **(11566319)** |
| **Software (2.2)%** | **Software (2.2)%** | **Software (2.2)%** |
| &nbsp;&nbsp;&nbsp;&nbsp; (36643) | Aspen Technology, Inc. | &nbsp;&nbsp; (7282796)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; (80481) | Bill.com Holdings, Inc. | &nbsp;&nbsp; (9305213)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (106617) | Descartes Systems Group, Inc. | &nbsp;&nbsp; (7785174)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (174752) | DocuSign, Inc. | &nbsp;&nbsp; (10596961)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; (28063) | HubSpot, Inc. | &nbsp;&nbsp; (9738142)<sup>\*</sup> |

---

---

| | | |
|:---|:---|:---|
| **Number of Shares** | **Number of Shares** | **Value** |
| **Software – cont'd** | **Software – cont'd** | **Software – cont'd** |
| (1514035) | Palantir Technologies, Inc. | $(11779192)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; (73091) | Paycom Software, Inc. | &nbsp;&nbsp; (23677099)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (100387) | Paylocity Holding Corp. | &nbsp;&nbsp; (20909608)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; (82102) | SAP SE ADR | &nbsp;&nbsp; (9731550) |
| &nbsp;&nbsp;&nbsp;&nbsp; (74624) | SPS Commerce, Inc. | &nbsp;&nbsp; (10154834)<sup>\*</sup> |
|  |  | **(120960569)** |
| **Specialty Retail (2.1)%** | **Specialty Retail (2.1)%** | **Specialty Retail (2.1)%** |
| &nbsp;&nbsp;&nbsp;&nbsp; (52245) | AutoNation, Inc. | &nbsp;&nbsp; (6620486)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (331472) | Best Buy Co., Inc. | &nbsp;&nbsp; (29408196) |
| &nbsp;&nbsp;&nbsp;&nbsp; (35919) | Boot Barn Holdings, Inc. | &nbsp;&nbsp; (2998877)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (104653) | Burlington Stores, Inc. | &nbsp;&nbsp; (24052399)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (304066) | CarMax, Inc. | &nbsp;&nbsp; (21421450)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; (58228) | Carvana Co. | &nbsp;&nbsp; (592179)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (262424) | Children's Place, Inc. | &nbsp;&nbsp; (11906177)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp; (254052) | GameStop Corp. | &nbsp;&nbsp; (5556117)<sup>\*</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; (36482) | Hibbett, Inc. | &nbsp;&nbsp; (2420946) |
| &nbsp;&nbsp;&nbsp; (152620) | Sonic Automotive, Inc. | &nbsp;&nbsp; (8197220) |
|  |  | **(113174047)** |
| **Textiles, Apparel & Luxury Goods (0.1)%** | **Textiles, Apparel & Luxury Goods (0.1)%** | **Textiles, Apparel & Luxury Goods (0.1)%** |
| &nbsp;&nbsp;&nbsp; (200239) | &nbsp;&nbsp; G-III Apparel Group Ltd. <br>| **(3388044)**<sup>\*</sup> |
| **Total Common Stocks Sold Short** <br>**(Proceeds $(897645797))** | **Total Common Stocks Sold Short** <br>**(Proceeds $(897645797))** | **(926567141)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** |  |
| **Corporate Bonds Sold Short (0.8)%** | **Corporate Bonds Sold Short (0.8)%** | **Corporate Bonds Sold Short (0.8)%** |
| **Diversified Financial Services (0.2)%** | **Diversified Financial Services (0.2)%** | **Diversified Financial Services (0.2)%** |
| $(5000000) | Radian Group, Inc., 4.88%, due 3/15/2027 | $(4769100) |
| &nbsp;&nbsp; (5000000) | Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 3.63%, due 3/1/2029 | &nbsp;&nbsp; (4231250)<sup>(g)</sup> |
|  |  | **(9000350)** |
| **Insurance (0.0)%**<sup>(e)</sup> | **Insurance (0.0)%**<sup>(e)</sup> | **Insurance (0.0)%**<sup>(e)</sup> |
| &nbsp;&nbsp; (2650000) | Hartford Financial Services Group, Inc., (3M USD LIBOR + 2.13%), 6.73%, due 2/12/2047 | **(2279663)**<sup>(g)(j)</sup> |
| **Lodging (0.1)%** | **Lodging (0.1)%** | **Lodging (0.1)%** |
| &nbsp;&nbsp; (7000000) | Boyd Gaming Corp., 4.75%, due 12/1/2027 | **(6668813)** |
| **Media (0.2)%** | **Media (0.2)%** | **Media (0.2)%** |
| &nbsp;&nbsp; (4000000) | iHeartCommunications, Inc., 8.38%, due 5/1/2027 | &nbsp;&nbsp; (3597120) |
| &nbsp;&nbsp; (5000000) | Sirius XM Radio, Inc., 4.00%, due 7/15/2028 | &nbsp;&nbsp; (4463300)<sup>(g)</sup> |
|  |  | **(8060420)** |
| **Office Equipment (0.1)%** | **Office Equipment (0.1)%** | **Office Equipment (0.1)%** |
| &nbsp;&nbsp; (7000000) | Steelcase, Inc., 5.13%, due 1/18/2029 | **(6268080)** |
| **Pipelines (0.1)%** | **Pipelines (0.1)%** | **Pipelines (0.1)%** |
| &nbsp;&nbsp; (8170000) | TransCanada PipeLines Ltd., (3M USD LIBOR + 2.21%), 6.82%, due 5/15/2067 | **(6731998)**<sup>(j)</sup> |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **Retail (0.1)%** | **Retail (0.1)%** | **Retail (0.1)%** |
| $(5000000) | Macy's Retail Holdings LLC, 5.88%, due 4/1/2029 | **$(4661820)**<sup>(g)</sup> |
| **Total Corporate Bonds Sold Short (Proceeds $(45395450))** | **Total Corporate Bonds Sold Short (Proceeds $(45395450))** | **(43671144)** |
| **Total Short Positions (Proceeds $(943041247))** | **Total Short Positions (Proceeds $(943041247))** | **(970238285)** |
| **Total Investments 84.1% (Cost $3,745,528,843)** | **Total Investments 84.1% (Cost $3,745,528,843)** | **4542061441** |
| Other Assets Less Liabilities 15.9% | Other Assets Less Liabilities 15.9% | &nbsp;&nbsp;&nbsp;&nbsp; 859020000<sup>(m)</sup> |
| **Net Assets 100.0%** | **Net Assets 100.0%** | **$5401081441** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Non-income producing security.

(a) All or a portion of this security is pledged as collateral for options written.

(b) Value determined using significant unobservable inputs.

(c) Security fair valued as of January 31, 2023 in accordance with procedures approved by the valuation designee. Total value of all such securities at January 31, 2023 amounted to $260,033,594, which represents 4.8% of net assets of the Fund. 

(d) All or a portion of this security is on loan at January 31, 2023. Total value of all such securities at January 31, 2023 amounted to $25,501,608, collateralized by cash collateral of $24,683,398 and non-cash (U.S. Treasury Securities) collateral of $4,009,643 for the Fund . 

(e) Represents less than 0.05% of net assets of the Fund.

(f) Security represented in Units.

(g) Securities were purchased or sold short under Rule 144A of the Securities Act of 1933, as amended, or are otherwise restricted and, unless registered under the Securities Act of 1933 or exempted from registration, may only be sold to qualified institutional investors or may have other restrictions on resale. At January 31, 2023, these securities amounted to $47,299,915 of long positions and $(15636033) of short positions, which represents 0.9% and (0.3)%, respectively, of net assets of the Fund. 

(h) Step Bond. Coupon rate is a fixed rate for an initial period that either resets at a specific date or may reset in the future contingent upon a predetermined trigger. The interest rate shown was the current rate as of January 31, 2023. 

(i) Payment-in-kind (PIK) security.

(j) Variable or floating rate security. The interest rate shown was the current rate as of January 31, 2023 and changes periodically. 

(k) Represents 7-day effective yield as of January 31, 2023.

(l) Represents investment of cash collateral received from securities lending.

(m) Includes the impact of the Fund's open positions in derivatives at January 31, 2023.

# These securities have been deemed by Management to be illiquid, and are subject to restrictions on resale. At January 31, 2023, these securities amounted to $256,459,857, which represents 4.8% of net assets of the Fund. Acquisition dates shown with a range, if any, represent securities that were acquired over the period shown in the table.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Restricted Security** | &nbsp;&nbsp;&nbsp;&nbsp; **Acquisition** <br>**Date(s)**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Acquisition** <br>**Cost**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Value as of** <br>**1/31/2023**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Fair Value** <br>**Percentage** <br>**of Net Assets** <br>**as of** <br>**1/31/2023**<br>|
| A24 Films LLC (Preferred Units) | 2/25/2022 | &nbsp;&nbsp;&nbsp;&nbsp; $4463654 | &nbsp;&nbsp;&nbsp;&nbsp; $4463653 | 0.1% |
| Arctic Wolf Networks, Inc. | 12/31/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3950001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3950001 | 0.1% |
| Arctic Wolf Networks, Inc. (Convertible Bonds) | 9/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 19850000 | &nbsp;&nbsp;&nbsp;&nbsp; 19850000 | 0.4% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Restricted Security** | &nbsp;&nbsp;&nbsp;&nbsp; **Acquisition**<br> **Date(s)**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Acquisition**<br> **Cost**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Value as of**<br> **1/31/2023**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Fair Value**<br> **Percentage**<br> **of Net Assets**<br> **as of**<br> **1/31/2023**<br>|
| Cybereason, Inc. (Ser. F Preferred Shares) | 7/19/2021 | &nbsp;&nbsp;&nbsp;&nbsp; $4750000 | &nbsp;&nbsp;&nbsp;&nbsp; $4275008 | 0.1% |
| Druva, Inc. (Ser. 4 Preferred Shares) | 6/14/2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3429998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6167968 | 0.1% |
| Druva, Inc. (Ser. 5 Preferred Shares) | 4/1/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4499993 | 0.1% |
| Fabletics, Inc. (Ser. G Preferred Shares) | 1/10/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 23000000 | &nbsp;&nbsp;&nbsp;&nbsp; 23000000 | 0.4% |
| Fanatics Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8/13/2020- <br>4/29/2021<br>| &nbsp;&nbsp;&nbsp;&nbsp; 35957294 | &nbsp;&nbsp; 154365360 | 2.8% |
| Grammarly, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/23/2021- <br>1/24/2022<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4701917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3761530 | 0.1% |
| Grammarly, Inc. (Ser. 3 Preferred Shares) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12/23/2021- <br>1/24/2022<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1458063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1458063 | 0.0% |
| One Spa World, LLC Second Lien Term Loan | 3/19/2019 | &nbsp;&nbsp;&nbsp;&nbsp; 14838464 | &nbsp;&nbsp;&nbsp;&nbsp; 15300000 | 0.3% |
| Savage X, Inc. (Ser. C Preferred Shares) | 11/30/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3949983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3949984 | 0.0% |
| Signifyd, Inc. (Ser. Seed Preferred Shares) | 5/24/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5572107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2115049 | 0.1% |
| Signifyd, Inc. (Ser. A Preferred Shares) | 5/24/2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2427463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922987 | 0.0% |
| Venture Global LNG, Inc. | 11/21/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2303000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3245256 | 0.1% |
| Videoamp, Inc. (Ser. F1 Preferred Shares) | 1/4/2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5135005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5135005 | 0.1% |
| **Total** |  | **$140286949** | **$256459857** | **4.8%** |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

Derivative Instruments

**Futures contracts ("futures")**

At January 31, 2023, open positions in futures for the Fund were as follows:

**Short Futures:**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Number of** <br>**Contracts**<br>| **Open Contracts** | &nbsp;&nbsp;&nbsp;&nbsp; **Notional** <br>**Amount**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Value and** <br>**Unrealized** <br>**Appreciation/** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| 3/2023 | &nbsp;&nbsp;&nbsp; 649 | NASDAQ 100 E-Mini Index | $(157732960) | &nbsp;&nbsp; $(9976794) |
| 3/2023 | &nbsp;&nbsp;&nbsp; 334 | Russell 2000 E-Mini Index | &nbsp;&nbsp;&nbsp;&nbsp; (32387980) | &nbsp;&nbsp;&nbsp;&nbsp; (2135930) |
| 3/2023 | 2090 | S&P 500 E-Mini Index | &nbsp;&nbsp; (427405000) | &nbsp;&nbsp; (14454179) |
| **Total Futures** | **Total Futures** | **Total Futures** |  | **$(26566903)** |

---

**Total return basket swap contracts ("total return basket swaps")**

At January 31, 2023, the Fund had outstanding total return basket swaps<sup>(a)</sup> as follows:

**Over-the-counter total return basket swaps—Short**<sup>(b)</sup> <br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Entity** | &nbsp;&nbsp; **Effective** <br>**Variable** <br>**Rate**<sup>(c)</sup><br>| **Spread** | &nbsp;&nbsp; **Reference** <br>**Rate**<br>| &nbsp;&nbsp; **Frequency** <br>**of Fund** <br>**Receipt/** <br>**Payment**<br>| &nbsp;&nbsp; **Maturity** <br>**Date(s)**<br>| **Value** |
| GSI | GSCBECS1 | 1.49% | (0.40)% | €STR | 3M/T | &nbsp;&nbsp; 7/7/2023 | &nbsp;&nbsp; $(3718840) |
| GSI | GSCBECS1 | 1.49% | (0.40)% | €STR | 3M/T | &nbsp;&nbsp; 7/7/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (673280) |
| GSI | GSCBECS1 | 1.49% | (0.40)% | €STR | 3M/T | &nbsp;&nbsp; 7/7/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (1780885) |
| GSI | GSCBECS1 | 1.49% | (0.40)% | €STR | 3M/T | &nbsp;&nbsp; 7/7/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (4649490) |
| GSI | GSCBECS1 | 1.49% | (0.40)% | €STR | 3M/T | &nbsp;&nbsp; 7/7/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (4567959) |
| GSI | GSCBOEC1 | 3.93% | (0.40)% | FEDL01 | 3M/T | 1/19/2024 | &nbsp;&nbsp; (16253556) |
| GSI | GSCBOEC1 | 3.93% | (0.40)% | FEDL01 | 3M/T | 1/19/2024 | &nbsp;&nbsp;&nbsp;&nbsp; (2971170) |
| GSI | GSNBLIPO | 3.35% | (0.98)% | FEDL01 | 1M/T | 5/23/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 976746 |
| JPM | JPNBGCND | 3.67% | (0.65)% | OBFR | 3M/T | &nbsp;&nbsp; 5/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 9502263 |
| JPM | JPNBLQGS | 4.35% | 0.03% | OBFR | 1M/T | 7/19/2024 | &nbsp;&nbsp;&nbsp;&nbsp; (9662333) |
| **Total** |  |  |  |  |  |  | **$(33798504)** |

---

(a) The following table represents required component disclosures associated with the total return basket swaps:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional** <br>**Amount**<br>| **Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Component** <br>**Weighting**<br>|
| **GSCBECS1** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Delivery Hero SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8402) | &nbsp;&nbsp;&nbsp; EUR(3027494) | &nbsp;&nbsp;&nbsp;&nbsp; $(373370) | 10.0% |
| &nbsp;&nbsp;&nbsp; Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;&nbsp; (13369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2496657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (307904) | &nbsp;&nbsp; 8.2% |
| &nbsp;&nbsp;&nbsp; Zalando SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8874) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2465992) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (304122) | &nbsp;&nbsp; 8.1% |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2110) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2311207) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (285033) | &nbsp;&nbsp; 7.6% |
| &nbsp;&nbsp;&nbsp; Henkel AG & Co KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4919) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2099000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258862) | &nbsp;&nbsp; 6.9% |
| &nbsp;&nbsp;&nbsp; Swatch Group AG/The | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (868) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1874520) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (231178) | &nbsp;&nbsp; 6.2% |
| &nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB | &nbsp;&nbsp;&nbsp;&nbsp; (25155) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1850106) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (228167) | &nbsp;&nbsp; 6.1% |
| &nbsp;&nbsp;&nbsp; adidas AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1759) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1691621) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (208621) | &nbsp;&nbsp; 5.6% |
| &nbsp;&nbsp;&nbsp; HUGO BOSS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1432000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (176603) | &nbsp;&nbsp; 4.7% |
| &nbsp;&nbsp;&nbsp; Puma SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1284453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (158407) | &nbsp;&nbsp; 4.2% |
| &nbsp;&nbsp;&nbsp; HelloFresh SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1197435) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147675) | &nbsp;&nbsp; 3.9% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional**<br> **Amount**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Component**<br> **Weighting**<br>|
| **GSCBECS1 (cont'd)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Pandora A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2298) | &nbsp;&nbsp;&nbsp; EUR(1141095) | &nbsp;&nbsp;&nbsp;&nbsp; $(140727) | &nbsp;&nbsp; 3.8% |
| &nbsp;&nbsp;&nbsp; Kingfisher PLC | &nbsp;&nbsp;&nbsp;&nbsp; (54653) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1128745) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139204) | &nbsp;&nbsp; 3.7% |
| &nbsp;&nbsp;&nbsp; Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2077) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1017579) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125494) | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Pearson PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14614) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (999136) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (123220) | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Dufry AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2738) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (749565) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92441) | &nbsp;&nbsp; 2.5% |
| &nbsp;&nbsp;&nbsp; JD Sports Fashion PLC | &nbsp;&nbsp;&nbsp;&nbsp; (58942) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (710105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87575) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Auto Trader Group PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15070) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (699426) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86258) | &nbsp;&nbsp; 2.4% |
| &nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7069) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (434506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53586) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Thule Group AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2566) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (366877) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45246) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Games Workshop Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (384) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (266542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32872) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Adevinta ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5103) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (260751) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32157) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Watches of Switzerland Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225361) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27793) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; MIPS AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (777) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (177564) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21898) | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; RTL Group SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (575) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167038) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20600) | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Stroeer SE & Co KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (395) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (129846) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16013) | &nbsp;&nbsp; 0.4% |
| &nbsp;&nbsp;&nbsp; Dr Martens PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8162) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93765) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11564) | &nbsp;&nbsp; 0.3% |
| &nbsp;&nbsp;&nbsp; Fielmann AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (83184) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10257) | &nbsp;&nbsp; 0.3% |
|  |  | **EUR(30381570)** | **$(3746847)** |  |
| &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) | &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28007 |  |
|  |  |  | **$(3718840)** |  |
| **GSCBECS1** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Delivery Hero SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2372) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (854657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67915) | 10.0% |
| &nbsp;&nbsp;&nbsp; Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (704802) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56007) | &nbsp;&nbsp; 8.2% |
| &nbsp;&nbsp;&nbsp; Zalando SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2505) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (696146) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55319) | &nbsp;&nbsp; 8.1% |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (596) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (652450) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51847) | &nbsp;&nbsp; 7.6% |
| &nbsp;&nbsp;&nbsp; Henkel AG & Co KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1389) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (592544) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47087) | &nbsp;&nbsp; 6.9% |
| &nbsp;&nbsp;&nbsp; Swatch Group AG/The | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (245) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (529174) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42051) | &nbsp;&nbsp; 6.2% |
| &nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7101) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (522282) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41503) | &nbsp;&nbsp; 6.1% |
| &nbsp;&nbsp;&nbsp; adidas AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (497) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (477542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37948) | &nbsp;&nbsp; 5.6% |
| &nbsp;&nbsp;&nbsp; HUGO BOSS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (996) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (404251) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32124) | &nbsp;&nbsp; 4.7% |
| &nbsp;&nbsp;&nbsp; Puma SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (891) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (362599) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28814) | &nbsp;&nbsp; 4.2% |
| &nbsp;&nbsp;&nbsp; HelloFresh SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2336) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (338034) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26862) | &nbsp;&nbsp; 3.9% |
| &nbsp;&nbsp;&nbsp; Pandora A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (649) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322129) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25598) | &nbsp;&nbsp; 3.8% |
| &nbsp;&nbsp;&nbsp; Kingfisher PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15429) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (318643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25321) | &nbsp;&nbsp; 3.7% |
| &nbsp;&nbsp;&nbsp; Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (586) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (287261) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22827) | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Pearson PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (282054) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22414) | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Dufry AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (773) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (211601) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16815) | &nbsp;&nbsp; 2.5% |
| &nbsp;&nbsp;&nbsp; JD Sports Fashion PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (200462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15930) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Auto Trader Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4254) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (197447) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15690) | &nbsp;&nbsp; 2.4% |
| &nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1996) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122660) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9747) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Thule Group AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (724) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103569) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8230) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Games Workshop Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5979) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Adevinta ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1440) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5849) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Watches of Switzerland Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (907) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63619) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5055) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; MIPS AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3983) | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; RTL Group SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (162) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47155) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3747) | &nbsp;&nbsp; 0.5% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional**<br> **Amount**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Component**<br> **Weighting**<br>|
| **GSCBECS1 (cont'd)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; RTL GroStroeer SE & Co KGaAup SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUR(36655) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2912) | &nbsp;&nbsp; 0.4% |
| &nbsp;&nbsp;&nbsp; Dr Martens PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2304) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26470) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2104) | &nbsp;&nbsp; 0.3% |
| &nbsp;&nbsp;&nbsp; Fielmann AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23483) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1868) | &nbsp;&nbsp; 0.3% |
|  |  | **EUR(8576668)** | **$(681546)** |  |
| &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) | &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8266 |  |
|  |  |  | **$(673280)** |  |
| **GSCBECS1** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Delivery Hero SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4357) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1569887) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (178925) | 10.0% |
| &nbsp;&nbsp;&nbsp; Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6933) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1294626) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147552) | &nbsp;&nbsp; 8.2% |
| &nbsp;&nbsp;&nbsp; Zalando SE` | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4601) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1278724) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145740) | &nbsp;&nbsp; 8.1% |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1094) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1198461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136592) | &nbsp;&nbsp; 7.6% |
| &nbsp;&nbsp;&nbsp; Henkel AG & Co KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2551) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1088423) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124051) | &nbsp;&nbsp; 6.9% |
| &nbsp;&nbsp;&nbsp; Swatch Group AG/The | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (450) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (972020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110784) | &nbsp;&nbsp; 6.2% |
| &nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB | &nbsp;&nbsp;&nbsp;&nbsp; (13044) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (959361) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109341) | &nbsp;&nbsp; 6.1% |
| &nbsp;&nbsp;&nbsp; adidas AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (912) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (877179) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99975) | &nbsp;&nbsp; 5.6% |
| &nbsp;&nbsp;&nbsp; HUGO BOSS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1829) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (742554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84631) | &nbsp;&nbsp; 4.7% |
| &nbsp;&nbsp;&nbsp; Puma SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1637) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (666045) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75911) | &nbsp;&nbsp; 4.2% |
| &nbsp;&nbsp;&nbsp; HelloFresh SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4290) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (620922) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70768) | &nbsp;&nbsp; 3.9% |
| &nbsp;&nbsp;&nbsp; Pandora A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (591707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67439) | &nbsp;&nbsp; 3.8% |
| &nbsp;&nbsp;&nbsp; Kingfisher PLC | &nbsp;&nbsp;&nbsp;&nbsp; (28340) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (585303) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66709) | &nbsp;&nbsp; 3.7% |
| &nbsp;&nbsp;&nbsp; Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1077) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (527659) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60139) | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Pearson PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7578) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (518095) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59049) | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Dufry AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1420) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (388682) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44299) | &nbsp;&nbsp; 2.5% |
| &nbsp;&nbsp;&nbsp; AutJD Sports Fashion PLCo Trader Group PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30564) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (368221) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41967) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Auto Trader Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7814) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (362683) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41336) | &nbsp;&nbsp; 2.4% |
| &nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3666) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225310) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25679) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Thule Group AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1330) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (190242) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21682) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Games Workshop Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138214) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15753) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Adevinta ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2646) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15410) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Watches of Switzerland Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1665) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116859) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13319) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; MIPS AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (403) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92075) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10494) | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; RTL Group SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (298) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9872) | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Stroeer SE & Co KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (205) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7674) | &nbsp;&nbsp; 0.4% |
| &nbsp;&nbsp;&nbsp; Dr Martens PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48621) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5542) | &nbsp;&nbsp; 0.3% |
| &nbsp;&nbsp;&nbsp; Fielmann AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (191) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43135) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4916) | &nbsp;&nbsp; 0.3% |
|  |  | **EUR(15754166)** | **$(1795549)** |  |
| &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) | &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14664 |  |
|  |  |  | **$(1780885)** |  |
| **GSCBECS1** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Delivery Hero SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5168) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1861915) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (464227) | 10.0% |
| &nbsp;&nbsp;&nbsp; Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8222) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1535450) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (382830) | &nbsp;&nbsp; 8.2% |
| &nbsp;&nbsp;&nbsp; Zalando SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1516590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (378128) | &nbsp;&nbsp; 8.1% |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1297) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1421397) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (354394) | &nbsp;&nbsp; 7.6% |
| &nbsp;&nbsp;&nbsp; Henkel AG & Co KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3025) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1290889) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (321855) | &nbsp;&nbsp; 6.9% |
| &nbsp;&nbsp;&nbsp; Swatch Group AG/The | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (534) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1152834) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (287434) | &nbsp;&nbsp; 6.2% |
| &nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB | &nbsp;&nbsp;&nbsp;&nbsp; (15470) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1137819) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (283690) | &nbsp;&nbsp; 6.1% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional**<br> **Amount**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Component**<br> **Weighting**<br>|
| **GSCBECS1 (cont'd)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; adidas AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1082) | &nbsp;&nbsp;&nbsp; EUR(1040350) | &nbsp;&nbsp;&nbsp;&nbsp; $(259388) | &nbsp;&nbsp; 5.6% |
| &nbsp;&nbsp;&nbsp; HUGO BOSS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2169) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (880683) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (219579) | &nbsp;&nbsp; 4.7% |
| &nbsp;&nbsp;&nbsp; Puma SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1941) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (789941) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (196954) | &nbsp;&nbsp; 4.2% |
| &nbsp;&nbsp;&nbsp; HelloFresh SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5088) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (736425) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (183611) | &nbsp;&nbsp; 3.9% |
| &nbsp;&nbsp;&nbsp; Pandora A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1414) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (701776) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (174972) | &nbsp;&nbsp; 3.8% |
| &nbsp;&nbsp;&nbsp; Kingfisher PLC | &nbsp;&nbsp;&nbsp;&nbsp; (33612) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (694180) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173079) | &nbsp;&nbsp; 3.7% |
| &nbsp;&nbsp;&nbsp; Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1277) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (625813) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156033) | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Pearson PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8988) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (614470) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153205) | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Dufry AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1684) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (460984) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114936) | &nbsp;&nbsp; 2.5% |
| &nbsp;&nbsp;&nbsp; JD Sports Fashion PLC | &nbsp;&nbsp;&nbsp;&nbsp; (36250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (436716) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (108886) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Auto Trader Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430148) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107248) | &nbsp;&nbsp; 2.4% |
| &nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4348) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (267222) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66626) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Thule Group AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1578) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225630) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56256) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Games Workshop Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163924) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40871) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Adevinta ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3138) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (160362) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39983) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Watches of Switzerland Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1975) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138597) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34556) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; MIPS AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (478) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27227) | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; RTL Group SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102729) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25613) | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Stroeer SE & Co KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79856) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19910) | &nbsp;&nbsp; 0.4% |
| &nbsp;&nbsp;&nbsp; Dr Martens PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5019) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57666) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14378) | &nbsp;&nbsp; 0.3% |
| &nbsp;&nbsp;&nbsp; Fielmann AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51161) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12755) | &nbsp;&nbsp; 0.3% |
|  |  | **EUR(18684729)** | **$(4658624)** |  |
| &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) | &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9134 |  |
|  |  |  | **$(4649490)** |  |
| **GSCBECS1** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Delivery Hero SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4916) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1771248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (455622) | 10.0% |
| &nbsp;&nbsp;&nbsp; Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7822) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1460680) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375734) | &nbsp;&nbsp; 8.2% |
| &nbsp;&nbsp;&nbsp; Zalando SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1442739) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (371119) | &nbsp;&nbsp; 8.1% |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1234) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1352181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347825) | &nbsp;&nbsp; 7.6% |
| &nbsp;&nbsp;&nbsp; Henkel AG & Co KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2878) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1228029) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (315888) | &nbsp;&nbsp; 6.9% |
| &nbsp;&nbsp;&nbsp; Swatch Group AG/The | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1096696) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (282105) | &nbsp;&nbsp; 6.2% |
| &nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB | &nbsp;&nbsp;&nbsp;&nbsp; (14717) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1082412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (278431) | &nbsp;&nbsp; 6.1% |
| &nbsp;&nbsp;&nbsp; adidas AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1029) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (989690) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (254580) | &nbsp;&nbsp; 5.6% |
| &nbsp;&nbsp;&nbsp; HUGO BOSS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2064) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (837798) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (215509) | &nbsp;&nbsp; 4.7% |
| &nbsp;&nbsp;&nbsp; Puma SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1847) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (751475) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (193303) | &nbsp;&nbsp; 4.2% |
| &nbsp;&nbsp;&nbsp; HelloFresh SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4841) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (700564) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (180208) | &nbsp;&nbsp; 3.9% |
| &nbsp;&nbsp;&nbsp; Pandora A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (667603) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171729) | &nbsp;&nbsp; 3.8% |
| &nbsp;&nbsp;&nbsp; Kingfisher PLC | &nbsp;&nbsp;&nbsp;&nbsp; (31975) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (660377) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (169870) | &nbsp;&nbsp; 3.7% |
| &nbsp;&nbsp;&nbsp; Next PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (595339) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153140) | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Pearson PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (584548) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150365) | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Dufry AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1602) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (438536) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (112806) | &nbsp;&nbsp; 2.5% |
| &nbsp;&nbsp;&nbsp; JD Sports Fashion PLC | &nbsp;&nbsp;&nbsp;&nbsp; (34484) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (415450) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106867) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Auto Trader Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8816) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (409202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105260) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; ProSiebenSat.1 Media SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4136) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (254211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65391) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Thule Group AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1501) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (214643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55213) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Games Workshop Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (155942) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40113) | &nbsp;&nbsp; 0.9% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional**<br> **Amount**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Component**<br> **Weighting**<br>|
| **GSCBECS1 (cont'd)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Adevinta ASA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2985) | &nbsp;&nbsp;&nbsp;&nbsp; EUR(152553) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(39242) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Watches of Switzerland Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1879) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (131848) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33916) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; MIPS AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (455) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103884) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26722) | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; RTL Group SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (336) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97726) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25138) | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Stroeer SE & Co KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (231) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75967) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19541) | &nbsp;&nbsp; 0.4% |
| &nbsp;&nbsp;&nbsp; Dr Martens PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4775) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54857) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14111) | &nbsp;&nbsp; 0.3% |
| &nbsp;&nbsp;&nbsp; Fielmann AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48667) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12519) | &nbsp;&nbsp; 0.3% |
|  |  | **EUR(17774865)** | **$(4572267)** |  |
| &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) | &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4308 |  |
|  |  |  | **$(4567959)** |  |
| **GSCBOEC1** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United Rentals Inc | &nbsp;&nbsp;&nbsp;&nbsp; (37145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3101842) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (460928) | &nbsp;&nbsp; 2.8% |
| &nbsp;&nbsp;&nbsp; Herc Holdings Inc | &nbsp;&nbsp;&nbsp; (101665) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2990421) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (444371) | &nbsp;&nbsp; 2.7% |
| &nbsp;&nbsp;&nbsp; Flex Ltd | &nbsp;&nbsp;&nbsp; (646305) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2857979) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (424691) | &nbsp;&nbsp; 2.6% |
| &nbsp;&nbsp;&nbsp; Jabil Inc | &nbsp;&nbsp;&nbsp; (175678) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2616015) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (388735) | &nbsp;&nbsp; 2.4% |
| &nbsp;&nbsp;&nbsp; EMCOR Group Inc | &nbsp;&nbsp;&nbsp;&nbsp; (91620) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2572279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (382236) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Univar Solutions Inc | &nbsp;&nbsp;&nbsp; (392585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2563512) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (380934) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; STMicroelectronics NV | &nbsp;&nbsp;&nbsp; (286118) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2558622) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (380207) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Macy's Inc | &nbsp;&nbsp;&nbsp; (563461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2521519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (374693) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Signet Jewelers Ltd | &nbsp;&nbsp;&nbsp; (169110) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2459925) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (365541) | &nbsp;&nbsp; 2.2% |
| &nbsp;&nbsp;&nbsp; Super Micro Computer Inc | &nbsp;&nbsp;&nbsp; (175788) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2407926) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (357814) | &nbsp;&nbsp; 2.2% |
| &nbsp;&nbsp;&nbsp; Avis Budget Group Inc | &nbsp;&nbsp;&nbsp;&nbsp; (61650) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2335530) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (347056) | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; ON Semiconductor Corp | &nbsp;&nbsp;&nbsp; (166902) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2321608) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (344987) | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; Group 1 Automotive Inc | &nbsp;&nbsp;&nbsp;&nbsp; (56683) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2295593) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (341121) | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; WW Grainger Inc | &nbsp;&nbsp;&nbsp;&nbsp; (20476) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2285905) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (339682) | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; Diodes Inc | &nbsp;&nbsp;&nbsp; (134228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2267227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (336906) | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; Cummins Inc | &nbsp;&nbsp;&nbsp;&nbsp; (47686) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2253560) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (334875) | &nbsp;&nbsp; 2.0% |
| &nbsp;&nbsp;&nbsp; Boot Barn Holdings Inc | &nbsp;&nbsp;&nbsp; (142342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2250615) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (334438) | &nbsp;&nbsp; 2.0% |
| &nbsp;&nbsp;&nbsp; Morgan Stanley | &nbsp;&nbsp;&nbsp; (119933) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2210659) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (328500) | &nbsp;&nbsp; 2.0% |
| &nbsp;&nbsp;&nbsp; Microchip Technology Inc | &nbsp;&nbsp;&nbsp; (150013) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2205151) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (327682) | &nbsp;&nbsp; 2.0% |
| &nbsp;&nbsp;&nbsp; Knight-Swift Transportation Holdings Inc | &nbsp;&nbsp;&nbsp; (193836) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2169488) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322382) | &nbsp;&nbsp; 2.0% |
| &nbsp;&nbsp;&nbsp; Churchill Downs Inc | &nbsp;&nbsp;&nbsp;&nbsp; (45534) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2139420) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (317914) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; Landstar System Inc | &nbsp;&nbsp;&nbsp;&nbsp; (64796) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2120814) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (315149) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; Boyd Gaming Corp | &nbsp;&nbsp;&nbsp; (179486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2117988) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (314729) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; A O Smith Corp | &nbsp;&nbsp;&nbsp; (165191) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2117926) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (314720) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; U-Haul Holding Co | &nbsp;&nbsp;&nbsp; (177334) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2075125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (308360) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; Werner Enterprises Inc | &nbsp;&nbsp;&nbsp; (229877) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2044800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (303854) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; Ford Motor Co | &nbsp;&nbsp;&nbsp; (787763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2015514) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (299502) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Steven Madden Ltd | &nbsp;&nbsp;&nbsp; (293956) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1995747) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (296565) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Power Integrations Inc | &nbsp;&nbsp;&nbsp; (122362) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1994957) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (296447) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp; (57069) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1991979) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (296005) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp; (89964) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1988774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (295528) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Onto Innovation Inc | &nbsp;&nbsp;&nbsp; (132076) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1967237) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (292328) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Texas Instruments Inc | &nbsp;&nbsp;&nbsp;&nbsp; (58283) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1955993) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290657) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Bank of America Corp | &nbsp;&nbsp;&nbsp; (290202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1949932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (289757) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; CSX Corp | &nbsp;&nbsp;&nbsp; (324311) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1899051) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (282196) | &nbsp;&nbsp; 1.7% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional**<br> **Amount**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Component**<br> **Weighting**<br>|
| **GSCBOEC1 (cont'd)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; GMS Inc | &nbsp;&nbsp;&nbsp; (167785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1884907) | &nbsp;&nbsp;&nbsp;&nbsp; $(280094) | &nbsp;&nbsp; 1.7% |
| &nbsp;&nbsp;&nbsp; Hibbett Inc | &nbsp;&nbsp;&nbsp; (146039) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1835319) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (272725) | &nbsp;&nbsp; 1.7% |
| &nbsp;&nbsp;&nbsp; United Parcel Service Inc | &nbsp;&nbsp;&nbsp;&nbsp; (51274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1798633) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (267274) | &nbsp;&nbsp; 1.6% |
| &nbsp;&nbsp;&nbsp; Masco Corp | &nbsp;&nbsp;&nbsp; (174629) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1759395) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (261443) | &nbsp;&nbsp; 1.6% |
| &nbsp;&nbsp;&nbsp; ABM Industries Inc | &nbsp;&nbsp;&nbsp; (184178) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1636202) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (243137) | &nbsp;&nbsp; 1.5% |
| &nbsp;&nbsp;&nbsp; Korn Ferry | &nbsp;&nbsp;&nbsp; (157464) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1610017) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (239246) | &nbsp;&nbsp; 1.5% |
| &nbsp;&nbsp;&nbsp; Popular Inc | &nbsp;&nbsp;&nbsp; (122417) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1591307) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236466) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Matson Inc | &nbsp;&nbsp;&nbsp; (123135) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1541870) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (229119) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Buckle Inc/The | &nbsp;&nbsp;&nbsp; (182963) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1524584) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (226551) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Sonic Automotive Inc | &nbsp;&nbsp;&nbsp; (149351) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1519141) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225742) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; XPO Inc | &nbsp;&nbsp;&nbsp; (194940) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1471545) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (218669) | &nbsp;&nbsp; 1.3% |
| &nbsp;&nbsp;&nbsp; Photronics Inc | &nbsp;&nbsp;&nbsp; (391757) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1344341) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (199767) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; SiTime Corp | &nbsp;&nbsp;&nbsp;&nbsp; (59166) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1291147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (191862) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Granite Construction Inc | &nbsp;&nbsp;&nbsp; (143777) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1159387) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172283) | &nbsp;&nbsp; 1.1% |
| &nbsp;&nbsp;&nbsp; Encore Capital Group Inc | &nbsp;&nbsp;&nbsp; (105252) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1110649) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165040) | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Badger Meter Inc | &nbsp;&nbsp;&nbsp;&nbsp; (49508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1086653) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161475) | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Other Securities | (1014937) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6490733) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (964511) | &nbsp;&nbsp; 5.9% |
|  |  | **$(110276463)** | **$(16386894)** |  |
| &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) | &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133338 |  |
|  |  |  | **$(16253556)** |  |
| **GSCBOEC1** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; United Rentals Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (980) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (818112) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84936) | &nbsp;&nbsp; 2.8% |
| &nbsp;&nbsp;&nbsp; Herc Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2681) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (788724) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81885) | &nbsp;&nbsp; 2.7% |
| &nbsp;&nbsp;&nbsp; Flex Ltd | &nbsp;&nbsp;&nbsp;&nbsp; (17046) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (753793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (78258) | &nbsp;&nbsp; 2.6% |
| &nbsp;&nbsp;&nbsp; Jabil Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4634) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (689975) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71633) | &nbsp;&nbsp; 2.4% |
| &nbsp;&nbsp;&nbsp; EMCOR Group Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2416) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (678439) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70435) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Univar Solutions Inc | &nbsp;&nbsp;&nbsp;&nbsp; (10354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (676127) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70195) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; STMicroelectronics NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7546) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (674837) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70061) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Macy's Inc | &nbsp;&nbsp;&nbsp;&nbsp; (14861) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (665051) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69045) | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; Signet Jewelers Ltd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4460) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (648806) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67359) | &nbsp;&nbsp; 2.2% |
| &nbsp;&nbsp;&nbsp; Super Micro Computer Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4636) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (635091) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65935) | &nbsp;&nbsp; 2.2% |
| &nbsp;&nbsp;&nbsp; Avis Budget Group Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1626) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (615997) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63952) | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; ON Semiconductor Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4402) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (612325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63571) | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; Group 1 Automotive Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1495) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (605463) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62859) | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; WW Grainger Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (602908) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62594) | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; Diodes Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (597982) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62082) | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; Cummins Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (594377) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61708) | &nbsp;&nbsp; 2.0% |
| &nbsp;&nbsp;&nbsp; Boot Barn Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3754) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (593600) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61627) | &nbsp;&nbsp; 2.0% |
| &nbsp;&nbsp;&nbsp; Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3163) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (583062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60533) | &nbsp;&nbsp; 2.0% |
| &nbsp;&nbsp;&nbsp; Microchip Technology Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3957) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (581609) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60382) | &nbsp;&nbsp; 2.0% |
| &nbsp;&nbsp;&nbsp; Knight-Swift Transportation Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5112) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (572203) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59406) | &nbsp;&nbsp; 2.0% |
| &nbsp;&nbsp;&nbsp; Churchill Downs Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1201) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (564272) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58583) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; Landstar System Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1709) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (559365) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58073) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; Boyd Gaming Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4734) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (558620) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57996) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; A O Smith Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4357) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (558603) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57994) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; U-Haul Holding Co | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4677) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (547315) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56822) | &nbsp;&nbsp; 1.9% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional**<br> **Amount**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Component**<br> **Weighting**<br>|
| **GSCBOEC1 (cont'd)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Werner Enterprises Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(539317) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(55992) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; Ford Motor Co | &nbsp;&nbsp;&nbsp;&nbsp; (20777) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (531592) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55190) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Steven Madden Ltd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (526379) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54648) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Power Integrations Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (526171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54627) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1505) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (525385) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54545) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2373) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (524540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54457) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Onto Innovation Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3484) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (518859) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53868) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Texas Instruments Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1537) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (515894) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53560) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Bank of America Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7654) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (514295) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53394) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; CSX Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8554) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (500875) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52001) | &nbsp;&nbsp; 1.7% |
| &nbsp;&nbsp;&nbsp; GMS Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4425) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (497145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51613) | &nbsp;&nbsp; 1.7% |
| &nbsp;&nbsp;&nbsp; Hibbett Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3852) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (484066) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50256) | &nbsp;&nbsp; 1.7% |
| &nbsp;&nbsp;&nbsp; United Parcel Service Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1352) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (474390) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49251) | &nbsp;&nbsp; 1.6% |
| &nbsp;&nbsp;&nbsp; Masco Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4606) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (464041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48177) | &nbsp;&nbsp; 1.6% |
| &nbsp;&nbsp;&nbsp; ABM Industries Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4858) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (431549) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44803) | &nbsp;&nbsp; 1.5% |
| &nbsp;&nbsp;&nbsp; Korn Ferry | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (424642) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (44086) | &nbsp;&nbsp; 1.5% |
| &nbsp;&nbsp;&nbsp; Popular Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3229) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (419708) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43574) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Matson Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (406669) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42220) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Buckle Inc/The | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4826) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (402109) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41747) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Sonic Automotive Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3939) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (400674) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41598) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; XPO Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (388120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40294) | &nbsp;&nbsp; 1.3% |
| &nbsp;&nbsp;&nbsp; Photronics Inc | &nbsp;&nbsp;&nbsp;&nbsp; (10333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (354570) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36811) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; SiTime Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1561) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (340540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35356) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Granite Construction Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3792) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (305789) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31747) | &nbsp;&nbsp; 1.1% |
| &nbsp;&nbsp;&nbsp; Encore Capital Group Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2776) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (292934) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30412) | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Badger Meter Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1306) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (286605) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29755) | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp;&nbsp; (26770) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1711930) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (177732) | &nbsp;&nbsp; 5.9% |
|  |  | **$(29085444)** | **$(3019638)** |  |
| &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) | &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48468 |  |
|  |  |  | **$(2971170)** |  |
| **GSNBLIPO** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; On Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3311) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (543147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44151 | &nbsp;&nbsp; 4.7% |
| &nbsp;&nbsp;&nbsp; Kanzhun Ltd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2974) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (510807) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41523 | &nbsp;&nbsp; 4.4% |
| &nbsp;&nbsp;&nbsp; Toast Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3158) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (498080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40488 | &nbsp;&nbsp; 4.3% |
| &nbsp;&nbsp;&nbsp; Doximity Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1968) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (490756) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39893 | &nbsp;&nbsp; 4.2% |
| &nbsp;&nbsp;&nbsp; HashiCorp Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2100) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (477686) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38830 | &nbsp;&nbsp; 4.1% |
| &nbsp;&nbsp;&nbsp; Monday.com Ltd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (518) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (476497) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38734 | &nbsp;&nbsp; 4.1% |
| &nbsp;&nbsp;&nbsp; GLOBALFOUNDRIES Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1110) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (465355) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37828 | &nbsp;&nbsp; 4.0% |
| &nbsp;&nbsp;&nbsp; Robinhood Markets Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6292) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (463079) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37643 | &nbsp;&nbsp; 4.0% |
| &nbsp;&nbsp;&nbsp; Hertz Global Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3510) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (447144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36348 | &nbsp;&nbsp; 3.9% |
| &nbsp;&nbsp;&nbsp; Gitlab Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1179) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (411828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33477 | &nbsp;&nbsp; 3.6% |
| &nbsp;&nbsp;&nbsp; Marqeta Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8633) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (404701) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32897 | &nbsp;&nbsp; 3.5% |
| &nbsp;&nbsp;&nbsp; Confluent Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2450) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (400196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32531 | &nbsp;&nbsp; 3.5% |
| &nbsp;&nbsp;&nbsp; Duolingo Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (394911) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32102 | &nbsp;&nbsp; 3.4% |
| &nbsp;&nbsp;&nbsp; Fluence Energy Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1891) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26239 | &nbsp;&nbsp; 2.8% |
| &nbsp;&nbsp;&nbsp; Clear Secure Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (281725) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22901 | &nbsp;&nbsp; 2.4% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional**<br> **Amount**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Component**<br> **Weighting**<br>|
| **GSNBLIPO (cont'd)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Credo Technology Group Holding Ltd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2205) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(270207) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $21965 | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; SentinelOne Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2411) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20909 | &nbsp;&nbsp; 2.2% |
| &nbsp;&nbsp;&nbsp; Freshworks Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (256265) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20831 | &nbsp;&nbsp; 2.2% |
| &nbsp;&nbsp;&nbsp; Rivian Automotive Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1801) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (246997) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20078 | &nbsp;&nbsp; 2.1% |
| &nbsp;&nbsp;&nbsp; Full Truck Alliance Co Ltd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3901) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (222040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18049 | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; Dlocal Ltd/Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (190598) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15493 | &nbsp;&nbsp; 1.6% |
| &nbsp;&nbsp;&nbsp; Phillips Edison & Co Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (790) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187324) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15227 | &nbsp;&nbsp; 1.6% |
| &nbsp;&nbsp;&nbsp; Verve Therapeutics Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1079) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173477) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14102 | &nbsp;&nbsp; 1.5% |
| &nbsp;&nbsp;&nbsp; NU Holdings Ltd/Cayman Islands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5006) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (164595) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13380 | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Samsara Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1676) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161622) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13138 | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Xometry Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (650) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (160842) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13075 | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Mister Car Wash Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1931) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (140180) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11395 | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; AvidXchange Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1776) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (139631) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11350 | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Ryan Specialty Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (454) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136879) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11127 | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Olaplex Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3065) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136749) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11116 | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Nuvei Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135390) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11006 | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; TPG Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (534) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (121665) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9890 | &nbsp;&nbsp; 1.1% |
| &nbsp;&nbsp;&nbsp; Krispy Kreme Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1380) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119023) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9675 | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Paycor HCM Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (539) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7784 | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; Remitly Global Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1107) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94362) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7671 | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; TaskUS Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (681) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89861) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7305 | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; EngageSmart Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (558) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6317 | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; PowerSchool Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (484) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76998) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6259 | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Excelerate Energy Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (435) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71706) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5829 | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; ForgeRock Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (481) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67471) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5485 | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; Dole PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (63653) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5174 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Life Time Group Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61422) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4993 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Legalzoom.com Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (986) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4806 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Sovos Brands Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (605) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57974) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4713 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Core & Main Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56111) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4561 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Informatica Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (429) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54049) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4394 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Definitive Healthcare Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (595) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52117) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4237 | &nbsp;&nbsp; 0.4% |
| &nbsp;&nbsp;&nbsp; Allbirds Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2592) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50396) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4097 | &nbsp;&nbsp; 0.4% |
| &nbsp;&nbsp;&nbsp; Arhaus Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49626) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4034 | &nbsp;&nbsp; 0.4% |
| &nbsp;&nbsp;&nbsp; Clearwater Analytics Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (356) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49335) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4010 | &nbsp;&nbsp; 0.4% |
| &nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp;&nbsp; (14192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (646610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52558 | &nbsp;&nbsp; 5.8% |
|  |  | **$(11583686)** | **$941618** |  |
| &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) | &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35128 |  |
|  |  |  | **$976746** |  |
| **JPNBGCND** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Amazon.com Inc | &nbsp;&nbsp;&nbsp;&nbsp; (65551) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8886895) | &nbsp;&nbsp;&nbsp;&nbsp; 1519086 | 16.2% |
| &nbsp;&nbsp;&nbsp; Home Depot Inc/The | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7172) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3056461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522458 | &nbsp;&nbsp; 5.6% |
| &nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2352) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2687254) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459347 | &nbsp;&nbsp; 4.9% |
| &nbsp;&nbsp;&nbsp; McDonald's Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2199834) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376030 | &nbsp;&nbsp; 4.0% |
| &nbsp;&nbsp;&nbsp; Toyota Motor Corp | &nbsp;&nbsp;&nbsp; (103216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1976403) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337838 | &nbsp;&nbsp; 3.6% |
| &nbsp;&nbsp;&nbsp; Lowe's Cos Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6844) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1873522) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320251 | &nbsp;&nbsp; 3.4% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional**<br> **Amount**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Component**<br> **Weighting**<br>|
| **JPNBGCND (cont'd)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; NIKE Inc | &nbsp;&nbsp;&nbsp;&nbsp; (10755) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1800228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $307723 | &nbsp;&nbsp; 3.3% |
| &nbsp;&nbsp;&nbsp; Starbucks Corp | &nbsp;&nbsp;&nbsp;&nbsp; (10838) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1554988) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265803 | &nbsp;&nbsp; 2.8% |
| &nbsp;&nbsp;&nbsp; Sony Group Corp | &nbsp;&nbsp;&nbsp;&nbsp; (11097) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1297458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221782 | &nbsp;&nbsp; 2.4% |
| &nbsp;&nbsp;&nbsp; Booking Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (402) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1286512) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219911 | &nbsp;&nbsp; 2.3% |
| &nbsp;&nbsp;&nbsp; TJX Cos Inc/The | &nbsp;&nbsp;&nbsp;&nbsp; (11248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1210371) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206895 | &nbsp;&nbsp; 2.2% |
| &nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5209) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1047898) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179123 | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; Target Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1013601) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173261 | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9535) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (928108) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158647 | &nbsp;&nbsp; 1.7% |
| &nbsp;&nbsp;&nbsp; Hermes International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (918728) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157043 | &nbsp;&nbsp; 1.6% |
| &nbsp;&nbsp;&nbsp; AutoZone Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (277) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (888542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151883 | &nbsp;&nbsp; 1.6% |
| &nbsp;&nbsp;&nbsp; O'Reilly Automotive Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (795) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (828009) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141536 | &nbsp;&nbsp; 1.5% |
| &nbsp;&nbsp;&nbsp; Dollar General Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2276) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (698917) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119470 | &nbsp;&nbsp; 1.3% |
| &nbsp;&nbsp;&nbsp; Chipotle Mexican Grill Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (320) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (691713) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118238 | &nbsp;&nbsp; 1.3% |
| &nbsp;&nbsp;&nbsp; Ford Motor Co | &nbsp;&nbsp;&nbsp;&nbsp; (37494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (665890) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113824 | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; General Motors Co | &nbsp;&nbsp;&nbsp;&nbsp; (12325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (637075) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108899 | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Compass Group PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20334) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (636223) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108753 | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; eBay Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9221) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (600006) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102562 | &nbsp;&nbsp; 1.1% |
| &nbsp;&nbsp;&nbsp; Kering SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (735) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (598749) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102348 | &nbsp;&nbsp; 1.1% |
| &nbsp;&nbsp;&nbsp; Ross Stores Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3833) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (595521) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101796 | &nbsp;&nbsp; 1.1% |
| &nbsp;&nbsp;&nbsp; Marriott International Inc/MD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2601) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (595493) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101791 | &nbsp;&nbsp; 1.1% |
| &nbsp;&nbsp;&nbsp; Hilton Worldwide Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3018) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (575647) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98398 | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; DR Horton Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4432) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (574927) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98275 | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Yum! Brands Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3297) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (565675) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96694 | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Oriental Land Co Ltd/Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (540114) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92325 | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3899) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (519269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88761 | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Aptiv PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3471) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (516004) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88203 | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Honda Motor Co Ltd | &nbsp;&nbsp;&nbsp;&nbsp; (15500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (501880) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85789 | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Lennar Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3716) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (500260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85512 | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;&nbsp; (11026) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (450712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77043 | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; Fast Retailing Co Ltd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (549) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (434350) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74246 | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; Dollar Tree Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (433621) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74121 | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; Ulta Beauty Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (620) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (418568) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71548 | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; Genuine Parts Co | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1874) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (413385) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70662 | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; Cie Generale des Etablissements Michelin SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (401253) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68588 | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Denso Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (371238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63458 | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Magna International Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4237) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (361170) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61737 | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Volkswagen AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1985) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (359992) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61535 | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; LKQ Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4537) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (351649) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60109 | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; adidas AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1611) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (339132) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57970 | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (335943) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57425 | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; Bandai Namco Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3821) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (333947) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57083 | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; Panasonic Holdings Corp | &nbsp;&nbsp;&nbsp;&nbsp; (26596) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (322239) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55082 | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; Best Buy Co Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2665) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (310807) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53128 | &nbsp;&nbsp; 0.6% |
| &nbsp;&nbsp;&nbsp; Bridgestone Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6034) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (294562) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50351 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Sekisui House Ltd | &nbsp;&nbsp;&nbsp;&nbsp; (11722) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (290079) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49585 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Toyota Industries Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3633) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49351 | &nbsp;&nbsp; 0.5% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional**<br> **Amount**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Component**<br> **Weighting**<br>|
| **JPNBGCND (cont'd)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Swatch Group AG/The | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (602) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(284397) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $48614 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Restaurant Brands International Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3076) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270233) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46192 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; InterContinental Hotels Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2794) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (253463) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43326 | &nbsp;&nbsp; 0.5% |
| &nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp; (210325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4225324) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722258 | &nbsp;&nbsp; 7.6% |
|  |  | **$(55012949)** | **$9403667** |  |
| &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) | &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98596 |  |
|  |  |  | **$9502263** |  |
| **JPNBLQGS** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Jabil Inc | &nbsp;&nbsp;&nbsp;&nbsp; (12423) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2843028) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (183991) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; GoDaddy Inc | &nbsp;&nbsp;&nbsp;&nbsp; (11832) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2828351) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (183042) | &nbsp;&nbsp; 1.9% |
| &nbsp;&nbsp;&nbsp; Performance Food Group Co | &nbsp;&nbsp;&nbsp;&nbsp; (15688) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2799817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181195) | &nbsp;&nbsp; 1.8% |
| &nbsp;&nbsp;&nbsp; Sprouts Farmers Market Inc | &nbsp;&nbsp;&nbsp;&nbsp; (27342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2542511) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (164543) | &nbsp;&nbsp; 1.7% |
| &nbsp;&nbsp;&nbsp; Take-Two Interactive Software Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7491) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2468671) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (159764) | &nbsp;&nbsp; 1.6% |
| &nbsp;&nbsp;&nbsp; Pure Storage Inc | &nbsp;&nbsp;&nbsp;&nbsp; (26723) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2250855) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145668) | &nbsp;&nbsp; 1.5% |
| &nbsp;&nbsp;&nbsp; Microchip Technology Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2138409) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (138391) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Dropbox Inc | &nbsp;&nbsp;&nbsp;&nbsp; (31294) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2115769) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136926) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Palo Alto Networks Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4433) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2046707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132456) | &nbsp;&nbsp; 1.4% |
| &nbsp;&nbsp;&nbsp; Coty Inc | &nbsp;&nbsp;&nbsp;&nbsp; (68355) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1981500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128236) | &nbsp;&nbsp; 1.3% |
| &nbsp;&nbsp;&nbsp; Enphase Energy Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3057) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1969932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127488) | &nbsp;&nbsp; 1.3% |
| &nbsp;&nbsp;&nbsp; NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3595) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1928392) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124799) | &nbsp;&nbsp; 1.3% |
| &nbsp;&nbsp;&nbsp; Sabre Corp | &nbsp;&nbsp;&nbsp;&nbsp; (93348) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1850183) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (119738) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Nutanix Inc | &nbsp;&nbsp;&nbsp;&nbsp; (22246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1804488) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116781) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Monolithic Power Systems Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1439) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1787071) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115653) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Silicon Laboratories Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3902) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1781985) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115324) | &nbsp;&nbsp; 1.2% |
| &nbsp;&nbsp;&nbsp; Electronic Arts Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4576) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1713719) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (110906) | &nbsp;&nbsp; 1.1% |
| &nbsp;&nbsp;&nbsp; AmerisourceBergen Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3361) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1652945) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106973) | &nbsp;&nbsp; 1.1% |
| &nbsp;&nbsp;&nbsp; New York Times Co/The | &nbsp;&nbsp;&nbsp;&nbsp; (15478) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1569524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101574) | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Lumentum Holdings Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1481497) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95878) | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Coherent Corp | &nbsp;&nbsp;&nbsp;&nbsp; (11614) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1467070) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94944) | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; StoneCo Ltd | &nbsp;&nbsp;&nbsp;&nbsp; (45063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1463689) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (94725) | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Live Nation Entertainment Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1442763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93371) | &nbsp;&nbsp; 1.0% |
| &nbsp;&nbsp;&nbsp; Maximus Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6600) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1437747) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93046) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; F5 Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1436143) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (92942) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Incyte Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5715) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1416215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (91653) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Dynatrace Inc | &nbsp;&nbsp;&nbsp;&nbsp; (12381) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1384785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89619) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; (19940) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1344054) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86983) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Marvell Technology Inc | &nbsp;&nbsp;&nbsp;&nbsp; (10579) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1328533) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85978) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Las Vegas Sands Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7732) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1327747) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85927) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; EPAM Systems Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1351) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1308159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84660) | &nbsp;&nbsp; 0.9% |
| &nbsp;&nbsp;&nbsp; Wix.com Ltd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4982) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1261255) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81624) | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; United Natural Foods Inc | &nbsp;&nbsp;&nbsp;&nbsp; (10390) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1258589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81452) | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; Aramark | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9275) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1202105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77796) | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; Murphy USA Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1514) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1199029) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (77597) | &nbsp;&nbsp; 0.8% |
| &nbsp;&nbsp;&nbsp; Trade Desk Inc/The | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7650) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1128787) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73051) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Wolfspeed Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4939) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1107063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71646) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; agilon health Inc | &nbsp;&nbsp;&nbsp;&nbsp; (17337) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1098010) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (71060) | &nbsp;&nbsp; 0.7% |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Reference Entity** | **Shares** | **Notional**<br> **Amount**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>| **Component**<br> **Weighting**<br>|
| **JPNBLQGS (cont'd)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Horizon Therapeutics Plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3427) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(1094378) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(70825) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Molina Healthcare Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1081527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69993) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Azenta Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1080755) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69943) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Centene Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4860) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1078414) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69791) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; HubSpot Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1061) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1071264) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69329) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Pinterest Inc | &nbsp;&nbsp;&nbsp;&nbsp; (13753) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1052303) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68102) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; RenaissanceRe Holdings Ltd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1847) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1052173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (68093) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Synaptics Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2850) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1037155) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67121) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Snowflake Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2261) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1029409) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66620) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Hyatt Hotels Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3230) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1025797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66386) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Home Corp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9647) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1005168) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65051) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; MongoDB Inc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1608) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1002742) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64894) | &nbsp;&nbsp; 0.7% |
| &nbsp;&nbsp;&nbsp; Other Securities | &nbsp;&nbsp;&nbsp; (666120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73639744) | &nbsp;&nbsp;&nbsp;&nbsp; (4765727) | 48.6% |
|  |  | **$(151417926)** | **$(9799275)** |  |
| &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) | &nbsp;&nbsp;&nbsp; Accrued Net Interest Receivable/(Payable) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136942 |  |
|  |  |  | **$(9662333)** |  |
| **Total Return Basket Swaps, at Value** | **Total Return Basket Swaps, at Value** |  | **$(33798504)** |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(b) The Fund receives a specified rate based on a reference rate plus or minus a spread, and pays the total return on the reference entity. The cash flows may be denominated in various foreign currencies based on the local currencies of the positions within the swaps.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Effective rate at January 31, 2023.

**Total return swap contracts ("total return swaps")**

At January 31, 2023, the Fund had outstanding over-the-counter total return swaps as follows:

**Over-the-counter total return swaps—Short**<sup>(a)</sup><br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference** <br>**Entity**<br>| **Notional** <br>**Amount** | **Notional** <br>**Amount** | **Maturity** <br>**Date**<br>| **Variable** <br>**Rate**<sup>(b)</sup><br>| **Spread** | **Reference** <br>**Rate**<br>| **Frequency** <br>**of Fund** <br>**Receipt/** <br>**Payment**<br>| **Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Accrued** <br>**Net** <br>**Interest** <br>**Receivable/** <br>**(Payable)**<br>| **Value** |
| JPM | S&P 500 Equal <br> Weight Total Return <br> Index<br>| USD | 217547687 | 11/4/2023 | 4.47% | 0.15% | OBFR | 1M/T | $(1116378) | $403412 | $(712966) |
| **Total** |  |  |  |  |  |  |  |  | **$(1116378)** | **$403412** | **$(712966)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) The Fund receives a specified rate based on a reference rate plus or minus a spread, and pays the total return on the reference entity.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Effective rate at January 31, 2023.

**Purchased option contracts ("options purchased")**

At January 31, 2023, the Fund had outstanding options purchased as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Exercise** <br>**Price**<br>| **Expiration** <br>**Date**<br>| **Value** |
| **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Notional**<br> **Amount**<br>| **Exercise**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Value** |
| **Index** | **Index** | **Index** | **Index** | **Index** | **Index** |
| S&P 500 Index | 141 | $46633182 | $3775 | 5/19/2023 | **$877020** |
| **Total options purchased (cost $2,106,271)** | **Total options purchased (cost $2,106,271)** | **Total options purchased (cost $2,106,271)** | **Total options purchased (cost $2,106,271)** | **Total options purchased (cost $2,106,271)** | **$877020** |

---

**Written option contracts ("options written")**

At January 31, 2023, the Fund had outstanding options written as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Exercise** <br>**Price**<br>| **Expiration** <br>**Date**<br>| **Value** |
| **Calls** | **Calls** | **Calls** | **Calls** | **Calls** | **Calls** |
| **Chemicals** | **Chemicals** | **Chemicals** | **Chemicals** | **Chemicals** | **Chemicals** |
| Ashland, Inc. | 1406 | $(15363362) | $120 | 2/17/2023 | **$(56240)**<sup>(a)(b)</sup> |
| **Index** | **Index** | **Index** | **Index** | **Index** | **Index** |
| S&P 500 Index | &nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp; (46633182) | 4200 | 5/19/2023 | **(1480500)** |
| **Internet & Catalog Retail** | **Internet & Catalog Retail** | **Internet & Catalog Retail** | **Internet & Catalog Retail** | **Internet & Catalog Retail** | **Internet & Catalog Retail** |
| Chewy, Inc. | 1557 | &nbsp;&nbsp;&nbsp;&nbsp; (7015842) | &nbsp;&nbsp;&nbsp;&nbsp; 55 | 3/17/2023 | **(135459)** |
| **Total calls** |  |  |  |  | **$(1672199)** |
| **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** |
| **Internet & Catalog Retail** | **Internet & Catalog Retail** | **Internet & Catalog Retail** | **Internet & Catalog Retail** | **Internet & Catalog Retail** | **Internet & Catalog Retail** |
| Chewy, Inc. | 4045 | &nbsp;&nbsp; (18226770) | &nbsp;&nbsp;&nbsp;&nbsp; 26 | 2/24/2023 | **(26293)** |
| **Multiline Retail** | **Multiline Retail** | **Multiline Retail** | **Multiline Retail** | **Multiline Retail** | **Multiline Retail** |
| Dollar Tree, Inc. | 1010 | &nbsp;&nbsp; (15168180) | &nbsp;&nbsp;&nbsp; 130 | 2/17/2023 | **(18685)** |
| **Total puts** |  |  |  |  | **$(44978)** |
| **Total options written (premium received $3,313,767)** | **Total options written (premium received $3,313,767)** | **Total options written (premium received $3,313,767)** | **Total options written (premium received $3,313,767)** | **Total options written (premium received $3,313,767)** | **$(1717177)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Value determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Security fair valued as of January 31, 2023 in accordance with procedures approved by the valuation designee.

At January 31, 2023, the Fund had securities pledged in the amount of $3,580,029 to cover collateral requirements for options written.

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's investments as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| Investments: |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Aerospace & Defense | $36252600 | $30799628 | $— | $67052228 |
| &nbsp;&nbsp;&nbsp; Computers | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3950001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3950001 |
| &nbsp;&nbsp;&nbsp; Oil, Gas & Consumable Fuels | &nbsp;&nbsp;&nbsp;&nbsp; 107579811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3245256 | &nbsp;&nbsp;&nbsp;&nbsp; 110825067 |
| &nbsp;&nbsp;&nbsp; Software | &nbsp;&nbsp;&nbsp;&nbsp; 634040483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3761530 | &nbsp;&nbsp;&nbsp;&nbsp; 637802013 |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| &nbsp;&nbsp;&nbsp; Specialty Retail | $192194934 | $— | $154365360 | $346560294 |
| &nbsp;&nbsp;&nbsp; Other Common Stocks<sup>#</sup> <br>| &nbsp;&nbsp; 2972167286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 2972167286 |
| Total Common Stocks | &nbsp;&nbsp; 3942235114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30799628 | &nbsp;&nbsp; 165322147 | &nbsp;&nbsp; 4138356889 |
| Preferred Stocks<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 55987710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55987710 |
| Master Limited Partnerships and Limited Partnerships<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 161418794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 161418794 |
| Corporate Bonds<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 185103809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 185103809 |
| Loan Assignments<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15300000 |
| Convertible Bonds<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 19850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19850000 |
| Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Diversified Consumer Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3573737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3652637 |
| &nbsp;&nbsp;&nbsp; Other Warrants<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184288 |
| Total Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3573737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3836925 |
| Options Purchased<sup>@</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877020 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 931568579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 931568579 |
| **Total Investments** | **$4104794116** | **$1147472016** | **$260033594** | **$5512299726** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| # | The Consolidated Schedule of Investments provides information on the industry or sector categorization. |
| @ | The "Purchased option contracts" table under Derivative Instruments provides information on the industry <br> or sector categorization <br>|
| (a) | The following is a reconciliation between the beginning and ending balances of investments in which <br> unobservable inputs (Level 3) were used in determining value:<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(000's** <br>**omitted)**<br>| **Beginning** <br>**balance as** <br>**of 11/1/2022**<br>| **Accrued** <br>**discounts/** <br>**(premiums)**<br>| **Realized** <br>**gain/(loss)**<br>| **Change** <br>**in unrealized** <br>**appreciation/** <br>**(depreciation)**<br>| **Purchases** | **Sales**  | **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Balance** <br>**as of** <br>**1/31/2023**<br>| **Net change in** <br>**unrealized** <br>**appreciation/** <br>**(depreciation)** <br>**from** <br>**investments** <br>**still held as of** <br>**1/31/2023**<br>|
| **Investments in Securities:** | **Investments in Securities:** | **Investments in Securities:** | **Investments in Securities:** | **Investments in Securities:** | **Investments in Securities:** | **Investments in Securities:** | **Investments in Securities:** | **Investments in Securities:** | **Investments in Securities:** | **Investments in Securities:** |
| Common Stocks<sup>(1)</sup> <br>| $162951 | $— | $— | $2371 | $— | $— | $— | $— | $165322 | $2371 |
| Preferred Stocks<sup>(1)</sup> <br>| &nbsp;&nbsp;&nbsp; 57339 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (1351) | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 55988 | &nbsp;&nbsp; (1351) |
| Loan Assignments<sup>(1)</sup> <br>| &nbsp;&nbsp;&nbsp; 20400 | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 181 | &nbsp;&nbsp;&nbsp;&nbsp; (164) | &nbsp;&nbsp; — | &nbsp;&nbsp; (5125) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15300 | &nbsp;&nbsp;&nbsp;&nbsp; (164) |
| Convertible <br> Bonds<sup>(1)</sup> <br>| &nbsp;&nbsp;&nbsp; 19850 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 19850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Warrants<sup>(2)</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2868 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 706 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3574 | &nbsp;&nbsp;&nbsp;&nbsp; 706 |
| **Total** | **$263408** | **$8** | **$181** | **$1562** | **$—** | **$(5125)** | **$—** | **$—** | **$260034** | **$1562** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>Quantitative Information about Level 3 Fair Value Measurements: |
| **Investment type** | **Fair value** <br>**at** <br>**1/31/2023**<br>| &nbsp;&nbsp; **Valuation** <br>**approach**<br>| &nbsp;&nbsp; **Unobservable** <br>**input(s)**<br>| &nbsp;&nbsp; **Input value/** <br>**range**<br>| &nbsp;&nbsp; **Weighted** <br>**average**<sup>(a)</sup><br>| **Impact to** <br>**valuation** <br>**from** <br>**increase** <br>**in input**<sup>(b)</sup><br>|
| Common Stocks | $154365360 | Market Approach | Transaction Price | $76.17 | $76.17 | Increase |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 3245256 | Market Approach | &nbsp;&nbsp; Enterprise value <br>EBITDA multiple<sup>(c)</sup> (EV/EBITDA)<br>| 11.0x | 11.0x | Increase |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 7711531 | Market Approach | &nbsp;&nbsp; Enterprise value <br>Revenue multiple<sup>(c)</sup> (EV/Revenue)<br>| 8.0x - 14.0x | 10.9x | Increase |
|  |  |  | Liquidation Preference Discount | 20.0% | 20.0% | Decrease |
| Preferred Stocks | &nbsp;&nbsp;&nbsp; 51524057 | Market Approach | &nbsp;&nbsp; Enterprise value <br>Revenue multiple<sup>(c)</sup> (EV/Revenue)<br>| 1.5x - 16.0x | 5.9x | Increase |

---

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)Quantitative Information about Level 3 Fair Value Measurements: | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1)Quantitative Information about Level 3 Fair Value Measurements: |
| **Investment type** | **Fair value**<br> **at**<br> **1/31/2023**<br>| &nbsp;&nbsp; **Valuation**<br> **approach**<br>| &nbsp;&nbsp; **Unobservable**<br> **input(s)**<br>| &nbsp;&nbsp; **Input value/**<br> **range**<br>| &nbsp;&nbsp; **Weighted**<br> **average**<sup>(a)</sup><br>| **Impact to**<br> **valuation**<br> **from**<br> **increase**<br> **in input**<sup>(b)</sup><br>|
|  |  |  | Expected Volatility | 70.0% | 70.0% | Decrease |
|  |  |  | Option Term (Years) | 2.5 | 2.5 | Decrease |
|  |  |  | Discount Rate | 0.3% | 0.3% | Decrease |
| Preferred Units | $4463653 | Market Approach | Transaction Price | $113.86 | $113.86 | Increase |
| Loan Assignments | &nbsp;&nbsp;&nbsp; 15300000 | Market Approach | Call Price | $102 | $102 | Increase |
| Convertible Bonds | &nbsp;&nbsp;&nbsp; 19850000 | Market Approach | Transaction Price | $1000.00 | $1000.00 | Increase |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (a) The weighted averages disclosed in the table above were weighted by relative fair value. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (b) Represents the expected directional change in the fair value of the Level 3 investments that <br> would result from an increase or decrease in the corresponding input. Significant changes in <br> these inputs could result in significantly higher or lower fair value measurements. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (c) Represents amounts used when the reporting entity has determined that market participants <br> would use such multiples when pricing the investments. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) For the period ended January 31, 2023, these investments were valued in accordance with procedures <br> approved by the valuation designee. These investments did not have a material impact on the Fund's <br> net assets and, therefore, disclosure of unobservable inputs used in formulating valuations is not <br> presented.<br>

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's short investments as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| Common Stocks Sold Short<sup>#</sup> <br>| $(926567141) | $— | $— | $(926567141) |
| Corporate Bonds Sold Short<sup>#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (43671144) | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (43671144) |
| **Total Short Positions** | **$(926567141)** | **$(43671144)** | **$—** | **$(970238285)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# The Schedule of Investments provides information on the industry or sector categorization.

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's derivatives as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3**<sup>(a)</sup> | **Total** |
| Futures<sup>@</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Liabilities | $(26566903) | $— | $— | $(26566903) |
| Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10479009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 10479009 |
| &nbsp;&nbsp;&nbsp; Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (44990479) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (44990479) |
| Options Written |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Liabilities | &nbsp;&nbsp;&nbsp;&nbsp; (1660937) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (56240) | &nbsp;&nbsp;&nbsp;&nbsp; (1717177) |
| **Total** | **$(28227840)** | **$(34511470)** | **$(56240)** | **$(62795550)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

@ Futures are reported at the cumulative unrealized appreciation/(depreciation) of the instrument.

See Notes to Consolidated Schedule of Investments

------

Consolidated Schedule of Investments Long Short Fund^ (Unaudited) (cont'd)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) The following is a reconciliation between the beginning and ending balances of derivatives investments in which unobservable inputs (Level 3) were used in determining value:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(000's** <br>**omitted)**<br>| **Beginning** <br>**balance as** <br>**of 11/1/2022**<br>| **Accrued** <br>**discounts/** <br>**(premiums)**<br>| **Realized** <br>**gain/(loss)**<br>| **Change** <br>**in unrealized** <br>**appreciation/** <br>**(depreciation)**<br>| **Purchases/** <br>**Closing** <br>**of options**<br>| **Sales/** <br>**Writing** <br>**of options**<br>| **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Balance** <br>**as of** <br>**1/31/2023**<br>| **Net change in** <br>**unrealized** <br>**appreciation/** <br>**(depreciation)** <br>**from** <br>**investments** <br>**still held as of** <br>**1/31/2023**<br>|
| **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** |
| Written Option <br> Contracts<sup>(1)</sup> <br>| $— | $— | $— | $296 | $— | $(352) | $— | $— | $(56) | $296 |
| **Total** | **$—** | **$—** | **$—** | **$296** | **$—** | **$(352)** | **$—** | **$—** | **$(56)** | **$296** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1) <br>These investments were valued in accordance with procedures approved by the valuation designee. <br> These investments did not have a material impact on the Fund's net assets and, therefore, disclosure <br> of unobservable inputs used in formulating valuations is not presented. |

---

^ A balance indicated with a "—", reflects either a zero balance or an amount that rounds to less than 1.

See Notes to Consolidated Schedule of Investments

------

Schedule of Investments U.S. Equity Index PutWrite Strategy Fund^ (Unaudited) <br>January 31, 2023

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal Amount** | **Principal Amount** | **Value** |
| **U.S. Treasury Obligations 79.2%** | **U.S. Treasury Obligations 79.2%** | **U.S. Treasury Obligations 79.2%** |
| U.S. Treasury Notes |  |  |
| $77600000 | &nbsp;&nbsp;&nbsp; 0.50%, due 3/15/2023 | $77231676 |
| &nbsp;&nbsp; 89700000 | &nbsp;&nbsp;&nbsp; 0.25%, due 6/15/2023 | &nbsp;&nbsp; 88228359 |
| &nbsp;&nbsp; 202800000 | &nbsp;&nbsp;&nbsp; 0.13%, due 9/15/2023 - 12/15/2023 | &nbsp;&nbsp; 195864692<sup>(a)</sup> |
| **Total U.S. Treasury Obligations (Cost $367,158,865)** | **Total U.S. Treasury Obligations (Cost $367,158,865)** | **361324727** |
| **Index-Linked Notes 14.6%** | **Index-Linked Notes 14.6%** | **Index-Linked Notes 14.6%** |
| **Diversified Financial Services 14.6%** | **Diversified Financial Services 14.6%** | **Diversified Financial Services 14.6%** |
| &nbsp;&nbsp; 92226000 | GS Finance Corp., 25.00%, due 2/16/2024 **(Cost $92,387,299)** | **66551818** |
| **Number of Shares** | **Number of Shares** |  |
| **Short-Term Investments 6.0%** | **Short-Term Investments 6.0%** | **Short-Term Investments 6.0%** |
| **Investment Companies 6.0%** | **Investment Companies 6.0%** | **Investment Companies 6.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp; 27542619 | &nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund Premier Class, <br> 4.18%<sup>(b)</sup>**(Cost $27,542,619)**<br>| **$27542619** |
| **Total Investments 99.8% (Cost $487,088,783)** | **Total Investments 99.8% (Cost $487,088,783)** | **455419164** |
| Other Assets Less Liabilities 0.2% | Other Assets Less Liabilities 0.2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1004819<sup>(c)</sup> |
| **Net Assets 100.0%** | **Net Assets 100.0%** | **$456423983** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) All or a portion of this security is pledged as collateral for options written.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents 7-day effective yield as of January 31, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Includes the impact of the Fund's open positions in derivatives at January 31, 2023.

See Notes to Schedule of Investments

------

Schedule of Investments U.S. Equity Index PutWrite Strategy Fund^ (Unaudited) (cont'd)

Derivative Instruments

**Written option contracts ("options written")**

At January 31, 2023, the Fund had outstanding options written as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of** <br>**Contracts**<br>| **Notional** <br>**Amount**<br>| **Exercise** <br>**Price**<br>| **Expiration** <br>**Date**<br>| **Value** |
| **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** |
| **Index** | **Index** | **Index** | **Index** | **Index** | **Index** |
| S&P 500 Index | &nbsp;&nbsp; 24 | $(9783840) | $3870 | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(3840) |
| S&P 500 Index | &nbsp;&nbsp; 40 | (16306400) | &nbsp;&nbsp; 3995 | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59200) |
| S&P 500 Index | &nbsp;&nbsp; 53 | (21605980) | &nbsp;&nbsp; 4010 | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97785) |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; (2853620) | &nbsp;&nbsp; 4020 | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14805) |
| S&P 500 Index | &nbsp;&nbsp; 93 | (37912380) | &nbsp;&nbsp; 4055 | &nbsp;&nbsp; 2/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (304575) |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; (1630640) | &nbsp;&nbsp; 3870 | 2/10/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2680) |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; (2038300) | &nbsp;&nbsp; 3930 | 2/10/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6425) |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; (815320) | &nbsp;&nbsp; 3945 | 2/10/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3020) |
| S&P 500 Index | 143 | (58295380) | &nbsp;&nbsp; 3980 | 2/10/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (311025) |
| S&P 500 Index | 128 | (52180480) | &nbsp;&nbsp; 3995 | 2/10/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (322560) |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; (2038300) | &nbsp;&nbsp; 4055 | 2/10/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22300) |
| S&P 500 Index | &nbsp;&nbsp; 93 | (37912380) | &nbsp;&nbsp; 3900 | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (168330) |
| S&P 500 Index | 113 | (46065580) | &nbsp;&nbsp; 3930 | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (257075) |
| S&P 500 Index | &nbsp;&nbsp; 23 | &nbsp;&nbsp; (9376180) | &nbsp;&nbsp; 3945 | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58535) |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; (2445960) | &nbsp;&nbsp; 3980 | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19800) |
| S&P 500 Index | &nbsp;&nbsp; 38 | (15491080) | &nbsp;&nbsp; 3995 | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (141360) |
| S&P 500 Index | &nbsp;&nbsp; 15 | &nbsp;&nbsp; (6114900) | &nbsp;&nbsp; 4030 | 2/17/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70575) |
| S&P 500 Index | &nbsp;&nbsp; 60 | (24459600) | &nbsp;&nbsp; 4015 | 2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (293700) |
| S&P 500 Index | &nbsp;&nbsp; 57 | (23236620) | &nbsp;&nbsp; 4030 | 2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (305520) |
| S&P 500 Index | &nbsp;&nbsp; 22 | &nbsp;&nbsp; (8968520) | &nbsp;&nbsp; 4040 | 2/24/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (125400) |
| S&P 500 Index | 145 | (59110700) | &nbsp;&nbsp; 4075 | 2/24/2023 | &nbsp;&nbsp; (1015725) |
| S&P 500 Index | &nbsp;&nbsp; 50 | (20383000) | &nbsp;&nbsp; 4035 | &nbsp;&nbsp; 3/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (310000) |
| S&P 500 Index | &nbsp;&nbsp; 22 | &nbsp;&nbsp; (8968520) | &nbsp;&nbsp; 4050 | &nbsp;&nbsp; 3/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp; (159830) |
| S&P 500 Index | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; (1222980) | &nbsp;&nbsp; 4075 | &nbsp;&nbsp; 3/3/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23040) |
| **Total options written (premium received $7,980,629)** | **Total options written (premium received $7,980,629)** | **Total options written (premium received $7,980,629)** | **Total options written (premium received $7,980,629)** | **Total options written (premium received $7,980,629)** | **$(4097105)** |

---

At January 31, 2023, the Fund had securities pledged in the amount of $117,027,738 to cover collateral requirements for options written.

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's investments as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| U.S. Treasury Obligations | $— | $361324727 | $— | $361324727 |
| Index-Linked Notes<sup>#</sup> <br>| &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 66551818 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 66551818 |
| Short-Term Investments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 27542619 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 27542619 |
| **Total Investments** | **$—** | **$455419164** | **$—** | **$455419164** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# The Schedule of Investments provides information on the industry or sector categorization.

See Notes to Schedule of Investments

------

Schedule of Investments U.S. Equity Index PutWrite Strategy Fund^ (Unaudited) (cont'd)

The following is a summary, categorized by Level (see the Notes to Schedule of Investments), of inputs used to value the Fund's derivatives as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Options Written |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Liabilities | $(4097105) | $— | $— | $(4097105) |
| **Total** | **$(4097105)** | **$—** | **$—** | **$(4097105)** |

---

^ A balance indicated with a "—", reflects either a zero balance or an amount that rounds to less than 1.

See Notes to Schedule of Investments

------

January 31, 2023

Notes to Schedule of Investments Alternative and Multi-Asset Class Funds <sup>ß</sup>(Unaudited)

In accordance with Accounting Standards Codification 820 "Fair Value Measurement" ("ASC 820"), all investments held by each of Neuberger Berman Global Allocation Fund ("Global Allocation"), Neuberger Berman Long Short Fund ("Long Short"), and Neuberger Berman U.S. Equity Index PutWrite Strategy Fund ("U.S. Equity Index PutWrite Strategy") (each individually a "Fund", and collectively, the "Funds") are carried at the value that Management believes each Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment under current market conditions. Various inputs, including the volume and level of activity for the asset or liability in the market, are considered in valuing the Funds' investments, some of which are discussed below. At times, Management may need to apply significant judgment to value investments in accordance with ASC 820.

ASC 820 established a three-tier hierarchy of inputs to create a classification of value measurements for disclosure purposes. The three-tier hierarchy of inputs is summarized in the three broad Levels listed below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – unadjusted quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – other observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, amortized cost, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – unobservable inputs (including a Fund's own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing an investment are not necessarily an indication of the risk associated with investing in those securities.

The value of the Funds' investments (long and short positions) in equity securities, preferred stocks, master limited partnerships and limited partnerships, warrants and exchange-traded options purchased and written, for which market quotations are available, is generally determined by Management by obtaining valuations from independent pricing services based on the latest sale price quoted on a principal exchange or market for that security (Level 1 inputs). Securities traded primarily on the NASDAQ Stock Market are normally valued at the NASDAQ Official Closing Price ("NOCP") provided by NASDAQ each business day. The NOCP is the most recently reported price as of 4:00:02 p.m., Eastern Time, unless that price is outside the range of the "inside" bid and asked prices (i.e., the bid and asked prices that dealers quote to each other when trading for their own accounts); in that case, NASDAQ will adjust the price to equal the inside bid or asked price, whichever is closer. Because of delays in reporting trades, the NOCP may not be based on the price of the last trade to occur before the market closes. If there is no sale of a security on a particular day, the independent pricing services may value the security based on market quotations.

The value of the Funds' investments for long and short positions in debt securities is determined by Management primarily by obtaining valuations from independent pricing services based on bid or offer quotations, respectively, or if quotations are not available, by methods which include various considerations based on security type (generally Level 2 inputs). In addition to the consideration of yields or prices of securities of comparable quality, coupon, maturity and type, indications as to values from dealers, and general market conditions, the following is a description of other Level 2 inputs and related valuation techniques used by independent pricing services to value certain types of debt securities held by the Funds:

*Corporate Bonds.* Inputs used to value corporate debt securities generally include relevant credit information, observed market movements, sector news, U.S. Treasury yield curve or relevant benchmark curve, and other market information, which may include benchmark yield curves, reported trades, broker-dealer quotes, issuer spreads, comparable securities, and reference data, such as market research publications, when available ("Other Market Information").

For information on the Funds' significant accounting policies, please refer to the Funds' most recent shareholder reports. <br>ßNotes to Consolidated Schedule of Investments for Long Short.

------

Notes to Schedule of Investments Alternative and Multi-Asset Class Funds <sup>ß</sup>(Unaudited) (cont'd)

*Convertible Bonds*. Inputs used to value convertible bonds generally include underlying stock data, conversion rates, credit specific details, relevant listed bond and preferred stock prices and other market information, which may include benchmark yield curves, reported trades, broker-dealer quotes, issuer spreads, comparable securities, and reference data, such as market research publications, when available.

*High Yield Securities.* Inputs used to value high yield securities generally include a number of observations of equity and credit default swap curves related to the issuer and Other Market Information.

*Index Linked Notes*. The value of the index linked notes is determined by obtaining a valuation from a calculation agent and is primarily based on accrued interest, the underlying index change, participation rate related to the issuer and Other Market Information.

*U.S. Treasury Obligations.* Inputs used to value U.S. Treasury securities generally include quotes from several inter-dealer brokers and Other Market Information.

The value of loan assignments is determined by Management primarily by obtaining valuations from independent pricing services based on broker quotes (generally Level 2 or Level 3 inputs depending on the number of quotes available).

The value of futures contracts is determined by Management by obtaining valuations from independent pricing services at the settlement price at the market close (Level 1 inputs).

The value of total return swaps and total return basket swaps is determined by Management by obtaining valuations from independent pricing services using the underlying asset and stated benchmark interest rate (Level 2 inputs).

Management has developed a process to periodically review information provided by independent pricing services for all types of securities.

Investments in non-exchange traded investment companies are valued using the respective fund's daily calculated net asset value per share (Level 2 inputs), when available.

If a valuation is not available from an independent pricing service, or if Management has reason to believe that the valuation received does not represent the amount a Fund might reasonably expect to receive on a current sale in an orderly transaction, Management seeks to obtain quotations from brokers or dealers (generally considered Level 2 or Level 3 inputs depending on the number of quotes available). If such quotations are not available, the security is valued using methods Management has approved in the good-faith belief that the resulting valuation will reflect the fair value of the security. Pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended the Funds' Board of Trustees designated Management as the Funds' valuation designee. As the Funds' valuation designee, Management is responsible for determining fair value in good faith for any and all Fund investments. Inputs and assumptions considered in determining the fair value of a security based on Level 2 or Level 3 inputs may include, but are not limited to, the type of the security; the initial cost of the security; the existence of any contractual restrictions on the security's disposition; the price and extent of public trading in similar securities of the issuer or of comparable companies; quotations or evaluated prices from broker-dealers and/or pricing services; information obtained from the issuer and/or analysts; an analysis of the company's or issuer's financial statements; an evaluation of the inputs that influence the issuer and the market(s) in which the security is purchased and sold.

The value of the Funds' investments in foreign securities is generally determined using the same valuation methods and inputs as other Fund investments, as discussed above. Foreign security prices expressed in local currency values are normally translated from the local currency into U.S. dollars using the exchange rates as of 4:00 p.m., Eastern Time on days the New York Stock Exchange is open for business. Management has approved the use of ICE Data Services ("ICE") to assist in determining the fair value of foreign equity securities when

For information on the Funds' significant accounting policies, please refer to the Funds' most recent shareholder reports. <br>ßNotes to Consolidated Schedule of Investments for Long Short.

------

Notes to Schedule of Investments Alternative and Multi-Asset Class Funds <sup>ß</sup>(Unaudited) (cont'd)

changes in the value of a certain index suggest that the closing prices on the foreign exchanges may no longer represent the amount that a Fund could expect to receive for those securities or on days when foreign markets are closed and U.S. markets are open. In each of these events, ICE will provide adjusted prices for certain foreign equity securities using a statistical analysis of historical correlations of multiple factors (Level 2 inputs). Management has also approved the use of ICE to evaluate the prices of foreign debt securities as of the time as of which a Fund's share price is calculated. ICE utilizes benchmark spread and yield curves and evaluates available market activity from the local close to the time as of which a Fund's share price is calculated (Level 2 inputs) to assist in determining prices for certain foreign debt securities. In the case of both foreign equity and foreign debt securities, in the absence of precise information about the market values of these foreign securities as of the time as of which a Fund's share price is calculated, Management has determined on the basis of available data that prices adjusted or evaluated in this way are likely to be closer to the prices a Fund could realize on a current sale than are the prices of those securities established at the close of the foreign markets in which the securities primarily trade.

Fair value prices are necessarily estimates, and there is no assurance that such a price will be at or close to the price at which the security is next quoted or next trades.

On February 25, 2022, to facilitate compliance with certain requirements necessary to maintain its status as a regulated investment company, Long Short formed NB A24 Long Short Blocker LLC (the "Blocker"), a Delaware limited liability company, to hold interests in certain private placements. The Blocker is a wholly owned subsidiary of Long Short and Long Short will remain its sole member. As of January 31, 2023, the value of Long Short's investment in the Blocker was as follows:

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp; **Investment in** <br>**Blocker**<br>| &nbsp;&nbsp;&nbsp; **Percentage of** <br>**Net Assets** <br>|
| $4440741 | 0.1% |

---

**Other Matters:** 

**Coronavirus**: The outbreak of the novel coronavirus in many countries has, among other things, disrupted global travel and supply chains, and adversely impacted global commercial activity, the transportation industry and commodity prices in the energy sector. The impact of this virus has negatively affected and may continue to affect the economies of many nations, individual companies and the global securities and commodities markets, including liquidity and volatility. The development and fluidity of this situation precludes any prediction as to its ultimate impact, which may have a continued adverse effect on global economic and market conditions. Such conditions (which may be across industries, sectors or geographies) have impacted and may continue to impact certain issuers of the securities held by the Funds and in turn, may impact the financial performance of the Funds.

**Russia's Invasion of Ukraine:** Russia's invasion of Ukraine, and corresponding events in late February 2022, have had, and could continue to have, severe adverse effects on regional and global economic markets for securities and commodities. Following Russia's actions, various governments, including the United States, have issued broad-ranging economic sanctions against Russia. The current events have had, and could continue to have, an adverse effect on global markets performance and liquidity, thereby negatively affecting the value of a Fund's investments beyond any direct exposure to Russian or Ukrainian issuers. The duration of ongoing hostilities and the vast array of sanctions and related events cannot be predicted. Those events present material uncertainty and risk with respect to markets globally and the performance of a Fund and its investments or operations could be negatively impacted.

For information on the Funds' significant accounting policies, please refer to the Funds' most recent shareholder reports. <br>ßNotes to Consolidated Schedule of Investments for Long Short.

------

Notes to Consolidated Schedule of Investments Alternative and Multi-Asset Class Funds <sup>ß</sup> (Unaudited) (cont'd)

Legend

Legend January 31, 2023 (Unaudited)

---

| | |
|:---|:---|
| **Benchmarks:** | **Benchmarks:** |
| €STR | = Euro Short Term Rate |
| FEDL01 | = United States Federal Funds Effective Rate |
| LIBOR | = London Interbank Offered Rate |
| OBFR | = United States Overnight Bank Funding Rate |
| **Counterparties:** | **Counterparties:** |
| GSI | = Goldman Sachs International |
| JPM | = JPMorgan Chase Bank N.A. |
| **Index Periods/Payment Frequencies:** | **Index Periods/Payment Frequencies:** |
| 1M | = 1 Month |
| 3M | = 3 Months |
| T | = Termination |
| **Other Abbreviations:** | **Other Abbreviations:** |
| ADR | = American Depositary Receipt |
| Management | = Neuberger Berman Investment Advisers LLC |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| EUR | = Euro |
| USD | = United States Dollar |

---

For information on the Funds' significant accounting policies, please refer to the Funds' most recent shareholder reports. <br>ßNotes to Consolidated Schedule of Investments for Long Short.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NEUBERGER BERMAN ALTERNATIVE FUNDS

- **b. Investment Company Act file number:** 811-21715

- **c. CIK number of Registrant:** 0001317474

- **d. LEI of Registrant:** 549300O1DN1L4W2HMC23

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-476-8800

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

- **a. Name of Series:** Neuberger Berman Long Short Fund

- **b. EDGAR series identifier (if any):** S000035446

- **c. LEI of Series:** 549300UFVFMPQHUEVQ03

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6497344618.87

**Total Liabilities:** $1098274311.39

**Net Assets:** $5399070307.48

**Amount of Assets Invested in Other Investment Companies:** $4440887.74

**Cash Not Reported:** $246895.86

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000108850 | 2.96%                | -1.66%               | 1.82%                |
| Class ID C000108852 | 2.98%                | -1.60%               | 1.80%                |
| Class ID C000108851 | 2.87%                | -1.66%               | 1.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-54402039.25            | $327970722.01                              |
| Month 2  | $23178793.94             | $-197894785.47                             |
| Month 3  | $12802295.85             | $182847582.97                              |

**Designated Index Information**

- **Index Name:** S&P 500

- **Index Identifier:** SPXTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| iHeartCommunications Inc                        | iHeartCommunications Inc                                                    | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Short            | DBT              | CORP              | US        |  -4000000 | PA      | $-3597120.00  | -0.07%            | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                  | Mastercard Inc                                                              | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2838000 | PA      | $2184856.86   | 0.04%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                 | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Short            | EC               | CORP              | US        |   -331472 | NS      | $-29408195.84 | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                             | Sirius XM Radio Inc                                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |  -5000000 | PA      | $-4463300.00  | -0.08%            | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                  | Salesforce Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    761017 | NS      | $127828025.49 | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                      | Intuit Inc                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     14865 | NS      | $6282989.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | EQUITYTRS--USD-SOFR-COMPOUND-20231104                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        | 216431309 | OU      | $-712966.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                          | Hartford Financial Services Group Inc/The                                   | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Short            | DBT              | CORP              | US        |  -2650000 | PA      | $-2279662.50  | -0.04%            | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                             | Coinbase Global Inc                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |   -187689 | NS      | $-10976052.72 | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| SIGNIFYD INC SERIES SEED                        | SIGNIFYD INC SERIES SEED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    180619 | NS      | $2115048.49   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CYBEREASON SERIES F PREFERRED                   | CYBEREASON SERIES F PREFERRED                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    959038 | NS      | $4275007.79   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Progressive Corp/The                            | Progressive Corp/The                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    178934 | NS      | $24397650.90  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                  | Atlassian Corp                                                              | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |    111020 | NS      | $17943052.40  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                      | Mondelez International Inc                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    454346 | NS      | $29732402.24  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                        | Okta Inc                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |    442645 | NS      | $32583098.45  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                              | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    533356 | NS      | $108905961.64 | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                               | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    290524 | NS      | $47477432.08  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                           | Robinhood Markets Inc                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Short            | EC               | CORP              | US        |   -574498 | NS      | $-5980524.18  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                 | Descartes Systems Group Inc/The                                             | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Short            | EC               | CORP              | CA        |   -106617 | NS      | $-7785173.34  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                 | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    350293 | NS      | $93668348.20  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                         | European Wax Center Inc                                                     | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    572482 | NS      | $10785560.88  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                          | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    193925 | NS      | $96805420.75  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                   | Steelcase Inc                                                               | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Short            | DBT              | CORP              | US        |  -7000000 | PA      | $-6268080.00  | -0.12%            | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp. Class A                          | Amphenol Corp                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    410733 | NS      | $32764171.41  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DRUVA INC SER 4 PFD SHS                         | DRUVA INC SER 4 PFD SHS                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    658071 | NS      | $6167967.87   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ashland Global Holdings Inc                     | Ashland Inc                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |    537231 | NS      | $58703231.37  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                      | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               | CORP              | US        |   -184735 | NS      | $-21983465.00 | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                              | NextEra Energy Inc                                                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1639071 | NS      | $122323868.73 | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | EQUITYTRS--EUR-EUROSTR-OIS COMPOUND-20230707                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | XX        |  14102555 | OU      | $-1780820.45  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                | Campbell Soup Co                                                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |   -479213 | NS      | $-24885531.09 | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                               | Iron Mountain Inc                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               |  | US        |   -336649 | NS      | $-18374302.42 | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                      | AbbVie Inc                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    233927 | NS      | $34562714.25  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                  | Air Products and Chemicals Inc                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     54608 | NS      | $17502410.08  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                              | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |   1277749 | NS      | $50790522.75  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                 | iHeartMedia Inc                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Short            | EC               | CORP              | US        |  -1839552 | NS      | $-14256528.00 | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                            | Sonic Automotive Inc                                                        | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Short            | EC               | CORP              | US        |   -152620 | NS      | $-8197220.20  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                    | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     68524 | NS      | $39081292.92  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                           | Costco Wholesale Corp                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    103686 | NS      | $52998062.04  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                               | Expedia Group Inc                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |    110435 | NS      | $12622720.50  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                         | Sherwin-Williams Co/The                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |    -21622 | NS      | $-5115548.98  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG, INC. SERIES C COMMON EQUITY | VENTURE GLOBAL LNG, INC.                                                    | CUSIP: 000000000<br>LEI: 54930011XLBUWMQUC829 | Long             | EC               | CORP              | US        |       329 | NS      | $3245256.00   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Uber Technologies Inc                           | Uber Technologies Inc                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    534510 | NS      | $16532394.30  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                      | fuboTV Inc                                                                  | CUSIP: 35953D104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |  -2573500 | NS      | $-6613895.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| DRUVA INC SER 5 PFD SHS                         | DRUVA INC SER 5 PFD SHS                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    480112 | NS      | $4499993.75   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                             | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       141 | NC      | $877020.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                            | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    458301 | NS      | $43075710.99  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | EC               | CORP              | US        |   -107804 | NS      | $-5052773.48  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                        | NIKE Inc                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    316542 | NS      | $40305292.86  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                       | Airbus SE                                                                   | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |    245678 | NS      | $30799628.36  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| One Spa World, LLC                              | One Spa World, LLC 2nd Lien Term Loan                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15000000 | PA      | $15300000.00  | 0.28%             | 2027-03-18      | Floating      | 12.32%                | Yes           |                  3 | On Loan: No      |
| Splunk Inc                                      | Splunk Inc                                                                  | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |    244681 | NS      | $23433099.37  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | EQUITYTRS--EUR-EUROSTR-OIS COMPOUND-20230707                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | XX        |   7949757 | OU      | $-673243.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                    | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  24683398 | NS      | $24683397.50  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Nvent Finance Sarl                              | nVent Finance Sarl                                                          | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   2850000 | PA      | $2706000.50   | 0.05%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                     | HubSpot Inc                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Short            | EC               | CORP              | US        |    -28063 | NS      | $-9738141.63  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                   | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |   -254052 | NS      | $-5556117.24  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                             | Landstar System Inc                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Short            | EC               | CORP              | US        |    -34900 | NS      | $-6031767.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | EQUITYTRS--EUR-EUROSTR-OIS COMPOUND-20230707                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | XX        |  14399559 | OU      | $-4649465.46  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Holdings Inc                            | Upstart Holdings Inc                                                        | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |   -430573 | NS      | $-8043103.64  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                   | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Short            | EC               | CORP              | US        |    -44610 | NS      | $-8924676.60  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | EQUITYTRS--USD-SOFR-COMPOUND-20230501                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |  64416616 | OU      | $9502263.06   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAMMARLY SERIES 3 PFD                          | GRAMMARLY SERIES 3 PFD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     55626 | NS      | $1458063.15   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Marriott International Inc/MD                   | Marriott International Inc/MD                                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |    128339 | NS      | $22354087.02  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                          | Darden Restaurants Inc                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Short            | EC               | CORP              | US        |    -77958 | NS      | $-11535445.26 | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                       | Palantir Technologies Inc                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |  -1514035 | NS      | $-11779192.30 | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Limited                    | Onespaworld Holding  Warrant                                                | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | N/A              | DE               |  | US        |     52600 | NS      | $78900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | EQUITYTRS--USD-OVERNIGHT BANK FUNDING RATE-20240719                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        | 141533127 | OU      | $-9747856.71  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | ASHLAND INC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1406 | NC      | $-56240.00    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| ACTIVISION BLIZZARD                             | Activision Blizzard Inc                                                     | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $8903323.06   | 0.16%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Children's Place Inc/The                        | Children's Place Inc/The                                                    | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Short            | EC               | CORP              | US        |   -262424 | NS      | $-11906176.88 | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| GRAMMARLY SERIES A COMMON                       | GRAMMARLY SERIES A COMMON                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179381 | NS      | $3761529.88   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CME Group Inc                                   | CME Group Inc                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    498280 | NS      | $88026144.80  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -141 | NC      | $-1480500.00  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc. Class A                          | Alphabet Inc                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1154478 | NS      | $114108605.52 | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CHEWY INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1557 | NC      | $-135459.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                     | ROBLOX Corp                                                                 | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -338829 | NS      | $-12607827.09 | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                | Boyd Gaming Corp                                                            | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Short            | DBT              | CORP              | US        |  -7000000 | PA      | $-6668812.50  | -0.12%            | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lucid Group Inc                                 | Lucid Group Inc                                                             | CUSIP: 549498103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -403407 | NS      | $-4715827.83  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                     | Asbury Automotive Group Inc                                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |    214564 | NS      | $47204080.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc. Class A                              | Visa Inc                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    305725 | NS      | $70380952.25  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                    | Alphabet Inc                                                                | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  14222000 | PA      | $8752668.64   | 0.16%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                 | ASML Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     29397 | NS      | $19426713.48  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                          | Boston Scientific Corp                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    741618 | NS      | $34299832.50  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                           | McCormick & Co Inc/MD                                                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |   -140430 | NS      | $-10549101.60 | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                | Hawaiian Electric Industries Inc                                            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Short            | EC               | CORP              | US        |   -157985 | NS      | $-6678025.95  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                   | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               | CORP              | US        |   -425411 | NS      | $-16582520.78 | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                | First Watch Restaurant Group Inc                                            | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    667773 | NS      | $10817922.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FANATICS HOLDINGS INC CLASS A                   | FANATICS HOLDINGS INC CLASS A                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2026590 | NS      | $154365360.30 | 2.86%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SAVAGE X INC SERIES C PREF STO                  | SAVAGE X INC SERIES C PREF STO                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     82110 | NS      | $3949983.66   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Procter & Gamble Co/The                         | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    336285 | NS      | $47880258.30  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCTIC WOLF NETWORKS INC                        | ARCTIC WOLF NETWORKS INC                                                    | CUSIP: 03968T100<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     19850 | NS      | $19850000.00  | 0.37%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Omnicom Group Inc                               | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |   -275563 | NS      | $-23695662.37 | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| VIDEOAMP SERIES F 1 PFD                         | VIDEOAMP SERIES F 1 PFD                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    325371 | NS      | $5135005.12   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                             | S+P500 EMINI FUT MAR23                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -2090 | NC      | $-14459986.44 | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                     | Workday Inc                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |    268203 | NS      | $48660070.29  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                          | T Rowe Price Group Inc                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |   -265362 | NS      | $-30906712.14 | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                     | CDW Corp/DE                                                                 | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204159 | NS      | $40021288.77  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                  | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    761164 | NS      | $188624050.84 | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                         | Becton Dickinson and Co                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     64125 | NS      | $16173607.50  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNLIGHT FINANCIAL HOLDINGS PI                  | SUNLIGHT FINANCIAL HOLDINGS PI                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1800000 | NS      | $2322000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                 | Dollar Tree Inc                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |    249982 | NS      | $37542296.76  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                      | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   9462000 | PA      | $6875634.02   | 0.13%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                       | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Short            | EC               | CORP              | US        |    -93396 | NS      | $-13327609.20 | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | DOLLAR TREE INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1010 | NC      | $-18685.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                          | Whole Earth Brands Inc                                                      | CUSIP: 96684W126<br>LEI: N/A                  | N/A              | DE               |  | US        |    301400 | NS      | $55367.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                              | Outfront Media Inc                                                          | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Short            | EC               |  | US        |   -475703 | NS      | $-9466489.70  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                     | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     36100 | NS      | $7052857.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                    | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    344383 | NS      | $59929529.66  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp                      | Independence Holdings Corp                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   1082400 | NS      | $10986360.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                       | Adobe Inc                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    299922 | NS      | $111073113.48 | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                | SPS Commerce Inc                                                            | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Short            | EC               | CORP              | US        |    -74624 | NS      | $-10154833.92 | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                  | Sweetgreen Inc                                                              | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1022778 | NS      | $10606207.86  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Waste Management Inc                            | Waste Management Inc                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    381385 | NS      | $59011701.05  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                         | Illinois Tool Works Inc                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |   -127718 | NS      | $-30146556.72 | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | EQUITYTRS--USD-FEDERAL FUNDS-H.15-OIS-COMPOUND-20240119                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |  93886491 | OU      | $-16256633.59 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                              | Walt Disney Co/The                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    122926 | NS      | $13336241.74  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                     | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    225545 | NS      | $32449159.15  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                            | Aspen Technology Inc                                                        | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Short            | EC               | CORP              | US        |    -36643 | NS      | $-7282796.25  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES                           | TransCanada PipeLines Ltd                                                   | CUSIP: 89352HAC3<br>LEI: 5BV01I6231JPDAPMGH09 | Short            | DBT              | CORP              | CA        |  -8170000 | PA      | $-6731998.30  | -0.12%            | 2067-05-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Partners LP           | Brookfield Infrastructure Partners LP                                       | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EC               | CORP              | BM        |   1600530 | NS      | $56562730.20  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc      | Expeditors International of Washington Inc                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Short            | EC               | CORP              | US        |    -78100 | NS      | $-8446515.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CHEWY INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -4045 | NC      | $-26292.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARCTIC WOLF NETWORKS INC COMMO                  | ARCTIC WOLF NETWORKS INC COMMO                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    359091 | NS      | $3950001.00   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| General Electric Co                             | General Electric Co                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Short            | EC               | CORP              | US        |    -53500 | NS      | $-4305680.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                         | Activision Blizzard Inc                                                     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    582835 | NS      | $44627675.95  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                      | Signature Bank/New York NY                                                  | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Short            | EC               | CORP              | US        |    -91200 | NS      | $-11760240.00 | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAWORLD WARRANTS RESTRICTE                  | ONESPAWORLD WARRANTS RESTRICTE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    653334 | NS      | $3573736.98   | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| TJX Cos Inc/The                                 | TJX Cos Inc/The                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |   1302538 | NS      | $106625760.68 | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                     | Netflix Inc                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     73335 | NS      | $25950323.10  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | NASDAQ 100 E-MINI MAR23                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -649 | NC      | $-9978678.90  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                         | SBA Communications Corp                                                     | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |   2850000 | PA      | $2632076.75   | 0.05%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| A24 FILMS LLC PREFERRED UNITS                   | A24 FILMS LLC PREFERRED UNITS                                               | CUSIP: 000000000<br>LEI: 549300SAXRIY3Y3HIL24 | Long             | EC               | CORP              | US        |     39203 | NS      | $4463652.84   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                             | EQUITYTRS--EUR-EUROSTR-OIS COMPOUND-20230707                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | XX        |  13569128 | OU      | $-4567950.06  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                  | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    183750 | NS      | $68097750.00  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                          | Paylocity Holding Corp                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Short            | EC               | CORP              | US        |   -100387 | NS      | $-20909608.23 | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                             | Paycom Software Inc                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |    -73091 | NS      | $-23677098.54 | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                          | SAP SE                                                                      | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Short            | EC               | CORP              | DE        |    -82102 | NS      | $-9731550.06  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                              | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    136061 | NS      | $44106894.37  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | EQUITYTRS--USD-FEDERAL FUNDS-H.15-OIS-COMPOUND-20240119                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |  26051583 | OU      | $-2971170.46  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                           | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | EC               | CORP              | US        |    -61662 | NS      | $-7096062.96  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                 | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5715000 | PA      | $6610780.30   | 0.12%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ANA INTL/ANA HOLD                               | Anagram International Inc / Anagram Holdings LLC                            | CUSIP: 03254TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24838349 | PA      | $23596431.55  | 0.44%             | 2025-08-15      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                         | Macy's Retail Holdings LLC                                                  | CUSIP: 55617LAP7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |  -5000000 | PA      | $-4661820.05  | -0.09%            | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                 | Brookfield Corp                                                             | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |   1155562 | NS      | $42986906.40  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                    | Apollo Global Management Inc                                                | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    722815 | NS      | $51160845.70  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                 | Match Group Inc                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |    296418 | NS      | $16042142.16  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                         | SBA Communications Corp                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |    157161 | NS      | $46760112.33  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                           | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Short            | EC               | CORP              | US        |   -104653 | NS      | $-24052398.99 | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                      | Carvana Co                                                                  | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |    -58228 | NS      | $-592178.76   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                  | ServiceNow Inc                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    142455 | NS      | $64835544.15  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                          | CenterPoint Energy Inc                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   1898160 | NS      | $57172579.20  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc      | Fidelity National Information Services Inc                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    658859 | NS      | $49440779.36  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                       | Apple Inc                                                                   | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  15165000 | PA      | $10551371.92  | 0.20%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                              | Trade Desk Inc/The                                                          | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |   -332492 | NS      | $-16857344.40 | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                      | CarMax Inc                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -304066 | NS      | $-21421449.70 | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                              | Meta Platforms Inc                                                          | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  12315000 | PA      | $10792496.67  | 0.20%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                              | Analog Devices Inc                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    393947 | NS      | $67550092.09  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                | Paramount Global                                                            | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |  -1073004 | NS      | $-24850772.64 | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Facebook, Inc. Class A                          | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    636852 | NS      | $94871842.44  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                          | Dine Brands Global Inc                                                      | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Short            | EC               | CORP              | US        |   -101759 | NS      | $-7866988.29  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                    | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 562789477 | NS      | $562789477.07 | 10.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                          | Church & Dwight Co Inc                                                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |   -187088 | NS      | $-15127935.68 | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | EQUITYTRS--USD-FEDERAL FUNDS-H.15-OIS-COMPOUND-20230523                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |  12524153 | OU      | $975594.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGNIFYD INC SERIES A PREFERRE                  | SIGNIFYD INC SERIES A PREFERRE                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     78686 | NS      | $922986.78    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Avery Dennison Corp                             | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |    228492 | NS      | $43285524.48  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                   | Boeing Co/The                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    170200 | NS      | $36252600.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                                | Radian Group Inc                                                            | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Short            | DBT              | CORP              | US        |  -5000000 | PA      | $-4769100.00  | -0.09%            | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                         | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Short            | EC               | CORP              | US        |   -256485 | NS      | $-24445585.35 | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                             | TE Connectivity Ltd                                                         | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |    486829 | NS      | $61900307.35  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                           | Texas Instruments Inc                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Short            | EC               | CORP              | US        |    -65269 | NS      | $-11566319.49 | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| FABLETICS SERIES G PFD STOCK                    | FABLETICS SERIES G PFD STOCK                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     23000 | NS      | $23000000.00  | 0.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hibbett Inc                                     | Hibbett Inc                                                                 | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Short            | EC               | CORP              | US        |    -36482 | NS      | $-2420945.52  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                        | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 74841CAA9<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |  -5000000 | PA      | $-4231250.00  | -0.08%            | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                             | EQUITYTRS--EUR-EUROSTR-OIS COMPOUND-20230707                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | XX        |  26935086 | OU      | $-3718715.62  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ANA INTL/ANA HOLD                               | Anagram International Inc / Anagram Holdings LLC                            | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17363813 | PA      | $13886776.30  | 0.26%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TransUnion                                      | TransUnion                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |    -70355 | NS      | $-5047971.25  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                    | Canadian Pacific Railway Ltd                                                | CUSIP: 13645T100<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |   -154000 | NS      | $-12150600.00 | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | E-MINI RUSS 2000 MAR23                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -334 | NC      | $-2136858.52  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                   | Steelcase Inc                                                               | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Short            | EC               | CORP              | US        |   -370127 | NS      | $-2886990.60  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                             | CDW LLC / CDW Finance Corp                                                  | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5124756.00   | 0.09%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Short            | EC               | CORP              | US        |   -212107 | NS      | $-15371394.29 | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                      | Humana Inc                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     73639 | NS      | $37681076.30  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                 | Southern Co/The                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |   -199237 | NS      | $-13484360.16 | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                     | PepsiCo Inc                                                                 | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  11355000 | PA      | $8415975.58   | 0.16%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                       | Apple Inc                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1148947 | NS      | $165781562.63 | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp            | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Short            | EC               | CORP              | US        |    -76743 | NS      | $-10339584.39 | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                            | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Short            | EC               |  | US        |   -303379 | NS      | $-32321998.66 | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                  | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -68693 | NS      | $-8704776.96  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                       | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   9590000 | PA      | $9816707.60   | 0.18%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chewy Inc                                       | Chewy Inc                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |    622766 | NS      | $28061835.96  | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Boot Barn Holdings Inc                          | Boot Barn Holdings Inc                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Short            | EC               | CORP              | US        |    -35919 | NS      | $-2998877.31  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                    | Hain Celestial Group Inc/The                                                | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Short            | EC               | CORP              | US        |   -866334 | NS      | $-17777173.68 | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                                      | Cricut Inc                                                                  | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Short            | EC               | CORP              | US        |   -308832 | NS      | $-3023465.28  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners LP                 | Enterprise Products Partners LP                                             | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |   4095940 | NS      | $104856064.00 | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                               | AeroVironment Inc                                                           | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |   -121629 | NS      | $-10821332.13 | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                     | Equifax Inc                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |    353520 | NS      | $78552144.00  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                               | Johnson & Johnson                                                           | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  12295000 | PA      | $8209768.75   | 0.15%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                              | Ingersoll Rand Inc                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | EC               | CORP              | US        |   -234548 | NS      | $-13134688.00 | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                            | Western Union Co/The                                                        | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Short            | EC               | CORP              | US        |  -1109711 | NS      | $-15724604.87 | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                         | G-III Apparel Group Ltd                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Short            | EC               | CORP              | US        |   -200239 | NS      | $-3388043.88  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                  | Amazon.com Inc                                                              | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  19922000 | PA      | $14650692.79  | 0.27%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                     | Oracle Corp                                                                 | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  16122000 | PA      | $11651665.08  | 0.22%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                            | Keurig Dr Pepper Inc                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   2060893 | NS      | $72708305.04  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                    | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 318364542 | NS      | $318364542.22 | 5.90%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                        | Florida Power & Light Co                                                    | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  11350000 | PA      | $8253034.01   | 0.15%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                | Interpublic Group of Cos Inc/The                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Short            | EC               | CORP              | US        |   -610924 | NS      | $-22274289.04 | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                  | S&P Global Inc                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |    303904 | NS      | $113945765.76 | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                           | Bill.com Holdings Inc                                                       | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |    -59152 | NS      | $-6839154.24  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                  | Paycor HCM Inc                                                              | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1806473 | NS      | $45360537.03  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                          | Sirius XM Holdings Inc                                                      | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Short            | EC               | CORP              | US        |  -2510065 | NS      | $-14533276.35 | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                             | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    427776 | NS      | $59871528.96  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                  | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1337570 | NS      | $137943594.10 | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                          | Whole Earth Brands Inc Warrants                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    701800 | NS      | $128920.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                     | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Short            | EC               | CORP              | BM        |  -1063202 | NS      | $-19679869.02 | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                       | Warner Bros Discovery Inc                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |  -2220467 | NS      | $-32907320.94 | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                  | Microsoft Corp                                                              | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  18032000 | PA      | $12511049.51  | 0.23%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                    | Enbridge Inc                                                                | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |   1163053 | NS      | $47650281.41  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                     | Grocery Outlet Holding Corp                                                 | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -223980 | NS      | $-6806752.20  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                     | Walmart Inc                                                                 | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  12295000 | PA      | $8977742.98   | 0.17%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                   | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |   -498230 | NS      | $-6731087.30  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                    | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  25731161 | NS      | $25731161.47  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| DocuSign Inc                                    | DocuSign Inc                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Short            | EC               | CORP              | US        |   -174752 | NS      | $-10596961.28 | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                             | Repay Holdings Corp                                                         | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1869977 | NS      | $18213575.98  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** NEUBERGER BERMAN ALTERNATIVE FUNDS

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasurer