# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001410368-26-033317
**Filing Date:** 2026-3
**Character Count:** 381382
**Document Hash:** 3d720da335833825d6cfe4d7c6674f1e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033317.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-033317

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 26804498

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Multi-Manager Directional Alternative Strategies Fund (Series ID: S000055250)

| Class ID   | Class Name                                                                | Ticker Symbol   |
|:---|:---|:---|
| C000179758 | Multi-Manager Directional Alternative Strategies Fund Institutional Class | CDAZX           |

## Nport-Ex

![](img18e985d61.jpg)

Multi-Manager Directional Alternative Strategies Fund

**Third Quarter Report**

January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Not FDIC or NCUA Insured** | **No Financial Institution Guarantee** | **May Lose Value** |

---

------

Portfolio of Investments

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

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

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

---

| | | |
|:---|:---|:---|
| **Common Stocks 54.5%** | **Common Stocks 54.5%** | **Common Stocks 54.5%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Communication Services 2.1%** | **Communication Services 2.1%** | **Communication Services 2.1%** |
| **Diversified Telecommunication Services 0.1%** | **Diversified Telecommunication Services 0.1%** | **Diversified Telecommunication Services 0.1%** |
| Deutsche Telekom AG, Registered Shares | &nbsp;&nbsp; 6188 | &nbsp;&nbsp; 207659 |
| **Entertainment 1.0%** | **Entertainment 1.0%** | **Entertainment 1.0%** |
| Spotify Technology SA<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 4673 | &nbsp;&nbsp; 2338135 |
| Walt Disney Co. (The) | &nbsp;&nbsp; 6175 | &nbsp;&nbsp; 696540 |
| Total |  | &nbsp;&nbsp; 3034675 |
| **Interactive Media & Services 0.5%** | **Interactive Media & Services 0.5%** | **Interactive Media & Services 0.5%** |
| Alphabet, Inc., Class A<sup>(b)</sup> <br>| &nbsp;&nbsp; 3864 | &nbsp;&nbsp; 1306032 |
| **Media 0.4%** | **Media 0.4%** | **Media 0.4%** |
| Informa PLC | &nbsp;&nbsp; 45077 | &nbsp;&nbsp; 543981 |
| Nexstar Media Group, Inc., Class A | &nbsp;&nbsp; 2075 | &nbsp;&nbsp; 440689 |
| Omnicom Group, Inc. | &nbsp;&nbsp; 3950 | &nbsp;&nbsp; 304308 |
| Total |  | &nbsp;&nbsp; 1288978 |
| **Wireless Telecommunication Services 0.1%** | **Wireless Telecommunication Services 0.1%** | **Wireless Telecommunication Services 0.1%** |
| T-Mobile US, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 1673 | &nbsp;&nbsp; 329932 |
| **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **6167276** |
| **Consumer Discretionary 3.3%** | **Consumer Discretionary 3.3%** | **Consumer Discretionary 3.3%** |
| **Automobile Components 0.1%** | **Automobile Components 0.1%** | **Automobile Components 0.1%** |
| Aptiv PLC<sup>(a)</sup> <br>| &nbsp;&nbsp; 4212 | &nbsp;&nbsp; 319059 |
| **Broadline Retail 0.1%** | **Broadline Retail 0.1%** | **Broadline Retail 0.1%** |
| eBay, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 3103 | &nbsp;&nbsp; 283056 |
| **Diversified Consumer Services 0.6%** | **Diversified Consumer Services 0.6%** | **Diversified Consumer Services 0.6%** |
| Adtalem Global Education, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 3005 | &nbsp;&nbsp; 311168 |
| frontdoor, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 25721 | &nbsp;&nbsp; 1520368 |
| Total |  | &nbsp;&nbsp; 1831536 |
| **Hotels, Restaurants & Leisure 1.3%** | **Hotels, Restaurants & Leisure 1.3%** | **Hotels, Restaurants & Leisure 1.3%** |
| Booking Holdings, Inc. | &nbsp;&nbsp; 197 | &nbsp;&nbsp; 985363 |
| Boyd Gaming Corp. | &nbsp;&nbsp; 9898 | &nbsp;&nbsp; 836777 |
| Darden Restaurants, Inc. | &nbsp;&nbsp; 1992 | &nbsp;&nbsp; 397105 |
| Flutter Entertainment PLC<sup>(a)</sup> <br>| &nbsp;&nbsp; 3210 | &nbsp;&nbsp; 528460 |
| Restaurant Brands International, Inc. | &nbsp;&nbsp; 4570 | &nbsp;&nbsp; 306144 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp; 6504 | &nbsp;&nbsp; 473426 |
| Yum! Brands, Inc. | &nbsp;&nbsp; 2610 | &nbsp;&nbsp; 405855 |
| Total |  | &nbsp;&nbsp; 3933130 |

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Household Durables 0.2%** | **Household Durables 0.2%** | **Household Durables 0.2%** |
| Lennar Corp., Class A | &nbsp;&nbsp; 3989 | &nbsp;&nbsp; 436197 |
| **Specialty Retail 1.0%** | **Specialty Retail 1.0%** | **Specialty Retail 1.0%** |
| AutoNation, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 1690 | &nbsp;&nbsp; 346416 |
| AutoZone, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 131 | &nbsp;&nbsp; 485262 |
| Best Buy Co., Inc. | &nbsp;&nbsp; 2592 | &nbsp;&nbsp; 168739 |
| Home Depot, Inc. (The) | &nbsp;&nbsp; 776 | &nbsp;&nbsp; 290682 |
| Lowe's Companies, Inc. | &nbsp;&nbsp; 656 | &nbsp;&nbsp; 175191 |
| Ross Stores, Inc. | &nbsp;&nbsp; 2467 | &nbsp;&nbsp; 465399 |
| TJX Companies, Inc. (The) | &nbsp;&nbsp; 3881 | &nbsp;&nbsp; 581413 |
| Valvoline, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 7826 | &nbsp;&nbsp; 256067 |
| Total |  | &nbsp;&nbsp; 2769169 |
| **Total Consumer Discretionary** | **Total Consumer Discretionary** | &nbsp;&nbsp; **9572147** |
| **Consumer Staples 2.3%** | **Consumer Staples 2.3%** | **Consumer Staples 2.3%** |
| **Beverages 0.7%** | **Beverages 0.7%** | **Beverages 0.7%** |
| Coca-Cola Bottling Co. Consolidated | &nbsp;&nbsp; 3345 | &nbsp;&nbsp; 508641 |
| Coca-Cola Co. (The) | &nbsp;&nbsp; 9695 | &nbsp;&nbsp; 725283 |
| Coca-Cola Europacific Partners PLC | &nbsp;&nbsp; 3842 | &nbsp;&nbsp; 352311 |
| Primo Brands Corp., Class A<sup>(b)</sup> <br>| &nbsp;&nbsp; 16088 | &nbsp;&nbsp; 304707 |
| Total |  | &nbsp;&nbsp; 1890942 |
| **Consumer Staples Distribution & Retail 0.9%** | **Consumer Staples Distribution & Retail 0.9%** | **Consumer Staples Distribution & Retail 0.9%** |
| BJ's Wholesale Club Holdings, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 1827 | &nbsp;&nbsp; 168888 |
| Maplebear, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 8065 | &nbsp;&nbsp; 299695 |
| Sysco Corp. | &nbsp;&nbsp; 7806 | &nbsp;&nbsp; 654533 |
| U.S. Foods Holding Corp.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 12615 | &nbsp;&nbsp; 1054866 |
| Walmart, Inc. | &nbsp;&nbsp; 4355 | &nbsp;&nbsp; 518855 |
| Total |  | &nbsp;&nbsp; 2696837 |
| **Food Products 0.3%** | **Food Products 0.3%** | **Food Products 0.3%** |
| Glanbia PLC | &nbsp;&nbsp; 10639 | &nbsp;&nbsp; 204676 |
| Kerry Group PLC, Class A | &nbsp;&nbsp; 1674 | &nbsp;&nbsp; 148805 |
| McCormick & Co., Inc. | &nbsp;&nbsp; 5804 | &nbsp;&nbsp; 358861 |
| Toyo Suisan Kaisha Ltd. | &nbsp;&nbsp; 3500 | &nbsp;&nbsp; 249888 |
| Total |  | &nbsp;&nbsp; 962230 |

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Tobacco 0.4%** | **Tobacco 0.4%** | **Tobacco 0.4%** |
| British American Tobacco, ADR | &nbsp;&nbsp; 7865 | &nbsp;&nbsp; 477248 |
| Philip Morris International, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 4005 | &nbsp;&nbsp; 718658 |
| Total |  | &nbsp;&nbsp; 1195906 |
| **Total Consumer Staples** | **Total Consumer Staples** | &nbsp;&nbsp; **6745915** |
| **Energy 0.8%** | **Energy 0.8%** | **Energy 0.8%** |
| **Energy Equipment & Services 0.6%** | **Energy Equipment & Services 0.6%** | **Energy Equipment & Services 0.6%** |
| Solaris Energy Infrastructure, Inc., Class A<sup>(b)</sup> <br>| &nbsp;&nbsp; 33336 | &nbsp;&nbsp; 1839814 |
| **Oil, Gas & Consumable Fuels 0.2%** | **Oil, Gas & Consumable Fuels 0.2%** | **Oil, Gas & Consumable Fuels 0.2%** |
| Cheniere Energy, Inc. | &nbsp;&nbsp; 1974 | &nbsp;&nbsp; 417541 |
| Rockpoint Gas Storage, Inc., Class A | &nbsp;&nbsp; 12808 | &nbsp;&nbsp; 258671 |
| Total |  | &nbsp;&nbsp; 676212 |
| **Total Energy** | **Total Energy** | &nbsp;&nbsp; **2516026** |
| **Financials 7.3%** | **Financials 7.3%** | **Financials 7.3%** |
| **Banks 2.8%** | **Banks 2.8%** | **Banks 2.8%** |
| AIB Group PLC | &nbsp;&nbsp; 22990 | &nbsp;&nbsp; 256985 |
| Bank of America Corp.<sup>(b)</sup> <br>| &nbsp;&nbsp; 25030 | &nbsp;&nbsp; 1331596 |
| Danske Bank A/S | &nbsp;&nbsp; 4308 | &nbsp;&nbsp; 219484 |
| East West Bancorp, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 4201 | &nbsp;&nbsp; 480762 |
| Fifth Third Bancorp<sup>(b)</sup> <br>| &nbsp;&nbsp; 7086 | &nbsp;&nbsp; 355859 |
| Huntington Bancshares, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 25766 | &nbsp;&nbsp; 450390 |
| ING Groep NV | &nbsp;&nbsp; 16735 | &nbsp;&nbsp; 493531 |
| JPMorgan Chase & Co.<sup>(b)</sup> <br>| &nbsp;&nbsp; 5649 | &nbsp;&nbsp; 1727973 |
| M&T Bank Corp. | &nbsp;&nbsp; 2024 | &nbsp;&nbsp; 448458 |
| NatWest Group PLC | &nbsp;&nbsp; 49816 | &nbsp;&nbsp; 454062 |
| Nordea Bank Abp | &nbsp;&nbsp; 24137 | &nbsp;&nbsp; 465723 |
| Wells Fargo & Co.<sup>(b)</sup> <br>| &nbsp;&nbsp; 18624 | &nbsp;&nbsp; 1685286 |
| Total |  | &nbsp;&nbsp; 8370109 |
| **Capital Markets 1.0%** | **Capital Markets 1.0%** | **Capital Markets 1.0%** |
| Blue Owl Capital, Inc. | &nbsp;&nbsp; 14302 | &nbsp;&nbsp; 195079 |
| Charles Schwab Corp. (The) | &nbsp;&nbsp; 4124 | &nbsp;&nbsp; 428566 |
| Evercore, Inc., Class A<sup>(b)</sup> <br>| &nbsp;&nbsp; 1231 | &nbsp;&nbsp; 434875 |
| Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp; 316 | &nbsp;&nbsp; 295590 |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp; 1490 | &nbsp;&nbsp; 258932 |
| LPL Financial Holdings, Inc. | &nbsp;&nbsp; 2290 | &nbsp;&nbsp; 834705 |
| Morgan Stanley | &nbsp;&nbsp; 1956 | &nbsp;&nbsp; 357557 |
| Total |  | &nbsp;&nbsp; 2805304 |

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Consumer Finance 0.5%** | **Consumer Finance 0.5%** | **Consumer Finance 0.5%** |
| American Express Co. | &nbsp;&nbsp; 1177 | &nbsp;&nbsp; 414504 |
| Capital One Financial Corp. | &nbsp;&nbsp; 1143 | &nbsp;&nbsp; 250237 |
| Figure Technology Solutions, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; 11888 | &nbsp;&nbsp; 676190 |
| Synchrony Financial<sup>(b)</sup> <br>| &nbsp;&nbsp; 3627 | &nbsp;&nbsp; 263429 |
| Total |  | &nbsp;&nbsp; 1604360 |
| **Financial Services 1.0%** | **Financial Services 1.0%** | **Financial Services 1.0%** |
| Apollo Global Management, Inc. | &nbsp;&nbsp; 2302 | &nbsp;&nbsp; 309711 |
| Berkshire Hathaway, Inc., Class B<sup>(a)</sup> <br>| &nbsp;&nbsp; 1081 | &nbsp;&nbsp; 519453 |
| Corpay, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 2112 | &nbsp;&nbsp; 664498 |
| Equitable Holdings, Inc. | &nbsp;&nbsp; 3155 | &nbsp;&nbsp; 146392 |
| Fidelity National Information Services, Inc. | &nbsp;&nbsp; 5848 | &nbsp;&nbsp; 323102 |
| Visa, Inc., Class A | &nbsp;&nbsp; 1432 | &nbsp;&nbsp; 460861 |
| Voya Financial, Inc. | &nbsp;&nbsp; 1508 | &nbsp;&nbsp; 115603 |
| WEX, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 2350 | &nbsp;&nbsp; 361665 |
| Total |  | &nbsp;&nbsp; 2901285 |
| **Insurance 2.0%** | **Insurance 2.0%** | **Insurance 2.0%** |
| Allstate Corp. (The) | &nbsp;&nbsp; 2207 | &nbsp;&nbsp; 439171 |
| Aon PLC, Class A | &nbsp;&nbsp; 2220 | &nbsp;&nbsp; 776201 |
| Arthur J Gallagher & Co. | &nbsp;&nbsp; 1336 | &nbsp;&nbsp; 333158 |
| Baldwin Insurance Group, Inc. (The), Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; 7818 | &nbsp;&nbsp; 171370 |
| Beazley PLC | &nbsp;&nbsp; 23311 | &nbsp;&nbsp; 362149 |
| Brown & Brown, Inc. | &nbsp;&nbsp; 2767 | &nbsp;&nbsp; 199501 |
| Chubb Ltd. | &nbsp;&nbsp; 1616 | &nbsp;&nbsp; 500249 |
| Everest Group Ltd. | &nbsp;&nbsp; 1017 | &nbsp;&nbsp; 336912 |
| First American Financial Corp. | &nbsp;&nbsp; 3344 | &nbsp;&nbsp; 211274 |
| Hiscox Ltd. | &nbsp;&nbsp; 21730 | &nbsp;&nbsp; 441974 |
| Markel Group, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 283 | &nbsp;&nbsp; 577501 |
| Progressive Corp. (The) | &nbsp;&nbsp; 1604 | &nbsp;&nbsp; 333632 |
| RenaissanceRe Holdings Ltd. | &nbsp;&nbsp; 1706 | &nbsp;&nbsp; 480580 |
| Travelers Companies, Inc. (The) | &nbsp;&nbsp; 1072 | &nbsp;&nbsp; 304995 |
| White Mountains Insurance Group Ltd. | &nbsp;&nbsp; 186 | &nbsp;&nbsp; 380357 |
| Total |  | &nbsp;&nbsp; 5849024 |
| **Total Financials** | **Total Financials** | &nbsp;&nbsp; **21530082** |

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Health Care 8.7%** | **Health Care 8.7%** | **Health Care 8.7%** |
| **Biotechnology 2.5%** | **Biotechnology 2.5%** | **Biotechnology 2.5%** |
| AbbVie, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 6298 | &nbsp;&nbsp; 1404517 |
| Amgen, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 2526 | &nbsp;&nbsp; 863589 |
| Biogen, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 3042 | &nbsp;&nbsp; 547225 |
| Grifols SA | &nbsp;&nbsp; 10318 | &nbsp;&nbsp; 132009 |
| Natera, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 18427 | &nbsp;&nbsp; 4259217 |
| Veracyte, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 7511 | &nbsp;&nbsp; 286019 |
| Total |  | &nbsp;&nbsp; 7492576 |
| **Health Care Equipment & Supplies 2.0%** | **Health Care Equipment & Supplies 2.0%** | **Health Care Equipment & Supplies 2.0%** |
| Abbott Laboratories<sup>(b)</sup> <br>| &nbsp;&nbsp; 2114 | &nbsp;&nbsp; 231060 |
| Artivion, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 48511 | &nbsp;&nbsp; 1977794 |
| Establishment Labs Holdings, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 25634 | &nbsp;&nbsp; 1746957 |
| GE HealthCare Technologies, Inc. | &nbsp;&nbsp; 5912 | &nbsp;&nbsp; 466871 |
| Kestra Medical Technologies Ltd.<sup>(a)</sup> <br>| &nbsp;&nbsp; 40637 | &nbsp;&nbsp; 1002515 |
| Medtronic PLC | &nbsp;&nbsp; 4116 | &nbsp;&nbsp; 423783 |
| Stryker Corp. | &nbsp;&nbsp; 134 | &nbsp;&nbsp; 49521 |
| Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp; 315 | &nbsp;&nbsp; 27427 |
| Total |  | &nbsp;&nbsp; 5925928 |
| **Health Care Providers & Services 2.3%** | **Health Care Providers & Services 2.3%** | **Health Care Providers & Services 2.3%** |
| Cencora, Inc. | &nbsp;&nbsp; 1541 | &nbsp;&nbsp; 553558 |
| Centene Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; 318 | &nbsp;&nbsp; 13776 |
| Cigna Group (The)<sup>(b)</sup> <br>| &nbsp;&nbsp; 1490 | &nbsp;&nbsp; 408424 |
| CVS Health Corp. | &nbsp;&nbsp; 8450 | &nbsp;&nbsp; 629694 |
| DaVita, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 92 | &nbsp;&nbsp; 10059 |
| Elevance Health, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 292 | &nbsp;&nbsp; 100956 |
| GeneDx Holdings Corp.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 23423 | &nbsp;&nbsp; 2254698 |
| HCA Healthcare, Inc. | &nbsp;&nbsp; 446 | &nbsp;&nbsp; 217769 |
| Humana, Inc. | &nbsp;&nbsp; 342 | &nbsp;&nbsp; 66759 |
| Labcorp Holdings, Inc. | &nbsp;&nbsp; 1393 | &nbsp;&nbsp; 378227 |
| McKesson Corp. | &nbsp;&nbsp; 829 | &nbsp;&nbsp; 689073 |
| Molina Healthcare, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 173 | &nbsp;&nbsp; 31069 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp; 1713 | &nbsp;&nbsp; 320382 |
| Tenet Healthcare Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; 1379 | &nbsp;&nbsp; 261017 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp; 2374 | &nbsp;&nbsp; 681172 |
| Total |  | &nbsp;&nbsp; 6616633 |
| **Health Care Technology 0.5%** | **Health Care Technology 0.5%** | **Health Care Technology 0.5%** |
| HeartFlow, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 46454 | &nbsp;&nbsp; 1387581 |

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Life Sciences Tools & Services 0.4%** | **Life Sciences Tools & Services 0.4%** | **Life Sciences Tools & Services 0.4%** |
| ICON PLC<sup>(a)</sup> <br>| &nbsp;&nbsp; 1862 | &nbsp;&nbsp; 335625 |
| IQVIA Holdings, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 2167 | &nbsp;&nbsp; 498735 |
| QIAGEN NV | &nbsp;&nbsp; 4197 | &nbsp;&nbsp; 225253 |
| Total |  | &nbsp;&nbsp; 1059613 |
| **Pharmaceuticals 1.0%** | **Pharmaceuticals 1.0%** | **Pharmaceuticals 1.0%** |
| AstraZeneca PLC | &nbsp;&nbsp; 2572 | &nbsp;&nbsp; 479200 |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp; 7118 | &nbsp;&nbsp; 391846 |
| Ipsen SA | &nbsp;&nbsp; 608 | &nbsp;&nbsp; 99326 |
| Johnson & Johnson<sup>(b)</sup> <br>| &nbsp;&nbsp; 4453 | &nbsp;&nbsp; 1011944 |
| Merck & Co., Inc. | &nbsp;&nbsp; 447 | &nbsp;&nbsp; 49291 |
| Novartis AG, ADR | &nbsp;&nbsp; 1809 | &nbsp;&nbsp; 268962 |
| Novo Nordisk A/S, Class B | &nbsp;&nbsp; 6719 | &nbsp;&nbsp; 398969 |
| Pfizer, Inc. | &nbsp;&nbsp; 601 | &nbsp;&nbsp; 15890 |
| Sandoz Group AG, ADR | &nbsp;&nbsp; 3195 | &nbsp;&nbsp; 253127 |
| Sanofi SA | &nbsp;&nbsp; 214 | &nbsp;&nbsp; 20185 |
| UCB SA | &nbsp;&nbsp; 42 | &nbsp;&nbsp; 12799 |
| Total |  | &nbsp;&nbsp; 3001539 |
| **Total Health Care** | **Total Health Care** | &nbsp;&nbsp; **25483870** |
| **Industrials 8.9%** | **Industrials 8.9%** | **Industrials 8.9%** |
| **Aerospace & Defense 0.8%** | **Aerospace & Defense 0.8%** | **Aerospace & Defense 0.8%** |
| Airbus Group SE | &nbsp;&nbsp; 2181 | &nbsp;&nbsp; 499340 |
| Howmet Aerospace, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 3130 | &nbsp;&nbsp; 651290 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp; 3093 | &nbsp;&nbsp; 1060435 |
| Total |  | &nbsp;&nbsp; 2211065 |
| **Air Freight & Logistics 0.6%** | **Air Freight & Logistics 0.6%** | **Air Freight & Logistics 0.6%** |
| CH Robinson Worldwide, Inc. | &nbsp;&nbsp; 4283 | &nbsp;&nbsp; 834971 |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp; 2884 | &nbsp;&nbsp; 462997 |
| FedEx Corp. | &nbsp;&nbsp; 1526 | &nbsp;&nbsp; 491754 |
| Total |  | &nbsp;&nbsp; 1789722 |
| **Building Products 1.0%** | **Building Products 1.0%** | **Building Products 1.0%** |
| Allegion PLC | &nbsp;&nbsp; 3081 | &nbsp;&nbsp; 509567 |
| Builders FirstSource, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 4475 | &nbsp;&nbsp; 511940 |
| Carrier Global Corp. | &nbsp;&nbsp; 6625 | &nbsp;&nbsp; 394717 |
| Masco Corp. | &nbsp;&nbsp; 4644 | &nbsp;&nbsp; 306922 |
| MasterBrand, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 48550 | &nbsp;&nbsp; 588426 |

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| Resideo Technologies, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 9346 | &nbsp;&nbsp; 320194 |
| UFP Industries, Inc. | &nbsp;&nbsp; 4329 | &nbsp;&nbsp; 447099 |
| Total |  | &nbsp;&nbsp; 3078865 |
| **Commercial Services & Supplies 0.6%** | **Commercial Services & Supplies 0.6%** | **Commercial Services & Supplies 0.6%** |
| Brink's Co. (The) | &nbsp;&nbsp; 7953 | &nbsp;&nbsp; 1010349 |
| HNI Corp. | &nbsp;&nbsp; 13835 | &nbsp;&nbsp; 661175 |
| Total |  | &nbsp;&nbsp; 1671524 |
| **Construction & Engineering 0.9%** | **Construction & Engineering 0.9%** | **Construction & Engineering 0.9%** |
| AECOM | &nbsp;&nbsp; 5308 | &nbsp;&nbsp; 511851 |
| Dycom Industries, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 5808 | &nbsp;&nbsp; 2116377 |
| Total |  | &nbsp;&nbsp; 2628228 |
| **Electrical Equipment 0.5%** | **Electrical Equipment 0.5%** | **Electrical Equipment 0.5%** |
| Acuity, Inc. | &nbsp;&nbsp; 1167 | &nbsp;&nbsp; 360883 |
| AMETEK, Inc. | &nbsp;&nbsp; 1619 | &nbsp;&nbsp; 362624 |
| Hubbell, Inc. | &nbsp;&nbsp; 1334 | &nbsp;&nbsp; 650912 |
| Total |  | &nbsp;&nbsp; 1374419 |
| **Ground Transportation 0.5%** | **Ground Transportation 0.5%** | **Ground Transportation 0.5%** |
| Canadian Pacific Kansas City Ltd. | &nbsp;&nbsp; 2800 | &nbsp;&nbsp; 208152 |
| Old Dominion Freight Line, Inc. | &nbsp;&nbsp; 2712 | &nbsp;&nbsp; 469718 |
| Uber Technologies, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 8792 | &nbsp;&nbsp; 703800 |
| Total |  | &nbsp;&nbsp; 1381670 |
| **Industrial Conglomerates 0.4%** | **Industrial Conglomerates 0.4%** | **Industrial Conglomerates 0.4%** |
| 3M Co. | &nbsp;&nbsp; 3565 | &nbsp;&nbsp; 546015 |
| Honeywell International, Inc. | &nbsp;&nbsp; 2275 | &nbsp;&nbsp; 517608 |
| Siemens AG, Registered Shares | &nbsp;&nbsp; 817 | &nbsp;&nbsp; 247004 |
| Total |  | &nbsp;&nbsp; 1310627 |
| **Machinery 1.5%** | **Machinery 1.5%** | **Machinery 1.5%** |
| Allison Transmission Holdings, Inc. | &nbsp;&nbsp; 4956 | &nbsp;&nbsp; 538717 |
| Cummins, Inc. | &nbsp;&nbsp; 1086 | &nbsp;&nbsp; 628599 |
| Dover Corp. | &nbsp;&nbsp; 1939 | &nbsp;&nbsp; 390689 |
| Esab Corp. | &nbsp;&nbsp; 4173 | &nbsp;&nbsp; 505350 |
| IDEX Corp. | &nbsp;&nbsp; 2768 | &nbsp;&nbsp; 549586 |
| IMI PLC | &nbsp;&nbsp; 12995 | &nbsp;&nbsp; 490721 |
| Nordson Corp. | &nbsp;&nbsp; 1731 | &nbsp;&nbsp; 475211 |
| Otis Worldwide Corp. | &nbsp;&nbsp; 5130 | &nbsp;&nbsp; 438205 |
| Parker-Hannifin Corp. | &nbsp;&nbsp; 290 | &nbsp;&nbsp; 271394 |
| Total |  | &nbsp;&nbsp; 4288472 |

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Marine Transportation 0.1%** | **Marine Transportation 0.1%** | **Marine Transportation 0.1%** |
| Matson, Inc. | &nbsp;&nbsp; 1986 | &nbsp;&nbsp; 318356 |
| **Passenger Airlines 0.2%** | **Passenger Airlines 0.2%** | **Passenger Airlines 0.2%** |
| Delta Air Lines, Inc. | &nbsp;&nbsp; 4364 | &nbsp;&nbsp; 287544 |
| United Airlines Holdings, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 3333 | &nbsp;&nbsp; 341032 |
| Total |  | &nbsp;&nbsp; 628576 |
| **Professional Services 1.5%** | **Professional Services 1.5%** | **Professional Services 1.5%** |
| Equifax, Inc. | &nbsp;&nbsp; 2283 | &nbsp;&nbsp; 459796 |
| Huron Consulting Group, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 3327 | &nbsp;&nbsp; 562263 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp; 5935 | &nbsp;&nbsp; 802768 |
| KBR, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 13491 | &nbsp;&nbsp; 577550 |
| Leidos Holdings, Inc. | &nbsp;&nbsp; 1811 | &nbsp;&nbsp; 340975 |
| SS&C Technologies Holdings, Inc. | &nbsp;&nbsp; 7228 | &nbsp;&nbsp; 591901 |
| TriNet Group, Inc. | &nbsp;&nbsp; 4285 | &nbsp;&nbsp; 262413 |
| Upwork, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 42749 | &nbsp;&nbsp; 856263 |
| Total |  | &nbsp;&nbsp; 4453929 |
| **Trading Companies & Distributors 0.3%** | **Trading Companies & Distributors 0.3%** | **Trading Companies & Distributors 0.3%** |
| DNOW, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 29670 | &nbsp;&nbsp; 450687 |
| EquipmentShare.com, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; 3802 | &nbsp;&nbsp; 118242 |
| Rexel SA | &nbsp;&nbsp; 11111 | &nbsp;&nbsp; 465613 |
| Total |  | &nbsp;&nbsp; 1034542 |
| **Total Industrials** | **Total Industrials** | &nbsp;&nbsp; **26169995** |
| **Information Technology 14.1%** | **Information Technology 14.1%** | **Information Technology 14.1%** |
| **Communications Equipment 1.2%** | **Communications Equipment 1.2%** | **Communications Equipment 1.2%** |
| InterDigital, Inc. | &nbsp;&nbsp; 2239 | &nbsp;&nbsp; 730899 |
| Viavi Solutions, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 118422 | &nbsp;&nbsp; 2896602 |
| Total |  | &nbsp;&nbsp; 3627501 |
| **Electronic Equipment, Instruments & Components 2.1%** | **Electronic Equipment, Instruments & Components 2.1%** | **Electronic Equipment, Instruments & Components 2.1%** |
| Advanced Energy Industries, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 9474 | &nbsp;&nbsp; 2419281 |
| Arrow Electronics, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 1995 | &nbsp;&nbsp; 264317 |
| CDW Corp.<sup>(b)</sup> <br>| &nbsp;&nbsp; 2808 | &nbsp;&nbsp; 354903 |
| Celestica, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 1512 | &nbsp;&nbsp; 424857 |
| Flex Ltd.<sup>(a)</sup> <br>| &nbsp;&nbsp; 20014 | &nbsp;&nbsp; 1261682 |
| Jabil, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 1983 | &nbsp;&nbsp; 470348 |
| Keysight Technologies, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 2742 | &nbsp;&nbsp; 593177 |
| Vontier Corp. | &nbsp;&nbsp; 6328 | &nbsp;&nbsp; 237300 |
| Zebra Technologies Corp., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; 1195 | &nbsp;&nbsp; 280801 |
| Total |  | &nbsp;&nbsp; 6306666 |

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **IT Services 0.3%** | **IT Services 0.3%** | **IT Services 0.3%** |
| Capgemini SE | &nbsp;&nbsp; 1657 | &nbsp;&nbsp; 257462 |
| EPAM Systems, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 3183 | &nbsp;&nbsp; 663974 |
| Total |  | &nbsp;&nbsp; 921436 |
| **Semiconductors & Semiconductor Equipment 6.6%** | **Semiconductors & Semiconductor Equipment 6.6%** | **Semiconductors & Semiconductor Equipment 6.6%** |
| Applied Materials, Inc. | &nbsp;&nbsp; 1651 | &nbsp;&nbsp; 532150 |
| Broadcom, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 3632 | &nbsp;&nbsp; 1203282 |
| Lam Research Corp. | &nbsp;&nbsp; 4851 | &nbsp;&nbsp; 1132515 |
| Microchip Technology, Inc. | &nbsp;&nbsp; 6248 | &nbsp;&nbsp; 474348 |
| Micron Technology, Inc. | &nbsp;&nbsp; 1217 | &nbsp;&nbsp; 504909 |
| MKS, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 13027 | &nbsp;&nbsp; 3066686 |
| NXP Semiconductors NV | &nbsp;&nbsp; 1418 | &nbsp;&nbsp; 320667 |
| Qnity Electronics, Inc. | &nbsp;&nbsp; 4056 | &nbsp;&nbsp; 390106 |
| Silicon Motion Technology Corp., ADR<sup>(b)</sup> <br>| &nbsp;&nbsp; 51912 | &nbsp;&nbsp; 6173894 |
| SiTime Corp.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 2346 | &nbsp;&nbsp; 851856 |
| Tower Semiconductor Ltd.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 34391 | &nbsp;&nbsp; 4633499 |
| Total |  | &nbsp;&nbsp; 19283912 |
| **Software 3.0%** | **Software 3.0%** | **Software 3.0%** |
| Adeia, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 26229 | &nbsp;&nbsp; 474483 |
| Check Point Software Technologies Ltd.<sup>(a)</sup> <br>| &nbsp;&nbsp; 1685 | &nbsp;&nbsp; 302474 |
| Gen Digital, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 21923 | &nbsp;&nbsp; 525933 |
| JFrog Ltd.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 94807 | &nbsp;&nbsp; 5195423 |
| NiCE Ltd., ADR<sup>(a)</sup> <br>| &nbsp;&nbsp; 2188 | &nbsp;&nbsp; 232825 |
| Oracle Corp.<sup>(b)</sup> <br>| &nbsp;&nbsp; 1829 | &nbsp;&nbsp; 301017 |
| Salesforce, Inc. | &nbsp;&nbsp; 1539 | &nbsp;&nbsp; 326714 |
| Samsara, Inc., Class A<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 32253 | &nbsp;&nbsp; 904697 |
| Trimble Navigation Ltd.<sup>(a)</sup> <br>| &nbsp;&nbsp; 6445 | &nbsp;&nbsp; 435682 |
| Total |  | &nbsp;&nbsp; 8699248 |
| **Technology Hardware, Storage & Peripherals 0.9%** | **Technology Hardware, Storage & Peripherals 0.9%** | **Technology Hardware, Storage & Peripherals 0.9%** |
| Dell Technologies, Inc. | &nbsp;&nbsp; 2071 | &nbsp;&nbsp; 237005 |
| NetApp, Inc. | &nbsp;&nbsp; 3819 | &nbsp;&nbsp; 367960 |
| Samsung Electronics Co., Ltd. | &nbsp;&nbsp; 10263 | &nbsp;&nbsp; 1133803 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp; 2343 | &nbsp;&nbsp; 955218 |
| Total |  | &nbsp;&nbsp; 2693986 |
| **Total Information Technology** | **Total Information Technology** | &nbsp;&nbsp; **41532749** |

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Materials 2.0%** | **Materials 2.0%** | **Materials 2.0%** |
| **Chemicals 0.4%** | **Chemicals 0.4%** | **Chemicals 0.4%** |
| DuPont de Nemours, Inc. | &nbsp;&nbsp; 8114 | &nbsp;&nbsp; 356367 |
| Methanex Corp. | &nbsp;&nbsp; 17228 | &nbsp;&nbsp; 822120 |
| Total |  | &nbsp;&nbsp; 1178487 |
| **Construction Materials 0.3%** | **Construction Materials 0.3%** | **Construction Materials 0.3%** |
| CRH PLC | &nbsp;&nbsp; 6787 | &nbsp;&nbsp; 830797 |
| **Containers & Packaging 0.1%** | **Containers & Packaging 0.1%** | **Containers & Packaging 0.1%** |
| Ball Corp. | &nbsp;&nbsp; 7004 | &nbsp;&nbsp; 398317 |
| **Metals & Mining 1.1%** | **Metals & Mining 1.1%** | **Metals & Mining 1.1%** |
| Allied Gold Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; 9862 | &nbsp;&nbsp; 311218 |
| Almonty Industries, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 28400 | &nbsp;&nbsp; 320636 |
| Barrick Mining Corp. | &nbsp;&nbsp; 10872 | &nbsp;&nbsp; 497829 |
| Equinox Gold Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; 21503 | &nbsp;&nbsp; 307626 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp; 5978 | &nbsp;&nbsp; 360055 |
| Osisko Gold Royalties Ltd. | &nbsp;&nbsp; 10755 | &nbsp;&nbsp; 424071 |
| Royal Gold, Inc. | &nbsp;&nbsp; 3601 | &nbsp;&nbsp; 948179 |
| Total |  | &nbsp;&nbsp; 3169614 |
| **Paper & Forest Products 0.1%** | **Paper & Forest Products 0.1%** | **Paper & Forest Products 0.1%** |
| Louisiana-Pacific Corp. | &nbsp;&nbsp; 2499 | &nbsp;&nbsp; 209266 |
| **Total Materials** | **Total Materials** | &nbsp;&nbsp; **5786481** |
| **Real Estate 2.1%** | **Real Estate 2.1%** | **Real Estate 2.1%** |
| **Diversified REITs 0.2%** | **Diversified REITs 0.2%** | **Diversified REITs 0.2%** |
| Essential Properties Realty Trust, Inc. | &nbsp;&nbsp; 17892 | &nbsp;&nbsp; 543201 |
| **Office REITs 0.2%** | **Office REITs 0.2%** | **Office REITs 0.2%** |
| BXP, Inc. | &nbsp;&nbsp; 5247 | &nbsp;&nbsp; 339323 |
| COPT Defense Properties | &nbsp;&nbsp; 10674 | &nbsp;&nbsp; 328866 |
| Total |  | &nbsp;&nbsp; 668189 |
| **Real Estate Management & Development 1.2%** | **Real Estate Management & Development 1.2%** | **Real Estate Management & Development 1.2%** |
| Compass, Inc.<sup>(a),(b)</sup> <br>| &nbsp;&nbsp; 238853 | &nbsp;&nbsp; 2990440 |
| Jones Lang LaSalle, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; 1563 | &nbsp;&nbsp; 559413 |
| Total |  | &nbsp;&nbsp; 3549853 |
| **Residential REITs 0.1%** | **Residential REITs 0.1%** | **Residential REITs 0.1%** |
| Invitation Homes, Inc. | &nbsp;&nbsp; 4855 | &nbsp;&nbsp; 129774 |

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Retail REITs 0.2%** | **Retail REITs 0.2%** | **Retail REITs 0.2%** |
| Kimco Realty Corp.<sup>(b)</sup> <br>| &nbsp;&nbsp; 17339 | &nbsp;&nbsp; 365506 |
| Regency Centers Corp.<sup>(b)</sup> <br>| &nbsp;&nbsp; 3874 | &nbsp;&nbsp; 282299 |
| Total |  | &nbsp;&nbsp; 647805 |
| **Specialized REITs 0.2%** | **Specialized REITs 0.2%** | **Specialized REITs 0.2%** |
| Extra Space Storage, Inc. | &nbsp;&nbsp; 2051 | &nbsp;&nbsp; 282977 |
| Lamar Advertising Co., Class A<sup>(b)</sup> <br>| &nbsp;&nbsp; 1865 | &nbsp;&nbsp; 239298 |
| Total |  | &nbsp;&nbsp; 522275 |
| **Total Real Estate** | **Total Real Estate** | &nbsp;&nbsp; **6061097** |
| **Utilities 2.9%** | **Utilities 2.9%** | **Utilities 2.9%** |
| **Electric Utilities 2.1%** | **Electric Utilities 2.1%** | **Electric Utilities 2.1%** |
| American Electric Power Co., Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 3768 | &nbsp;&nbsp; 451312 |
| Enel SpA | &nbsp;&nbsp; 29718 | &nbsp;&nbsp; 328341 |
| Entergy Corp. | &nbsp;&nbsp; 8109 | &nbsp;&nbsp; 777572 |
| FirstEnergy Corp. | &nbsp;&nbsp; 15216 | &nbsp;&nbsp; 720326 |
| NextEra Energy, Inc. | &nbsp;&nbsp; 3401 | &nbsp;&nbsp; 298948 |
| NRG Energy, Inc. | &nbsp;&nbsp; 4202 | &nbsp;&nbsp; 641351 |
| OGE Energy Corp.<sup>(b)</sup> <br>| &nbsp;&nbsp; 14855 | &nbsp;&nbsp; 648866 |
| PPL Corp.<sup>(b)</sup> <br>| &nbsp;&nbsp; 15980 | &nbsp;&nbsp; 579275 |
| Scottish & Southern Energy PLC | &nbsp;&nbsp; 18844 | &nbsp;&nbsp; 626327 |
| Southern Co. (The) | &nbsp;&nbsp; 5619 | &nbsp;&nbsp; 501833 |
| Xcel Energy, Inc. | &nbsp;&nbsp; 7824 | &nbsp;&nbsp; 595093 |
| Total |  | &nbsp;&nbsp; 6169244 |
| **Independent Power and Renewable Electricity Producers 0.3%** | **Independent Power and Renewable Electricity Producers 0.3%** | **Independent Power and Renewable Electricity Producers 0.3%** |
| Talen Energy Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; 1539 | &nbsp;&nbsp; 536126 |
| Vistra Corp. | &nbsp;&nbsp; 2454 | &nbsp;&nbsp; 388591 |
| Total |  | &nbsp;&nbsp; 924717 |
| **Multi-Utilities 0.5%** | **Multi-Utilities 0.5%** | **Multi-Utilities 0.5%** |
| CenterPoint Energy, Inc.<sup>(b)</sup> <br>| &nbsp;&nbsp; 15052 | &nbsp;&nbsp; 597414 |
| NiSource, Inc. | &nbsp;&nbsp; 16068 | &nbsp;&nbsp; 711652 |
| Total |  | &nbsp;&nbsp; 1309066 |
| **Total Utilities** | **Total Utilities** | &nbsp;&nbsp; **8403027** |
| &nbsp;&nbsp; Total Common Stocks <br>(Cost $110,466,619) | &nbsp;&nbsp; Total Common Stocks <br>(Cost $110,466,619) | &nbsp;&nbsp; **159968665** |

---

---

| | | |
|:---|:---|:---|
| **Exchange-Traded Equity Funds 17.3%** | **Exchange-Traded Equity Funds 17.3%** | **Exchange-Traded Equity Funds 17.3%** |
|  | **Shares** | **Value ($)** |
| **International 4.8%** | **International 4.8%** | **International 4.8%** |
| &nbsp;&nbsp; iShares Core MSCI International Developed Markets <br> ETF<br>| &nbsp;&nbsp; 163520 | &nbsp;&nbsp; 14113411 |
| **U.S. Mid Large Cap 12.5%** | **U.S. Mid Large Cap 12.5%** | **U.S. Mid Large Cap 12.5%** |
| iShares Core S&P 500 ETF | &nbsp;&nbsp; 52780 | &nbsp;&nbsp; 36683684 |
| &nbsp;&nbsp; Total Exchange-Traded Equity Funds <br>(Cost $42,703,973) | &nbsp;&nbsp; Total Exchange-Traded Equity Funds <br>(Cost $42,703,973) | &nbsp;&nbsp; **50797095** |
| **Warrants —%** | **Warrants —%** | **Warrants —%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Information Technology —%** | **Information Technology —%** | **Information Technology —%** |
| **Software —%** | **Software —%** | **Software —%** |
| &nbsp;&nbsp; Constellation Software, Inc.<sup>(a),(c),(d)</sup> <br>03/31/2040<br>| &nbsp;&nbsp; 100 | &nbsp;&nbsp; — |
| **Total Information Technology** | **Total Information Technology** | &nbsp;&nbsp; **—** |
| &nbsp;&nbsp; Total Warrants <br>(Cost $—) | &nbsp;&nbsp; Total Warrants <br>(Cost $—) | &nbsp;&nbsp; **—** |

---

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

---

| | |
|:---|:---|
| **Call Option Contracts Purchased 0.3%** | **Call Option Contracts Purchased 0.3%** |
|  | **Value ($)** |
| (Cost $1,520,348) | &nbsp;&nbsp; **1006178** |
| **Put Option Contracts Purchased 0.7%** | **Put Option Contracts Purchased 0.7%** |
| (Cost $1,927,229) | &nbsp;&nbsp; **1986547** |

---

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

---

| | | |
|:---|:---|:---|
| **Money Market Funds 17.8%** | **Money Market Funds 17.8%** | **Money Market Funds 17.8%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 3.776%<sup>(e),(f)</sup> <br>| &nbsp;&nbsp; 52137428 | &nbsp;&nbsp; 52121787 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $52,123,808) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $52,123,808) | &nbsp;&nbsp; **52121787** |
| &nbsp;&nbsp; Total Investments <br>(Cost $208,741,977) | &nbsp;&nbsp; Total Investments <br>(Cost $208,741,977) | &nbsp;&nbsp; **265880272** |
| **Investments in Securities Sold Short** | **Investments in Securities Sold Short** | **Investments in Securities Sold Short** |
| **Common Stocks (32.5)%** | **Common Stocks (32.5)%** | **Common Stocks (32.5)%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Communication Services (1.2)%** | **Communication Services (1.2)%** | **Communication Services (1.2)%** |
| **Diversified Telecommunication Services (0.8)%** | **Diversified Telecommunication Services (0.8)%** | **Diversified Telecommunication Services (0.8)%** |
| AST SpaceMobile, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (15207)<br>| &nbsp;&nbsp; (1691171)<br>|
| Liberty Global Ltd., Class C<sup>(a)</sup> <br>| &nbsp;&nbsp; (34059)<br>| &nbsp;&nbsp; (377374)<br>|
| Lumen Technologies, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (20659)<br>| &nbsp;&nbsp; (182212)<br>|
| TELUS Corp. | &nbsp;&nbsp; (14051)<br>| &nbsp;&nbsp; (196063)<br>|
| Total |  | &nbsp;&nbsp; (2446820)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Interactive Media & Services (0.1)%** | **Interactive Media & Services (0.1)%** | **Interactive Media & Services (0.1)%** |
| Grindr, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (14385)<br>| &nbsp;&nbsp; (162838)<br>|
| **Media (0.3)%** | **Media (0.3)%** | **Media (0.3)%** |
| Dentsu, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (17300)<br>| &nbsp;&nbsp; (335820)<br>|
| Fuji Media Holdings, Inc. | &nbsp;&nbsp; (14100)<br>| &nbsp;&nbsp; (355055)<br>|
| Newsmax, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (20603)<br>| &nbsp;&nbsp; (142161)<br>|
| Total |  | &nbsp;&nbsp; (833036)<br>|
| **Total Communication Services** | **Total Communication Services** | &nbsp;&nbsp; **(3442694)**<br>|
| **Consumer Discretionary (2.3)%** | **Consumer Discretionary (2.3)%** | **Consumer Discretionary (2.3)%** |
| **Automobile Components (0.0)%** | **Automobile Components (0.0)%** | **Automobile Components (0.0)%** |
| Nokian Renkaat OYJ | &nbsp;&nbsp; (5182)<br>| &nbsp;&nbsp; (66482)<br>|
| QuantumScape Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; (5233)<br>| &nbsp;&nbsp; (46312)<br>|
| Total |  | &nbsp;&nbsp; (112794)<br>|
| **Automobiles (0.0)%** | **Automobiles (0.0)%** | **Automobiles (0.0)%** |
| Livewire Group, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (4739)<br>| &nbsp;&nbsp; (11089)<br>|
| Tesla, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (71)<br>| &nbsp;&nbsp; (30559)<br>|
| Total |  | &nbsp;&nbsp; (41648)<br>|
| **Diversified Consumer Services (0.6)%** | **Diversified Consumer Services (0.6)%** | **Diversified Consumer Services (0.6)%** |
| Duolingo, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (8979)<br>| &nbsp;&nbsp; (1203725)<br>|
| Service Corp. International | &nbsp;&nbsp; (6606)<br>| &nbsp;&nbsp; (531320)<br>|
| Total |  | &nbsp;&nbsp; (1735045)<br>|
| **Hotels, Restaurants & Leisure (0.8)%** | **Hotels, Restaurants & Leisure (0.8)%** | **Hotels, Restaurants & Leisure (0.8)%** |
| Cava Group, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (2722)<br>| &nbsp;&nbsp; (165008)<br>|
| Cracker Barrel Old Country Store, Inc. | &nbsp;&nbsp; (6411)<br>| &nbsp;&nbsp; (193100)<br>|
| Hilton Grand Vacations, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (8174)<br>| &nbsp;&nbsp; (368729)<br>|
| Hyatt Hotels Corp., Class A | &nbsp;&nbsp; (2118)<br>| &nbsp;&nbsp; (331192)<br>|
| InterContinental Hotels Group PLC | &nbsp;&nbsp; (1079)<br>| &nbsp;&nbsp; (145773)<br>|
| MGM Resorts International<sup>(a)</sup> <br>| &nbsp;&nbsp; (10245)<br>| &nbsp;&nbsp; (343617)<br>|
| Seaworld Entertainment, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (3530)<br>| &nbsp;&nbsp; (132905)<br>|
| Shake Shack, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (1760)<br>| &nbsp;&nbsp; (155883)<br>|
| Texas Roadhouse, Inc. | &nbsp;&nbsp; (1178)<br>| &nbsp;&nbsp; (211875)<br>|
| Wendy's Co. (The) | &nbsp;&nbsp; (23808)<br>| &nbsp;&nbsp; (185464)<br>|
| Total |  | &nbsp;&nbsp; (2233546)<br>|
| **Household Durables (0.3)%** | **Household Durables (0.3)%** | **Household Durables (0.3)%** |
| KB Home | &nbsp;&nbsp; (7096)<br>| &nbsp;&nbsp; (408304)<br>|
| LGI Homes, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (5080)<br>| &nbsp;&nbsp; (254559)<br>|
| Meritage Homes Corp. | &nbsp;&nbsp; (3770)<br>| &nbsp;&nbsp; (262052)<br>|
| Total |  | &nbsp;&nbsp; (924915)<br>|

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Leisure Products (0.1)%** | **Leisure Products (0.1)%** | **Leisure Products (0.1)%** |
| Acushnet Holdings Corp. | &nbsp;&nbsp; (3060)<br>| &nbsp;&nbsp; (296637)<br>|
| **Specialty Retail (0.4)%** | **Specialty Retail (0.4)%** | **Specialty Retail (0.4)%** |
| CarMax, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (3316)<br>| &nbsp;&nbsp; (147695)<br>|
| Carvana Co.<sup>(a)</sup> <br>| &nbsp;&nbsp; (491)<br>| &nbsp;&nbsp; (196945)<br>|
| Chewy, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (2236)<br>| &nbsp;&nbsp; (65090)<br>|
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp; (1317)<br>| &nbsp;&nbsp; (266034)<br>|
| Floor & Decor Holdings, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (1718)<br>| &nbsp;&nbsp; (113319)<br>|
| Tractor Supply Co. | &nbsp;&nbsp; (5030)<br>| &nbsp;&nbsp; (255926)<br>|
| Total |  | &nbsp;&nbsp; (1045009)<br>|
| **Textiles, Apparel & Luxury Goods (0.1)%** | **Textiles, Apparel & Luxury Goods (0.1)%** | **Textiles, Apparel & Luxury Goods (0.1)%** |
| Birkenstock Holding PLC<sup>(a)</sup> <br>| &nbsp;&nbsp; (2821)<br>| &nbsp;&nbsp; (106521)<br>|
| Moncler SpA | &nbsp;&nbsp; (2169)<br>| &nbsp;&nbsp; (126374)<br>|
| NIKE, Inc., Class B | &nbsp;&nbsp; (2044)<br>| &nbsp;&nbsp; (126340)<br>|
| On Holding AG<sup>(a)</sup> <br>| &nbsp;&nbsp; (1858)<br>| &nbsp;&nbsp; (84074)<br>|
| Total |  | &nbsp;&nbsp; (443309)<br>|
| **Total Consumer Discretionary** | **Total Consumer Discretionary** | &nbsp;&nbsp; **(6832903)**<br>|
| **Consumer Staples (1.0)%** | **Consumer Staples (1.0)%** | **Consumer Staples (1.0)%** |
| **Beverages (0.2)%** | **Beverages (0.2)%** | **Beverages (0.2)%** |
| Becle SAB de CV | &nbsp;&nbsp; (122400)<br>| &nbsp;&nbsp; (129012)<br>|
| Brown-Forman Corp., Class B | &nbsp;&nbsp; (8307)<br>| &nbsp;&nbsp; (227362)<br>|
| National Beverage Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; (4671)<br>| &nbsp;&nbsp; (159188)<br>|
| Treasury Wine Estates Ltd. | &nbsp;&nbsp; (33658)<br>| &nbsp;&nbsp; (125423)<br>|
| Total |  | &nbsp;&nbsp; (640985)<br>|
| **Consumer Staples Distribution & Retail (0.1)%** | **Consumer Staples Distribution & Retail (0.1)%** | **Consumer Staples Distribution & Retail (0.1)%** |
| Costco Wholesale Corp. | &nbsp;&nbsp; (206)<br>| &nbsp;&nbsp; (193691)<br>|
| United Natural Foods, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (4895)<br>| &nbsp;&nbsp; (182241)<br>|
| Total |  | &nbsp;&nbsp; (375932)<br>|
| **Food Products (0.5)%** | **Food Products (0.5)%** | **Food Products (0.5)%** |
| Campbell's Co. (The) | &nbsp;&nbsp; (9189)<br>| &nbsp;&nbsp; (257108)<br>|
| Ezaki Glico Co., Ltd. | &nbsp;&nbsp; (5300)<br>| &nbsp;&nbsp; (190381)<br>|
| Hershey Co. (The) | &nbsp;&nbsp; (898)<br>| &nbsp;&nbsp; (174886)<br>|
| Hormel Foods Corp. | &nbsp;&nbsp; (8331)<br>| &nbsp;&nbsp; (205026)<br>|
| Kikkoman Corp. | &nbsp;&nbsp; (9400)<br>| &nbsp;&nbsp; (85028)<br>|
| Kraft Heinz Co. (The) | &nbsp;&nbsp; (10581)<br>| &nbsp;&nbsp; (251193)<br>|
| Lotus Bakeries NV | &nbsp;&nbsp; (23)<br>| &nbsp;&nbsp; (271162)<br>|
| Total |  | &nbsp;&nbsp; (1434784)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Household Products (0.1)%** | **Household Products (0.1)%** | **Household Products (0.1)%** |
| Church & Dwight Co., Inc. | &nbsp;&nbsp; (2632)<br>| &nbsp;&nbsp; (253330)<br>|
| Kimberly-Clark Corp. | &nbsp;&nbsp; (1578)<br>| &nbsp;&nbsp; (157784)<br>|
| Total |  | &nbsp;&nbsp; (411114)<br>|
| **Personal Care Products (0.1)%** | **Personal Care Products (0.1)%** | **Personal Care Products (0.1)%** |
| Coty, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (38657)<br>| &nbsp;&nbsp; (122543)<br>|
| **Total Consumer Staples** | **Total Consumer Staples** | &nbsp;&nbsp; **(2985358)**<br>|
| **Energy (0.1)%** | **Energy (0.1)%** | **Energy (0.1)%** |
| **Oil, Gas & Consumable Fuels (0.1)%** | **Oil, Gas & Consumable Fuels (0.1)%** | **Oil, Gas & Consumable Fuels (0.1)%** |
| Occidental Petroleum Corp. | &nbsp;&nbsp; (3090)<br>| &nbsp;&nbsp; (140255)<br>|
| Repsol SA | &nbsp;&nbsp; (3137)<br>| &nbsp;&nbsp; (61802)<br>|
| Total |  | &nbsp;&nbsp; (202057)<br>|
| **Total Energy** | **Total Energy** | &nbsp;&nbsp; **(202057)**<br>|
| **Financials (4.9)%** | **Financials (4.9)%** | **Financials (4.9)%** |
| **Banks (1.3)%** | **Banks (1.3)%** | **Banks (1.3)%** |
| Aozora Bank Ltd. | &nbsp;&nbsp; (31600)<br>| &nbsp;&nbsp; (511954)<br>|
| Bank of Hawaii Corp. | &nbsp;&nbsp; (8457)<br>| &nbsp;&nbsp; (632414)<br>|
| Commonwealth Bank of Australia | &nbsp;&nbsp; (5353)<br>| &nbsp;&nbsp; (554147)<br>|
| CVB Financial Corp. | &nbsp;&nbsp; (11825)<br>| &nbsp;&nbsp; (233071)<br>|
| First Financial Bankshares, Inc. | &nbsp;&nbsp; (15968)<br>| &nbsp;&nbsp; (508102)<br>|
| Glacier Bancorp, Inc. | &nbsp;&nbsp; (15626)<br>| &nbsp;&nbsp; (791926)<br>|
| Texas Capital Bancshares, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (4730)<br>| &nbsp;&nbsp; (478534)<br>|
| Total |  | &nbsp;&nbsp; (3710148)<br>|
| **Capital Markets (1.7)%** | **Capital Markets (1.7)%** | **Capital Markets (1.7)%** |
| Blackstone, Inc. | &nbsp;&nbsp; (2944)<br>| &nbsp;&nbsp; (419285)<br>|
| EQT AB | &nbsp;&nbsp; (17187)<br>| &nbsp;&nbsp; (652345)<br>|
| KKR & Co., Inc., Class A | &nbsp;&nbsp; (17797)<br>| &nbsp;&nbsp; (2033485)<br>|
| Moelis & Co., Class A | &nbsp;&nbsp; (7665)<br>| &nbsp;&nbsp; (549351)<br>|
| StepStone Group, Inc., Class A | &nbsp;&nbsp; (4141)<br>| &nbsp;&nbsp; (292727)<br>|
| T Rowe Price Group, Inc. | &nbsp;&nbsp; (2076)<br>| &nbsp;&nbsp; (219392)<br>|
| TPG, Inc. | &nbsp;&nbsp; (11865)<br>| &nbsp;&nbsp; (698967)<br>|
| Total |  | &nbsp;&nbsp; (4865552)<br>|
| **Consumer Finance (0.1)%** | **Consumer Finance (0.1)%** | **Consumer Finance (0.1)%** |
| Goeasy Ltd. | &nbsp;&nbsp; (2044)<br>| &nbsp;&nbsp; (187820)<br>|
| SoFi Technologies, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (12146)<br>| &nbsp;&nbsp; (277050)<br>|
| Total |  | &nbsp;&nbsp; (464870)<br>|

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Financial Services (0.9)%** | **Financial Services (0.9)%** | **Financial Services (0.9)%** |
| Apollo Global Management, Inc. | &nbsp;&nbsp; (17797)<br>| &nbsp;&nbsp; (2394408)<br>|
| Jack Henry & Associates, Inc. | &nbsp;&nbsp; (727)<br>| &nbsp;&nbsp; (130286)<br>|
| Toast, Inc. Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (5008)<br>| &nbsp;&nbsp; (155799)<br>|
| Total |  | &nbsp;&nbsp; (2680493)<br>|
| **Insurance (0.9)%** | **Insurance (0.9)%** | **Insurance (0.9)%** |
| Cincinnati Financial Corp. | &nbsp;&nbsp; (1200)<br>| &nbsp;&nbsp; (193068)<br>|
| Kinsale Capital Group, Inc. | &nbsp;&nbsp; (3226)<br>| &nbsp;&nbsp; (1277109)<br>|
| Lemonade, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (1733)<br>| &nbsp;&nbsp; (150303)<br>|
| Lifenet Insurance Co.<sup>(a)</sup> <br>| &nbsp;&nbsp; (19000)<br>| &nbsp;&nbsp; (246394)<br>|
| RLI Corp. | &nbsp;&nbsp; (2089)<br>| &nbsp;&nbsp; (122060)<br>|
| Selective Insurance Group, Inc. | &nbsp;&nbsp; (1209)<br>| &nbsp;&nbsp; (101653)<br>|
| Swiss Re AG | &nbsp;&nbsp; (1270)<br>| &nbsp;&nbsp; (202925)<br>|
| Trupanion, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (1836)<br>| &nbsp;&nbsp; (58734)<br>|
| Zurich Insurance Group AG | &nbsp;&nbsp; (349)<br>| &nbsp;&nbsp; (248286)<br>|
| Total |  | &nbsp;&nbsp; (2600532)<br>|
| **Total Financials** | **Total Financials** | &nbsp;&nbsp; **(14321595)**<br>|
| **Health Care (6.6)%** | **Health Care (6.6)%** | **Health Care (6.6)%** |
| **Biotechnology (1.4)%** | **Biotechnology (1.4)%** | **Biotechnology (1.4)%** |
| Alnylam Pharmaceuticals, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (6931)<br>| &nbsp;&nbsp; (2343094)<br>|
| Anavex Life Sciences Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; (22243)<br>| &nbsp;&nbsp; (104542)<br>|
| ARS Pharmaceuticals, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (11978)<br>| &nbsp;&nbsp; (119660)<br>|
| Ascendis Pharma A/S ADR<sup>(a)</sup> <br>| &nbsp;&nbsp; (797)<br>| &nbsp;&nbsp; (180202)<br>|
| Caris Life Sciences, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (35603)<br>| &nbsp;&nbsp; (824566)<br>|
| Krystal Biotech, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (314)<br>| &nbsp;&nbsp; (87681)<br>|
| Madrigal Pharmaceuticals, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (218)<br>| &nbsp;&nbsp; (106670)<br>|
| Moderna, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (3486)<br>| &nbsp;&nbsp; (153628)<br>|
| Recursion Pharmaceuticals, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (18583)<br>| &nbsp;&nbsp; (77863)<br>|
| TG Therapeutics, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (3136)<br>| &nbsp;&nbsp; (92292)<br>|
| Total |  | &nbsp;&nbsp; (4090198)<br>|
| **Health Care Equipment & Supplies (1.9)%** | **Health Care Equipment & Supplies (1.9)%** | **Health Care Equipment & Supplies (1.9)%** |
| Abbott Laboratories | &nbsp;&nbsp; (32619)<br>| &nbsp;&nbsp; (3565257)<br>|
| Ambu A/S | &nbsp;&nbsp; (4979)<br>| &nbsp;&nbsp; (67519)<br>|
| Carl Zeiss Meditec AG | &nbsp;&nbsp; (2264)<br>| &nbsp;&nbsp; (75141)<br>|
| Dexcom, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (2063)<br>| &nbsp;&nbsp; (150681)<br>|
| Insulet Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; (4756)<br>| &nbsp;&nbsp; (1216632)<br>|
| Medline, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (3065)<br>| &nbsp;&nbsp; (135473)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| Neogen Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; (17812)<br>| &nbsp;&nbsp; (182039)<br>|
| TransMedics Group, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (893)<br>| &nbsp;&nbsp; (119640)<br>|
| Total |  | &nbsp;&nbsp; (5512382)<br>|
| **Health Care Providers & Services (0.1)%** | **Health Care Providers & Services (0.1)%** | **Health Care Providers & Services (0.1)%** |
| Hims & Hers Health, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (2080)<br>| &nbsp;&nbsp; (56347)<br>|
| Hinge Health, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (3033)<br>| &nbsp;&nbsp; (105852)<br>|
| Omada Health, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (6411)<br>| &nbsp;&nbsp; (95844)<br>|
| Total |  | &nbsp;&nbsp; (258043)<br>|
| **Health Care Technology (0.9)%** | **Health Care Technology (0.9)%** | **Health Care Technology (0.9)%** |
| Claritev Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; (1978)<br>| &nbsp;&nbsp; (53722)<br>|
| Doximity, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (31545)<br>| &nbsp;&nbsp; (1181991)<br>|
| Veeva Systems Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (7165)<br>| &nbsp;&nbsp; (1461087)<br>|
| Total |  | &nbsp;&nbsp; (2696800)<br>|
| **Life Sciences Tools & Services (0.1)%** | **Life Sciences Tools & Services (0.1)%** | **Life Sciences Tools & Services (0.1)%** |
| 10X Genomics, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (8460)<br>| &nbsp;&nbsp; (170892)<br>|
| Oxford Nanopore Technologies PLC<sup>(a)</sup> <br>| &nbsp;&nbsp; (45844)<br>| &nbsp;&nbsp; (97765)<br>|
| Total |  | &nbsp;&nbsp; (268657)<br>|
| **Pharmaceuticals (2.2)%** | **Pharmaceuticals (2.2)%** | **Pharmaceuticals (2.2)%** |
| Corcept Therapeutics, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (1671)<br>| &nbsp;&nbsp; (66623)<br>|
| LENZ Therapeutics, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (4049)<br>| &nbsp;&nbsp; (64055)<br>|
| Novo Nordisk A/S, ADR | &nbsp;&nbsp; (65500)<br>| &nbsp;&nbsp; (3892665)<br>|
| Zoetis, Inc. | &nbsp;&nbsp; (19125)<br>| &nbsp;&nbsp; (2387182)<br>|
| Total |  | &nbsp;&nbsp; (6410525)<br>|
| **Total Health Care** | **Total Health Care** | &nbsp;&nbsp; **(19236605)**<br>|
| **Industrials (3.5)%** | **Industrials (3.5)%** | **Industrials (3.5)%** |
| **Aerospace & Defense (0.9)%** | **Aerospace & Defense (0.9)%** | **Aerospace & Defense (0.9)%** |
| Hexcel Corp. | &nbsp;&nbsp; (2383)<br>| &nbsp;&nbsp; (197336)<br>|
| Rocket Lab Corp.<sup>(a)</sup> <br>| &nbsp;&nbsp; (30888)<br>| &nbsp;&nbsp; (2473202)<br>|
| Total |  | &nbsp;&nbsp; (2670538)<br>|
| **Building Products (1.0)%** | **Building Products (1.0)%** | **Building Products (1.0)%** |
| Carrier Global Corp. | &nbsp;&nbsp; (36150)<br>| &nbsp;&nbsp; (2153817)<br>|
| Hayward Holdings, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (27594)<br>| &nbsp;&nbsp; (445367)<br>|
| Simpson Manufacturing Co., Inc. | &nbsp;&nbsp; (1555)<br>| &nbsp;&nbsp; (274893)<br>|
| Total |  | &nbsp;&nbsp; (2874077)<br>|
| **Commercial Services & Supplies (0.1)%** | **Commercial Services & Supplies (0.1)%** | **Commercial Services & Supplies (0.1)%** |
| Tetra Tech, Inc. | &nbsp;&nbsp; (8223)<br>| &nbsp;&nbsp; (309678)<br>|

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Construction & Engineering (0.1)%** | **Construction & Engineering (0.1)%** | **Construction & Engineering (0.1)%** |
| Arcosa, Inc. | &nbsp;&nbsp; (1938)<br>| &nbsp;&nbsp; (221843)<br>|
| **Electrical Equipment (0.1)%** | **Electrical Equipment (0.1)%** | **Electrical Equipment (0.1)%** |
| GrafTech International Ltd.<sup>(a)</sup> <br>| &nbsp;&nbsp; (3836)<br>| &nbsp;&nbsp; (57962)<br>|
| Regal Rexnord Corp. | &nbsp;&nbsp; (885)<br>| &nbsp;&nbsp; (142928)<br>|
| Total |  | &nbsp;&nbsp; (200890)<br>|
| **Machinery (0.7)%** | **Machinery (0.7)%** | **Machinery (0.7)%** |
| Alliance Laundry Holdings, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (6269)<br>| &nbsp;&nbsp; (138419)<br>|
| Husqvarna AB | &nbsp;&nbsp; (27058)<br>| &nbsp;&nbsp; (138228)<br>|
| Kadant, Inc. | &nbsp;&nbsp; (223)<br>| &nbsp;&nbsp; (71592)<br>|
| Kornit Digital Ltd.<sup>(a)</sup> <br>| &nbsp;&nbsp; (3813)<br>| &nbsp;&nbsp; (49378)<br>|
| Proto Labs, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (11961)<br>| &nbsp;&nbsp; (629747)<br>|
| Spirax-Sarco Engineering PLC | &nbsp;&nbsp; (707)<br>| &nbsp;&nbsp; (70449)<br>|
| VAT Group AG | &nbsp;&nbsp; (1434)<br>| &nbsp;&nbsp; (927320)<br>|
| Total |  | &nbsp;&nbsp; (2025133)<br>|
| **Marine Transportation (0.1)%** | **Marine Transportation (0.1)%** | **Marine Transportation (0.1)%** |
| &nbsp;&nbsp; Kuehne + Nagel International AG, Registered <br> Shares<br>| &nbsp;&nbsp; (862)<br>| &nbsp;&nbsp; (199607)<br>|
| Mitsui OSK Lines Ltd. | &nbsp;&nbsp; (6100)<br>| &nbsp;&nbsp; (191204)<br>|
| Total |  | &nbsp;&nbsp; (390811)<br>|
| **Passenger Airlines (0.0)%** | **Passenger Airlines (0.0)%** | **Passenger Airlines (0.0)%** |
| American Airlines Group, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (10463)<br>| &nbsp;&nbsp; (139158)<br>|
| **Professional Services (0.0)%** | **Professional Services (0.0)%** | **Professional Services (0.0)%** |
| Dayforce, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (2483)<br>| &nbsp;&nbsp; (171997)<br>|
| **Trading Companies & Distributors (0.5)%** | **Trading Companies & Distributors (0.5)%** | **Trading Companies & Distributors (0.5)%** |
| Fastenal Co. | &nbsp;&nbsp; (1454)<br>| &nbsp;&nbsp; (63045)<br>|
| Watsco, Inc. | &nbsp;&nbsp; (3377)<br>| &nbsp;&nbsp; (1305042)<br>|
| Total |  | &nbsp;&nbsp; (1368087)<br>|
| **Total Industrials** | **Total Industrials** | &nbsp;&nbsp; **(10372212)**<br>|
| **Information Technology (10.7)%** | **Information Technology (10.7)%** | **Information Technology (10.7)%** |
| **Electronic Equipment, Instruments & Components (1.1)%** | **Electronic Equipment, Instruments & Components (1.1)%** | **Electronic Equipment, Instruments & Components (1.1)%** |
| CDW Corp. | &nbsp;&nbsp; (7177)<br>| &nbsp;&nbsp; (907101)<br>|
| Cognex Corp. | &nbsp;&nbsp; (13940)<br>| &nbsp;&nbsp; (540036)<br>|
| Ingram Micro Holding Corp. | &nbsp;&nbsp; (10563)<br>| &nbsp;&nbsp; (223091)<br>|
| Novanta, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (4495)<br>| &nbsp;&nbsp; (604757)<br>|
| Zebra Technologies Corp., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (3582)<br>| &nbsp;&nbsp; (841698)<br>|
| Total |  | &nbsp;&nbsp; (3116683)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **IT Services (2.1)%** | **IT Services (2.1)%** | **IT Services (2.1)%** |
| Accenture PLC, Class A | &nbsp;&nbsp; (10652)<br>| &nbsp;&nbsp; (2808293)<br>|
| Amdocs Ltd. | &nbsp;&nbsp; (2207)<br>| &nbsp;&nbsp; (180842)<br>|
| Cloudflare, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (16675)<br>| &nbsp;&nbsp; (2957311)<br>|
| Infosys Ltd., ADR | &nbsp;&nbsp; (17173)<br>| &nbsp;&nbsp; (301901)<br>|
| Total |  | &nbsp;&nbsp; (6248347)<br>|
| **Semiconductors & Semiconductor Equipment (0.8)%** | **Semiconductors & Semiconductor Equipment (0.8)%** | **Semiconductors & Semiconductor Equipment (0.8)%** |
| Axcelis Technologies, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (4784)<br>| &nbsp;&nbsp; (421327)<br>|
| Entegris, Inc. | &nbsp;&nbsp; (3777)<br>| &nbsp;&nbsp; (445950)<br>|
| Power Integrations, Inc. | &nbsp;&nbsp; (6088)<br>| &nbsp;&nbsp; (279683)<br>|
| Rambus, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (10738)<br>| &nbsp;&nbsp; (1222307)<br>|
| Total |  | &nbsp;&nbsp; (2369267)<br>|
| **Software (3.5)%** | **Software (3.5)%** | **Software (3.5)%** |
| Autodesk, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (3000)<br>| &nbsp;&nbsp; (758610)<br>|
| AvePoint, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (77422)<br>| &nbsp;&nbsp; (900418)<br>|
| Fortinet, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (19107)<br>| &nbsp;&nbsp; (1552635)<br>|
| Manhattan Associates, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (5932)<br>| &nbsp;&nbsp; (895791)<br>|
| Palantir Technologies, Inc., Class A<sup>(a)</sup> <br>| &nbsp;&nbsp; (17869)<br>| &nbsp;&nbsp; (2619417)<br>|
| SAP SE, ADR | &nbsp;&nbsp; (8308)<br>| &nbsp;&nbsp; (1670240)<br>|
| Unity Software, Inc.<sup>(a)</sup> <br>| &nbsp;&nbsp; (60787)<br>| &nbsp;&nbsp; (1768902)<br>|
| Total |  | &nbsp;&nbsp; (10166013)<br>|
| **Technology Hardware, Storage & Peripherals (3.2)%** | **Technology Hardware, Storage & Peripherals (3.2)%** | **Technology Hardware, Storage & Peripherals (3.2)%** |
| Dell Technologies, Inc., Class C | &nbsp;&nbsp; (44064)<br>| &nbsp;&nbsp; (5042684)<br>|
| HP, Inc. | &nbsp;&nbsp; (71051)<br>| &nbsp;&nbsp; (1381231)<br>|
| NetApp, Inc. | &nbsp;&nbsp; (32274)<br>| &nbsp;&nbsp; (3109600)<br>|
| Total |  | &nbsp;&nbsp; (9533515)<br>|
| **Total Information Technology** | **Total Information Technology** | &nbsp;&nbsp; **(31433825)**<br>|
| **Materials (0.7)%** | **Materials (0.7)%** | **Materials (0.7)%** |
| **Chemicals (0.1)%** | **Chemicals (0.1)%** | **Chemicals (0.1)%** |
| BASF SE | &nbsp;&nbsp; (6470)<br>| &nbsp;&nbsp; (350764)<br>|
| **Containers & Packaging (0.4)%** | **Containers & Packaging (0.4)%** | **Containers & Packaging (0.4)%** |
| Amcor PLC | &nbsp;&nbsp; (7410)<br>| &nbsp;&nbsp; (327893)<br>|
| Greif, Inc., Class A | &nbsp;&nbsp; (6927)<br>| &nbsp;&nbsp; (489185)<br>|
| International Paper Co. | &nbsp;&nbsp; (9545)<br>| &nbsp;&nbsp; (384854)<br>|
| Total |  | &nbsp;&nbsp; (1201932)<br>|
| **Paper & Forest Products (0.2)%** | **Paper & Forest Products (0.2)%** | **Paper & Forest Products (0.2)%** |
| Stora Enso OYJ, Class R | &nbsp;&nbsp; (32801)<br>| &nbsp;&nbsp; (377605)<br>|
| **Total Materials** | **Total Materials** | &nbsp;&nbsp; **(1930301)**<br>|

---

---

| | | |
|:---|:---|:---|
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Issuer** | **Shares** | **Value ($)** |
| **Real Estate (1.0)%** | **Real Estate (1.0)%** | **Real Estate (1.0)%** |
| **Diversified REITs (0.1)%** | **Diversified REITs (0.1)%** | **Diversified REITs (0.1)%** |
| Nomura Real Estate Master Fund, Inc. | &nbsp;&nbsp; (333)<br>| &nbsp;&nbsp; (359815)<br>|
| **Industrial REITs (0.1)%** | **Industrial REITs (0.1)%** | **Industrial REITs (0.1)%** |
| Segro PLC | &nbsp;&nbsp; (35354)<br>| &nbsp;&nbsp; (368338)<br>|
| **Office REITs (0.2)%** | **Office REITs (0.2)%** | **Office REITs (0.2)%** |
| SL Green Realty Corp. | &nbsp;&nbsp; (9102)<br>| &nbsp;&nbsp; (407588)<br>|
| **Real Estate Management & Development (0.2)%** | **Real Estate Management & Development (0.2)%** | **Real Estate Management & Development (0.2)%** |
| Aroundtown SA<sup>(a)</sup> <br>| &nbsp;&nbsp; (43400)<br>| &nbsp;&nbsp; (137914)<br>|
| Sagax AB, Class B | &nbsp;&nbsp; (19475)<br>| &nbsp;&nbsp; (429446)<br>|
| Total |  | &nbsp;&nbsp; (567360)<br>|
| **Residential REITs (0.1)%** | **Residential REITs (0.1)%** | **Residential REITs (0.1)%** |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp; (2473)<br>| &nbsp;&nbsp; (332124)<br>|
| **Retail REITs (0.2)%** | **Retail REITs (0.2)%** | **Retail REITs (0.2)%** |
| Unibail-Rodamco-Westfield | &nbsp;&nbsp; (4738)<br>| &nbsp;&nbsp; (523857)<br>|
| **Specialized REITs (0.1)%** | **Specialized REITs (0.1)%** | **Specialized REITs (0.1)%** |
| Digital Realty Trust, Inc. | &nbsp;&nbsp; (2000)<br>| &nbsp;&nbsp; (331900)<br>|
| **Total Real Estate** | **Total Real Estate** | &nbsp;&nbsp; **(2890982)**<br>|
| **Utilities (0.5)%** | **Utilities (0.5)%** | **Utilities (0.5)%** |
| **Electric Utilities (0.5)%** | **Electric Utilities (0.5)%** | **Electric Utilities (0.5)%** |
| Constellation Energy Corp. | &nbsp;&nbsp; (2387)<br>| &nbsp;&nbsp; (669983)<br>|
| Fortis, Inc. | &nbsp;&nbsp; (8594)<br>| &nbsp;&nbsp; (458318)<br>|
| Verbund AG | &nbsp;&nbsp; (6914)<br>| &nbsp;&nbsp; (507319)<br>|
| Total |  | &nbsp;&nbsp; (1635620)<br>|
| **Total Utilities** | **Total Utilities** | &nbsp;&nbsp; **(1635620)**<br>|
| &nbsp;&nbsp; Total Common Stocks <br>(Proceeds $101,004,372) | &nbsp;&nbsp; Total Common Stocks <br>(Proceeds $101,004,372) | &nbsp;&nbsp; **(95284152)**<br>|
| **Limited Partnerships (0.0)%** | **Limited Partnerships (0.0)%** | **Limited Partnerships (0.0)%** |
| **Energy (0.0)%** | **Energy (0.0)%** | **Energy (0.0)%** |
| **Oil, Gas & Consumable Fuels (0.0)%** | **Oil, Gas & Consumable Fuels (0.0)%** | **Oil, Gas & Consumable Fuels (0.0)%** |
| Dorchester Minerals LP | &nbsp;&nbsp; (2397)<br>| &nbsp;&nbsp; (60908)<br>|
| **Total Energy** | **Total Energy** | &nbsp;&nbsp; **(60908)**<br>|
| &nbsp;&nbsp; Total Limited Partnerships <br>(Proceeds $58,923) | &nbsp;&nbsp; Total Limited Partnerships <br>(Proceeds $58,923) | &nbsp;&nbsp; **(60908)**<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

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

---

| | | |
|:---|:---|:---|
| **Preferred Stocks (0.1)%** | **Preferred Stocks (0.1)%** | **Preferred Stocks (0.1)%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Consumer Discretionary (0.1)%** | **Consumer Discretionary (0.1)%** | **Consumer Discretionary (0.1)%** |
| **Automobiles (0.1)%** | **Automobiles (0.1)%** | **Automobiles (0.1)%** |
| Dr. Ing. h.c. F. Porsche AG | &nbsp;&nbsp; (4492)<br>| &nbsp;&nbsp; (218594)<br>|
| **Total Consumer Discretionary** | **Total Consumer Discretionary** | &nbsp;&nbsp; **(218594)**<br>|
| &nbsp;&nbsp; Total Preferred Stocks <br>(Proceeds $353,926) | &nbsp;&nbsp; Total Preferred Stocks <br>(Proceeds $353,926) | &nbsp;&nbsp; **(218594)**<br>|

---

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

---

| | | |
|:---|:---|:---|
| **Exchange-Traded Equity Funds (3.4)%** | **Exchange-Traded Equity Funds (3.4)%** | **Exchange-Traded Equity Funds (3.4)%** |
|  | **Shares** | **Value ($)** |
| **U.S. Mid Large Cap (0.6)%** | **U.S. Mid Large Cap (0.6)%** | **U.S. Mid Large Cap (0.6)%** |
| VanEck Vectors Semiconductor ETF | &nbsp;&nbsp; (4804)<br>| &nbsp;&nbsp; (1938222)<br>|

---

---

| | | |
|:---|:---|:---|
| **Exchange-Traded Equity Funds (continued)** | **Exchange-Traded Equity Funds (continued)** | **Exchange-Traded Equity Funds (continued)** |
|  | **Shares** | **Value ($)** |
| **U.S. Small Mid Cap (2.8)%** | **U.S. Small Mid Cap (2.8)%** | **U.S. Small Mid Cap (2.8)%** |
| State Street SPDR S&P Biotech ETF | &nbsp;&nbsp; (65684)<br>| &nbsp;&nbsp; (8194079)<br>|
| &nbsp;&nbsp; Total Exchange-Traded Equity Funds <br>(Proceeds $8,453,759) | &nbsp;&nbsp; Total Exchange-Traded Equity Funds <br>(Proceeds $8,453,759) | &nbsp;&nbsp; **(10132301)**<br>|
| &nbsp;&nbsp; Total Investments in Securities Sold Short <br>(Proceeds $109,870,980) | &nbsp;&nbsp; Total Investments in Securities Sold Short <br>(Proceeds $109,870,980) | &nbsp;&nbsp; **(105695955)**<br>|
| **Total Investments in Securities, Net of Securities Sold Short** | **Total Investments in Securities, Net of Securities Sold Short** | &nbsp;&nbsp; **160184317** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **133150033** |
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **293334350** |

---

At January 31, 2026, securities and/or cash totaling $189,066,490 were pledged as collateral.

**Investments in derivatives** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** | **Call option contracts purchased** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Cost ($)** | **Value ($)** |
| Amazon.com, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 2871600 | &nbsp;&nbsp; 120 | 235.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 132845 | &nbsp;&nbsp; 137100 |
| Amazon.com, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 2823740 | &nbsp;&nbsp; 118 | 250.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 55735 | &nbsp;&nbsp; 56640 |
| AST SpaceMobile, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 756228 | &nbsp;&nbsp; 68 | 112.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 57147 | &nbsp;&nbsp; 45220 |
| AST SpaceMobile, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 1323399 | &nbsp;&nbsp; 119 | 130.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 105637 | &nbsp;&nbsp; 62177 |
| Carrier Global Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 1769526 | &nbsp;&nbsp; 297 | 60.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 48911 | &nbsp;&nbsp; 68310 |
| CDW Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 897369 | &nbsp;&nbsp; 71 | 135.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 16692 | &nbsp;&nbsp; 15620 |
| Ciena Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 1485679 | &nbsp;&nbsp; 59 | 260.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 62495 | &nbsp;&nbsp; 42775 |
| Ciena Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 604344 | &nbsp;&nbsp; 24 | 255.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 24780 | &nbsp;&nbsp; 21240 |
| Cirrus Logic, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 1551046 | &nbsp;&nbsp; 119 | 130.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 108305 | &nbsp;&nbsp; 82110 |
| Cloudflare, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 1684825 | &nbsp;&nbsp; 95 | 195.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 55318 | &nbsp;&nbsp; 6935 |
| Cloudflare, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 425640 | &nbsp;&nbsp; 24 | 205.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 10506 | &nbsp;&nbsp; 2400 |
| Cloudflare, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 833545 | &nbsp;&nbsp; 47 | 210.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 16912 | &nbsp;&nbsp; 1199 |
| Dell Technologies, Inc. | RBC Capital Markets | USD | &nbsp;&nbsp; 1361836 | &nbsp;&nbsp; 119 | 120.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 42768 | &nbsp;&nbsp; 11365 |
| Doximity, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 670713 | &nbsp;&nbsp; 179 | 40.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 48247 | &nbsp;&nbsp; 46987 |
| Fortinet, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 1535814 | &nbsp;&nbsp; 189 | 86.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 42244 | &nbsp;&nbsp; 42903 |
| Insulet Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 1202307 | &nbsp;&nbsp; 47 | 270.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 38280 | &nbsp;&nbsp; 36660 |
| Manhattan Associates, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 724848 | &nbsp;&nbsp; 48 | 170.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 47247 | &nbsp;&nbsp; 3840 |
| Novo Nordisk A/S | Morgan Stanley | USD | &nbsp;&nbsp; 1771014 | &nbsp;&nbsp; 298 | 60.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 47577 | &nbsp;&nbsp; 60345 |
| Novo Nordisk A/S | Morgan Stanley | USD | &nbsp;&nbsp; 707217 | &nbsp;&nbsp; 119 | 61.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 34370 | &nbsp;&nbsp; 19813 |
| Novo Nordisk A/S | Morgan Stanley | USD | &nbsp;&nbsp; 707217 | &nbsp;&nbsp; 119 | 62.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 22934 | &nbsp;&nbsp; 16779 |
| Novo Nordisk A/S | Morgan Stanley | USD | &nbsp;&nbsp; 707217 | &nbsp;&nbsp; 119 | 63.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 30299 | &nbsp;&nbsp; 13506 |
| Palantir Technologies, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 1744421 | &nbsp;&nbsp; 119 | 175.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 71610 | &nbsp;&nbsp; 10413 |
| Palantir Technologies, Inc. | Barclays | USD | &nbsp;&nbsp; 1319310 | &nbsp;&nbsp; 90 | 175.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 52548 | &nbsp;&nbsp; 7875 |
| Rambus, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 1217981 | &nbsp;&nbsp; 107 | 120.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 73084 | &nbsp;&nbsp; 78110 |
| Rocket Lab Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 1145001 | &nbsp;&nbsp; 143 | 92.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 63025 | &nbsp;&nbsp; 10225 |
| Rocket Lab Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 760665 | &nbsp;&nbsp; 95 | 90.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 40855 | &nbsp;&nbsp; 9310 |
| Rocket Lab Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 568497 | &nbsp;&nbsp; 71 | 95.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 12227 | &nbsp;&nbsp; 3550 |
| Sandisk Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 1383000 | &nbsp;&nbsp; 24 | 650.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 61582 | &nbsp;&nbsp; 27480 |
| Unity Software, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 689670 | &nbsp;&nbsp; 237 | 40.00 | &nbsp;&nbsp; 02/13/2026 | &nbsp;&nbsp; 54878 | &nbsp;&nbsp; 10191 |
| Zoetis, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 1185790 | &nbsp;&nbsp; 95 | 125.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 41290 | &nbsp;&nbsp; 55100 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; 1520348 | &nbsp;&nbsp; 1006178 |

---

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

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** | **Put option contracts purchased** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Cost ($)** | **Value ($)** |
| Advanced Energy Industries, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 2145024 | &nbsp;&nbsp; 84 | 230.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 127433 | &nbsp;&nbsp; 52500 |
| Amazon.com, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 2297280 | &nbsp;&nbsp; 96 | 232.50 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 56930 | &nbsp;&nbsp; 55920 |
| CareDx, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 369900 | &nbsp;&nbsp; 180 | 17.50 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 28212 | &nbsp;&nbsp; 24300 |
| Carvana Co. | Morgan Stanley | USD | &nbsp;&nbsp; 3329213 | &nbsp;&nbsp; 83 | 400.00 | &nbsp;&nbsp; 02/13/2026 | &nbsp;&nbsp; 134167 | &nbsp;&nbsp; 184675 |
| Credo Technology Group Holding Ltd. | Morgan Stanley | USD | &nbsp;&nbsp; 1190160 | &nbsp;&nbsp; 95 | 125.00 | &nbsp;&nbsp; 02/13/2026 | &nbsp;&nbsp; 81604 | &nbsp;&nbsp; 79325 |
| DR Horton, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 2664236 | &nbsp;&nbsp; 179 | 150.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; 73000 | &nbsp;&nbsp; 65335 |
| F5, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 2618295 | &nbsp;&nbsp; 95 | 250.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 78297 | &nbsp;&nbsp; 13538 |
| GeneDx Holdings Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 683446 | &nbsp;&nbsp; 71 | 95.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 41552 | &nbsp;&nbsp; 42600 |
| Insmed, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 1866753 | &nbsp;&nbsp; 119 | 160.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 81719 | &nbsp;&nbsp; 115430 |
| Manhattan Associates, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 196313 | &nbsp;&nbsp; 13 | 160.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 8281 | &nbsp;&nbsp; 14495 |
| MongoDB, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 3973231 | &nbsp;&nbsp; 107 | 360.00 | &nbsp;&nbsp; 02/13/2026 | &nbsp;&nbsp; 114184 | &nbsp;&nbsp; 120107 |
| ON Semiconductor Corp. | Morgan Stanley | USD | &nbsp;&nbsp; 712691 | &nbsp;&nbsp; 119 | 60.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 26716 | &nbsp;&nbsp; 42840 |
| Rubrik, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 1661715 | &nbsp;&nbsp; 297 | 64.00 | &nbsp;&nbsp; 02/13/2026 | &nbsp;&nbsp; 100393 | &nbsp;&nbsp; 250965 |
| Solaris Energy Infrastructure, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; 1959245 | &nbsp;&nbsp; 355 | 52.50 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 160344 | &nbsp;&nbsp; 136675 |
| Spotify Technology SA | Morgan Stanley | USD | &nbsp;&nbsp; 2401680 | &nbsp;&nbsp; 48 | 490.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 86474 | &nbsp;&nbsp; 98640 |
| VanEck Semiconductor ETF | Morgan Stanley | USD | &nbsp;&nbsp; 14403522 | &nbsp;&nbsp; 357 | 400.00 | &nbsp;&nbsp; 02/13/2026 | &nbsp;&nbsp; 397267 | &nbsp;&nbsp; 353430 |
| VanEck Semiconductor ETF | Morgan Stanley | USD | &nbsp;&nbsp; 9562002 | &nbsp;&nbsp; 237 | 405.00 | &nbsp;&nbsp; 02/13/2026 | &nbsp;&nbsp; 289511 | &nbsp;&nbsp; 273735 |
| VanEck Semiconductor ETF | Morgan Stanley | USD | &nbsp;&nbsp; 1412110 | &nbsp;&nbsp; 35 | 415.00 | &nbsp;&nbsp; 02/13/2026 | &nbsp;&nbsp; 41145 | &nbsp;&nbsp; 62037 |
| Total |  |  |  |  |  |  | &nbsp;&nbsp; 1927229 | &nbsp;&nbsp; 1986547 |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** | **Call option contracts written** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Premium** <br>**received ($)**<br>| **Value ($)** |
| Establishment Labs Holdings, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; (810985)<br>| &nbsp;&nbsp; (119)<br>| 82.50 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; (18518)<br>| &nbsp;&nbsp; (4760)<br>|
| Insmed, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; (1866753)<br>| &nbsp;&nbsp; (119)<br>| 190.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; (13404)<br>| &nbsp;&nbsp; (16660)<br>|
| Sandisk Corp. | Morgan Stanley | USD | &nbsp;&nbsp; (1383000)<br>| &nbsp;&nbsp; (24)<br>| 730.00 | &nbsp;&nbsp; 02/06/2026 | &nbsp;&nbsp; (19841)<br>| &nbsp;&nbsp; (7980)<br>|
| Total |  |  |  |  |  |  | &nbsp;&nbsp; (51763)<br>| &nbsp;&nbsp; (29400)<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** | **Put option contracts written** |
| **Description** | **Counterparty** | &nbsp;&nbsp; **Trading** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Number of** <br>**contracts**<br>| **Exercise** <br>**price/Rate**<br>| **Expiration** <br>**date**<br>| **Premium** <br>**received ($)**<br>| **Value ($)** |
| Carvana Co. | Morgan Stanley | USD | &nbsp;&nbsp; (3329213)<br>| &nbsp;&nbsp; (83)<br>| 360.00 | &nbsp;&nbsp; 02/13/2026 | &nbsp;&nbsp; (52868)<br>| &nbsp;&nbsp; (84245)<br>|
| GeneDx Holdings Corp. | Morgan Stanley | USD | &nbsp;&nbsp; (683446)<br>| &nbsp;&nbsp; (71)<br>| 85.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; (18725)<br>| &nbsp;&nbsp; (22188)<br>|
| Insmed, Inc. | Morgan Stanley | USD | &nbsp;&nbsp; (1866753)<br>| &nbsp;&nbsp; (119)<br>| 150.00 | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; (27032)<br>| &nbsp;&nbsp; (52955)<br>|
| VanEck Semiconductor ETF | Morgan Stanley | USD | &nbsp;&nbsp; (4801174)<br>| &nbsp;&nbsp; (119)<br>| 380.00 | &nbsp;&nbsp; 02/13/2026 | &nbsp;&nbsp; (49556)<br>| &nbsp;&nbsp; (50278)<br>|
| Total |  |  |  |  |  |  | &nbsp;&nbsp; (148181)<br>| &nbsp;&nbsp; (209666)<br>|

---

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

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** | **Total return swap contracts** |
| **Fund receives** | **Fund pays** | **Payment** <br>**frequency**<br>| **Counterparty** | **Maturity** <br>**date**<br>| **Notional** <br>**currency**<br>| **Notional** <br>**amount**<br>| **Value** <br>**($)**<br>| **Periodic** <br>**payments** <br>**receivable** <br>**(payable)** <br>**($)**<br>| **Upfront** <br>**payments** <br>**($)**<br>| **Upfront** <br>**receipts** <br>**($)**<br>| **Unrealized** <br>**appreciation** <br>**($)**<br>| **Unrealized** <br>**depreciation** <br>**($)**<br>|
| &nbsp;&nbsp; Total return on <br> SanDisk Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 4551158 | 1857319 | (7946)<br>|  |  | 1849373 |  |
| &nbsp;&nbsp; Total return on <br> SanDisk Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 480039 | 195903 | (2553)<br>|  |  | 193350 |  |
| &nbsp;&nbsp; Total return on <br> Ionis <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 1767955 | 125024 | (3087)<br>|  |  | 121937 |  |
| &nbsp;&nbsp; Total return on <br> Ionis <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 1248254 | 88272 | (2179)<br>|  |  | 86093 |  |
| &nbsp;&nbsp; Total return on <br> Ionis <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 1037548 | 73371 | (1811)<br>|  |  | 71560 |  |
| &nbsp;&nbsp; Total return on <br> NVIDIA Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 2180068 | 47552 | (3806)<br>|  |  | 43746 |  |
| &nbsp;&nbsp; Total return on <br> Ionis <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 510744 | 36118 | (892)<br>|  |  | 35226 |  |
| &nbsp;&nbsp; Total return on <br> Ionis <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 469668 | 33213 | (820)<br>|  |  | 32393 |  |
| &nbsp;&nbsp; Total return on <br> DigitalOcean <br> Holdings, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 619172 | 27750 | (1081)<br>|  |  | 26669 |  |
| &nbsp;&nbsp; Total return on <br> Establishment <br> Labs Holdings, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 687699 | 22833 | (1201)<br>|  |  | 21632 |  |
| &nbsp;&nbsp; Total return on <br> Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 387894 | 18033 | (677)<br>|  |  | 17356 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 1024281 | 18843 | (1788)<br>|  |  | 17055 |  |

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 985536 | 18130 | (1721)<br>|  |  | 16409 |  |
| &nbsp;&nbsp; Total return on <br> NVIDIA Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 730430 | 15932 | (1275)<br>|  |  | 14657 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 750266 | 13802 | (1310)<br>|  |  | 12492 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 746459 | 13732 | (1303)<br>|  |  | 12429 |  |
| &nbsp;&nbsp; Total return on <br> BridgeBio <br> Pharma, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 1047965 | 13880 | (1830)<br>|  |  | 12050 |  |
| &nbsp;&nbsp; Total return on <br> Ionis <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 106009 | 7497 | (185)<br>|  |  | 7312 |  |
| &nbsp;&nbsp; Total return on <br> Establishment <br> Labs Holdings, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 229475 | 7619 | (401)<br>|  |  | 7218 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 431011 | 7928 | (752)<br>|  |  | 7176 |  |
| &nbsp;&nbsp; Total return on <br> Establishment <br> Labs Holdings, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 226968 | 7536 | (396)<br>|  |  | 7140 |  |
| &nbsp;&nbsp; Total return on <br> Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 155754 | 7241 | (272)<br>|  |  | 6969 |  |
| &nbsp;&nbsp; Total return on <br> Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 155158 | 7213 | (271)<br>|  |  | 6942 |  |
| &nbsp;&nbsp; Total return on <br> Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 152640 | 7096 | (266)<br>|  |  | 6830 |  |

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 151448 | 7040 | (264)<br>|  |  | 6776 |  |
| &nbsp;&nbsp; Total return on <br> Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 151315 | 7035 | (264)<br>|  |  | 6771 |  |
| &nbsp;&nbsp; Total return on <br> Amazon.com, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 2286528 | 10752 | (3992)<br>|  |  | 6760 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 365167 | 6718 | (638)<br>|  |  | 6080 |  |
| &nbsp;&nbsp; Total return on <br> NVIDIA Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 291798 | 6364 | (509)<br>|  |  | 5855 |  |
| &nbsp;&nbsp; Total return on <br> Ionis <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 77982 | 5514 | (136)<br>|  |  | 5378 |  |
| &nbsp;&nbsp; Total return on <br> Alumis, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 432425 | 6083 | (755)<br>|  |  | 5328 |  |
| &nbsp;&nbsp; Total return on <br> Establishment <br> Labs Holdings, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 161206 | 5352 | (281)<br>|  |  | 5071 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 291036 | 5354 | (508)<br>|  |  | 4846 |  |
| &nbsp;&nbsp; Total return on <br> Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 156874 | 4872 | (164)<br>|  |  | 4708 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 204811 | 3768 | (358)<br>|  |  | 3410 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 173457 | 3191 | (303)<br>|  |  | 2888 |  |

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> BridgeBio <br> Pharma, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 214519 | 2842 | (375)<br>|  |  | 2467 |  |
| &nbsp;&nbsp; Total return on <br> BridgeBio <br> Pharma, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 211316 | 2799 | (369)<br>|  |  | 2430 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 142663 | 2624 | (249)<br>|  |  | 2375 |  |
| &nbsp;&nbsp; Total return on <br> Kestra Medical <br> Technologies <br> Ltd.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 31758 | 2335 | (55)<br>|  |  | 2280 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 129337 | 2380 | (226)<br>|  |  | 2154 |  |
| &nbsp;&nbsp; Total return on <br> Establishment <br> Labs Holdings, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 64443 | 2140 | (113)<br>|  |  | 2027 |  |
| &nbsp;&nbsp; Total return on <br> NVIDIA Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 93151 | 2032 | (163)<br>|  |  | 1869 |  |
| &nbsp;&nbsp; Total return on <br> Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 38690 | 1799 | (68)<br>|  |  | 1731 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 86561 | 1592 | (151)<br>|  |  | 1441 |  |
| &nbsp;&nbsp; Total return on <br> Establishment <br> Labs Holdings, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 43929 | 1459 | (77)<br>|  |  | 1382 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 82081 | 1510 | (143)<br>|  |  | 1367 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 77154 | 1420 | (135)<br>|  |  | 1285 |  |

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Bridgebio <br> Pharma, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 85259 | 1129 | (149)<br>|  |  | 980 |  |
| &nbsp;&nbsp; Total return on <br> Guardant Health, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 50503 | 929 | (88)<br>|  |  | 841 |  |
| &nbsp;&nbsp; Total return on <br> NVIDIA Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 40216 | 877 | (70)<br>|  |  | 807 |  |
| &nbsp;&nbsp; Total return on <br> DigitalOcean <br> Holdings, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 15547 | 697 | (27)<br>|  |  | 670 |  |
| &nbsp;&nbsp; Total return on <br> SiTime Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 20504 | 556 | (36)<br>|  |  | 520 |  |
| &nbsp;&nbsp; Total return on <br> BridgeBio <br> Pharma, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 30275 | 401 | (53)<br>|  |  | 348 |  |
| &nbsp;&nbsp; Total return on <br> BridgeBio <br> Pharma, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 18760 | 249 | (33)<br>|  |  | 216 |  |
| &nbsp;&nbsp; Total return on <br> BridgeBio <br> Pharma, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 12430 | 165 | (22)<br>|  |  | 143 |  |
| &nbsp;&nbsp; Total return on <br> BridgeBio <br> Pharma, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 11668 | 154 | (20)<br>|  |  | 134 |  |
| &nbsp;&nbsp; Total return on <br> Insmed, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 2867 | (43)<br>| (5)<br>|  |  |  | (48)<br>|
| &nbsp;&nbsp; Total return on <br> Upwork, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 25832 | (154)<br>| (45)<br>|  |  |  | (199)<br>|
| &nbsp;&nbsp; Total return on <br> Solaris Energy <br> Infrastructure, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 54624 | (207)<br>| (95)<br>|  |  |  | (302)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Dycom <br> Industries, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 86293 | (297)<br>| (151)<br>|  |  |  | (448)<br>|
| &nbsp;&nbsp; Total return on <br> Upwork, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 113686 | (678)<br>| (198)<br>|  |  |  | (876)<br>|
| &nbsp;&nbsp; Total return on <br> Upwork, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 119691 | (713)<br>| (209)<br>|  |  |  | (922)<br>|
| &nbsp;&nbsp; Total return on <br> Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 166395 | (904)<br>| (155)<br>|  |  |  | (1059)<br>|
| &nbsp;&nbsp; Total return on <br> Dycom <br> Industries, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 205495 | (708)<br>| (359)<br>|  |  |  | (1067)<br>|
| &nbsp;&nbsp; Total return on <br> Zeta Global <br> Holdings Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 12754 | (1773)<br>| (22)<br>|  |  |  | (1795)<br>|
| &nbsp;&nbsp; Total return on <br> Solaris Energy <br> Infrastructure, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 330572 | (1253)<br>| (577)<br>|  |  |  | (1830)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 56317 | (1880)<br>| (98)<br>|  |  |  | (1978)<br>|
| &nbsp;&nbsp; Total return on <br> Dycom <br> Industries, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 423423 | (1459)<br>| (739)<br>|  |  |  | (2198)<br>|
| &nbsp;&nbsp; Total return on <br> Insmed, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 139521 | (2102)<br>| (244)<br>|  |  |  | (2346)<br>|
| &nbsp;&nbsp; Total return on <br> Zeta Global <br> Holdings Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 18904 | (2628)<br>| (33)<br>|  |  |  | (2661)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 86757 | (2896)<br>| (151)<br>|  |  |  | (3047)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 93562 | (3123)<br>| (163)<br>|  |  |  | (3286)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 94825 | (3164)<br>| (166)<br>|  |  |  | (3330)<br>|
| &nbsp;&nbsp; Total return on <br> Zeta Global <br> Holdings Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 31938 | (4440)<br>| (56)<br>|  |  |  | (4496)<br>|
| &nbsp;&nbsp; Total return on <br> Alumis, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 150262 | (4329)<br>| (175)<br>|  |  |  | (4504)<br>|
| &nbsp;&nbsp; Total return on <br> Dycom <br> Industries, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 870247 | (2999)<br>| (1519)<br>|  |  |  | (4518)<br>|
| &nbsp;&nbsp; Total return on <br> Insmed, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 268848 | (4052)<br>| (469)<br>|  |  |  | (4521)<br>|
| &nbsp;&nbsp; Total return on <br> Insmed, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 288279 | (4344)<br>| (503)<br>|  |  |  | (4847)<br>|
| &nbsp;&nbsp; Total return on <br> Insmed, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 323159 | (4870)<br>| (564)<br>|  |  |  | (5434)<br>|
| &nbsp;&nbsp; Total return on <br> Solaris Energy <br> Infrastructure, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 982962 | (3726)<br>| (1716)<br>|  |  |  | (5442)<br>|
| &nbsp;&nbsp; Total return on <br> Upwork, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 708454 | (4219)<br>| (1237)<br>|  |  |  | (5456)<br>|
| &nbsp;&nbsp; Total return on <br> Artivion, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 97489 | (5675)<br>| (170)<br>|  |  |  | (5845)<br>|
| &nbsp;&nbsp; Total return on <br> MongoDB, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 123766 | (5683)<br>| (216)<br>|  |  |  | (5899)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 168705 | (5630)<br>| (295)<br>|  |  |  | (5925)<br>|
| &nbsp;&nbsp; Total return on <br> Samsara, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 33335 | (6043)<br>| (58)<br>|  |  |  | (6101)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 175999 | (5874)<br>| (307)<br>|  |  |  | (6181)<br>|
| &nbsp;&nbsp; Total return on <br> Artivion, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 107359 | (6250)<br>| (187)<br>|  |  |  | (6437)<br>|
| &nbsp;&nbsp; Total return on <br> Insmed, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 413783 | (6236)<br>| (722)<br>|  |  |  | (6958)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 28698 | (7532)<br>| (50)<br>|  |  |  | (7582)<br>|
| &nbsp;&nbsp; Total return on <br> HeartFlow, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 44175 | (7644)<br>| (77)<br>|  |  |  | (7721)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 220987 | (7375)<br>| (386)<br>|  |  |  | (7761)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 223799 | (7469)<br>| (391)<br>|  |  |  | (7860)<br>|
| &nbsp;&nbsp; Total return on <br> MongoDB, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 190319 | (8739)<br>| (332)<br>|  |  |  | (9071)<br>|
| &nbsp;&nbsp; Total return on <br> Zeta Global <br> Holdings Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 72530 | (10083)<br>| (127)<br>|  |  |  | (10210)<br>|
| &nbsp;&nbsp; Total return on <br> Samsara, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 57077 | (10346)<br>| (100)<br>|  |  |  | (10446)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 41384 | (10861)<br>| (104)<br>|  |  |  | (10965)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 337206 | (11254)<br>| (589)<br>|  |  |  | (11843)<br>|
| &nbsp;&nbsp; Total return on <br> Insmed, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 722927 | (10894)<br>| (1262)<br>|  |  |  | (12156)<br>|
| &nbsp;&nbsp; Total return on <br> Artivion, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 228961 | (13328)<br>| (400)<br>|  |  |  | (13728)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 393115 | (13120)<br>| (686)<br>|  |  |  | (13806)<br>|
| &nbsp;&nbsp; Total return on <br> Artivion, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 232684 | (13545)<br>| (406)<br>|  |  |  | (13951)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 54590 | (14328)<br>| (95)<br>|  |  |  | (14423)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 55213 | (14491)<br>| (96)<br>|  |  |  | (14587)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 418421 | (13964)<br>| (731)<br>|  |  |  | (14695)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 428283 | (14293)<br>| (748)<br>|  |  |  | (15041)<br>|
| &nbsp;&nbsp; Total return on <br> Carvana Co.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 117524 | (15242)<br>| (205)<br>|  |  |  | (15447)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 58957 | (15473)<br>| (103)<br>|  |  |  | (15576)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 449187 | (14991)<br>| (784)<br>|  |  |  | (15775)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 61764 | (16210)<br>| (108)<br>|  |  |  | (16318)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 63948 | (16783)<br>| (112)<br>|  |  |  | (16895)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 64676 | (16974)<br>| (113)<br>|  |  |  | (17087)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 65299 | (17138)<br>| (114)<br>|  |  |  | (17252)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 65819 | (17274)<br>| (115)<br>|  |  |  | (17389)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 66547 | (17466)<br>| (116)<br>|  |  |  | (17582)<br>|
| &nbsp;&nbsp; Total return on <br> Insmed, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 1053253 | (15871)<br>| (1839)<br>|  |  |  | (17710)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 67275 | (17657)<br>| (117)<br>|  |  |  | (17774)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 67483 | (17711)<br>| (118)<br>|  |  |  | (17829)<br>|
| &nbsp;&nbsp; Total return on <br> Compass, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 307516 | (17590)<br>| (322)<br>|  |  |  | (17912)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 69771 | (18311)<br>| (122)<br>|  |  |  | (18433)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 70187 | (18420)<br>| (123)<br>|  |  |  | (18543)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 542220 | (18096)<br>| (947)<br>|  |  |  | (19043)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 543727 | (18147)<br>| (949)<br>|  |  |  | (19096)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 73306 | (19239)<br>| (128)<br>|  |  |  | (19367)<br>|
| &nbsp;&nbsp; Total return on <br> Zeta Global <br> Holdings Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 146787 | (20406)<br>| (256)<br>|  |  |  | (20662)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 81728 | (21450)<br>| (143)<br>|  |  |  | (21593)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 81936 | (21505)<br>| (143)<br>|  |  |  | (21648)<br>|
| &nbsp;&nbsp; Total return on <br> Insmed, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 1289609 | (19433)<br>| (2251)<br>|  |  |  | (21684)<br>|
| &nbsp;&nbsp; Total return on <br> Castle <br> Biosciences, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 657868 | (21955)<br>| (1149)<br>|  |  |  | (23104)<br>|
| &nbsp;&nbsp; Total return on <br> Samsara, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 143481 | (26008)<br>| (250)<br>|  |  |  | (26258)<br>|
| &nbsp;&nbsp; Total return on <br> Carvana Co.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 215692 | (27972)<br>| (377)<br>|  |  |  | (28349)<br>|
| &nbsp;&nbsp; Total return on <br> Artivion, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 497142 | (28940)<br>| (868)<br>|  |  |  | (29808)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Credo <br> Technology <br> Group Holding <br> Ltd.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 198330 | (31707)<br>| (346)<br>|  |  |  | (32053)<br>|
| &nbsp;&nbsp; Total return on <br> Zeta Global <br> Holdings Corp.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 253889 | (35295)<br>| (443)<br>|  |  |  | (35738)<br>|
| &nbsp;&nbsp; Total return on <br> MongoDB, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 788908 | (36223)<br>| (1377)<br>|  |  |  | (37600)<br>|
| &nbsp;&nbsp; Total return on <br> Carvana Co.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 290815 | (37715)<br>| (508)<br>|  |  |  | (38223)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 147132 | (38615)<br>| (257)<br>|  |  |  | (38872)<br>|
| &nbsp;&nbsp; Total return on <br> Insmed, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 2368186 | (35686)<br>| (4134)<br>|  |  |  | (39820)<br>|
| &nbsp;&nbsp; Total return on <br> Carvana Co.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 307868 | (39926)<br>| (538)<br>|  |  |  | (40464)<br>|
| &nbsp;&nbsp; Total return on <br> Carvana Co.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 310172 | (40225)<br>| (542)<br>|  |  |  | (40767)<br>|
| &nbsp;&nbsp; Total return on <br> Carvana Co.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 312938 | (40584)<br>| (546)<br>|  |  |  | (41130)<br>|
| &nbsp;&nbsp; Total return on <br> Palvella <br> Therapeutics, <br> Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 170007 | (44619)<br>| (447)<br>|  |  |  | (45066)<br>|
| &nbsp;&nbsp; Total return on <br> Credo <br> Technology <br> Group Holding <br> Ltd.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 411869 | (65846)<br>| (719)<br>|  |  |  | (66565)<br>|

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **currency**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> Carvana Co.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 897794 | (116432)<br>| (1567)<br>|  |  |  | (117999)<br>|
| &nbsp;&nbsp; Total return on <br> MongoDB, Inc.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 2593240 | (119068)<br>| (4527)<br>|  |  |  | (123595)<br>|
| &nbsp;&nbsp; Total return on <br> Carvana Co.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 941117 | (122050)<br>| (1643)<br>|  |  |  | (123693)<br>|
| &nbsp;&nbsp; Total return on <br> Credo <br> Technology <br> Group Holding <br> Ltd.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 807336 | (129070)<br>| (1409)<br>|  |  |  | (130479)<br>|
| &nbsp;&nbsp; Total return on <br> Carvana Co.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 1533348 | (198855)<br>| (2677)<br>|  |  |  | (201532)<br>|
| &nbsp;&nbsp; Total return on <br> Carvana Co.<br>| &nbsp;&nbsp; 1-Day Overnight <br> Fed Funds <br> Effective Rate <br> plus 0.550%<br>| Monthly | Morgan Stanley | 07/24/2026 | USD | 1399313 | (215637)<br>| (2447)<br>|  |  |  | (218084)<br>|
| &nbsp;&nbsp; Total return on <br> AtkinsRealis <br> Group, Inc.<br>| &nbsp;&nbsp; CABROVER plus <br> 0.550%<br>| Monthly | Morgan Stanley | 07/27/2026 | CAD | 2097357 | 18102 | (1772)<br>|  |  | 16330 |  |
| &nbsp;&nbsp; Total return on <br> AtkinsRealis <br> Group, Inc.<br>| &nbsp;&nbsp; CABROVER plus <br> 0.550%<br>| Monthly | Morgan Stanley | 07/27/2026 | CAD | 1021288 | 8815 | (863)<br>|  |  | 7952 |  |
| &nbsp;&nbsp; Total return on <br> AtkinsRealis <br> Group, Inc.<br>| &nbsp;&nbsp; CABROVER plus <br> 0.550%<br>| Monthly | Morgan Stanley | 07/27/2026 | CAD | 900675 | 7774 | (761)<br>|  |  | 7013 |  |
| &nbsp;&nbsp; Total return on <br> AtkinsRealis <br> Group, Inc.<br>| &nbsp;&nbsp; CABROVER plus <br> 0.550%<br>| Monthly | Morgan Stanley | 07/27/2026 | CAD | 731232 | 6311 | (618)<br>|  |  | 5693 |  |
| &nbsp;&nbsp; Total return on <br> AtkinsRealis <br> Group, Inc.<br>| &nbsp;&nbsp; CABROVER plus <br> 0.550%<br>| Monthly | Morgan Stanley | 07/27/2026 | CAD | 705542 | 6090 | (605)<br>|  |  | 5485 |  |
| &nbsp;&nbsp; Total return on <br> AtkinsRealis <br> Group, Inc.<br>| &nbsp;&nbsp; CABROVER plus <br> 0.550%<br>| Monthly | Morgan Stanley | 07/27/2026 | CAD | 475367 | 4103 | (407)<br>|  |  | 3696 |  |
| &nbsp;&nbsp; Total return on <br> AtkinsRealis <br> Group, Inc.<br>| &nbsp;&nbsp; CABROVER plus <br> 0.550%<br>| Monthly | Morgan Stanley | 07/27/2026 | CAD | 350598 | 3026 | (300)<br>|  |  | 2726 |  |

---

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

Portfolio of Investments (continued)

Multi-Manager Directional Alternative Strategies Fund, January 31, 2026 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** | **Total return swap contracts (continued)** |
| **Fund receives** | **Fund pays** | **Payment**<br> **frequency**<br>| **Counterparty** | **Maturity**<br> **date**<br>| **Notional**<br> **amount**<br>| **Value**<br> **($)**<br>| **Periodic**<br> **payments**<br> **receivable**<br> **(payable)**<br> **($)**<br>| **Upfront**<br> **payments**<br> **($)**<br>| **Upfront**<br> **receipts**<br> **($)**<br>| **Unrealized**<br> **appreciation**<br> **($)**<br>| **Unrealized**<br> **depreciation**<br> **($)**<br>|
| &nbsp;&nbsp; Total return on <br> AtkinsRealis <br> Group, Inc.<br>| &nbsp;&nbsp; CABROVER plus <br> 0.550%<br>| Monthly | Morgan Stanley | 07/27/2026<br> CAD | 132513 | 1144 | (114)<br>|  |  | 1030 |  |
| &nbsp;&nbsp; Total return on <br> AtkinsRealis <br> Group, Inc.<br>| &nbsp;&nbsp; CABROVER plus <br> 0.550%<br>| Monthly | Morgan Stanley | 07/27/2026<br> CAD | 70649 | 610 | (60)<br>|  |  | 550 |  |
| &nbsp;&nbsp; Total return on <br> AtkinsRealis <br> Group, Inc.<br>| &nbsp;&nbsp; CABROVER plus <br> 0.550%<br>| Monthly | Morgan Stanley | 07/27/2026<br> CAD | 41558 | 359 | (36)<br>|  |  | 323 |  |
| Total |  |  |  |  |  | 698870 | (108336)<br>|  |  | 2776150 | (2185616)<br>|

---

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

---

| | | |
|:---|:---|:---|
| **Reference index and values for swap contracts as of period end** | **Reference index and values for swap contracts as of period end** | **Reference index and values for swap contracts as of period end** |
| **Reference index**  |  | **Reference rate** |
| 1-Day Overnight Fed Funds Effective Rate | Overnight Federal Funds Effective Rate | 3.640% |
| CABROVER | Bank of Canada Overnight Lending Rate | 2.250% |

---

**Notes to Portfolio of Investments** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Non-income producing investment.

&nbsp;&nbsp;&nbsp;&nbsp;(b) This security or a portion of this security has been pledged as collateral in connection
 with investments sold short and/or derivative contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents fair value as determined in good faith under procedures approved by the
 Board of Trustees. At January 31, 2026, the total value of these securities amounted to $0, which represents less than 0.01% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Valuation based on significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;(e) The rate shown is the seven-day current annualized yield at January 31, 2026.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Under the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the
 holdings and transactions in these affiliated companies during the period ended January 31, 2026 are as follows:

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated issuers** | **Beginning** <br>**of period($)**<br>| **Purchases($)** | **Sales($)** | **Net change in** <br>**unrealized** <br>**appreciation** <br>**(depreciation)($)**<br>| **End of** <br>**period($)**<br>| **Realized gain** <br>**(loss)($)**<br>| **Dividends($)** | **End of** <br>**period shares**<br>|
| Columbia Short-Term Cash Fund, 3.776% | Columbia Short-Term Cash Fund, 3.776% | Columbia Short-Term Cash Fund, 3.776% | Columbia Short-Term Cash Fund, 3.776% | Columbia Short-Term Cash Fund, 3.776% | Columbia Short-Term Cash Fund, 3.776% | Columbia Short-Term Cash Fund, 3.776% | Columbia Short-Term Cash Fund, 3.776% | Columbia Short-Term Cash Fund, 3.776% |
|  | 51408035 | &nbsp;&nbsp; 127320903 | &nbsp;&nbsp; (126609009)<br>| &nbsp;&nbsp; 1858 | &nbsp;&nbsp; 52121787 | &nbsp;&nbsp; (1890)<br>| &nbsp;&nbsp; 1484203 | &nbsp;&nbsp; 52137428 |

---

**Abbreviation Legend** 

ADR American Depositary Receipt

**Currency Legend** 

CAD Canadian Dollar <br> USD US Dollar

Investments are valued using policies described in the Notes to Financial Statements included within the most recent financial statements and additional information.

Multi-Manager Directional Alternative Strategies Fund \| 2026

------

You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.

3QT284_04_T01_(03/26)

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** COLUMBIA FUNDS SERIES TRUST I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1800-345-6611

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

- **a. Name of Series:** Multi-Manager Directional Alternative Strategies Fund

- **b. EDGAR series identifier (if any):** S000055250

- **c. LEI of Series:** 5493003HJGAEBQBVWG25

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-31

**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:** $400103221.27

**Total Liabilities:** $106544186.90

**Net Assets:** $293559034.37

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179758 | 5.58%                | -1.08%               | 2.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1798074.68              | $7247340.88                                |
| Month 2  | $2647063.88              | $-2601333.46                               |
| Month 3  | $2867494.14              | $840713.86                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Abbott Laboratories                                   | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2114 | NS      | $231060.20    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                            | AbbVie Inc                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6298 | NS      | $1404516.98   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Acuity Inc                                            | Acuity Inc                                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1167 | NS      | $360883.08    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Adeia Inc                                             | Adeia Inc                                             | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26229 | NS      | $474482.61    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Adtalem Global Education Inc                          | Adtalem Global Education Inc                          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      3005 | NS      | $311167.75    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                                 | AECOM                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      5308 | NS      | $511850.44    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc                        | Advanced Energy Industries Inc                        | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      9474 | NS      | $2419280.64   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings Inc                     | Allison Transmission Holdings Inc                     | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      4956 | NS      | $538717.20    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Allstate Corp/The                                     | Allstate Corp/The                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2207 | NS      | $439170.93    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Almonty Industries Inc                                | Almonty Industries Inc                                | CUSIP: 020398707<br>LEI: 54930049R1BTGV5RJ021 | Long             | EC               | CORP              | CA        |     28400 | NS      | $320636.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                          | Alphabet Inc                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3864 | NS      | $1306032.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co Inc                        | American Electric Power Co Inc                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3768 | NS      | $451312.20    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                   | American Express Co                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1177 | NS      | $414504.09    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Cencora Inc                                           | Cencora Inc                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1541 | NS      | $553558.02    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| AMETEK Inc                                            | AMETEK Inc                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1619 | NS      | $362623.62    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                             | Amgen Inc                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2526 | NS      | $863588.88    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                                   | Elevance Health Inc                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       292 | NS      | $100956.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management Inc                          | Apollo Global Management Inc                          | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      2302 | NS      | $309711.08    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                                 | Applied Materials Inc                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1651 | NS      | $532150.32    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics Inc                                 | Arrow Electronics Inc                                 | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1995 | NS      | $264317.55    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                       | AstraZeneca PLC                                       | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      2572 | NS      | $479199.85    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| AutoNation Inc                                        | AutoNation Inc                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1690 | NS      | $346416.20    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone Inc                                          | AutoZone Inc                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       131 | NS      | $485261.99    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                      | BJ's Wholesale Club Holdings Inc                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      1827 | NS      | $168887.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Baldwin Insurance Group Inc/The                       | Baldwin Insurance Group Inc/The                       | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7818 | NS      | $171370.56    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ball Corp                                             | Ball Corp                                             | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      7004 | NS      | $398317.48    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     25030 | NS      | $1331596.00   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Barrick Mining Corp                                   | Barrick Mining Corp                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     10872 | NS      | $497828.88    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Beazley PLC                                           | Beazley PLC                                           | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |     23311 | NS      | $362149.03    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                | Berkshire Hathaway Inc                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1081 | NS      | $519452.93    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc                                       | Best Buy Co Inc                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2592 | NS      | $168739.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                            | Biogen Inc                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      3042 | NS      | $547225.38    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Owl Capital Inc                                  | Blue Owl Capital Inc                                  | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14302 | NS      | $195079.28    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                                  | Booking Holdings Inc                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       197 | NS      | $985362.48    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| BXP Inc                                               | BXP Inc                                               | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      5247 | NS      | $339323.49    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Boyd Gaming Corp                                      | Boyd Gaming Corp                                      | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      9898 | NS      | $836776.92    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Brink's Co/The                                        | Brink's Co/The                                        | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      7953 | NS      | $1010349.12   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                               | Bristol-Myers Squibb Co                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7118 | NS      | $391845.90    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| British American Tobacco PLC                          | British American Tobacco PLC                          | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      7865 | NS      | $477248.20    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                          | Broadcom Inc                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3632 | NS      | $1203281.60   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown & Brown Inc                                     | Brown & Brown Inc                                     | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      2767 | NS      | $199500.70    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                              | Builders FirstSource Inc                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      4475 | NS      | $511940.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                                           | CDW Corp/DE                                           | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      2808 | NS      | $354903.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide Inc                             | CH Robinson Worldwide Inc                             | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      4283 | NS      | $834970.85    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                                       | Cigna Group/The                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1490 | NS      | $408423.90    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                       | CVS Health Corp                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8450 | NS      | $629694.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Kansas City Ltd                      | Canadian Pacific Kansas City Ltd                      | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2800 | NS      | $208152.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Capgemini SE                                          | Capgemini SE                                          | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      1657 | NS      | $257461.75    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                            | Capital One Financial Corp                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1143 | NS      | $250236.99    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrier Global Corp                                   | Carrier Global Corp                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      6625 | NS      | $394717.50    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Celestica Inc                                         | Celestica Inc                                         | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |      1512 | NS      | $424856.88    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                          | Centene Corp                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       318 | NS      | $13775.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CenterPoint Energy Inc                                | CenterPoint Energy Inc                                | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     15052 | NS      | $597413.88    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                                   | Cheniere Energy Inc                                   | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1974 | NS      | $417540.48    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Consolidated Inc                            | Coca-Cola Consolidated Inc                            | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      3345 | NS      | $508640.70    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                                      | Coca-Cola Co/The                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      9695 | NS      | $725282.95    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                         | COLUMBIA SHORT TERM CASH FUND                         | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  52137428 | NS      | $52121786.79  | 17.76%            |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc                                           | Compass Inc                                           | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |    238853 | NS      | $2990439.56   | 1.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Corpay Inc                                            | Corpay Inc                                            | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2112 | NS      | $664498.56    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| COPT Defense Properties                               | COPT Defense Properties                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     10674 | NS      | $328865.94    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Artivion Inc                                          | Artivion Inc                                          | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     48511 | NS      | $1977793.47   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                           | Cummins Inc                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1086 | NS      | $628598.52    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Darden Restaurants Inc                                | Darden Restaurants Inc                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1992 | NS      | $397105.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| DaVita Inc                                            | DaVita Inc                                            | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        92 | NS      | $10059.28     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                 | Dell Technologies Inc                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      2071 | NS      | $237005.24    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Delta Air Lines Inc                                   | Delta Air Lines Inc                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      4364 | NS      | $287543.96    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Danske Bank A/S                                       | Danske Bank A/S                                       | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      4308 | NS      | $219484.11    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                   | Deutsche Telekom AG                                   | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      6188 | NS      | $207658.69    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Walt Disney Co/The                                    | Walt Disney Co/The                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      6175 | NS      | $696540.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Dover Corp                                            | Dover Corp                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1939 | NS      | $390689.11    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                                 | DuPont de Nemours Inc                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      8114 | NS      | $356366.88    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Dycom Industries Inc                                  | Dycom Industries Inc                                  | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5808 | NS      | $2116377.12   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp Inc                                 | East West Bancorp Inc                                 | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      4201 | NS      | $480762.44    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay Inc                                              | eBay Inc                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3103 | NS      | $283055.66    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel SpA                                              | Enel SpA                                              | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     29718 | NS      | $328341.17    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Entergy Corp                                          | Entergy Corp                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8109 | NS      | $777572.01    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems Inc                                      | EPAM Systems Inc                                      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      3183 | NS      | $663973.80    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                           | Equifax Inc                                           | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2283 | NS      | $459796.20    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| EquipmentShare.com Inc                                | EquipmentShare.com Inc                                | CUSIP: 29445S100<br>LEI: 254900PWJK48CGPKPI80 | Long             | EC               | CORP              | US        |      3802 | NS      | $118242.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                | Equitable Holdings Inc                                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      3155 | NS      | $146392.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Esab Corp                                             | Esab Corp                                             | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      4173 | NS      | $505350.30    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Properties Realty Trust Inc                 | Essential Properties Realty Trust Inc                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     17892 | NS      | $543201.12    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbus SE                                             | Airbus SE                                             | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      2181 | NS      | $499340.00    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Evercore Inc                                          | Evercore Inc                                          | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1231 | NS      | $434875.37    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc            | Expeditors International of Washington Inc            | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2884 | NS      | $462997.36    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Extra Space Storage Inc                               | Extra Space Storage Inc                               | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      2051 | NS      | $282976.47    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                            | FedEx Corp                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1526 | NS      | $491753.50    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services Inc            | Fidelity National Information Services Inc            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      5848 | NS      | $323102.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                   | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      7086 | NS      | $355858.92    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Financial Corp                         | First American Financial Corp                         | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      3344 | NS      | $211273.92    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstEnergy Corp                                      | FirstEnergy Corp                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     15216 | NS      | $720325.44    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-McMoRan Inc                                  | Freeport-McMoRan Inc                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      5978 | NS      | $360054.94    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontdoor Inc                                         | Frontdoor Inc                                         | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     25721 | NS      | $1520368.31   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| GE HealthCare Technologies Inc                        | GE HealthCare Technologies Inc                        | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      5912 | NS      | $466870.64    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Arthur J Gallagher & Co                               | Arthur J Gallagher & Co                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1336 | NS      | $333158.32    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Glanbia PLC                                           | Glanbia PLC                                           | CUSIP: 000000000<br>LEI: 635400SRMCBHVMSKJS84 | Long             | EC               | CORP              | IE        |      8995 | NS      | $173047.88    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                           | Goldman Sachs Group Inc/The                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       316 | NS      | $295589.56    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                    | HCA Healthcare Inc                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       446 | NS      | $217768.42    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                              | HNI Corp                                              | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     13835 | NS      | $661174.65    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| HeartFlow Inc                                         | HeartFlow Inc                                         | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46454 | NS      | $1387580.98   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Hiscox Ltd                                            | Hiscox Ltd                                            | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | EC               | CORP              | BM        |     21730 | NS      | $441974.01    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot Inc/The                                    | Home Depot Inc/The                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       776 | NS      | $290681.84    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc                           | Honeywell International Inc                           | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      2275 | NS      | $517608.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Howmet Aerospace Inc                                  | Howmet Aerospace Inc                                  | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      3130 | NS      | $651290.40    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell Inc                                           | Hubbell Inc                                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1334 | NS      | $650911.96    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                            | Humana Inc                                            | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       342 | NS      | $66758.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares Inc/OH                          | Huntington Bancshares Inc/OH                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     25766 | NS      | $450389.68    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Huron Consulting Group Inc                            | Huron Consulting Group Inc                            | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      3327 | NS      | $562263.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| IMI PLC                                               | IMI PLC                                               | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |     12995 | NS      | $490721.04    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| IDEX Corp                                             | IDEX Corp                                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      2399 | NS      | $476321.45    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Informa PLC                                           | Informa PLC                                           | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |     45077 | NS      | $543981.10    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                         | Intercontinental Exchange Inc                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1490 | NS      | $258932.20    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| InterDigital Inc                                      | InterDigital Inc                                      | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2239 | NS      | $730899.16    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes Inc                                  | Invitation Homes Inc                                  | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      4855 | NS      | $129774.15    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ipsen SA                                              | Ipsen SA                                              | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       608 | NS      | $99326.17     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| IQVIA Holdings Inc                                    | IQVIA Holdings Inc                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2167 | NS      | $498735.05    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Core S&P 500 ETF                              | iShares Core S&P 500 ETF                              | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |     52780 | NS      | $36683683.40  | 12.50%            |  |  |  | No            | 1                  | On Loan: No      |
| iShares Core MSCI International Developed Markets ETF | iShares Core MSCI International Developed Markets ETF | CUSIP: 46435G326<br>LEI: 549300LRJOM3FVVFKB50 | Long             | EC               | RF                | US        |    163520 | NS      | $14113411.20  | 4.81%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      5649 | NS      | $1727972.61   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                             | Jabil Inc                                             | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1983 | NS      | $470347.77    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Jacobs Solutions Inc                                  | Jacobs Solutions Inc                                  | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      5935 | NS      | $802768.10    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                     | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4453 | NS      | $1011944.25   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Lang LaSalle Inc                                | Jones Lang LaSalle Inc                                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1563 | NS      | $559413.33    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| KBR Inc                                               | KBR Inc                                               | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     13491 | NS      | $577549.71    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Kerry Group PLC                                       | Kerry Group PLC                                       | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |      1674 | NS      | $148805.16    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Keysight Technologies Inc                             | Keysight Technologies Inc                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2742 | NS      | $593176.86    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimco Realty Corp                                     | Kimco Realty Corp                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |     17339 | NS      | $365506.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                            | LPL Financial Holdings Inc                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      2290 | NS      | $834705.00    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies Inc                             | L3Harris Technologies Inc                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3093 | NS      | $1060435.05   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Labcorp Holdings Inc                                  | Labcorp Holdings Inc                                  | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1393 | NS      | $378227.36    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                     | Lam Research Corp                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4851 | NS      | $1132514.46   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Advertising Co                                  | Lamar Advertising Co                                  | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      1865 | NS      | $239298.15    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                                   | Leidos Holdings Inc                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1811 | NS      | $340975.08    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                           | Lennar Corp                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3989 | NS      | $436197.15    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Louisiana-Pacific Corp                                | Louisiana-Pacific Corp                                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2499 | NS      | $209266.26    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                        | Lowe's Cos Inc                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       656 | NS      | $175191.36    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T Bank Corp                                         | M&T Bank Corp                                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2024 | NS      | $448457.68    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| MKS Inc                                               | MKS Inc                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     13027 | NS      | $3066686.07   | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Maplebear Inc                                         | Maplebear Inc                                         | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8065 | NS      | $299695.40    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Markel Group Inc                                      | Markel Group Inc                                      | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       283 | NS      | $577501.12    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp                                            | Masco Corp                                            | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      4644 | NS      | $306921.96    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Masterbrand Inc                                       | Masterbrand Inc                                       | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     48550 | NS      | $588426.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                            | Matson Inc                                            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1986 | NS      | $318355.80    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| McCormick & Co Inc/MD                                 | McCormick & Co Inc/MD                                 | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      5804 | NS      | $358861.32    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                         | McKesson Corp                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       829 | NS      | $689073.09    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                        | Merck & Co Inc                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       447 | NS      | $49290.69     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Methanex Corp                                         | Methanex Corp                                         | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |     17228 | NS      | $822120.16    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                              | Microchip Technology Inc                              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      6248 | NS      | $474348.16    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                 | Micron Technology Inc                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1217 | NS      | $504908.96    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                                 | Molina Healthcare Inc                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       173 | NS      | $31069.07     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1956 | NS      | $357556.80    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                        | NRG Energy Inc                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      4202 | NS      | $641351.26    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Natera Inc                                            | Natera Inc                                            | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |     18427 | NS      | $4259216.78   | 1.45%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                            | NetApp Inc                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      3819 | NS      | $367960.65    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                               | Nexstar Media Group Inc                               | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      2075 | NS      | $440688.50    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Inc                                    | NextEra Energy Inc                                    | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      3401 | NS      | $298947.90    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Nice Ltd                                              | Nice Ltd                                              | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      2188 | NS      | $232825.08    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource Inc                                          | NiSource Inc                                          | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     16068 | NS      | $711651.72    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordson Corp                                          | Nordson Corp                                          | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1731 | NS      | $475211.43    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                                       | Gen Digital Inc                                       | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     21923 | NS      | $525932.77    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Novartis AG                                           | Novartis AG                                           | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      1809 | NS      | $268962.12    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| DNOW Inc                                              | DNOW Inc                                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     29670 | NS      | $450687.30    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| OGE Energy Corp                                       | OGE Energy Corp                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     14855 | NS      | $648866.40    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc                         | Old Dominion Freight Line Inc                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      2712 | NS      | $469718.40    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                                     | Omnicom Group Inc                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      3950 | NS      | $304308.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                           | Oracle Corp                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1829 | NS      | $301016.82    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp                                   | Otis Worldwide Corp                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      5130 | NS      | $438204.60    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corp                                              | PPL Corp                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     15980 | NS      | $579275.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Parker-Hannifin Corp                                  | Parker-Hannifin Corp                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       290 | NS      | $271393.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                            | Pfizer Inc                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       601 | NS      | $15890.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc                       | Philip Morris International Inc                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4005 | NS      | $718657.20    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Primo Brands Corp                                     | Primo Brands Corp                                     | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     16088 | NS      | $304706.72    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                                  | Progressive Corp/The                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1604 | NS      | $333632.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Qnity Electronics Inc                                 | Qnity Electronics Inc                                 | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      4056 | NS      | $390106.08    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Inc                                 | Quest Diagnostics Inc                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1713 | NS      | $320382.39    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Regency Centers Corp                                  | Regency Centers Corp                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      3874 | NS      | $282298.38    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Inc                                          | Reliance Inc                                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       832 | NS      | $274144.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                              | Resideo Technologies Inc                              | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      9346 | NS      | $320193.96    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Restaurant Brands International Inc                   | Restaurant Brands International Inc                   | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      4570 | NS      | $306144.30    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Stores Inc                                       | Ross Stores Inc                                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2467 | NS      | $465399.55    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Gold Inc                                        | Royal Gold Inc                                        | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      3601 | NS      | $948179.31    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| SS&C Technologies Holdings Inc                        | SS&C Technologies Holdings Inc                        | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      7228 | NS      | $591900.92    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                        | Salesforce Inc                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1539 | NS      | $326714.31    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsara Inc                                           | Samsara Inc                                           | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32253 | NS      | $904696.65    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd                            | Samsung Electronics Co Ltd                            | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     10263 | NS      | $1133802.66   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi SA                                             | Sanofi SA                                             | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       214 | NS      | $20185.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                               | Charles Schwab Corp/The                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      4124 | NS      | $428566.08    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| SSE PLC                                               | SSE PLC                                               | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     18844 | NS      | $626326.54    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| GeneDx Holdings Corp                                  | GeneDx Holdings Corp                                  | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23423 | NS      | $2254697.98   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens AG                                            | Siemens AG                                            | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       817 | NS      | $247003.85    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Silicon Motion Technology Corp                        | Silicon Motion Technology Corp                        | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |     51912 | NS      | $6173894.16   | 2.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SiTime Corp                                           | SiTime Corp                                           | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2346 | NS      | $851856.06    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaris Energy Infrastructure Inc                     | Solaris Energy Infrastructure Inc                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     33336 | NS      | $1839813.84   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Co/The                                       | Southern Co/The                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      5619 | NS      | $501832.89    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corp                                          | Stryker Corp                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       134 | NS      | $49521.04     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                   | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3627 | NS      | $263429.01    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sysco Corp                                            | Sysco Corp                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      7806 | NS      | $654533.10    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| TJX Cos Inc/The                                       | TJX Cos Inc/The                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      3881 | NS      | $581412.61    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile US Inc                                       | T-Mobile US Inc                                       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1673 | NS      | $329932.33    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Talen Energy Corp                                     | Talen Energy Corp                                     | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | EC               | CORP              | US        |      1539 | NS      | $536126.04    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp                                 | Tenet Healthcare Corp                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1379 | NS      | $261017.12    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| 3M Co                                                 | 3M Co                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      3565 | NS      | $546015.40    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyo Suisan Kaisha Ltd                                | Toyo Suisan Kaisha Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3500 | NS      | $249888.00    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Travelers Cos Inc/The                                 | Travelers Cos Inc/The                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1072 | NS      | $304994.72    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc                                           | Trimble Inc                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      6445 | NS      | $435682.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| TriNet Group Inc                                      | TriNet Group Inc                                      | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      4285 | NS      | $262413.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| UCB SA                                                | UCB SA                                                | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |        42 | NS      | $12798.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UFP Industries Inc                                    | UFP Industries Inc                                    | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      4329 | NS      | $447099.12    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies Inc                                 | Uber Technologies Inc                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      8792 | NS      | $703799.60    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Holdings Inc                          | United Airlines Holdings Inc                          | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      3333 | NS      | $341032.56    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| US Foods Holding Corp                                 | US Foods Holding Corp                                 | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     12615 | NS      | $1054866.30   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group Inc                                | UnitedHealth Group Inc                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2374 | NS      | $681171.82    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Upwork Inc                                            | Upwork Inc                                            | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     42749 | NS      | $856262.47    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                                         | Valvoline Inc                                         | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      7826 | NS      | $256066.72    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Veracyte Inc                                          | Veracyte Inc                                          | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      7511 | NS      | $286018.88    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc                                   | Viavi Solutions Inc                                   | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    118422 | NS      | $2896602.12   | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                              | Visa Inc                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1432 | NS      | $460860.56    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                           | Vistra Corp                                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      2454 | NS      | $388590.90    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Vontier Corp                                          | Vontier Corp                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      6328 | NS      | $237300.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                                    | Voya Financial Inc                                    | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      1508 | NS      | $115603.28    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                           | Walmart Inc                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      4355 | NS      | $518854.70    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                      | Wells Fargo & Co                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     18624 | NS      | $1685285.76   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX Inc                                               | WEX Inc                                               | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2350 | NS      | $361665.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Wyndham Hotels & Resorts Inc                          | Wyndham Hotels & Resorts Inc                          | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      6504 | NS      | $473426.16    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                       | Xcel Energy Inc                                       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      7824 | NS      | $595093.44    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum! Brands Inc                                       | Yum! Brands Inc                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      2610 | NS      | $405855.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corp                               | Zebra Technologies Corp                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1195 | NS      | $280801.10    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                            | Zimmer Biomet Holdings Inc                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       315 | NS      | $27427.05     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rexel SA                                              | Rexel SA                                              | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |     11111 | NS      | $465613.01    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: INSM US EQUITY 07/24/2025                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |  -1289609 | OU      | $-21684.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ATRL CA EQUITY 07/27/2025                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |   -731232 | OU      | $5693.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: INSM US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |  -2368186 | OU      | $-39820.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ATRL CA EQUITY 07/27/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |    -70649 | OU      | $550.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: INSM US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |   -722927 | OU      | $-12155.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ATRL CA EQUITY 07/27/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |  -2097357 | OU      | $16329.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: INSM US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |   -323159 | OU      | $-5433.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: BBIO US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |    -11668 | OU      | $134.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: BBIO US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |    -30275 | OU      | $348.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: INSM US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |   -268848 | OU      | $-4520.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ATRL CA EQUITY 07/27/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |  -1021288 | OU      | $7951.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ATRL CA EQUITY 07/27/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |   -900675 | OU      | $7012.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: INSM US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |  -1053253 | OU      | $-17710.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: INSM US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -2867 | OU      | $-48.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: NVDA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |  -2180068 | OU      | $43746.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: INSM US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |   -288279 | OU      | $-4847.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: INSM US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -413783 | OU      | $-6957.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: BBIO US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -12430 | OU      | $142.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ESTA US EQUITY 07/24/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -687699 | OU      | $21632.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: BBIO US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -1047965 | OU      | $12049.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: BBIO US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -211316 | OU      | $2429.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CVNA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -215692 | OU      | $-28348.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ESTA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -226968 | OU      | $7139.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CVNA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -941117 | OU      | $-123693.37   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CVNA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -307868 | OU      | $-40463.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CVNA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -312938 | OU      | $-41130.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: SNDK US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -1462215 | OU      | $594173.95    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CVNA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -310172 | OU      | $-40766.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ZETA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -12754 | OU      | $-1795.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ESTA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -161206 | OU      | $5070.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ZETA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -146787 | OU      | $-20662.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: SNDK US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -4551158 | OU      | $1849372.65   | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ESTA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -229475 | OU      | $7218.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: MDB US EQUITY                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -2593240 | OU      | $-123595.17   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -28698 | OU      | $-7582.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ZETA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -72530 | OU      | $-10209.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: IONS US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -1248254 | OU      | $86092.58     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: IONS US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -1037548 | OU      | $71560.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -70186 | OU      | $-18543.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: IOT US EQUITY                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -143481 | OU      | $-26257.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ATRL CA EQUITY 07/27/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -705542 | OU      | $5484.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -428282 | OU      | $-15041.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ATRL CA EQUITY 07/27/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -475367 | OU      | $3695.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -543727 | OU      | $-19095.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CVNA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -897794 | OU      | $-117999.36   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -418421 | OU      | $-14694.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CVNA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -1533348 | OU      | $-201531.76   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -657868 | OU      | $-23104.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: IONS US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -469668 | OU      | $32393.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: BBIO US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -214519 | OU      | $2466.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ATRL CA EQUITY 07/27/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -41558 | OU      | $323.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY 07/26/2026                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -1024281 | OU      | $17054.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY 07/24/2026                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -82081 | OU      | $1366.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CVNA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -290815 | OU      | $-38222.59    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -142663 | OU      | $2375.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ESTA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -43929 | OU      | $1381.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: IONS US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -77982 | OU      | $5378.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ZETA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -253889 | OU      | $-35738.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ATRL CA EQUITY 07/27/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -350598 | OU      | $2725.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY 07/24/2026                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -86561 | OU      | $1441.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ZETA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -31938 | OU      | $-4495.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -93562 | OU      | $-3285.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: NVDA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -40216 | OU      | $806.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: IOT US EQUITY 07/24/2026                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -57077 | OU      | $-10445.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: BBIO US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -85259 | OU      | $980.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CRDO US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -198330 | OU      | $-32053.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: IONS US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -510744 | OU      | $35226.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CRDO US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -807336 | OU      | $-130479.23   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CRDO US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -411869 | OU      | $-66565.14    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY 07/24/2026                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -750266 | OU      | $12492.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -746459 | OU      | $12428.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY 07/24/2026                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -365167 | OU      | $6080.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -170007 | OU      | $-44915.95    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY 07/24/2026                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -291036 | OU      | $4845.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY 07/24/2026                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -77154 | OU      | $1284.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: NVDA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -730430 | OU      | $14657.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY 07/24/2026                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -431011 | OU      | $7176.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -66547 | OU      | $-17581.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: IONS US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -1767955 | OU      | $121936.53    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -54590 | OU      | $-14422.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -67275 | OU      | $-17774.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -67483 | OU      | $-17829.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -65819 | OU      | $-17389.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -65299 | OU      | $-17252.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -985536 | OU      | $16409.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -393115 | OU      | $-13806.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -449187 | OU      | $-15775.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: MDB US EQUITY                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -788908 | OU      | $-37599.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -220987 | OU      | $-7761.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -542220 | OU      | $-19042.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -50503 | OU      | $840.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -147132 | OU      | $-38872.22    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: NVDA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -291798 | OU      | $5855.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -69771 | OU      | $-18433.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -94825 | OU      | $-3330.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -56316 | OU      | $-1977.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -8110 | OU      | $-2142.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -175999 | OU      | $-6181.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 11/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -55213 | OU      | $-14587.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -63948 | OU      | $-16894.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: AORT US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -228961 | OU      | $-13728.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: AORT US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -97489 | OU      | $-5845.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -81936 | OU      | $-21647.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: SEI US EQUITY 07/24/2026                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -330572 | OU      | $-1830.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: SEI US EQUITY 07/24/2026                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -982962 | OU      | $-5442.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -81728 | OU      | $-21592.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: MDB US EQUITY 07/24/2026                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -190319 | OU      | $-9070.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY 07/24/2026                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -129337 | OU      | $2153.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: AORT US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -497142 | OU      | $-29807.61    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ARWR US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -387894 | OU      | $17356.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: DOCN US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -619172 | OU      | $26669.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: RBRK US EQUITY 07/24/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -115175 | OU      | $-22051.88    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: UPWK US EQUITY 07/24/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -708454 | OU      | $-5455.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -73306 | OU      | $-19367.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: UPWK US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -113686 | OU      | $-875.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ARWR US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -152640 | OU      | $6829.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: RBRK US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -71536 | OU      | $-13696.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: RBRK US EQUITY 07/24/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -83965 | OU      | $-16076.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ARWR US EQUITY 07/24/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -155754 | OU      | $6969.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -64676 | OU      | $-17087.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: UPWK US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -119691 | OU      | $-921.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ARWR US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -155158 | OU      | $6942.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -61764 | OU      | $-16318.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ARWR US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -151448 | OU      | $6776.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: RBRK US EQUITY 07/24/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -153567 | OU      | $-29402.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY 07/24/26                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -204811 | OU      | $3410.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -58957 | OU      | $-15576.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ARWR US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -151315 | OU      | $6770.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: RBRK US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -158055 | OU      | $-30261.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: AORT US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -232684 | OU      | $-13951.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: DY US EQUITY                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -423423 | OU      | $-2198.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -59373 | OU      | $-15686.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: MDB US EQUITY                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -123766 | OU      | $-5898.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ESTA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -64443 | OU      | $2027.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: NVDA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -93151 | OU      | $1869.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: DOCN US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -15547 | OU      | $669.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: SEI US EQUITY                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -54624 | OU      | $-302.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ARWR US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -38690 | OU      | $1731.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: BBIO US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -18760 | OU      | $215.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: INSM US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -139521 | OU      | $-2345.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: IONS US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -106009 | OU      | $7311.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: KMTS US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -31758 | OU      | $2280.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: DY US EQUITY                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -86293 | OU      | $-448.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: AORT US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -107359 | OU      | $-6437.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CVNA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -117524 | OU      | $-15446.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ZETA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -18904 | OU      | $-2661.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: SITM US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -20504 | OU      | $520.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ATRL CA EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -132513 | OU      | $1030.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -86757 | OU      | $-3046.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: PVLA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -77881 | OU      | $-20576.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: HTFL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -44175 | OU      | $-7720.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: RBRK US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -72641 | OU      | $-13908.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: IOT US EQUITY                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -33335 | OU      | $-6100.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: UPWK US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -25832 | OU      | $-198.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: GH US EQUITY                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -173457 | OU      | $2888.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -168705 | OU      | $-5924.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -337206 | OU      | $-11842.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: AMZN US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -2286528 | OU      | $6760.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CSTL US EQUITY 07/24/2026                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -223799 | OU      | $-7859.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: DY US EQUITY 07/24/26                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -205495 | OU      | $-1066.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: DY US EQUITY                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -870247 | OU      | $-4518.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ALMS US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -432425 | OU      | $5328.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ALMS US EQUITY 07/24/26                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -150262 | OU      | $-4504.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ARWR US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -156874 | OU      | $4708.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: COMP US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -307516 | OU      | $-17912.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: ARWR US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -166395 | OU      | $-1059.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                              | TRSWAP: CVNA US EQUITY                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |  -1399313 | OU      | $-216939.87   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| AIB Group PLC                                         | AIB Group PLC                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     22990 | NS      | $256985.52    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinox Gold Corp                                     | Equinox Gold Corp                                     | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |     21503 | NS      | $307625.63    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sandoz Group AG                                       | Sandoz Group AG                                       | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      3195 | NS      | $253126.59    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                     | NatWest Group PLC                                     | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     49816 | NS      | $454062.11    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Osisko Gold Royalties Ltd                             | Osisko Gold Royalties Ltd                             | CUSIP: 000000000<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |     10755 | NS      | $424070.76    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockpoint Gas Storage Inc                             | Rockpoint Gas Storage Inc                             | CUSIP: 773915103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     12808 | NS      | $258671.46    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                      | Novo Nordisk A/S                                      | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      6719 | NS      | $398969.15    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Allied Gold Corp                                      | Allied Gold Corp                                      | CUSIP: 01921D105<br>LEI: 894500S5G4JFSRGK8L37 | Long             | EC               | CORP              | CA        |      9862 | NS      | $311218.11    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSTELLATION SOFTWARE INC                            | CONSTELLATION SOFTWARE INC                            | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |       100 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Kestra Medical Technologies Ltd                       | Kestra Medical Technologies Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     40637 | NS      | $1002514.79   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Paddy Power Betfair PLC                               | Flutter Entertainment PLC                             | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      3210 | NS      | $528459.85    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Grifols SA                                            | Grifols SA                                            | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |     10318 | NS      | $132009.02    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                       | Nordea Bank Abp                                       | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     24137 | NS      | $465723.27    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     16735 | NS      | $493530.63    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Nyse American Options.                                | CDNA US 02/20/26 P17.5                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       180 | NC      | $24300.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SMH US 01/30/26 P375                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       120 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | ESTA US 02/20/26 C82.5                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | VG        |      -119 | NC      | $-4760.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | WGS US 01/30/26 C130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -167 | NC      | $-0.02        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | ADSK US 01/30/26 P265                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        30 | NC      | $36390.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Omx Phlx                                       | NVO US 02/06/26 C60                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DK        |       298 | NC      | $60345.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | U US 01/30/26 P42                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       239 | NC      | $308310.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | INSM US 02/20/26 C190                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |      -119 | NC      | $-16660.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | DDOG US 01/30/26 P120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       119 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | INSM US 02/20/26 P160                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |       119 | NC      | $115430.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | DELL US 01/30/26 C126                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        83 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | INSM US 02/20/26 P150                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |      -119 | NC      | $-52955.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SNDK US 01/30/26 P405                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        96 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Omx Phlx                                       | NVO US 02/06/26 C61                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DK        |       119 | NC      | $19813.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SNDK US 01/30/26 C455                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -34 | NC      | $-412250.00   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | RMBS US 02/20/26 C120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       107 | NC      | $78110.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SNDK US 01/30/26 P440                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        42 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | MDB US 01/30/26 P350                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -72 | NC      | $-0.01        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | ASTS US 01/30/26 C105                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |       119 | NC      | $73899.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | RKLB US 02/06/26 C92                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       143 | NC      | $10224.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Omx Phlx                                       | CRUS US 02/20/26 C130                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       119 | NC      | $82110.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SNDK US 01/30/26 P450                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        12 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Omx Phlx                                       | NVO US 02/06/26 C62                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DK        |       119 | NC      | $16779.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | PLTR US 02/06/26 C175                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        90 | NC      | $7875.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | PLTR US 02/06/26 C175                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       119 | NC      | $10412.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | NET US 01/30/26 P170                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        71 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Omx Phlx                                       | DUOL US 01/30/26 C162.5                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        59 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SPOT US 02/20/26 P490                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        48 | NC      | $98640.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | DHI US 02/06/26 P150                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       179 | NC      | $65335.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | MANH US 02/20/26 C170                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        48 | NC      | $3840.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | RBRK US 02/13/26 P64                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       297 | NC      | $250965.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | MANH US 02/20/26 P160                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        13 | NC      | $14495.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | ZTS US 02/20/26 C125                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        95 | NC      | $55100.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | NET US 02/06/26 C210                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        47 | NC      | $1198.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | CVNA US 01/30/26 P345                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |       -30 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | NET US 02/06/26 C195                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        95 | NC      | $6935.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | PODD US 02/20/26 C270                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |        47 | NC      | $36660.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | NET US 02/06/26 C205                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        24 | NC      | $2400.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | NOW US 01/30/26 C135                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |       119 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | CIEN US 02/06/26 C260                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        59 | NC      | $42775.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SAP US 01/30/26 C240                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |        83 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | MSFT US 01/30/26 C510                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |        47 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | CARR US 02/20/26 C60                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       297 | NC      | $68310.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | FTNT US 02/06/26 C86                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |       189 | NC      | $42903.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SMH US 02/13/26 P405                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       237 | NC      | $273735.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegion plc                                          | Allegion plc                                          | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      3081 | NS      | $509566.59    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                               | Aon PLC                                               | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      2220 | NS      | $776200.80    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                               | CRH PLC                                               | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      6787 | NS      | $830796.67    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Europacific Partners PLC                    | Coca-Cola Europacific Partners PLC                    | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      3842 | NS      | $352311.40    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Establishment Labs Holdings Inc                       | Establishment Labs Holdings Inc                       | CUSIP: 000000000<br>LEI: 549300BCBQ714JNJ7V58 | Long             | EC               | CORP              | VG        |     25634 | NS      | $1746957.10   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Group Ltd                                     | Everest Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1017 | NS      | $336911.76    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                             | Aptiv PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      4212 | NS      | $319059.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ICON PLC                                              | ICON PLC                                              | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      1862 | NS      | $335625.50    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                         | Medtronic PLC                                         | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      4116 | NS      | $423783.36    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                            | RenaissanceRe Holdings Ltd                            | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      1706 | NS      | $480580.20    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagate Technology Holdings PLC                       | Seagate Technology Holdings PLC                       | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      2343 | NS      | $955217.67    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| White Mountains Insurance Group Ltd                   | White Mountains Insurance Group Ltd                   | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       186 | NS      | $380356.98    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                             | Chubb Ltd                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1616 | NS      | $500248.96    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Spotify Technology SA                                 | Spotify Technology SA                                 | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      4673 | NS      | $2338135.55   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Check Point Software Technologies Ltd                 | Check Point Software Technologies Ltd                 | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      1685 | NS      | $302474.35    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| JFrog Ltd                                             | JFrog Ltd                                             | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |     94807 | NS      | $5195423.60   | 1.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Tower Semiconductor Ltd                               | Tower Semiconductor Ltd                               | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     34391 | NS      | $4633499.43   | 1.58%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                                 | NXP Semiconductors NV                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1418 | NS      | $320666.52    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                             | QIAGEN NV                                             | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      4197 | NS      | $225252.99    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| AST SpaceMobile Inc                                   | AST SpaceMobile Inc                                   | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |    -15207 | NS      | $-1691170.47  | -0.58%            |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                   | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Short            | EC               | CORP              | US        |    -32619 | NS      | $-3565256.70  | -1.21%            |  |  |  | No            | 1                  | On Loan: No      |
| Acushnet Holdings Corp                                | Acushnet Holdings Corp                                | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Short            | EC               | CORP              | US        |     -3060 | NS      | $-296636.40   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Alliance Laundry Holdings Inc                         | Alliance Laundry Holdings Inc                         | CUSIP: 01862Q107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6269 | NS      | $-138419.52   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                           | Alnylam Pharmaceuticals Inc                           | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |     -6931 | NS      | $-2343093.86  | -0.80%            |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines Group Inc                           | American Airlines Group Inc                           | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Short            | EC               | CORP              | US        |    -10463 | NS      | $-139157.90   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Anavex Life Sciences Corp                             | Anavex Life Sciences Corp                             | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Short            | EC               | CORP              | US        |    -22243 | NS      | $-104542.10   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management Inc                          | Apollo Global Management Inc                          | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |    -17797 | NS      | $-2394408.38  | -0.82%            |  |  |  | No            | 1                  | On Loan: No      |
| Aozora Bank Ltd                                       | Aozora Bank Ltd                                       | CUSIP: 000000000<br>LEI: X0XUGKC9FD2CYUQNC010 | Short            | EC               | CORP              | JP        |    -31600 | NS      | $-511954.20   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| Arcosa Inc                                            | Arcosa Inc                                            | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Short            | EC               | CORP              | US        |     -1938 | NS      | $-221842.86   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Ascendis Pharma A/S                                   | Ascendis Pharma A/S                                   | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |      -797 | NS      | $-180201.70   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| AvePoint Inc                                          | AvePoint Inc                                          | CUSIP: 053604104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -77422 | NS      | $-900417.86   | -0.31%            |  |  |  | No            | 1                  | On Loan: No      |
| Axcelis Technologies Inc                              | Axcelis Technologies Inc                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Short            | EC               | CORP              | US        |     -4784 | NS      | $-421326.88   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Hawaii Corp                                   | Bank of Hawaii Corp                                   | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Short            | EC               | CORP              | US        |     -8457 | NS      | $-632414.46   | -0.22%            |  |  |  | No            | 1                  | On Loan: No      |
| BASF SE                                               | BASF SE                                               | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Short            | EC               | CORP              | DE        |     -6470 | NS      | $-350764.55   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Blackstone Inc                                        | Blackstone Inc                                        | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |     -2944 | NS      | $-419284.48   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp                                     | Brown-Forman Corp                                     | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |     -8307 | NS      | $-227362.59   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                                           | CDW Corp/DE                                           | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |     -7177 | NS      | $-907101.03   | -0.31%            |  |  |  | No            | 1                  | On Loan: No      |
| CVB Financial Corp                                    | CVB Financial Corp                                    | CUSIP: 126600105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11825 | NS      | $-233070.75   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Campbell's Company/The                                | Campbell's Company/The                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |     -9189 | NS      | $-257108.22   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Caris Life Sciences Inc                               | Caris Life Sciences Inc                               | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Short            | EC               | CORP              | US        |    -35603 | NS      | $-824565.48   | -0.28%            |  |  |  | No            | 1                  | On Loan: No      |
| Carl Zeiss Meditec AG                                 | Carl Zeiss Meditec AG                                 | CUSIP: 000000000<br>LEI: 529900GRL4MZ8NMOOK95 | Short            | EC               | CORP              | DE        |     -2264 | NS      | $-75141.07    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CarMax Inc                                            | CarMax Inc                                            | CUSIP: 143130102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3316 | NS      | $-147694.64   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Carrier Global Corp                                   | Carrier Global Corp                                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Short            | EC               | CORP              | US        |    -36150 | NS      | $-2153817.00  | -0.73%            |  |  |  | No            | 1                  | On Loan: No      |
| Carvana Co                                            | Carvana Co                                            | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               | CORP              | US        |      -491 | NS      | $-196945.01   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Cava Group Inc                                        | Cava Group Inc                                        | CUSIP: 148929102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2722 | NS      | $-165007.64   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Dayforce Inc                                          | Dayforce Inc                                          | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |     -2483 | NS      | $-171997.41   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Chewy Inc                                             | Chewy Inc                                             | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Short            | EC               | CORP              | US        |     -2236 | NS      | $-65089.96    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Church & Dwight Co Inc                                | Church & Dwight Co Inc                                | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |     -2632 | NS      | $-253330.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Cincinnati Financial Corp                             | Cincinnati Financial Corp                             | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Short            | EC               | CORP              | US        |     -1200 | NS      | $-193068.00   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare Inc                                        | Cloudflare Inc                                        | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |    -16675 | NS      | $-2957311.25  | -1.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cognex Corp                                           | Cognex Corp                                           | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Short            | EC               | CORP              | US        |    -13940 | NS      | $-540035.60   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth Bank of Australia                        | Commonwealth Bank of Australia                        | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Short            | EC               | CORP              | AU        |     -5353 | NS      | $-554147.18   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Energy Corp                             | Constellation Energy Corp                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | EC               | CORP              | US        |     -2387 | NS      | $-669983.16   | -0.23%            |  |  |  | No            | 1                  | On Loan: No      |
| Corcept Therapeutics Inc                              | Corcept Therapeutics Inc                              | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Short            | EC               | CORP              | US        |     -1671 | NS      | $-66622.77    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                 | Costco Wholesale Corp                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Short            | EC               | CORP              | US        |      -206 | NS      | $-193691.50   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Coty Inc                                              | Coty Inc                                              | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |    -38657 | NS      | $-122542.69   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Cracker Barrel Old Country Store Inc                  | Cracker Barrel Old Country Store Inc                  | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |     -6411 | NS      | $-193099.32   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| TELUS Corp                                            | TELUS Corp                                            | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Short            | EC               | CORP              | CA        |    -14051 | NS      | $-196062.86   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                 | Dell Technologies Inc                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Short            | EC               | CORP              | US        |    -44064 | NS      | $-5042684.16  | -1.72%            |  |  |  | No            | 1                  | On Loan: No      |
| Dentsu Group Inc                                      | Dentsu Group Inc                                      | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Short            | EC               | CORP              | JP        |    -17300 | NS      | $-335819.82   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Dexcom Inc                                            | Dexcom Inc                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |     -2063 | NS      | $-150681.52   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods Inc                             | Dick's Sporting Goods Inc                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |     -1317 | NS      | $-266034.00   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Digital Realty Trust Inc                              | Digital Realty Trust Inc                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               |  | US        |     -2000 | NS      | $-331900.00   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Dorchester Minerals LP                                | Dorchester Minerals LP                                | CUSIP: 25820R105<br>LEI: 529900J537JTEZOMXG05 | Short            | EC               | CORP              | US        |     -2397 | NS      | $-60907.77    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Duolingo Inc                                          | Duolingo Inc                                          | CUSIP: 26603R106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8979 | NS      | $-1203724.74  | -0.41%            |  |  |  | No            | 1                  | On Loan: No      |
| Doximity Inc                                          | Doximity Inc                                          | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -13743 | NS      | $-514950.21   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Entegris Inc                                          | Entegris Inc                                          | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |     -3777 | NS      | $-445950.39   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Ezaki Glico Co Ltd                                    | Ezaki Glico Co Ltd                                    | CUSIP: 000000000<br>LEI: 3538001RG4BHKDFV6G61 | Short            | EC               | CORP              | JP        |     -5300 | NS      | $-190381.19   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Fastenal Co                                           | Fastenal Co                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |     -1454 | NS      | $-63045.44    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bankshares Inc                        | First Financial Bankshares Inc                        | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Short            | EC               | CORP              | US        |    -15968 | NS      | $-508101.76   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Floor & Decor Holdings Inc                            | Floor & Decor Holdings Inc                            | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |     -1718 | NS      | $-113319.28   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortis Inc/Canada                                     | Fortis Inc/Canada                                     | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Short            | EC               | CORP              | CA        |     -8594 | NS      | $-458318.02   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                          | Fortinet Inc                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Short            | EC               | CORP              | US        |    -19107 | NS      | $-1552634.82  | -0.53%            |  |  |  | No            | 1                  | On Loan: No      |
| Fuji Media Holdings Inc                               | Fuji Media Holdings Inc                               | CUSIP: 000000000<br>LEI: 353800TG2T8DSPV7H313 | Short            | EC               | CORP              | JP        |    -14100 | NS      | $-355055.42   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Glacier Bancorp Inc                                   | Glacier Bancorp Inc                                   | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |    -15626 | NS      | $-791925.68   | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| GrafTech International Ltd                            | GrafTech International Ltd                            | CUSIP: 384313607<br>LEI: 549300GY32W00XP57351 | Short            | EC               | CORP              | US        |     -3836 | NS      | $-57961.96    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Greif Inc                                             | Greif Inc                                             | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Short            | EC               | CORP              | US        |     -6927 | NS      | $-489184.74   | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Grindr Inc                                            | Grindr Inc                                            | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Short            | EC               | CORP              | US        |    -14385 | NS      | $-162838.20   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                                | HP Inc                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               | CORP              | US        |    -71051 | NS      | $-1381231.44  | -0.47%            |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Holdings Inc                                  | Hayward Holdings Inc                                  | CUSIP: 421298100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27594 | NS      | $-445367.16   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Lotus Bakeries NV                                     | Lotus Bakeries NV                                     | CUSIP: 000000000<br>LEI: 5493004C0K34IFI67I03 | Short            | EC               | CORP              | BE        |       -23 | NS      | $-271162.20   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Jack Henry & Associates Inc                           | Jack Henry & Associates Inc                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Short            | EC               | CORP              | US        |      -727 | NS      | $-130285.67   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Hershey Co/The                                        | Hershey Co/The                                        | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |      -898 | NS      | $-174885.50   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Hexcel Corp                                           | Hexcel Corp                                           | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Short            | EC               | CORP              | US        |     -2383 | NS      | $-197336.23   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations Inc                            | Hilton Grand Vacations Inc                            | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |     -8174 | NS      | $-368729.14   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Hims & Hers Health Inc                                | Hims & Hers Health Inc                                | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |     -2080 | NS      | $-56347.20    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Hinge Health Inc                                      | Hinge Health Inc                                      | CUSIP: 433313103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3033 | NS      | $-105851.70   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Hormel Foods Corp                                     | Hormel Foods Corp                                     | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |     -8331 | NS      | $-205025.91   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Husqvarna AB                                          | Husqvarna AB                                          | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Short            | EC               | CORP              | SE        |    -27058 | NS      | $-138228.03   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Hyatt Hotels Corp                                     | Hyatt Hotels Corp                                     | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |     -2118 | NS      | $-331191.66   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Infosys Ltd                                           | Infosys Ltd                                           | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Short            | EC               | CORP              | IN        |    -17173 | NS      | $-301901.34   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Ingram Micro Holding Corp                             | Ingram Micro Holding Corp                             | CUSIP: 457152106<br>LEI: 9845008639BC538AB065 | Short            | EC               | CORP              | US        |    -10563 | NS      | $-223090.56   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Insulet Corp                                          | Insulet Corp                                          | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Short            | EC               | CORP              | US        |     -3551 | NS      | $-908381.31   | -0.31%            |  |  |  | No            | 1                  | On Loan: No      |
| International Paper Co                                | International Paper Co                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |     -9545 | NS      | $-384854.40   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                          | KKR & Co Inc                                          | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |    -17797 | NS      | $-2033485.22  | -0.69%            |  |  |  | No            | 1                  | On Loan: No      |
| Kadant Inc                                            | Kadant Inc                                            | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Short            | EC               | CORP              | US        |      -223 | NS      | $-71591.92    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                               | KB Home                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Short            | EC               | CORP              | US        |     -7096 | NS      | $-408303.84   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Kikkoman Corp                                         | Kikkoman Corp                                         | CUSIP: 000000000<br>LEI: 529900T9K5UH9HXOND47 | Short            | EC               | CORP              | JP        |     -9400 | NS      | $-85028.37    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corp                                   | Kimberly-Clark Corp                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |     -1578 | NS      | $-157784.22   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Kinsale Capital Group Inc                             | Kinsale Capital Group Inc                             | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |     -3226 | NS      | $-1277108.88  | -0.44%            |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                    | Kraft Heinz Co/The                                    | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |    -10581 | NS      | $-251192.94   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Krystal Biotech Inc                                   | Krystal Biotech Inc                                   | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Short            | EC               | CORP              | US        |      -314 | NS      | $-87681.36    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Kuehne + Nagel International AG                       | Kuehne + Nagel International AG                       | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Short            | EC               | CORP              | CH        |      -862 | NS      | $-199606.73   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| LGI Homes Inc                                         | LGI Homes Inc                                         | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |     -5080 | NS      | $-254558.80   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Lemonade Inc                                          | Lemonade Inc                                          | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Short            | EC               | CORP              | US        |     -1733 | NS      | $-150303.09   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| LENZ Therapeutics Inc                                 | LENZ Therapeutics Inc                                 | CUSIP: 52635N103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4049 | NS      | $-64055.18    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Livewire Group Inc                                    | Livewire Group Inc                                    | CUSIP: 53838J105<br>LEI: 549300OVJSGKW1NTLF24 | Short            | EC               | CORP              | US        |     -4739 | NS      | $-11089.26    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lumen Technologies Inc                                | Lumen Technologies Inc                                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Short            | EC               | CORP              | US        |    -20659 | NS      | $-182212.38   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                             | MGM Resorts International                             | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Short            | EC               | CORP              | US        |    -10245 | NS      | $-343617.30   | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Madrigal Pharmaceuticals Inc                          | Madrigal Pharmaceuticals Inc                          | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Short            | EC               | CORP              | US        |      -218 | NS      | $-106669.58   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Manhattan Associates Inc                              | Manhattan Associates Inc                              | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Short            | EC               | CORP              | US        |     -5932 | NS      | $-895791.32   | -0.31%            |  |  |  | No            | 1                  | On Loan: No      |
| Medline Inc                                           | Medline Inc                                           | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Short            | EC               | CORP              | US        |     -3065 | NS      | $-135473.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                                   | Meritage Homes Corp                                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Short            | EC               | CORP              | US        |     -3770 | NS      | $-262052.70   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Mid-America Apartment Communities Inc                 | Mid-America Apartment Communities Inc                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Short            | EC               |  | US        |     -2473 | NS      | $-332123.90   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui OSK Lines Ltd                                  | Mitsui OSK Lines Ltd                                  | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Short            | EC               | CORP              | JP        |     -6100 | NS      | $-191204.22   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Moderna Inc                                           | Moderna Inc                                           | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |     -3486 | NS      | $-153628.02   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Moelis & Co                                           | Moelis & Co                                           | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Short            | EC               | CORP              | US        |     -7665 | NS      | $-549350.55   | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Claritev Corp                                         | Claritev Corp                                         | CUSIP: 62548M209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1978 | NS      | $-53722.48    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| National Beverage Corp                                | National Beverage Corp                                | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Short            | EC               | CORP              | US        |     -4671 | NS      | $-159187.68   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                           | Neogen Corp                                           | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |    -17812 | NS      | $-182038.64   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                            | NetApp Inc                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |    -32274 | NS      | $-3109599.90  | -1.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Newsmax Inc                                           | Newsmax Inc                                           | CUSIP: 65250K105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -20603 | NS      | $-142160.70   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Nokian Renkaat Oyj                                    | Nokian Renkaat Oyj                                    | CUSIP: 000000000<br>LEI: 743700YQIO8Y4L4WKR40 | Short            | EC               | CORP              | FI        |     -5182 | NS      | $-66481.72    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Novanta Inc                                           | Novanta Inc                                           | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |     -4495 | NS      | $-604757.30   | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                      | Novo Nordisk A/S                                      | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Short            | EC               | CORP              | DK        |    -65500 | NS      | $-3892665.00  | -1.33%            |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp                             | Occidental Petroleum Corp                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |     -3090 | NS      | $-140255.10   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Verbund AG                                            | Verbund AG                                            | CUSIP: 000000000<br>LEI: 5299006UDSEJCTTEJS30 | Short            | EC               | NUSS              | AT        |     -6914 | NS      | $-507318.67   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| Omada Health Inc                                      | Omada Health Inc                                      | CUSIP: 68170A108<br>LEI: 5299008WYNYU33NFKF88 | Short            | EC               | CORP              | US        |     -6411 | NS      | $-95844.45    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Palantir Technologies Inc                             | Palantir Technologies Inc                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |    -17869 | NS      | $-2619416.71  | -0.89%            |  |  |  | No            | 1                  | On Loan: No      |
| Power Integrations Inc                                | Power Integrations Inc                                | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Short            | EC               | CORP              | US        |     -6088 | NS      | $-279682.72   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                | T Rowe Price Group Inc                                | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |     -2076 | NS      | $-219391.68   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Proto Labs Inc                                        | Proto Labs Inc                                        | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Short            | EC               | CORP              | US        |    -11961 | NS      | $-629746.65   | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| QuantumScape Corp                                     | QuantumScape Corp                                     | CUSIP: 74767V109<br>LEI: 529900JQVOM1M73BJE28 | Short            | EC               | CORP              | US        |     -5233 | NS      | $-46312.05    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| RLI Corp                                              | RLI Corp                                              | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Short            | EC               | CORP              | US        |     -2089 | NS      | $-122060.27   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Rambus Inc                                            | Rambus Inc                                            | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Short            | EC               | CORP              | US        |    -10738 | NS      | $-1222306.54  | -0.42%            |  |  |  | No            | 1                  | On Loan: No      |
| Recursion Pharmaceuticals Inc                         | Recursion Pharmaceuticals Inc                         | CUSIP: 75629V104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -18583 | NS      | $-77862.77    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                                    | Regal Rexnord Corp                                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Short            | EC               | CORP              | US        |      -885 | NS      | $-142927.50   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Repsol SA                                             | Repsol SA                                             | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Short            | EC               | CORP              | ES        |     -3137 | NS      | $-61802.37    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Rocket Lab Corp                                       | Rocket Lab Corp                                       | CUSIP: 773121108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -30888 | NS      | $-2473202.16  | -0.84%            |  |  |  | No            | 1                  | On Loan: No      |
| SL Green Realty Corp                                  | SL Green Realty Corp                                  | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               |  | US        |     -9102 | NS      | $-407587.56   | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street SPDR S&P Biotech ETF                     | State Street SPDR S&P Biotech ETF                     | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Short            | EC               | RF                | US        |    -65684 | NS      | $-8194079.00  | -2.79%            |  |  |  | No            | N/A                | On Loan: No      |
| SAP SE                                                | SAP SE                                                | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Short            | EC               | CORP              | DE        |     -8308 | NS      | $-1670240.32  | -0.57%            |  |  |  | No            | 1                  | On Loan: No      |
| United Parks & Resorts Inc                            | United Parks & Resorts Inc                            | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Short            | EC               | CORP              | US        |     -3530 | NS      | $-132904.50   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Selective Insurance Group Inc                         | Selective Insurance Group Inc                         | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Short            | EC               | CORP              | US        |     -1209 | NS      | $-101652.72   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Service Corp International/US                         | Service Corp International/US                         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Short            | EC               | CORP              | US        |     -6606 | NS      | $-531320.58   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow Inc                                        | ServiceNow Inc                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Short            | EC               | CORP              | US        |     -5928 | NS      | $-693635.28   | -0.24%            |  |  |  | No            | 1                  | On Loan: No      |
| Shake Shack Inc                                       | Shake Shack Inc                                       | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |     -1760 | NS      | $-155883.20   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| ARS Pharmaceuticals Inc                               | ARS Pharmaceuticals Inc                               | CUSIP: 82835W108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11978 | NS      | $-119660.22   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Simpson Manufacturing Co Inc                          | Simpson Manufacturing Co Inc                          | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Short            | EC               | CORP              | US        |     -1555 | NS      | $-274892.90   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Segro PLC                                             | Segro PLC                                             | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Short            | EC               |  | GB        |    -35354 | NS      | $-368338.38   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| SoFi Technologies Inc                                 | SoFi Technologies Inc                                 | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |    -12146 | NS      | $-277050.26   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Soleno Therapeutics Inc                               | Soleno Therapeutics Inc                               | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Short            | EC               | CORP              | US        |     -3618 | NS      | $-139510.08   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Spirax Group PLC                                      | Spirax Group PLC                                      | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Short            | EC               | CORP              | GB        |      -707 | NS      | $-70448.60    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| StepStone Group Inc                                   | StepStone Group Inc                                   | CUSIP: 85914M107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4141 | NS      | $-292727.29   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Stora Enso Oyj                                        | Stora Enso Oyj                                        | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Short            | EC               | CORP              | FI        |    -32801 | NS      | $-377604.91   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| TPG Inc                                               | TPG Inc                                               | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Short            | EC               | CORP              | US        |    -11865 | NS      | $-698967.15   | -0.24%            |  |  |  | No            | 1                  | On Loan: No      |
| 10X Genomics Inc                                      | 10X Genomics Inc                                      | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Short            | EC               | CORP              | US        |     -8460 | NS      | $-170892.00   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                             | Tesla Inc                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |       -71 | NS      | $-30559.11    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech Inc                                        | Tetra Tech Inc                                        | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |     -8223 | NS      | $-309678.18   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bancshares Inc                          | Texas Capital Bancshares Inc                          | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Short            | EC               | CORP              | US        |     -4730 | NS      | $-478534.10   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Texas Roadhouse Inc                                   | Texas Roadhouse Inc                                   | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Short            | EC               | CORP              | US        |     -1178 | NS      | $-211875.08   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| TG Therapeutics Inc                                   | TG Therapeutics Inc                                   | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Short            | EC               | CORP              | US        |     -3136 | NS      | $-92292.48    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Toast Inc                                             | Toast Inc                                             | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |     -5008 | NS      | $-155798.88   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                                     | Tractor Supply Co                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Short            | EC               | CORP              | US        |     -5030 | NS      | $-255926.40   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group Inc                                 | TransMedics Group Inc                                 | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Short            | EC               | CORP              | US        |      -893 | NS      | $-119639.68   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Trupanion Inc                                         | Trupanion Inc                                         | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Short            | EC               | CORP              | US        |     -1836 | NS      | $-58733.64    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods Inc                              | United Natural Foods Inc                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Short            | EC               | CORP              | US        |     -4895 | NS      | $-182240.85   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Unity Software Inc                                    | Unity Software Inc                                    | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |    -23671 | NS      | $-688826.10   | -0.23%            |  |  |  | No            | 1                  | On Loan: No      |
| VanEck Semiconductor ETF                              | VanEck Semiconductor ETF                              | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Short            | EC               | RF                | US        |     -4804 | NS      | $-1938221.84  | -0.66%            |  |  |  | No            | N/A                | On Loan: No      |
| Veeva Systems Inc                                     | Veeva Systems Inc                                     | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Short            | EC               | CORP              | US        |     -7165 | NS      | $-1461086.80  | -0.50%            |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                            | Watsco Inc                                            | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |     -3377 | NS      | $-1305041.65  | -0.44%            |  |  |  | No            | 1                  | On Loan: No      |
| Wendy's Co/The                                        | Wendy's Co/The                                        | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Short            | EC               | CORP              | US        |    -23808 | NS      | $-185464.32   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corp                               | Zebra Technologies Corp                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Short            | EC               | CORP              | US        |     -3582 | NS      | $-841698.36   | -0.29%            |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis Inc                                            | Zoetis Inc                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |    -19125 | NS      | $-2387182.50  | -0.81%            |  |  |  | No            | 1                  | On Loan: No      |
| Zurich Insurance Group AG                             | Zurich Insurance Group AG                             | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Short            | EC               | CORP              | CH        |      -349 | NS      | $-248286.27   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| LIFENET INSURANCE CO                                  | LIFENET INSURANCE CO                                  | CUSIP: 000000000<br>LEI: 353800238STK04KVNY48 | Short            | EC               | CORP              | JP        |    -19000 | NS      | $-246393.61   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Swiss Re AG                                           | Swiss Re AG                                           | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Short            | EC               | CORP              | CH        |     -1270 | NS      | $-202925.48   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Treasury Wine Estates Ltd                             | Treasury Wine Estates Ltd                             | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Short            | EC               | CORP              | AU        |    -33658 | NS      | $-125422.73   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Sagax AB                                              | Sagax AB                                              | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Short            | EC               | CORP              | SE        |    -19475 | NS      | $-429446.22   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Ambu A/S                                              | Ambu A/S                                              | CUSIP: 000000000<br>LEI: 5299008W2A69WX355710 | Short            | EC               | CORP              | DK        |     -4979 | NS      | $-67518.75    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Aroundtown SA                                         | Aroundtown SA                                         | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Short            | EC               | CORP              | LU        |    -43400 | NS      | $-137913.90   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield                             | Unibail-Rodamco-Westfield                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               |  | XX        |     -4738 | NS      | $-523857.12   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| Moncler SpA                                           | Moncler SpA                                           | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Short            | EC               | CORP              | IT        |     -2169 | NS      | $-126374.02   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| InterContinental Hotels Group PLC                     | InterContinental Hotels Group PLC                     | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Short            | EC               | CORP              | GB        |     -1079 | NS      | $-145773.22   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| EQT AB                                                | EQT AB                                                | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Short            | EC               | CORP              | SE        |    -17187 | NS      | $-652345.17   | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                | Dr Ing hc F Porsche AG                                | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Short            | EC               | CORP              | DE        |     -4492 | NS      | $-218593.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Oxford Nanopore Technologies PLC                      | Oxford Nanopore Technologies PLC                      | CUSIP: 000000000<br>LEI: 213800IRWQ2Q6M2CDW55 | Short            | EC               | CORP              | GB        |    -45844 | NS      | $-97764.57    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| goeasy Ltd                                            | goeasy Ltd                                            | CUSIP: 380355107<br>LEI: 5493009DJVZG2P8YV435 | Short            | EC               | CORP              | CA        |     -2044 | NS      | $-187820.13   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Real Estate Master Fund Inc                    | Nomura Real Estate Master Fund Inc                    | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Short            | EC               |  | JP        |      -333 | NS      | $-359815.08   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| VAT Group AG                                          | VAT Group AG                                          | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Short            | EC               | CORP              | CH        |     -1434 | NS      | $-927319.79   | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| Becle SAB de CV                                       | Becle SAB de CV                                       | CUSIP: 000000000<br>LEI: 529900JY55CZKMJLCE09 | Short            | EC               | CORP              | MX        |   -122400 | NS      | $-129011.67   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Amcor PLC                                             | Amcor PLC                                             | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Short            | EC               | CORP              | JE        |     -7410 | NS      | $-327892.50   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Amdocs Ltd                                            | Amdocs Ltd                                            | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Short            | EC               | CORP              | GG        |     -2207 | NS      | $-180841.58   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                         | Accenture PLC                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Short            | EC               | CORP              | IE        |    -10652 | NS      | $-2808293.28  | -0.96%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Global Ltd                                    | Liberty Global Ltd                                    | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Short            | EC               | CORP              | BM        |    -34059 | NS      | $-377373.72   | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| On Holding AG                                         | On Holding AG                                         | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Short            | EC               | CORP              | CH        |     -1858 | NS      | $-84074.50    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Birkenstock Holding Plc                               | Birkenstock Holding Plc                               | CUSIP: 000000000<br>LEI: 529900CQ8LQKQ7LIT631 | Short            | EC               | CORP              | JE        |     -2821 | NS      | $-106520.96   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Kornit Digital Ltd                                    | Kornit Digital Ltd                                    | CUSIP: 000000000<br>LEI: 5299006DPCQWP3VTFK34 | Short            | EC               | CORP              | IL        |     -3813 | NS      | $-49378.35    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Flex Ltd                                              | Flex Ltd                                              | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     20014 | NS      | $1261682.56   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | WGS US 02/20/26 P95                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        71 | NC      | $42600.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | WGS US 02/20/26 P85                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -71 | NC      | $-22187.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SEI US 02/20/26 P52.5                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       355 | NC      | $136675.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | FFIV US 02/20/26 P250                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        95 | NC      | $13537.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | MDB US 01/30/26 P380                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        24 | NC      | $20808.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | MDB US 01/30/26 P390                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       107 | NC      | $199769.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SMH US 01/30/26 P390                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        60 | NC      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | ON US 02/20/26 P60                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       119 | NC      | $42840.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | AEIS US 02/20/26 P230                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |        84 | NC      | $52500.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | CDW US 02/20/26 C135                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |        71 | NC      | $15620.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | DELL US 01/30/26 C118                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       179 | NC      | $0.02         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | AMZN US 02/06/26 C250                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       118 | NC      | $56640.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | AMZN US 02/06/26 C235                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       120 | NC      | $137100.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | CIEN US 02/06/26 C255                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        24 | NC      | $21240.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | DELL US 02/06/26 C120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       119 | NC      | $11364.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Omx Phlx                                       | NVO US 02/06/26 C63                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DK        |       119 | NC      | $13506.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | RKLB US 02/06/26 C90                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        95 | NC      | $9310.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | RKLB US 02/06/26 C95                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        71 | NC      | $3550.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | U US 02/13/26 C40                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       237 | NC      | $10191.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | CVNA US 02/13/26 P400                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |        83 | NC      | $184675.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | CRDO US 02/13/26 P125                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |        95 | NC      | $79325.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | CVNA US 02/13/26 P360                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |       -83 | NC      | $-84245.00    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SNDK US 01/30/26 P460                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        12 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SMH US 02/13/26 P415                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        35 | NC      | $62037.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | AMZN US 02/06/26 P232.5                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        96 | NC      | $55920.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nyse American Options.                                | SNDK US 01/30/26 P475                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         6 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE Global Markets, Inc.                             | ASTS US 02/06/26 C112                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               |  | US        |        68 | NC      | $45220.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** COLUMBIA FUNDS SERIES TRUST I

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager