# EDGAR Filing Document

**Accession Number:** 0001557156
**File Stem:** 0001752724-23-068180
**Filing Date:** 2023-3
**Character Count:** 511768
**Document Hash:** 0391a0afcb9fe62168ecafbd0212326e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068180.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-068180

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Goldman Sachs Trust II
- **CENTRAL INDEX KEY:** 0001557156
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22781
- **FILM NUMBER:** 23764765

**BUSINESS ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **STREET 2:** 15TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282
- **BUSINESS PHONE:** 212-902-1000

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **STREET 2:** 15TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

## Series and Classes Contracts Data

### Goldman Sachs Multi-Manager Alternatives Fund (Series ID: S000040071)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000124400 | Class A Shares       | GMAMX           |
| C000124401 | Class C Shares       | GMCMX           |
| C000124402 | Institutional Shares | GSMMX           |
| C000124403 | Investor Shares      | GIMMX           |
| C000124404 | Class R Shares       | GRMMX           |
| C000198936 | Class R6 Shares      | GMMFX           |
| C000201711 | Class P Shares       | GMMPX           |

## Nport-Ex

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

## Consolidated Schedule of Investments
*January 31, 2023 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – 37.0%** | **Common Stocks – 37.0%** |  |
| **Aerospace & Defense – 1.4%** | **Aerospace & Defense – 1.4%** |  |
| 12405 | Aerojet Rocketdyne Holdings, Inc.\*<sup>(a)</sup> | $693688 |
| 20929 | Maxar Technologies, Inc.<sup>(a)</sup> | 1081401 |
| 997 | Thales SA | 131863 |
| 304 | TransDigm Group, Inc. | 218196 |
|  |  | 2125148 |
| **Air Freight & Logistics\*<sup>(a)</sup> – 0.8%** | **Air Freight & Logistics\*<sup>(a)</sup> – 0.8%** |  |
| 11391 | Atlas Air Worldwide Holdings, Inc. | 1164274 |
| **Airlines – 0.1%** | **Airlines – 0.1%** |  |
| 5100 | Southwest Airlines Co. | 182427 |
| **Banks – 1.6%** | **Banks – 1.6%** |  |
| 18023 | Banco Bilbao Vizcaya Argentaria SA | 127310 |
| 325716 | Bank Central Asia Tbk PT | 184847 |
| 940 | BNP Paribas SA | 64561 |
| 27881 | CaixaBank SA | 123707 |
| 71235 | China Construction Bank Corp. Class H | 46110 |
| 56180 | First Horizon Corp.<sup>(a)</sup> | 1389331 |
| 14076 | ICICI Bank Ltd. ADR | 293203 |
| 500 | M&T Bank Corp. | 78000 |
| 7237 | UniCredit SpA | 141347 |
|  |  | 2448416 |
| **Beverages – 0.3%** | **Beverages – 0.3%** |  |
| 3972 | Heineken NV | 396957 |
| 788 | Monster Beverage Corp.\* | 82015 |
|  |  | 478972 |
| **Biotechnology\*<sup>(a)</sup> – 2.6%** | **Biotechnology\*<sup>(a)</sup> – 2.6%** |  |
| 17994 | Horizon Therapeutics PLC | 1974302 |
| 72963 | Myovant Sciences Ltd. | 1961245 |
|  |  | 3935547 |
| **Capital Markets – 1.7%** | **Capital Markets – 1.7%** |  |
| 28656 | Canaccord Genuity Group, Inc. | 247890 |
| 36268 | Cowen, Inc. Class A<sup>(a)</sup> | 1410100 |
| 1596 | Deutsche Boerse AG | 285592 |
| 15267 | Oaktree Specialty Lending Corp. | 305486 |
| 677 | S&P Global, Inc. | 253834 |
|  |  | 2502902 |
| **Chemicals – 0.1%** | **Chemicals – 0.1%** |  |
| 316 | Air Products & Chemicals, Inc. | 101281 |
| **Commerical Services & Supplies\*<sup>(a)</sup> – 0.5%** | **Commerical Services & Supplies\*<sup>(a)</sup> – 0.5%** |  |
| 17448 | IAA, Inc. | 728105 |
| **Communications Equipment – 0.1%** | **Communications Equipment – 0.1%** |  |
| 761 | Motorola Solutions, Inc. | 195585 |
| **Construction & Engineering – 0.1%** | **Construction & Engineering – 0.1%** |  |
| 826 | Quanta Services, Inc. | 125709 |
| **Diversified Consumer Services\*<sup>(b)</sup> – 0.0%** | **Diversified Consumer Services\*<sup>(b)</sup> – 0.0%** |  |
| 5019 | Gymboree Holding Corp. |  |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Diversified Financial Services – 0.3%** | **Diversified Financial Services – 0.3%** |  |
| 15545 | Housing Development Finance Corp. Ltd. | $500431 |
| **Diversified Telecommunication Services – 1.2%** | **Diversified Telecommunication Services – 1.2%** |  |
| 19800 | Deutsche Telekom AG\* | 441120 |
| 29000 | Frontier Communications Parent, Inc.\* | 858690 |
| 11419 | Vantage Towers AG | 417528 |
|  |  | 1717338 |
| **Electric Utilities – 0.6%** | **Electric Utilities – 0.6%** |  |
| 1328 | Constellation Energy Corp. | 113358 |
| 5124 | Fortis, Inc. | 210536 |
| 4166 | NextEra Energy, Inc. | 310909 |
| 48431 | Origin Energy Ltd. | 257148 |
|  |  | 891951 |
| **Electronic Equipment, Instruments & Components – 0.7%** | **Electronic Equipment, Instruments & Components – 0.7%** | **Electronic Equipment, Instruments & Components – 0.7%** |
| 37637 | Hollysys Automation Technologies Ltd. | 701554 |
| 7458 | National Instruments Corp.<sup>(a)</sup> | 402732 |
|  |  | 1104286 |
| **Energy Equipment & Services – 0.1%** | **Energy Equipment & Services – 0.1%** |  |
| 3570 | Schlumberger Ltd. | 203419 |
| **Entertainment – 1.0%** | **Entertainment – 1.0%** |  |
| 14888 | Activision Blizzard, Inc.<sup>(a)</sup> | 1139974 |
| 5918 | Manchester United PLC Class A | 133451 |
| 2291 | World Wrestling Entertainment, Inc. Class A Class A | 193864 |
|  |  | 1467289 |
| **Equity Real Estate Investment Trusts (REITs) – 2.9%** | **Equity Real Estate Investment Trusts (REITs) – 2.9%** |  |
| 1031 | American Tower Corp. | 230315 |
| 116202 | STORE Capital Corp.<sup>(a)</sup> | 3742866 |
| 24041 | Summit Industrial Income REIT | 413407 |
|  |  | 4386588 |
| **Food & Staples Retailing – 0.1%** | **Food & Staples Retailing – 0.1%** |  |
| 2792 | Metro, Inc. | 151545 |
| **Food Products – 0.2%** | **Food Products – 0.2%** |  |
| 2142 | Nestle SA | 261343 |
| **Gas Utilities<sup>(a)</sup> – 1.1%** | **Gas Utilities<sup>(a)</sup> – 1.1%** |  |
| 43332 | South Jersey Industries, Inc. | 1563852 |
| **Health Care Equipment & Supplies\* – 0.1%** | **Health Care Equipment & Supplies\* – 0.1%** |  |
| 264 | Boston Scientific Corp. | 12210 |
| 929 | Dexcom, Inc. | 99487 |
|  |  | 111697 |
| **Health Care Providers & Services – 0.6%** | **Health Care Providers & Services – 0.6%** |  |
| 437 | Elevance Health, Inc. | 218496 |
| 1049 | LHC Group, Inc.\*<sup>(a)</sup> | 166371 |
| 670 | McKesson Corp. | 253716 |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

## Consolidated Schedule of Investments (continued)
*January 31, 2023 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Health Care Providers & Services – (continued)** | **Health Care Providers & Services – (continued)** |  |
| 561 | UnitedHealth Group, Inc. | $280045 |
|  |  | 918628 |
| **Hotels, Restaurants & Leisure – 0.9%** | **Hotels, Restaurants & Leisure – 0.9%** |  |
| 142300 | Autogrill SpA\* | 1038374 |
| 34354 | F45 Training Holdings, Inc.\* | 106497 |
| 1835 | Starbucks Corp. | 200272 |
|  |  | 1345143 |
| **Household Durables<sup>(a)</sup> – 0.1%** | **Household Durables<sup>(a)</sup> – 0.1%** |  |
| 8082 | Weber, Inc. Class A Class A | 65949 |
| **Insurance – 0.2%** | **Insurance – 0.2%** |  |
| 855 | Aon PLC Class A | 272471 |
| 1477 | Ping An Insurance Group Co. of China Ltd. Class A | 11200 |
|  |  | 283671 |
| **IT Services – 1.4%** | **IT Services – 1.4%** |  |
| 41860 | Evo Payments, Inc. Class A\* | 1417798 |
| 1786 | Paya Holdings, Inc.\* | 17360 |
| 200156 | Pushpay Holdings Ltd.\* | 167862 |
| 1140 | Visa, Inc. Class A | 262439 |
| 31126 | Vnet Group, Inc. ADR\* | 183021 |
|  |  | 2048480 |
| **Life Sciences Tools & Services – 0.0%** | **Life Sciences Tools & Services – 0.0%** |  |
| 87 | Thermo Fisher Scientific, Inc. | 49619 |
| **Machinery – 0.8%** | **Machinery – 0.8%** |  |
| 20088 | Altra Industrial Motion Corp. | 1226774 |
| **Media – 1.7%** | **Media – 1.7%** |  |
| 75272 | Clear Channel Outdoor Holdings, Inc.\* | 143769 |
| 57356 | Shaw Communications, Inc. Class B Class B | 1707037 |
| 7086 | Shaw Communications, Inc. Class B<sup>(a)</sup> | 210879 |
| 20863 | TEGNA, Inc. | 415800 |
|  |  | 2477485 |
| **Metals & Mining – 4.2%** | **Metals & Mining – 4.2%** |  |
| 7640 | ArcelorMittal SA | 236708 |
| 89140 | Glencore PLC | 596960 |
| 89259 | OZ Minerals Ltd. | 1767939 |
| 3159 | Rio Tinto PLC ADR | 250667 |
| 26054 | Vale SA | 485071 |
| 496460 | Yamana Gold, Inc.<sup>(a)</sup> | 2993654 |
|  |  | 6330999 |
| **Oil, Gas & Consumable Fuels – 1.8%** | **Oil, Gas & Consumable Fuels – 1.8%** |  |
| 13487 | Enbridge, Inc. | 552232 |
| 13765 | Eni SpA | 211819 |
| 2818 | Exxon Mobil Corp. | 326916 |
| 39366 | Gazprom PJSC\*<sup>(b)</sup> |  |
| 3021 | LUKOIL PJSC<sup>(b)</sup> |  |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Oil, Gas & Consumable Fuels – (continued)** | **Oil, Gas & Consumable Fuels – (continued)** |  |
| 25254 | Petroleo Brasileiro SA ADR | $292946 |
| 1492 | Reliance Industries Ltd. | 43040 |
| 27893 | Rosneft Oil Co. PJSC<sup>(b)</sup> |  |
| 8424 | Shell PLC | 247060 |
| 11002 | TotalEnergies SE | 680152 |
| 3612 | Tourmaline Oil Corp. | 168337 |
| 20820 | Whitehaven Coal Ltd. | 123799 |
|  |  | 2646301 |
| **Personal Products – 0.1%** | **Personal Products – 0.1%** |  |
| 435 | L'Oreal SA | 179616 |
| **Pharmaceuticals – 1.5%** | **Pharmaceuticals – 1.5%** |  |
| 17902 | Amryt Pharma PLC ADR\* | 261906 |
| 6508 | AstraZeneca PLC | 852629 |
| 1391 | Eisai Co. Ltd. | 86061 |
| 231 | Eli Lilly & Co. | 79499 |
| 2277 | Novartis AG | 205861 |
| 5248 | Novo Nordisk A/S Class B | 726270 |
| 222 | Zoetis, Inc. | 36739 |
|  |  | 2248965 |
| **Professional Services\* – 0.1%** | **Professional Services\* – 0.1%** |  |
| 8272 | Atlas Technical Consultants, Inc. | 100339 |
| **Real Estate Management & Development\*<sup>(b)</sup> – 0.0%** | **Real Estate Management & Development\*<sup>(b)</sup> – 0.0%** |  |
| 16347 | Immofinanz AG |  |
| **Road & Rail – 0.3%** | **Road & Rail – 0.3%** |  |
| 4741 | Canadian Pacific Railway Ltd. | 374065 |
| **Semiconductors & Semiconductor Equipment – 0.7%** | **Semiconductors & Semiconductor Equipment – 0.7%** |  |
| 1302 | Advanced Micro Devices, Inc.\* | 97845 |
| 634 | ASML Holding NV | 419313 |
| 755 | NVIDIA Corp. | 147505 |
| 1694 | Taiwan Semiconductor Manufacturing Co. Ltd. ADR | 157085 |
| 6694 | Tower Semiconductor Ltd.\* | 279742 |
|  |  | 1101490 |
| **Software – 2.5%** | **Software – 2.5%** |  |
| 20813 | Coupa Software, Inc.\*<sup>(a)</sup> | 1663375 |
| 2452 | Duck Creek Technologies, Inc.\* | 46416 |
| 91337 | Elmo Software Ltd.\* | 313477 |
| 249231 | Infomedia Ltd. | 195085 |
| 238 | Intuit, Inc. | 100596 |
| 35908 | KnowBe4, Inc. Class A\* | 893750 |
| 6157 | Magnet Forensics, Inc.\* | 203606 |
| 12586 | Momentive Global, Inc.\* | 97038 |
| 1231 | Oracle Corp. | 108894 |
| 56 | ServiceNow, Inc.\* | 25487 |
|  |  | 3647724 |
| **Textiles, Apparel & Luxury Goods – 0.2%** | **Textiles, Apparel & Luxury Goods – 0.2%** |  |
| 1680 | Cie Financiere Richemont SA Class A Class A | 258984 |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks – (continued)** | **Common Stocks – (continued)** |  |
| **Textiles, Apparel & Luxury Goods – (continued)** | **Textiles, Apparel & Luxury Goods – (continued)** |  |
| 523 | NIKE, Inc. Class A Class B | $66594 |
|  |  | 325578 |
| **Tobacco – 1.3%** | **Tobacco – 1.3%** |  |
| 12225 | British American Tobacco PLC | 468631 |
| 9084 | British American Tobacco PLC ADR | 349643 |
| 12732 | Imperial Brands PLC | 319398 |
| 49357 | ITC Ltd. | 213006 |
| 7679 | Japan Tobacco, Inc. | 156589 |
| 4369 | Philip Morris International, Inc. | 455425 |
|  |  | 1962692 |
| **Transportation Infrastructure<sup>(a)</sup> – 0.7%** | **Transportation Infrastructure<sup>(a)</sup> – 0.7%** |  |
| 73266 | Atlas Corp. | 1085069 |
| **Wireless Telecommunication Services – 0.3%** | **Wireless Telecommunication Services – 0.3%** |  |
| 6368 | Telephone & Data Systems, Inc. | 85140 |
| 2190 | T-Mobile US, Inc.\* | 326989 |
|  |  | 412129 |
| **TOTAL COMMON STOCKS<br>(Cost $52,133,791)** | **TOTAL COMMON STOCKS<br>(Cost $52,133,791)** | $55178821 |
| **Shares** | **Dividend**<br> **Rate** | **Value** |
| **Special Purpose Acquisition Company\* – 12.4%** | **Special Purpose Acquisition Company\* – 12.4%** |  |
| 100000 | Black Spade Acquisition Co. | $1011000 |
| 25000 | B Riley Principal 250 Merger Corp. | 251000 |
| 837 | Churchill Capital Corp. VI Class A | 8404 |
| 25409 | Churchill Capital Corp. VII | 255447 |
| 8096 | Mason Industrial Technology, Inc. Class A | 81203 |
| 100000 | BlueRiver Acquisition Corp. | 1010000 |
| 125000 | Anzu Special Acquisition Corp. I | 1261250 |
| 75000 | Arrowroot Acquisition Corp. | 758250 |
| 14669 | Churchill Capital Corp. VI | 147284 |
| 8804 | Churchill Capital Corp. VII Class A | 88568 |
| 12312 | Churchill Capital Corp. V | 124228 |
| 50160 | Kadem Sustainable Impact Corp. | 505111 |
| 75000 | Landcadia Holdings IV, Inc. | 751500 |
| 50000 | Mason Industrial Technology, Inc. | 501500 |
| 17881 | Newbury Street Acquisition Corp. | 180419 |
| 100000 | Priveterra Acquisition Corp. | 1004000 |
| 125000 | Thunder Bridge Capital Partners III, Inc. | 1190000 |
| 125000 | Apollo Strategic Growth Capital II | 1269100 |
| 125000 | Arctos NorthStar Acquisition Corp. | 1268750 |
| 52649 | Colonnade Acquisition Corp. II | 534387 |
| 100000 | Constellation Acquisition Corp. I | 1016000 |
| 37731 | FTAC Hera Acquisition Corp. | 383724 |
| 100000 | New Vista Acquisition Corp. | 1010000 |
| 40044 | North Atlantic Acquisition Corp. Class A | 406447 |
| 90000 | Pontem Corp. | 918900 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Dividend**<br> **Rate** | **Value** |
| **Special Purpose Acquisition Company\* – (continued)** | **Special Purpose Acquisition Company\* – (continued)** | **Special Purpose Acquisition Company\* – (continued)** |
| 75000 | RMG Acquisition Corp. III | $753000 |
| 10814 | Ross Acquisition Corp. II | 110844 |
| 75000 | Tailwind International Acquisition Corp. | 762000 |
| 16586 | Concord Acquisition Corp. II | 167021 |
| 50000 | Fusion Acquisition Corp. II | 505000 |
| 1857 | Hennessy Capital Investment Corp. | 18570 |
| 3603 | Jupiter Acquisition Corp. | 36570 |
| 1 | Alpha Healthcare Acquisition Corp. | 10 |
| 4765 | AxonPrime Infrastructure Acquisition |  |
|  | Corp. | 47936 |
| 7027 | Conyers Park III Acquisition Corp. | 70481 |
| 5444 | FTAC Emerald Acquisition Corp. | 55311 |
| 4589 | Healthwell Acquisition Corp. | 46441 |
| 384 | OPY Acquisition Corp. I | 4067 |
| 384 | Revelstone Capital Acquisition Corp. | 3886 |
| **TOTAL SPECIAL PURPOSE ACQUISITION COMPANY<br>(Cost $18,398,571)** | **TOTAL SPECIAL PURPOSE ACQUISITION COMPANY<br>(Cost $18,398,571)** | $18517609 |
| **Preferred Stocks – 0.4%** | **Preferred Stocks – 0.4%** |  |
| **Oil & Gas – 0.2%** | **Oil & Gas – 0.2%** |  |
| Petroleo Brasileiro SA | Petroleo Brasileiro SA |  |
| 53766 | 40.365% | $276122 |
| **Regional Banks – 0.2%** | **Regional Banks – 0.2%** |  |
| Itau Unibanco Holding SA | Itau Unibanco Holding SA |  |
| 60761 | 4.020 | 303189 |
| **TOTAL PREFERRED STOCKS<br>(Cost $538,901)** | **TOTAL PREFERRED STOCKS<br>(Cost $538,901)** | $579311 |
| **Units** | **Expiration**<br> **Date** | **Value** |
| **Warrants\* – 0.0%** | **Warrants\* – 0.0%** |  |
| Biote Corp. | Biote Corp. |  |
| 10000 | 03/05/28 | $3500 |
| CF Acquisition Corp. IV | CF Acquisition Corp. IV |  |
| 8333 | 12/14/25 | 666 |
| Compute Health Acquisition Corp. | Compute Health Acquisition Corp. |  |
| 28514 | 12/31/27 | 3670 |
| North Atlantic Acquisition Corp. | North Atlantic Acquisition Corp. |  |
| 13348 | 10/20/25 |  |
| Progress Acquisition Corp. | Progress Acquisition Corp. |  |
| 15000 | 12/31/27 | 750 |
| **TOTAL WARRANTS<br>(Cost $259,962)** | **TOTAL WARRANTS<br>(Cost $259,962)** | $8586 |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Interest**<br> **Rate** | **Maturity<br>Date** | |
| **U.S. Treasury Obligations – 3.9%** | **U.S. Treasury Obligations – 3.9%** | **U.S. Treasury Obligations – 3.9%** | **Value** |
| United States Treasury Bills<sup>(c)</sup>  | United States Treasury Bills<sup>(c)</sup>  | United States Treasury Bills<sup>(c)</sup>  |  |
| $1500000 | 0.000% | 04/04/23 | $1488394 |
| 1500000 | 0.000 | 04/11/23 | 1487156 |
| 1500000 | 0.000 | 07/06/23 | 1470774 |
| 1500000 | 0.000 | 07/13/23 | 1469136 |
| **TOTAL U.S. TREASURY OBLIGATIONS<br>(Cost $5,915,022)** | **TOTAL U.S. TREASURY OBLIGATIONS<br>(Cost $5,915,022)** | **TOTAL U.S. TREASURY OBLIGATIONS<br>(Cost $5,915,022)** | $5915460 |
| **Shares** | **Dividend**<br> **Rate** | **Dividend**<br> **Rate** | **Value** |
| **Investment Company<sup>(d)</sup> – 37.0%** | **Investment Company<sup>(d)</sup> – 37.0%** | **Investment Company<sup>(d)</sup> – 37.0%** | **Investment Company<sup>(d)</sup> – 37.0%** |
| Goldman Sachs Financial Square Government Fund - Institutional<br>Shares | Goldman Sachs Financial Square Government Fund - Institutional<br>Shares | Goldman Sachs Financial Square Government Fund - Institutional<br>Shares | Goldman Sachs Financial Square Government Fund - Institutional<br>Shares |
| 55223820 | 4.237% | 4.237% | $55223820 |
| **(Cost $55,223,820)** | **(Cost $55,223,820)** | **(Cost $55,223,820)** | **(Cost $55,223,820)** |
| **Shares** | **Description** | **Description** | **Value** |
| **Common Stocks Sold Short – (2.6)%** | **Common Stocks Sold Short – (2.6)%** | **Common Stocks Sold Short – (2.6)%** | **Common Stocks Sold Short – (2.6)%** |
| **Commerical Services & Supplies – (0.4)%** | **Commerical Services & Supplies – (0.4)%** | **Commerical Services & Supplies – (0.4)%** | **Commerical Services & Supplies – (0.4)%** |
| 9164 | Ritchie Bros. Auctioneers, Inc. | Ritchie Bros. Auctioneers, Inc. | $(554147) |
| **Electric Utilities – (0.0)%** | **Electric Utilities – (0.0)%** | **Electric Utilities – (0.0)%** | **Electric Utilities – (0.0)%** |
| 2058 | PNM Resources, Inc. | PNM Resources, Inc. | (101830) |
| **Health Care Providers & Services\* – (0.3)%** | **Health Care Providers & Services\* – (0.3)%** | **Health Care Providers & Services\* – (0.3)%** | **Health Care Providers & Services\* – (0.3)%** |
| 14816 | Signify Health, Inc. Class A | Signify Health, Inc. Class A | (421663) |
| **Household Durables\* – (0.2)%** | **Household Durables\* – (0.2)%** | **Household Durables\* – (0.2)%** | **Household Durables\* – (0.2)%** |
| 6924 | iRobot Corp. | iRobot Corp. | (311580) |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **Common Stocks Sold Short – (continued)** | **Common Stocks Sold Short – (continued)** | **Common Stocks Sold Short – (continued)** |
| **Metals & Mining – (1.7)%** | **Metals & Mining – (1.7)%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18663 | Agnico Eagle Mines Ltd. | $(1054087) |
| 79331 | Pan American Silver Corp. | (1446204) |
|  |  | (2500291) |
| **TOTAL COMMON STOCKS SOLD SHORT<br>(Cost $(3575687))** | **TOTAL COMMON STOCKS SOLD SHORT<br>(Cost $(3575687))** | $(3889511) |
| **TOTAL SECURITIES SOLD SHORT – (2.6)%<br>(Cost $(3575687))** | **TOTAL SECURITIES SOLD SHORT – (2.6)%<br>(Cost $(3575687))** | (3889511) |
| **OTHER ASSETS IN EXCESS OF<br> LIABILITIES – 11.9%** | **OTHER ASSETS IN EXCESS OF<br> LIABILITIES – 11.9%** | 17711133 |
| **NET ASSETS – 100.0%** | **NET ASSETS – 100.0%** | $149245229 |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets. | The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets. |
| \* | Non-income producing security. |
| (a) | All or portion of security is pledged as collateral for short sales. Total market value of securities pledged as collateral on short sales amounts to $4,062,550, which represents approximately 2.7% of net assets as of January 31, 2023. |
| (b) | Significant unobservable inputs were used in the valuation of this portfolio security; i.e., Level 3. |
| (c) | Issued with a zero coupon. Income is recognized through the accretion of discount. |
| (d) | Represents an Affiliated Issuer. |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION** 

------

**FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** — At January 31, 2023, the Fund had the following forward foreign currency exchange contracts:

**FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | **Currency**<br> **Sold** | **Currency**<br> **Sold** | **Settlement**<br> **Date** | **Unrealized**<br> **Gain** |
|  Deutsche Bank AG (London) | AUD | 585629 | EUR | 375000 | 02/15/23 | $5535 |
|  | AUD | 1200000 | JPY | 108839340 | 02/15/23 | 9731 |
|  | AUD | 200000 | NZD | 216257 | 02/15/23 | 1441 |
|  | AUD | 1900000 | USD | 1333571 | 02/15/23 | 8332 |
|  | BRL | 5806362 | USD | 1100000 | 02/02/23 | 43309 |
|  | BRL | 512050 | USD | 100000 | 03/02/23 | 325 |
|  | CAD | 546933 | EUR | 375000 | 02/15/23 | 3021 |
|  | CAD | 400000 | JPY | 38337560 | 02/15/23 | 5553 |
|  | CAD | 5700000 | USD | 4265406 | 02/15/23 | 18921 |
|  | CHF | 141994 | GBP | 125000 | 02/15/23 | 1185 |
|  | CHF | 625000 | USD | 681144 | 02/15/23 | 2596 |
|  | CLP | 86092999 | USD | 100000 | 02/06/23 | 8049 |
|  | CLP | 85326856 | USD | 100000 | 02/09/23 | 7042 |
|  | CLP | 84587000 | USD | 100000 | 02/13/23 | 6052 |
|  | CLP | 83411000 | USD | 100000 | 02/23/23 | 4427 |
|  | CLP | 80855020 | USD | 100000 | 02/27/23 | 1169 |
|  | CLP | 80229000 | USD | 100000 | 03/02/23 | 309 |
|  | CNH | 8124552 | USD | 1200000 | 02/15/23 | 3806 |
|  | COP | 493632748 | USD | 100000 | 02/06/23 | 5595 |
|  | COP | 470081357 | USD | 100000 | 02/21/23 | 278 |
|  | EUR | 125000 | CHF | 124080 | 02/15/23 | 284 |
|  | EUR | 3800000 | GBP | 3341672 | 02/15/23 | 14084 |
|  | EUR | 500000 | JPY | 69667150 | 02/15/23 | 7837 |
|  | EUR | 125000 | NOK | 1354079 | 02/15/23 | 278 |
|  | EUR | 2875000 | USD | 3116845 | 02/15/23 | 11717 |
|  | GBP | 125000 | CHF | 140898 | 02/15/23 | 14 |
|  | GBP | 500000 | JPY | 79494928 | 02/15/23 | 4707 |
|  | INR | 24733462 | USD | 300000 | 02/13/23 | 2264 |
|  | INR | 16378280 | USD | 200000 | 02/21/23 | 70 |
|  | JPY | 36841640 | AUD | 400000 | 02/15/23 | 1081 |
|  | JPY | 40138969 | GBP | 250000 | 02/15/23 | 660 |
|  | JPY | 162500000 | USD | 1250823 | 02/15/23 | 16 |
|  | KRW | 127582807 | USD | 100000 | 02/03/23 | 3534 |
|  | KRW | 127322889 | USD | 100000 | 02/06/23 | 3284 |
|  | KRW | 124699048 | USD | 100000 | 02/10/23 | 1151 |
|  | KRW | 124252135 | USD | 100000 | 02/13/23 | 798 |
|  | KRW | 124430889 | USD | 100000 | 02/21/23 | 968 |
|  | MXN | 3500000 | USD | 184288 | 02/15/23 | 1114 |
|  | NOK | 500000 | SEK | 521554 | 02/15/23 | 210 |
|  | NZD | 219071 | AUD | 200000 | 02/15/23 | 378 |
|  | NZD | 600000 | JPY | 50355780 | 02/15/23 | 292 |
|  | NZD | 800000 | USD | 513417 | 02/15/23 | 3788 |
|  | TRY | 46045305 | USD | 2400000 | 02/15/23 | 32643 |
|  | TWD | 6012519 | USD | 200000 | 02/13/23 | 353 |
|  | TWD | 3011195 | USD | 100000 | 02/17/23 | 397 |
|  | TWD | 3003070 | USD | 100000 | 02/21/23 | 183 |
|  | USD | 213114 | AUD | 300000 | 02/15/23 | 1235 |
|  | USD | 600000 | CNH | 4045722 | 02/15/23 | 550 |
|  | USD | 100000 | COP | 457680000 | 02/27/23 | 2475 |
|  | USD | 1909966 | EUR | 1750000 | 02/15/23 | 5623 |
|  | USD | 2014179 | GBP | 1625000 | 02/15/23 | 10174 |
|  | USD | 100000 | INR | 8126633 | 02/17/23 | 707 |
|  | USD | 3962026 | JPY | 512500000 | 02/15/23 | 17075 |
|  | USD | 200000 | KRW | 245772222 | 03/02/23 | 502 |
|  | USD | 79605 | MXN | 1500000 | 02/15/23 | 147 |
|  | USD | 200000 | NOK | 1972038 | 02/15/23 | 2303 |
|  | USD | 778684 | NZD | 1200000 | 02/15/23 | 2875 |
|  | USD | 100000 | SEK | 1030886 | 02/15/23 | 1340 |
|  | USD | 200000 | ZAR | 3420202 | 02/15/23 | 3686 |
|  | ZAR | 3487330 | USD | 200000 | 02/15/23 | 167 |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

**FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN (continued)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | **Currency**<br> **Sold** | **Currency**<br> **Sold** | **Settlement**<br> **Date** | **Unrealized**<br> **Gain** |
|  MS & Co. Int. PLC | AUD | 1458000 | USD | 992931 | 03/20/23 | $38191 |
|  | CAD | 1781000 | USD | 1311305 | 03/20/23 | 27727 |
|  | CHF | 62000 | USD | 67359 | 03/20/23 | 728 |
|  | EUR | 620000 | USD | 658556 | 03/20/23 | 17603 |
|  | GBP | 14000 | USD | 17027 | 03/20/23 | 253 |
|  | USD | 45574 | AUD | 64000 | 03/20/23 | 312 |
|  | USD | 10994 | CHF | 10000 | 03/20/23 | 12 |
|  | USD | 10920 | EUR | 10000 | 03/20/23 | 15 |
|  | USD | 45701 | GBP | 37000 | 03/20/23 | 35 |
|  | USD | 4530 | NZD | 7000 | 03/20/23 | 3 |
|  **TOTAL** |  |  |  |  |  | $362519 |
| <br> **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS** | <br> **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS** | <br> **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS** | <br> **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS** | <br> **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS** | <br> **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS** | <br> **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS** |
| **Counterparty** | **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | **Currency**<br> **Sold** | **Currency**<br> **Sold** | **Settlement**<br> **Date** | **Unrealized**<br> **Loss** |
|  Deutsche Bank AG (London) | AUD | 191765 | EUR | 125000 | 02/15/23 | $(588) |
|  | AUD | 200000 | JPY | 18463080 | 02/15/23 | (866) |
|  | AUD | 300000 | USD | 213055 | 02/15/23 | (1176) |
|  | CHF | 123690 | EUR | 125000 | 02/15/23 | (711) |
|  | CHF | 625000 | USD | 684354 | 02/15/23 | (615) |
|  | COP | 457466357 | USD | 100000 | 02/23/23 | (2449) |
|  | COP | 454859357 | USD | 100000 | 02/27/23 | (3076) |
|  | EUR | 500000 | AUD | 778725 | 02/15/23 | (5888) |
|  | EUR | 750000 | CAD | 1092838 | 02/15/23 | (5270) |
|  | EUR | 700000 | GBP | 619023 | 02/15/23 | (1663) |
|  | EUR | 2100000 | JPY | 297037197 | 02/15/23 | (1223) |
|  | EUR | 500000 | USD | 544390 | 02/15/23 | (292) |
|  | GBP | 3779764 | EUR | 4300000 | 02/15/23 | (17913) |
|  | GBP | 250000 | JPY | 40214583 | 02/15/23 | (1242) |
|  | GBP | 1312500 | USD | 1625165 | 02/15/23 | (6546) |
|  | INR | 8169987 | USD | 100000 | 02/17/23 | (177) |
|  | INR | 8128141 | USD | 100000 | 02/21/23 | (710) |
|  | INR | 8174787 | USD | 100000 | 02/28/23 | (189) |
|  | JPY | 53611200 | AUD | 600000 | 02/15/23 | (11088) |
|  | JPY | 58173000 | CAD | 600000 | 02/15/23 | (3198) |
|  | JPY | 351265072 | EUR | 2500000 | 02/15/23 | (16638) |
|  | JPY | 79721556 | GBP | 500000 | 02/15/23 | (2963) |
|  | JPY | 82590300 | NZD | 1000000 | 02/15/23 | (10771) |
|  | JPY | 212500000 | USD | 1642281 | 02/15/23 | (6569) |
|  | MXN | 21500000 | USD | 1147237 | 02/15/23 | (8341) |
|  | NOK | 985743 | USD | 100000 | 02/15/23 | (1179) |
|  | NZD | 600000 | JPY | 50529040 | 02/15/23 | (1043) |
|  | NZD | 900000 | USD | 585137 | 02/15/23 | (3280) |
|  | SEK | 1393386 | EUR | 125000 | 02/15/23 | (2672) |
|  | SEK | 1046051 | NOK | 1000000 | 02/15/23 | (139) |
|  | SEK | 1018441 | USD | 100000 | 02/15/23 | (2531) |
|  | TRY | 9453980 | USD | 500000 | 02/15/23 | (532) |
|  | USD | 828282 | AUD | 1200000 | 02/15/23 | (19235) |
|  | USD | 1100000 | BRL | 5802952 | 02/02/23 | (42638) |
|  | USD | 100000 | BRL | 514622 | 03/02/23 | (829) |
|  | USD | 3857361 | CAD | 5200000 | 02/15/23 | (51148) |
|  | USD | 1636091 | CHF | 1500000 | 02/15/23 | (4883) |
|  | USD | 100000 | CLP | 85892844 | 02/06/23 | (7798) |
|  | USD | 100000 | CLP | 84574144 | 02/09/23 | (6098) |
|  | USD | 100000 | CLP | 83304144 | 02/13/23 | (4444) |
|  | USD | 100000 | CLP | 80816444 | 02/23/23 | (1179) |
|  | USD | 100000 | CLP | 80179144 | 02/27/23 | (323) |
|  | USD | 1200000 | CNH | 8115159 | 02/15/23 | (2414) |
|  | USD | 100000 | COP | 497230000 | 02/06/23 | (6364) |
|  | USD | 100000 | COP | 471270643 | 02/21/23 | (532) |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

**FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS (continued)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Currency**<br> **Purchased** | **Currency**<br> **Purchased** | **Currency**<br> **Sold** | **Currency**<br> **Sold** | **Settlement**<br> **Date** | **Unrealized**<br> **Loss** |
|  Deutsche Bank AG (London) (continued) | USD | 100000 | COP | 470289000 | 02/23/23 | $(285) |
|  | USD | 2036593 | EUR | 1875000 | 02/15/23 | (3773) |
|  | USD | 231128 | GBP | 187500 | 02/15/23 | (103) |
|  | USD | 300000 | INR | 24623705 | 02/13/23 | (923) |
|  | USD | 300000 | INR | 24571370 | 02/21/23 | (153) |
|  | USD | 672627 | JPY | 87500000 | 02/15/23 | (902) |
|  | USD | 100000 | KRW | 124721641 | 02/03/23 | (1212) |
|  | USD | 100000 | KRW | 127555011 | 02/06/23 | (3472) |
|  | USD | 100000 | KRW | 124264768 | 02/10/23 | (799) |
|  | USD | 100000 | KRW | 124005159 | 02/13/23 | (598) |
|  | USD | 684753 | MXN | 13000000 | 02/15/23 | (3881) |
|  | USD | 578787 | NZD | 900000 | 02/15/23 | (3069) |
|  | USD | 3000000 | TRY | 57642919 | 02/15/23 | (45362) |
|  | USD | 200000 | TWD | 6074099 | 02/13/23 | (2405) |
|  | USD | 100000 | TWD | 3005165 | 02/17/23 | (196) |
|  | USD | 100000 | TWD | 3020555 | 02/21/23 | (766) |
|  | USD | 200000 | TWD | 6001283 | 03/01/23 | (494) |
|  MS & Co. Int. PLC | AUD | 10000 | USD | 7119 | 03/20/23 | (46) |
|  | EUR | 468000 | USD | 511127 | 03/20/23 | (736) |
|  | GBP | 1518000 | USD | 1884976 | 03/20/23 | (11456) |
|  | USD | 3453083 | AUD | 5086000 | 03/20/23 | (143808) |
|  | USD | 4049832 | CAD | 5499000 | 03/20/23 | (84551) |
|  | USD | 57759 | CHF | 53000 | 03/20/23 | (444) |
|  | USD | 2591618 | EUR | 2414000 | 03/20/23 | (41042) |
|  | USD | 4249975 | GBP | 3487000 | 03/20/23 | (53689) |
|  | USD | 166147 | NZD | 261000 | 03/20/23 | (2627) |
|  **TOTAL** |  |  |  |  |  | $(676215) |

---

**FUTURES CONTRACTS** — At January 31, 2023, the Fund had the following futures contracts:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts** | **Expiration**<br> **Date** | **Notional**<br> **Amount** | **Unrealized**<br> **Appreciation/**<br> **(Depreciation)** |
|  **Long position contracts:** |  |  |  |  |
|  10 Year U.S. Treasury Notes | 7 | 03/22/23 | $848422 | $(4022) |
|  2 Year Italian Government Notes | 1 | 03/08/23 | 115314 | 130 |
|  2 Year U.S. Treasury Notes | 18 | 03/31/23 | 3701672 | (1350) |
|  AUD/USD Currency | 1 | 03/13/23 | 70645 | (281) |
|  Brent Crude | 2 | 02/28/23 | 170920 | (4962) |
|  Brent Crude | 1 | 03/31/23 | 85170 | (201) |
|  British Pound | 1 | 03/13/23 | 77081 | (89) |
|  CAC40 Index | 4 | 02/17/23 | 308338 | 520 |
|  Canada 10 Year Government Bonds | 1 | 03/22/23 | 94893 | (151) |
|  Canadian Dollar | 1 | 03/14/23 | 75175 | 374 |
|  Cocoa | 3 | 03/16/23 | 76585 | (1009) |
|  Coffee | 3 | 03/21/23 | 204469 | 11655 |
|  Copper | 3 | 02/01/23 | 689126 | 115979 |
|  Copper | 1 | 02/02/23 | 229989 | 31073 |
|  Copper | 3 | 02/03/23 | 690079 | 89119 |
|  Copper | 2 | 02/07/23 | 460331 | 60512 |
|  Copper | 1 | 02/08/23 | 230200 | 31269 |
|  Copper | 1 | 02/10/23 | 230270 | 23254 |
|  Copper | 1 | 02/15/23 | 230270 | 31330 |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

**FUTURES CONTRACTS (continued)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts** | **Expiration**<br> **Date** | **Notional**<br> **Amount** | **Unrealized**<br> **Appreciation/**<br> **(Depreciation)** |
|  **Long position contracts: (continued)** |  |  |  |  |
|  Copper | 2 | 02/22/23 | $460840 | $49885 |
|  Copper | 1 | 02/28/23 | 230485 | 31507 |
|  Copper | 1 | 03/02/23 | 230495 | 21005 |
|  Copper | 1 | 03/16/23 | 230445 | 23579 |
|  Copper | 1 | 03/28/23 | 230556 | 21265 |
|  Copper | 2 | 03/29/23 | 336215 | 20148 |
|  Copper | 2 | 04/03/23 | 461227 | 16246 |
|  Copper | 3 | 04/05/23 | 691841 | 61919 |
|  Copper | 3 | 04/06/23 | 691841 | 49769 |
|  Copper | 7 | 04/11/23 | 1614296 | 9944 |
|  Copper | 1 | 04/13/23 | 230589 | 1736 |
|  Corn | 5 | 03/14/23 | 169938 | 389 |
|  Corn | 2 | 05/12/23 | 67750 | (429) |
|  Cotton No.2 | 1 | 03/09/23 | 43110 | (182) |
|  DAX Index | 1 | 03/17/23 | 412410 | 1330 |
|  Dollar Index | 2 | 03/13/23 | 203830 | (128) |
|  ECX Emission | 1 | 12/18/23 | 101116 | 5649 |
|  Euro Stoxx 50 Index | 2 | 03/17/23 | 90690 | 640 |
|  FTSE 100 Index | 8 | 03/17/23 | 764317 | 1253 |
|  FTSE China A50 | 5 | 02/27/23 | 69855 | (678) |
|  FTSE/MIB Index | 2 | 03/17/23 | 289910 | 8580 |
|  Gasoline RBOB | 2 | 03/31/23 | 229757 | (3863) |
|  Hang Seng Index | 6 | 02/27/23 | 837964 | (18949) |
|  HSCEI | 9 | 02/27/23 | 427782 | (8272) |
|  Italian 10 Year Government Bond | 5 | 03/08/23 | 620328 | (10950) |
|  Japan 10 Year Government Bonds | 1 | 03/13/23 | 1125956 | (7147) |
|  Kospi 200 Index | 21 | 03/09/23 | 1358104 | (8711) |
|  Lead | 1 | 02/03/23 | 53216 | 2701 |
|  Lead | 1 | 02/07/23 | 53231 | (103) |
|  Lead | 1 | 02/08/23 | 53235 | 2307 |
|  Lead | 1 | 02/09/23 | 53231 | 2403 |
|  Lead | 1 | 02/22/23 | 53246 | 981 |
|  Lead | 1 | 02/24/23 | 53256 | (91) |
|  Lead | 1 | 02/28/23 | 53275 | (415) |
|  Lead | 1 | 03/02/23 | 53285 | (3880) |
|  Lead | 1 | 03/06/23 | 53304 | (3836) |
|  Lead | 1 | 03/13/23 | 53319 | (1547) |
|  Lead | 1 | 03/16/23 | 53306 | (3647) |
|  Lead | 2 | 03/20/23 | 106613 | (1831) |
|  Lead | 3 | 03/29/23 | 160050 | (10098) |
|  Lead | 2 | 04/05/23 | 106788 | (3168) |
|  Lead | 1 | 04/06/23 | 53403 | (1600) |
|  Lead | 1 | 04/13/23 | 53450 | (1203) |
|  Lead | 1 | 04/24/23 | 53388 | 1084 |
|  Lead | 1 | 04/25/23 | 53396 | (1420) |
|  Live Cattle | 3 | 04/28/23 | 195630 | (127) |
|  LMPB XLME | 1 | 04/20/23 | 66050 | 747 |
|  Low Sulphur Gas Oil | 1 | 04/12/23 | 87050 | 574 |
|  Mini HSI Index | 3 | 02/27/23 | 83796 | (1250) |
|  MSCI EAFE Index | 1 | 03/17/23 | 105950 | 804 |
|  MSCI Emerging Markets Index | 20 | 03/17/23 | 1044600 | (1593) |
|  Nasdaq 100 E-Mini Index | 10 | 03/17/23 | 2430400 | 47170 |
|  Nickel | 6 | 02/01/23 | 1044623 | 213064 |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

**FUTURES CONTRACTS (continued)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts** | **Expiration**<br> **Date** | **Notional**<br> **Amount** | **Unrealized**<br> **Appreciation/**<br> **(Depreciation)** |
|  **Long position contracts: (continued)** |  |  |  |  |
|  Nickel | 3 | 02/02/23 | $542754 | $114171 |
|  Nickel | 2 | 02/03/23 | 361870 | 79114 |
|  Nickel | 1 | 02/08/23 | 181016 | 24948 |
|  Nickel | 1 | 02/09/23 | 181029 | 3021 |
|  Nickel | 1 | 02/14/23 | 181093 | 12070 |
|  Nickel | 1 | 02/15/23 | 181110 | 3057 |
|  Nickel | 1 | 02/16/23 | 181123 | 3062 |
|  Nickel | 1 | 02/17/23 | 181137 | 30744 |
|  Nickel | 1 | 03/01/23 | 181295 | 3071 |
|  Nickel | 1 | 03/08/23 | 181385 | (9058) |
|  Nikkei 225 Index | 17 | 03/09/23 | 1784043 | 46349 |
|  Nikkei 225 Mini Index | 5 | 03/09/23 | 104867 | (22) |
|  NY Harbor ULSD | 2 | 03/31/23 | 255209 | (6568) |
|  OMXS 30 Index | 1 | 02/17/23 | 21047 | (233) |
|  Primary Aluminum | 1 | 02/09/23 | 65411 | 6158 |
|  Primary Aluminum | 4 | 02/10/23 | 261700 | 22188 |
|  Primary Aluminum | 1 | 02/14/23 | 65456 | 5133 |
|  Primary Aluminum | 3 | 02/17/23 | 196462 | 18110 |
|  Primary Aluminum | 1 | 02/24/23 | 65581 | 6044 |
|  Primary Aluminum | 1 | 02/28/23 | 65606 | 5453 |
|  Primary Aluminum | 1 | 03/02/23 | 65620 | 6027 |
|  Primary Aluminum | 3 | 03/06/23 | 196945 | 6073 |
|  Primary Aluminum | 1 | 03/07/23 | 65655 | 6017 |
|  Primary Aluminum | 1 | 03/20/23 | 65774 | 6000 |
|  Primary Aluminum | 1 | 04/06/23 | 65988 | 8759 |
|  Primary Aluminum | 2 | 04/11/23 | 132063 | 10656 |
|  Primary Aluminum | 2 | 04/12/23 | 132075 | 6469 |
|  Primary Aluminum | 2 | 04/13/23 | 132079 | 1501 |
|  Primary Aluminum | 1 | 04/17/23 | 66047 | 706 |
|  Primary Aluminum | 2 | 04/18/23 | 132097 | (85) |
|  Primary Aluminum | 2 | 04/25/23 | 132175 | (769) |
|  Primary Aluminum | 3 | 04/28/23 | 198300 | 4466 |
|  S&P 500 E-Mini Index | 55 | 03/17/23 | 11247500 | 83629 |
|  S&P Toronto Stock Exchange 60 Index | 2 | 03/16/23 | 376957 | 4552 |
|  Soybean | 4 | 03/14/23 | 149592 | 2577 |
|  Soybean | 2 | 05/12/23 | 123363 | 2521 |
|  Stoxx 600 Banks Index | 2 | 03/17/23 | 49270 | (257) |
|  Sugar 11 | 3 | 02/28/23 | 73114 | 755 |
|  Topix Index | 3 | 03/09/23 | 455307 | 803 |
|  Ultra Long U.S. Treasury Bonds | 5 | 03/22/23 | 708750 | (6630) |
|  US Dollar | 2 | 02/20/23 | 19984 | (69) |
|  Wheat | 2 | 03/14/23 | 82001 | 971 |
|  White Sugar (ICE) | 1 | 02/13/23 | 29035 | 114 |
|  WTI Crude | 16 | 02/21/23 | 1261920 | (19416) |
|  WTI Crude | 1 | 03/21/23 | 79170 | 408 |
|  XAE Energy | 1 | 03/17/23 | 94290 | 498 |
|  XAI E-Mini Index | 1 | 03/17/23 | 103030 | 919 |
|  Yen Denominated Nikkei Index | 1 | 03/09/23 | 105597 | 228 |
|  Zinc | 1 | 02/02/23 | 85469 | 15852 |
|  Zinc | 1 | 02/08/23 | 85432 | 12653 |
|  Zinc | 3 | 02/09/23 | 256140 | 37187 |
|  Zinc | 2 | 02/10/23 | 170657 | 20101 |
|  Zinc | 1 | 02/15/23 | 85182 | 12229 |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

**FUTURES CONTRACTS (continued)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts** | **Expiration**<br> **Date** | **Notional**<br> **Amount** | **Unrealized**<br> **Appreciation/**<br> **(Depreciation)** |
|  **Long position contracts: (continued)** |  |  |  |  |
|  Zinc | 1 | 02/17/23 | $85144 | $3991 |
|  Zinc | 2 | 02/21/23 | 170250 | 20819 |
|  Zinc | 1 | 02/24/23 | 85113 | 3782 |
|  Zinc | 1 | 03/01/23 | 85100 | 8047 |
|  Zinc | 1 | 03/06/23 | 85057 | 4022 |
|  Zinc | 1 | 03/09/23 | 85019 | 4428 |
|  Zinc | 1 | 03/13/23 | 84994 | 9254 |
|  Zinc | 1 | 03/20/23 | 84881 | 8016 |
|  Zinc | 2 | 04/06/23 | 169746 | (1355) |
|  Zinc | 1 | 04/11/23 | 84872 | 4681 |
|  **Total** | **Total** | **Total** | **Total** | $1542653 |
|  **Short position contracts:** | **Short position contracts:** | **Short position contracts:** | **Short position contracts:** | **Short position contracts:** |
|  10 Year German Euro-Bund | (7) | 03/08/23 | (1041207) | 3161 |
|  10 Year U.K. Long Gilt | (4) | 03/29/23 | (515380) | (618) |
|  10 Year U.S. Treasury Notes | (37) | 03/22/23 | (4237078) | (930) |
|  20 Year U.S. Treasury Bonds | (45) | 03/22/23 | (5844375) | 6548 |
|  5 Year German Euro-Bobl | (3) | 03/08/23 | (382568) | 1118 |
|  5 Year U.S. Treasury Notes | (2) | 03/31/23 | (218484) | (268) |
|  Amsterdam Exchanges Index | (3) | 02/17/23 | (485845) | 2698 |
|  Brent Crude | (3) | 02/28/23 | (256380) | (33) |
|  CAC40 Index | (14) | 02/17/23 | (1079182) | 2329 |
|  CBOE Volatility Index | (37) | 02/15/23 | (722451) | 34617 |
|  CBOE Volatility Index | (24) | 03/22/23 | (491534) | 9105 |
|  Coffee | (2) | 03/27/23 | (42140) | (1372) |
|  Copper | (3) | 02/01/23 | (689126) | (81990) |
|  Copper | (1) | 02/02/23 | (229989) | (39404) |
|  Copper | (3) | 02/03/23 | (690079) | (112838) |
|  Copper | (2) | 02/07/23 | (460331) | (62487) |
|  Copper | (1) | 02/08/23 | (230200) | (31028) |
|  Copper | (1) | 02/10/23 | (230270) | (31341) |
|  Copper | (1) | 02/15/23 | (230270) | (17873) |
|  Copper | (2) | 02/22/23 | (460840) | (62884) |
|  Copper | (1) | 02/28/23 | (230485) | (31501) |
|  Copper | (1) | 03/02/23 | (230495) | (19211) |
|  Copper | (1) | 03/16/23 | (230445) | (21154) |
|  Copper | (1) | 03/28/23 | (230556) | (19496) |
|  Copper | (1) | 03/29/23 | (230566) | (21275) |
|  Copper | (2) | 04/03/23 | (461228) | (43408) |
|  Copper | (3) | 04/05/23 | (691841) | 7850 |
|  Copper | (3) | 04/06/23 | (691841) | 8012 |
|  Copper | (7) | 04/11/23 | (1614296) | (59705) |
|  Copper | (1) | 04/24/23 | (230526) | 3583 |
|  Copper | (1) | 04/27/23 | (230554) | 1043 |
|  Crude Oil | (1) | 04/14/23 | (22358) | (372) |
|  DAX DJIA E-Mini CBOT Index | (2) | 03/17/23 | (824821) | (34169) |
|  Djia Mini E-Cbot | (3) | 03/17/23 | (512340) | (4245) |
|  E-Mini Crude Oil | (1) | 02/17/23 | (39438) | 436 |
|  E-mini Russell 2000 Index | (1) | 03/17/23 | (96970) | (1666) |
|  Euro FX Currency | (1) | 03/13/23 | (136156) | 336 |
|  Euro Stoxx 50 Index | (26) | 03/17/23 | (861556) | (35407) |
|  Eurodollars | (2) | 03/18/24 | (502468) | (157) |
|  Euro-Schatz | (34) | 03/08/23 | (3908664) | 1334 |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

**FUTURES CONTRACTS (continued)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts** | **Expiration**<br> **Date** | **Notional**<br> **Amount** | **Unrealized**<br> **Appreciation/**<br> **(Depreciation)** |
|  **Short position contracts: (continued)** |  |  |  |  |
|  French 10 Year Government Bonds | (1) | 03/08/23 | $(142982) | $174 |
|  FTSE 100 Index | (12) | 03/17/23 | (1146476) | (39257) |
|  FTSE/JSE Top 40 Index | (1) | 03/16/23 | (42422) | 455 |
|  FTSE/MIB Index | (2) | 03/17/23 | (289910) | (16530) |
|  Gold 100 Oz | (1) | 04/26/23 | (194530) | (82) |
|  Hang Seng Index | (2) | 02/27/23 | (279321) | 8140 |
|  Ibex 35 Index | (2) | 02/17/23 | (196585) | (1724) |
|  Lead | (1) | 02/03/23 | (53216) | (3282) |
|  Lead | (1) | 02/07/23 | (53231) | (2347) |
|  Lead | (1) | 02/08/23 | (53235) | (3038) |
|  Lead | (1) | 02/09/23 | (53231) | 93 |
|  Lead | (1) | 02/22/23 | (53246) | 95 |
|  Lead | (1) | 02/24/23 | (53256) | (259) |
|  Lead | (1) | 02/28/23 | (53275) | 3909 |
|  Lead | (1) | 03/02/23 | (53285) | 1512 |
|  Lead | (1) | 03/06/23 | (53304) | 1754 |
|  Lead | (1) | 03/13/23 | (53319) | 3716 |
|  Lead | (1) | 03/16/23 | (53306) | 716 |
|  Lead | (2) | 03/20/23 | (106613) | 4394 |
|  Lead | (2) | 03/29/23 | (106700) | 3981 |
|  Lead | (2) | 04/05/23 | (106788) | 5163 |
|  Lead | (1) | 04/06/23 | (53403) | 3481 |
|  Lead | (1) | 04/12/23 | (53456) | 816 |
|  Lead | (1) | 04/19/23 | (53406) | (59) |
|  Lead | (1) | 04/27/23 | (53413) | 1209 |
|  Lean Hogs | (12) | 04/17/23 | (414840) | (6477) |
|  LMPB XLME | (1) | 04/20/23 | (53400) | (953) |
|  Low Sulphur Gas Oil | (2) | 03/10/23 | (179950) | (2352) |
|  MSCI Emerging Markets Index | (64) | 03/17/23 | (3342720) | (233412) |
|  Natural Gas | (1) | 02/24/23 | (26840) | 78 |
|  Natural Gas | (5) | 02/27/23 | (278058) | 12609 |
|  Nickel | (6) | 02/01/23 | (1044623) | (187805) |
|  Nickel | (3) | 02/02/23 | (542754) | (113853) |
|  Nickel | (2) | 02/03/23 | (361870) | (28070) |
|  Nickel | (1) | 02/08/23 | (181016) | (36809) |
|  Nickel | (1) | 02/09/23 | (181029) | (37062) |
|  Nickel | (1) | 02/14/23 | (181094) | (3054) |
|  Nickel | (1) | 02/15/23 | (181110) | (363) |
|  Nickel | (1) | 02/16/23 | (181124) | (17417) |
|  Nickel | (1) | 02/17/23 | (181137) | (3068) |
|  Nickel | (1) | 03/01/23 | (181295) | (19898) |
|  Nickel | (1) | 03/08/23 | (181385) | (3038) |
|  NY Harbor ULSD | (2) | 02/28/23 | (264163) | (1620) |
|  OMXS 30 Index | (12) | 02/17/23 | (252563) | 2227 |
|  Palladium | (2) | 03/29/23 | (329660) | 18287 |
|  Platinum | (1) | 04/26/23 | (51055) | 1153 |
|  Primary Aluminum | (1) | 02/09/23 | (65411) | (6031) |
|  Primary Aluminum | (4) | 02/10/23 | (261700) | (23702) |
|  Primary Aluminum | (1) | 02/14/23 | (65456) | (4247) |
|  Primary Aluminum | (3) | 02/17/23 | (196463) | (17522) |
|  Primary Aluminum | (1) | 02/24/23 | (65581) | (6122) |
|  Primary Aluminum | (1) | 02/28/23 | (65606) | (6038) |
|  Primary Aluminum | (1) | 03/02/23 | (65620) | (2448) |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

**FUTURES CONTRACTS (continued)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts** | **Expiration**<br> **Date** | **Notional**<br> **Amount** | **Unrealized**<br> **Appreciation/**<br> **(Depreciation)** |
|  **Short position contracts: (continued)** |  |  |  |  |
|  Primary Aluminum | (3) | 03/06/23 | $(196945) | $(18074) |
|  Primary Aluminum | (1) | 03/07/23 | (65655) | (3896) |
|  Primary Aluminum | (1) | 03/20/23 | (65774) | (6590) |
|  Primary Aluminum | (1) | 04/06/23 | (65988) | (78) |
|  Primary Aluminum | (2) | 04/11/23 | (132063) | (5262) |
|  Primary Aluminum | (1) | 04/12/23 | (66038) | (2616) |
|  Primary Aluminum | (3) | 04/13/23 | (198118) | (6802) |
|  Primary Aluminum | (1) | 04/17/23 | (66047) | (99) |
|  Primary Aluminum | (1) | 04/18/23 | (66048) | (1439) |
|  Primary Aluminum | (1) | 04/25/23 | (66088) | (1384) |
|  Primary Aluminum | (2) | 04/28/23 | (132200) | (1381) |
|  S&P 500 E-Mini Index | (89) | 03/17/23 | (18200500) | (540024) |
|  S&P Toronto Stock Exchange 60 Index | (5) | 03/16/23 | (942392) | (32873) |
|  SGX Nifty 50 Index | (4) | 02/23/23 | (142016) | 925 |
|  Silver | (4) | 03/29/23 | (476720) | (4227) |
|  Soybean | (9) | 03/14/23 | (663620) | (12562) |
|  SPI 200 Index | (5) | 03/16/23 | (655117) | (24205) |
|  Swiss Franc | (1) | 03/13/23 | (137100) | (701) |
|  Topix Index | (11) | 03/09/23 | (1669458) | (25827) |
|  WTI Crude | (1) | 02/17/23 | (78870) | 2009 |
|  WTI Crude | (1) | 11/20/23 | (76690) | (132) |
|  Zinc | (1) | 02/02/23 | (85469) | (12527) |
|  Zinc | (1) | 02/08/23 | (85432) | (12447) |
|  Zinc | (3) | 02/09/23 | (256140) | (39974) |
|  Zinc | (2) | 02/10/23 | (170657) | (24713) |
|  Zinc | (1) | 02/15/23 | (85182) | (5910) |
|  Zinc | (1) | 02/17/23 | (85144) | (10022) |
|  Zinc | (2) | 02/21/23 | (170251) | (8006) |
|  Zinc | (1) | 02/24/23 | (85113) | (11803) |
|  Zinc | (1) | 03/01/23 | (85100) | (9344) |
|  Zinc | (1) | 03/06/23 | (85057) | (6610) |
|  Zinc | (1) | 03/09/23 | (85019) | (4009) |
|  Zinc | (1) | 03/13/23 | (84994) | (2822) |
|  Zinc | (1) | 03/20/23 | (84881) | 547 |
|  Zinc | (2) | 04/06/23 | (169746) | (19914) |
|  Zinc | (1) | 04/11/23 | (84872) | 547 |
|  **Total** | **Total** | **Total** | **Total** | $(2258884) |
|  **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** | $(716231) |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

**SWAP CONTRACTS** — At January 31, 2023, the Fund had the following swap contracts:

**OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS<sup>#</sup>** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation/Index<sup>(a)</sup>**  | **Financing Rate<br>Paid/(Received) by<br>the Fund** | **Counterparty** | **Termination<br>Date** | **Notional<br>Amount<br>(000s)** | **Unrealized<br>Application/<br>(Depreciation)\*** |
|  Alexandria Real Estate Equities, Inc. | 0.400% | Barclays Bank PLC | 06/30/23 | $466 | $12896 |
|  American Woodmark Corp. | 0.400 | Barclays Bank PLC | 06/30/23 | 295 | 15975 |
|  Chatham Lodging Trust | 0.400 | Barclays Bank PLC | 06/30/23 | 124 | 10669 |
|  Compass Minerals International, Inc. | 0.400 | Barclays Bank PLC | 06/30/23 | 304 | 315 |
|  Direxion Daily Small Cap Bull 3X Shares | (4.852) | Barclays Bank PLC | 06/30/23 | 886 | (79783) |
|  EQT Corp. | 0.400 | Barclays Bank PLC | 06/30/23 | 33 | 2745 |
|  Frontier Communications Parent, Inc. | 0.400 | Barclays Bank PLC | 07/18/23 | 136 | 6189 |
|  IHS Holding Ltd. | 0.400 | Barclays Bank PLC | 06/30/23 | 46 | 268 |
|  Kite Realty Group Trust | 0.400 | Barclays Bank PLC | 06/30/23 | 753 | 8418 |
|  M&T Bank Corp. | 0.400 | Barclays Bank PLC | 07/12/23 | 296 | 10855 |
|  NexPoint Diversified Real Estate Trust | 0.400 | Barclays Bank PLC | 01/07/23 | 145 | 9774 |
|  Telephone & Data Systems, Inc. | 0.400 | Barclays Bank PLC | 06/30/23 | 182 | 23631 |
|  TPG RE Finance Trust, Inc. | 0.400 | Barclays Bank PLC | 06/30/23 | 396 | 29171 |
|  Vanguard Real Estate ETF | (0.350) | Barclays Bank PLC | 06/30/23 | 1303 | (32603) |
|  Wyndham Hotels & Resorts, Inc. | 0.400 | Barclays Bank PLC | 01/27/23 | 140 | 8604 |
|  Alaska Air Group, Inc. | 0.000 | BofA Securities LLC | 06/30/23 | 498 | 12915 |
|  Alexandria Real Estate Equities, Inc. | 0.400 | BofA Securities LLC | 07/10/23 | 683 | 67866 |
|  Alexandria Real Estate Equities, Inc. | 0.000 | BofA Securities LLC | 07/10/23 | 102 | 10108 |
|  American Airlines Group, Inc. | (0.350) | BofA Securities LLC | 07/05/23 | 116 | (27699) |
|  American Airlines Group, Inc. | 0.000 | BofA Securities LLC | 07/05/23 | 177 | (42178) |
|  American Woodmark Corp. | 0.000 | BofA Securities LLC | 06/30/23 | 511 | 46024 |
|  Blackstone Mortgage Trust, Inc. | 0.000 | BofA Securities LLC | 07/24/23 | 280 | (29050) |
|  Blackstone Mortgage Trust, Inc. | (0.350) | BofA Securities LLC | 07/27/23 | 137 | (14300) |
|  Boston Properties, Inc. | (0.350) | BofA Securities LLC | 01/03/23 | 313 | (28967) |
|  Brixmor Property Group, Inc. | 0.400 | BofA Securities LLC | 07/05/23 | 558 | 4933 |
|  Brixmor Property Group, Inc. | 0.000 | BofA Securities LLC | 01/03/23 | 558 | 20394 |
|  Calnex Solutions PLC | (0.350) | BofA Securities LLC | 01/07/23 | 175 | (4675) |
|  Capitol Federal Financial, Inc. | (0.350) | BofA Securities LLC | 07/07/23 | 146 | 5524 |
|  Capitol Federal Financial, Inc. | 0.000 | BofA Securities LLC | 07/13/23 | 202 | 7685 |
|  Chatham Lodging Trust | 0.000 | BofA Securities LLC | 06/30/23 | 463 | 37168 |
|  Choice Hotels International, Inc. | (0.350) | BofA Securities LLC | 07/03/23 | 416 | (31561) |
|  Clorox Co. | (0.350) | BofA Securities LLC | 07/03/23 | 360 | (9548) |
|  Compass Minerals International, Inc. | 0.000 | BofA Securities LLC | 06/30/23 | 424 | (2144) |
|  Custom Basket/Unknown Index/ID | 0.000 | BofA Securities LLC | 01/07/23 | 76 | (2588) |
|  Digital Realty Trust, Inc. | (0.350) | BofA Securities LLC | 07/31/23 | 251 | (35046) |
|  Digital Realty Trust, Inc. | 0.000 | BofA Securities LLC | 07/31/23 | 251 | (34973) |
|  DR Horton Inc | 0.400 | BofA Securities LLC | 06/30/23 | 705 | 25306 |
|  EastGroup Properties, Inc. | (0.350) | BofA Securities LLC | 06/30/23 | 311 | (41370) |
|  Equinix, Inc. | 0.400 | BofA Securities LLC | 07/12/23 | 283 | 40133 |
|  Essex Property Trust, Inc. | (0.350) | BofA Securities LLC | 07/07/23 | 169 | (807) |
|  Essex Property Trust, Inc. | 0.000 | BofA Securities LLC | 07/13/23 | 156 | (9371) |
|  First Financial Bankshares, Inc. | 0.000 | BofA Securities LLC | 07/14/23 | 242 | (6906) |
|  Frontier Communications Parent, Inc. | 0.000 | BofA Securities LLC | 07/18/23 | 281 | 48237 |
|  Gaming & Leisure Properties, Inc. | 0.000 | BofA Securities LLC | 01/13/23 | 521 | 13157 |
|  Hercules Capital, Inc. | (2.810) | BofA Securities LLC | 07/07/23 | 199 | (2823) |
|  Hercules Capital, Inc. | (2.781) | BofA Securities LLC | 07/13/23 | 141 | (9439) |
|  Hercules Capital, Inc. | (3.193) | BofA Securities LLC | 07/27/23 | 169 | (11340) |
|  Hilton Worldwide Holdings, Inc. | (0.350) | BofA Securities LLC | 07/05/23 | 351 | (47428) |
|  IHS Holding Ltd. | 0.000 | BofA Securities LLC | 06/30/23 | 280 | 1303 |
|  Iron Mountain, Inc. | (0.350) | BofA Securities LLC | 08/18/23 | 270 | (24651) |
|  iShares Russell 2000 ETF | 0.000 | BofA Securities LLC | 06/30/23 | 804 | (18324) |
|  Kimco Realty Corp. | (0.350) | BofA Securities LLC | 07/18/23 | 346 | (19601) |

---

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

**OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS<sup>#</sup> (continued)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation/Index<sup>(a)</sup>**  | **Financing Rate<br>Paid/(Received) by<br>the Fund** | **Counterparty** | **Termination<br>Date** | **Notional<br>Amount<br>(000s)** | **Unrealized<br>Application/<br>(Depreciation)\*** |
|  KKR Real Estate Finance Trust, Inc. | (0.350)% | BofA Securities LLC | 07/07/23 | $106 | $(11735) |
|  M&T Bank Corp. | 0.400 | BofA Securities LLC | 07/12/23 | 337 | 20625 |
|  M&T Bank Corp. | 0.000 | BofA Securities LLC | 07/12/23 | 607 | 37124 |
|  Main Street Capital Corp. | (1.271) | BofA Securities LLC | 07/17/23 | 229 | (11933) |
|  McCormick & Co., Inc. | (0.350) | BofA Securities LLC | 07/17/23 | 291 | 29764 |
|  McCormick & Co., Inc. | 0.000 | BofA Securities LLC | 07/17/23 | 166 | 16137 |
|  Motorcar Parts of America, Inc. | 0.000 | BofA Securities LLC | 06/30/23 | 54 | (12326) |
|  National Beverage Corp. | (0.350) | BofA Securities LLC | 07/17/23 | 251 | 13165 |
|  Nations Trust Bank PLC | 0.000 | BofA Securities LLC | 02/04/23 | 292 | (20018) |
|  NexPoint Diversified Real Estate Trust | 0.000 | BofA Securities LLC | 01/07/23 | 219 | 28189 |
|  Oaktree Specialty Lending Corp. | 0.000 | BofA Securities LLC | 07/13/23 | 391 | (8156) |
|  Oculus Innovative Sciences, Inc. | 0.000 | BofA Securities LLC | 01/13/23 | 9 | (351) |
|  Office Properties Income Trust | (0.350) | BofA Securities LLC | 07/19/23 | 124 | (30503) |
|  PennyMac Financial Services, Inc. | 0.000 | BofA Securities LLC | 08/14/23 | 566 | 103323 |
|  PetMed Express, Inc. | (0.932) | BofA Securities LLC | 08/18/23 | 197 | (34454) |
|  PetMed Express, Inc. | (0.898) | BofA Securities LLC | 08/21/23 | 40 | (6948) |
|  Prospect Capital Corp. | (0.120) | BofA Securities LLC | 07/03/23 | 174 | (11588) |
|  Prospect Capital Corp. | (2.259) | BofA Securities LLC | 07/13/23 | 131 | (8964) |
|  PulteGroup, Inc. | 0.000 | BofA Securities LLC | 02/18/23 | 842 | 164482 |
|  Realty Income Corp. | (0.350) | BofA Securities LLC | 07/05/23 | 199 | (13409) |
|  Realty Income Corp. | 0.000 | BofA Securities LLC | 07/13/23 | 174 | (11681) |
|  Regency Centers Corp. | (0.350) | BofA Securities LLC | 07/06/23 | 308 | (20008) |
|  Shenandoah Telecommunications Co. | (0.350) | BofA Securities LLC | 07/03/23 | 122 | (19509) |
|  Shenandoah Telecommunications Co. | 0.000 | BofA Securities LLC | 07/13/23 | 197 | (31432) |
|  Southwest Airlines Co. | 0.000 | BofA Securities LLC | 07/18/23 | 305 | 10935 |
|  SPDR S&P 500 ETF Trust | (0.350) | BofA Securities LLC | 06/30/23 | 483 | (4653) |
|  Spectrum Brands Holdings, Inc. | 0.000 | BofA Securities LLC | 06/30/23 | 509 | 27911 |
|  Tanger Factory Outlet Centers, Inc. | (0.350) | BofA Securities LLC | 06/30/23 | 301 | (18725) |
|  Target Corp. | (0.350) | BofA Securities LLC | 07/27/23 | 99 | (13564) |
|  Target Corp. | 0.000 | BofA Securities LLC | 06/30/23 | 345 | (47383) |
|  Telephone & Data Systems, Inc. | 0.400 | BofA Securities LLC | 07/12/23 | 415 | 34582 |
|  TPG RE Finance Trust, Inc. | 0.000 | BofA Securities LLC | 06/30/23 | 449 | 90992 |
|  UWM Holdings Corp. | 0.000 | BofA Securities LLC | 06/30/23 | 259 | 71127 |
|  VICI Properties, Inc. | 0.000 | BofA Securities LLC | 07/17/23 | 798 | 36162 |
|  WD-40 Co. | (0.350) | BofA Securities LLC | 07/14/23 | 288 | (23034) |
|  Wyndham Hotels & Resorts, Inc. | 0.000 | BofA Securities LLC | 01/27/23 | 668 | 51642 |
|  Motorcar Parts of America, Inc. | 0.000 | CS International (London) | 06/30/23 | 106 | (26261) |
|  Dufry AG | (0.400) | MS & Co. Int. PLC | 11/20/24 | 19 | (6572) |
|  Ramsay Health Care Ltd | 0.450 | MS & Co. Int. PLC | 03/25/24 | 3 | 20 |
|  Schroders PLC | 0.000 | MS & Co. Int. PLC | 09/23/22 | 0 | 252 |
|  Schroders PLC (Ordinary) | 0.000 | MS & Co. Int. PLC | 12/09/22 | 0 | (11259) |
|  **TOTAL** | **TOTAL** | **TOTAL** | **TOTAL** | **TOTAL** | $245054 |

---

# The Fund pays/receives annual coupon payments in accordance with the swap contract(s). On the termination date of the swap contract(s), the Fund will either receive from or pay to the counterparty an amount equal to the net of the accrued financing fees and the value of the reference security subtracted from the original notional cost (notional multiplied by the price change of the reference security, converted to U.S. Dollars).

\* There are no upfront payments on the swap contracts, therefore the unrealized gain (loss) on the swap contracts is equal to their market value.

(a) Payments made monthly.

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

**PURCHASED AND WRITTEN OPTIONS CONTRACTS** — At January 31, 2023, the Fund had the following purchased and written options:

**EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Exercise<br>Price** | **Expiration<br>Date** | **Number of<br>Contracts** | **Notional<br>Amount** | **Market<br>Value** | **Premiums Paid<br>(Received)**<br> **by Fund** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  **Purchased option contracts** | **Purchased option contracts** | **Purchased option contracts** | **Purchased option contracts** | **Purchased option contracts** | **Purchased option contracts** | **Purchased option contracts** | **Purchased option contracts** |
|  **Calls** | **Calls** | **Calls** | **Calls** | **Calls** | **Calls** | **Calls** | **Calls** |
|  Ihs Holding Ltd. | $7.500 | 04/21/2023 | 340 | $255000 | $29750 | $31626 | $(1876) |
|  Manchester United Plc | 25.000 | 03/17/2023 | 159 | 397500 | 21465 | 22372 | (907) |
|  Servicenow, Inc. | 400.000 | 06/16/2023 | 3 | 120000 | 24945 | 15649 | 9296 |
|  Tegna, Inc. | 23.000 | 03/17/2023 | 2 | 4600 | 65 | 103 | (38) |
|  Telephone And Data Systems, Inc. | 12.500 | 05/19/2023 | 500 | 625000 | 85000 | 31199 | 53801 |
|  The Boeing Co. | 215.000 | 06/16/2023 | 3 | 64500 | 5400 | 4760 | 640 |
|  The Estee Lauder Cos., Inc. | 230.000 | 06/16/2023 | 8 | 184000 | 43720 | 19466 | 24254 |
|  |  |  | 1015 | $1650600 | $210345 | $125175 | $85170 |
|  **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** |
|  Activision Blizzard, Inc. | 70.000 | 05/19/2023 | 148 | 1036000 | 43734 | 41221 | 2513 |
|  Capitol Federal Financial, Inc. | 9.720 | 02/17/2023 | 200 | 194400 | 29000 | 33698 | (4698) |
|  Ishares Russel 2000 ETF | 180.000 | 03/17/2023 | 140 | 2520000 | 29750 | 127753 | (98003) |
|  SPDR S&P 500 ETF | 390.000 | 03/17/2023 | 76 | 2964000 | 37050 | 93422 | (56372) |
|  Usertesting, Inc. | 7.500 | 02/17/2023 | 155 | 116250 |  | 2906 | (2906) |
|  Vnet Group, Inc. | 5.000 | 03/17/2023 | 208 | 104000 | 3120 | 15292 | (12172) |
|  World Wrestling Entertainment | 85.000 | 07/21/2023 | 46 | 391000 | 33350 | 29562 | 3788 |
|  |  |  | 973 | $7325650 | $176004 | $343854 | $(167850) |
|  **Total purchased option contracts** | **Total purchased option contracts** | **Total purchased option contracts** | 1988 | $8976250 | $386349 | $469029 | $(82680) |
|  **Written option contracts** | **Written option contracts** | **Written option contracts** | **Written option contracts** | **Written option contracts** | **Written option contracts** | **Written option contracts** | **Written option contracts** |
|  **Calls** | **Calls** | **Calls** | **Calls** | **Calls** | **Calls** | **Calls** | **Calls** |
|  Activision Blizzard, Inc. | 85.000 | 02/17/2023 | (148) | (1258000) | (3034) | (5695) | 2661 |
|  Manchester United Plc | 30.000 | 03/17/2023 | (159) | (477000) | (3975) | (5195) | 1220 |
|  |  |  | (307) | $(1735000) | $(7009) | $(10890) | $3881 |
|  **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** | **Puts** |
|  Activision Blizzard, Inc. | 55.000 | 05/19/2023 | (148) | (814000) | (3478) | (959) | (2519) |
|  Ishares Russel 2000 ETF | 160.000 | 03/17/2023 | (140) | (2240000) | (5670) | (42347) | 36677 |
|  National Instruments Corp. | 50.000 | 03/17/2023 | (10) | (50000) | (700) | (835) | 135 |
|  SPDR S&P 500 ETF | 270.000 | 03/17/2023 | (60) | (1620000) | (690) | (28285) | 27595 |
|  World Wrestling Entertainment | 85.000 | 02/17/2023 | (46) | (391000) | (13570) | (11163) | (2407) |
|  World Wrestling Entertainment | 75.000 | 07/21/2023 | (46) | (345000) | (16330) | (13472) | (2858) |
|  |  |  | (450) | $(5460000) | $(40438) | $(97061) | $56623 |
|  **Total written option contracts** | **Total written option contracts** |  | (757) | $(7195000) | $(47447) | $(107951) | $60504 |
|  **TOTAL** |  |  | 1231 | $1781250 | $338902 | $361078 | $(22176) |

---

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GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**ADDITIONAL INVESTMENT INFORMATION (continued)** 

------

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| AUD | — Australian Dollar |
| BRL | — Brazil Real |
| CAD | — Canadian Dollar |
| CHF | — Swiss Franc |
| CLP | — Chilean Peso |
| CNH | — Chinese Yuan Renminbi Offshore |
| COP | — Colombia Peso |
| EUR | — Euro |
| GBP | — British Pound |
| INR | — Indian Rupee |
| JPY | — Japanese Yen |
| KRW | — South Korean Won |
| MXN | — Mexican Peso |
| NOK | — Norwegian Krone |
| NZD | — New Zealand Dollar |
| SEK | — Swedish Krona |
| TRY | — Turkish Lira |
| TWD | — Taiwan Dollar |
| USD | — U.S. Dollar |
| ZAR | — South African Rand |
| **Investment Abbreviations:** | **Investment Abbreviations:** |
| ADR | — American Depositary Receipt |
| PLC | — Public Limited Company |
| REIT | — Real Estate Investment Trust |
| **Abbreviations:** | **Abbreviations:** |
| BOFA | — BofA Securities LLC |
| CS Internationa | — Credit Suisse International (London) |
| ETF | — Exchange Traded Fund |
| MS & Co. Int. PLC | — Morgan Stanley & Co. International PLC |
| SPDR | — Standard and Poor's Depository Receipt |

---

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GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS** 

------

**Basis of Consolidation for the Goldman Sachs Multi-Manager Alternatives Fund** — The Cayman Commodity — MMA IV, LLC (the "Subsidiary"), a Cayman Islands exempted company, is currently a wholly-owned subsidiary of the Fund. The Subsidiary acts as an investment vehicle for the Fund to enable the Fund to gain exposure to certain types of commodity-linked derivative instruments. The Fund is the sole shareholder of the Subsidiary and it is intended that the Fund will remain the sole shareholder and will continue to control the Subsidiary. All inter-fund balances and transactions have been eliminated in consolidation. As of January 31, 2023, the Fund's net assets were $149,245,229 of which, $3,658,739 or 2.5%, represented the Subsidiary's net assets.

**Investment Valuation** — The Fund's valuation policy is to value investments at fair value.

**Investments and Fair Value Measurements** — U.S. GAAP defines the fair value of a financial instrument as the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price); the Funds' policy is to use the market approach. GAAP establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The level in the fair value hierarchy within which the fair value measurement in its entirety falls shall be determined based on the lowest level input that is significant to the fair value measurement in its entirety. The levels used for classifying investments are not necessarily an indication of the risk associated with investing in these investments. The three levels of the fair value hierarchy are described below:

Level 1 — Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities;

Level 2 — Quoted prices in markets that are not active or financial instruments for which significant inputs are observable (including, but not limited to, quoted prices for similar investments, interest rates, foreign exchange rates, volatility and credit spreads), either directly or indirectly;

Level 3 — Prices or valuations that require significant unobservable inputs (including GSAM's assumptions in determining fair value measurement).

The Board of Trustees ("Trustees") has approved Valuation Procedures that govern the valuation of the portfolio investments held by the Fund, including investments for which market quotations are not readily available. With respect to the Fund investments that do not have readily available market quotations, the Trustees have designated the Adviser as the valuation designee to perform fair valuations pursuant to Rule 2a-5 under the Investment Company Act of 1940 (the "Valuation Designee"). GSAM has day-to-day responsibility for implementing and maintaining internal controls and procedures related to the valuation of the Fund investments. To assess the continuing appropriateness of pricing sources and methodologies, GSAM regularly performs price verification procedures and issues challenges as necessary to third party pricing vendors or brokers, and any differences are reviewed in accordance with the Valuation Procedures.

**Level 1 and Level 2 Fair Value Investments** — The valuation techniques and significant inputs used in determining the fair values for investments classified as Level 1 and Level 2 are as follows:

**Equity Securities** — Equity securities traded on a United States ("U.S.") securities exchange or the NASDAQ system, or those located on certain foreign exchanges, including but not limited to the Americas, are valued daily at their last sale price or official closing price on the principal exchange or system on which they are traded. If there is no sale or official closing price or such price is believed by GSAM to not represent fair value, equity securities will be valued at the valid closing bid price for long positions and at the valid closing ask price for short positions (i.e. where there is sufficient volume, during normal exchange trading hours). If no valid bid/ask price is available, the equity security will be valued pursuant to the Valuation Procedures and consistent with applicable regulatory guidance. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. Certain equity securities containing unique attributes may be classified as Level 2.

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GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)** 

------

Unlisted equity securities for which market quotations are available are valued at the last sale price on the valuation date, or if no sale occurs, at the last bid price for long positions or the last ask price for short positions, and are generally classified as Level 2. Securities traded on certain foreign securities exchanges are valued daily at fair value determined by an independent fair value service (if available) under the Valuation Procedures and consistent with applicable regulatory guidance. The independent fair value service takes into account multiple factors including, but not limited to, movements in the securities markets, certain depositary receipts, futures contracts and foreign currency exchange rates that have occurred subsequent to the close of the foreign securities exchange. These investments are generally classified as Level 2 of the fair value hierarchy.

**Special Purpose Acquisition Companies** — The Fund may invest in stock of, warrants to purchase stock of, and other interests in, special purpose acquisition companies or similar special purpose entities that pool funds to seek potential merger and acquisition opportunities (collectively, "SPACs"). SPACs are companies that have no operations but go public with the intention of merging with or acquiring a company using the proceeds of the SPAC's initial public offering. Stock purchased in a SPAC's initial public offering are valued the same as other equity securities as noted above. Certain private SPAC investments (e.g. "founder shares" and private warrants), however, may be subject to forfeiture or expire worthless if certain events do not take place. A Probability Value Adjustment (PVA) is applied to such securities until such contingencies have been satisfied. An LVA may also be applied to securities which are subject to externally imposed and legally enforceable trading restrictions. Such positions are generally classified as Level 3. The Fund may also enter into an unfunded commitment to purchase securities in a PIPE transaction and will satisfy the commitment if and when the SPAC completes its merger or acquisition. The Fund may purchase securities in a SPAC PIPE transaction only upon such contingencies being satisfied. Such investments are valued similar to founder shares mentioned above and are generally classified as Level 3.

**Underlying Funds (including Money Market Funds)** — Underlying Funds ("Underlying Funds") include other investment companies. Investments in the Underlying Funds are valued at the NAV per share on the day of valuation. Because the Funds invest in Underlying Funds that fluctuate in value, the Funds' shares will correspondingly fluctuate in value. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. For information regarding an Underlying Fund's accounting policies and investment holdings, please see the Underlying Fund's shareholder report.

**Debt Securities** — Debt securities for which market quotations are readily available are valued daily on the basis of quotations supplied by dealers or an independent pricing service approved by the Trustees. The pricing services may use valuation models or matrix pricing, which consider: (i) yield or price with respect to bonds that are considered comparable in characteristics such as rating, interest rate and maturity date or (ii) quotations from securities dealers to determine current value. With the exception of treasury securities of G7 countries, which are generally classified as Level 1, these investments are generally classified as Level 2 of the fair value hierarchy.

**Securities Sold Short** — Securities sold short are those securities which the Fund has sold but which it does not own. When the Fund sells a security it does not own, it must borrow the security that was sold and generally delivers the proceeds from the short sale to the broker through which it made the short sale. In addition, cash and certain investments in securities may be used to collateralize the securities sold short. Each day the securities sold short transaction is open, the liability to replace the borrowed security is marked to market and an unrealized gain or loss is recorded. While the transaction remains open, the Fund may also incur expenses for any dividends or interest which will be paid to the lender of the securities as well as a fee to borrow the delivered security. During the term of the short sale, the value of the securities pledged as collateral on short sales is required to exceed the value of the securities sold short. The market value of securities pledged as collateral is included in the Schedule of Investments.

**Derivative Contracts** — A derivative is an instrument whose value is derived from underlying assets, indices, reference rates or a combination of these factors. A Fund enters into derivative transactions to hedge against changes in interest rates, securities prices, and/or currency exchange rates, to increase total return, or to gain access to certain markets or attain exposure to other underliers. For financial reporting purposes, cash collateral that has been pledged to cover obligations of a Fund and cash collateral received, if any, is reported separately on the Statements of Assets and Liabilities as either due to broker/receivable for collateral on certain derivatives contracts. Non-cash collateral pledged by a Fund, if any, is noted in the Schedules of Investments.

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GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

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**NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)** 

------

Exchange-traded derivatives, including futures and options contracts, are generally valued at the last sale or settlement price on the exchange where they are principally traded. Exchange-traded options without settlement prices are generally valued at the midpoint of the bid and ask prices on the exchange where they are principally traded (or, in the absence of two-way trading, at the last bid price for long positions and the last ask price for short positions). Exchange-traded derivatives typically fall within Level 1 of the fair value hierarchy. Over-the-counter ("OTC") and centrally cleared derivatives are valued using market transactions and other market evidence, including market-based inputs to models, calibration to market-clearing transactions, broker or dealer quotations, or other alternative pricing sources. Where models are used, the selection of a particular model to value OTC and centrally cleared derivatives depends upon the contractual terms of, and specific risks inherent in, the instrument, as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, yield curves, credit curves, measures of volatility, voluntary and involuntary prepayment rates, loss severity rates and correlations of such inputs. For OTC and centrally cleared derivatives that trade in liquid markets, model inputs can generally be verified and model selection does not involve significant management judgment. OTC and centrally cleared derivatives are classified within Level 2 of the fair value hierarchy when significant inputs are corroborated by market evidence.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**i. Forward Contracts** — A forward contract is a contract between two parties to buy or sell an asset at a specified price on a future date. A forward contract settlement can occur on a cash or delivery basis. Forward contracts are marked-to-market daily using independent vendor prices, and the change in value, if any, is recorded as an unrealized gain or loss. Cash and certain investments may be used to collateralize forward contracts.

A *forward foreign currency exchange contract* is a forward contract in which a Fund agrees to receive or deliver a fixed quantity of one currency for another, at a pre-determined price at a future date. All forward foreign currency exchange contracts are marked to market daily by using the outright forward rates or interpolating based upon maturity dates, where available. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in cash without the delivery of foreign currency.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**ii. Futures Contracts** — Futures contracts are contracts to buy or sell a standardized quantity of a specified commodity or security. Upon entering into a futures contract, the Fund deposits cash or securities in an account on behalf of the broker in an amount sufficient to meet the initial margin requirement. Subsequent payments are made or received by a Fund equal to the daily change in the contract value and are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**iii. Options** — When the Fund writes call or put options, an amount equal to the premium received is recorded as a liability and is subsequently marked-to-market to reflect the current value of the option written. Swaptions are options on swap contracts.

Upon the purchase of a call option or a put option by the Fund, the premium paid is recorded as an investment and subsequently marked-to-market to reflect the current value of the option. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**iv. Swap Contracts** — Bilateral swap contracts are agreements in which the Fund and a counterparty agree to exchange periodic payments on a specified notional amount or make a net payment upon termination. Bilateral swap transactions are privately negotiated in the OTC market and payments are settled through direct payments between the Fund and the counterparty. By contrast, certain swap transactions are subject to mandatory central clearing. These swaps are executed through a derivatives clearing member ("DCM"), acting in an agency capacity, and submitted to a central counterparty ("CCP") ("centrally cleared swaps"), in which case all payments are settled with the CCP through the DCM. Swaps are marked-to-market daily using pricing vendor quotations, counterparty or clearinghouse prices or model prices, and the change in value, if any, is recorded as an unrealized gain or loss. Upon entering into a swap contract, the Fund is required to satisfy an initial margin requirement by delivering cash or securities to the counterparty (or in some cases, segregated in a triparty account on behalf of the counterparty), which can be adjusted by any mark-to-market gains or losses pursuant to bilateral or centrally cleared arrangements. For centrally cleared swaps the daily change in valuation, if any, is recorded as a receivable or payable for variation margin.

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GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)** 

------

A *total return swap* is an agreement that gives the Fund the right to receive or pay the appreciation or depreciation, as applicable, in the value of a specified security, basket of investments or indices, index or other instrument in return for a fee paid to the counterparty, which will typically be an agreed upon interest rate. If the underlying asset declines in value over the term of the swap, the Fund may also be required to pay the dollar value of that decline to the counterparty.

**Level 3 Fair Value Investments** — To the extent that significant inputs to valuation models and other alternative pricing sources are unobservable, or if quotations are not readily available, or if GSAM believes that such quotations do not accurately reflect fair value, the fair value of a Fund's investments may be determined under the Valuation Procedures approved by the Trustees. GSAM, consistent with its procedures and applicable regulatory guidance, may make an adjustment to the most recent valuation prices of either domestic or foreign securities in light of significant events to reflect what it believes to be the fair value of the securities at the time of determining a Fund's NAV. To the extent investments are valued using single source broker quotations obtained directly from the broker or passed through from third party pricing vendors, such investment are classified as Level 3 investments.

**Fair Value Hierarchy** — The following is a summary of the Funds' investments and derivatives classified in the fair value hierarchy as of January 31, 2023:

---

| | | | |
|:---|:---|:---|:---|
| **Investment Type** | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | **Assets** | **Assets** | **Assets** |
|  Common Stock and/or Other Equity Investments<sup>(a)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Asia | $730030 | $1241284 | $— <sup>(b)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia and Oceania |  | 2825310 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Europe | 6273722 | 8578589 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; North America | 34751869 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; South America | 778017 |  |  |
|  Special Purpose Acquisition Company | 18517609 |  |  |
|  Fixed Income |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | 5915460 |  |  |
|  Preferred Stocks |  | 579311 |  |
|  Warrants |  | 8586 |  |
|  Investment Company | 55223820 |  |  |
| **Total** | $122190527 | $13233080 | $— |
| **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
|  Common Stock and/or Other Equity Investments<sup>(a)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; North America | $(3889511) | $— | $— |
| **Derivative Type** |  |  |  |
| **Assets** | **Assets** | **Assets** | **Assets** |
|  Forward Foreign Currency Exchange Contracts<sup>(c)</sup>  | $— | $362519 | $— |
|  Futures Contracts<sup>(c)</sup>  | 1854624 |  |  |
|  Total Return Swap Contracts<sup>(c)</sup>  |  | 1218785 |  |
|  Purchased Option Contracts | 386349 |  |  |
| **Total** | $2240973 | $1581304 | $— |

---

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GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)** 

------

---

| | | | |
|:---|:---|:---|:---|
| **Derivative Type** | **Level 1** | **Level 2** | **Level 3** |
| **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
|  Forward Foreign Currency Exchange Contracts<sup>(c)</sup>  | $— | $(676215) | $— |
|  Futures Contracts<sup>(c)</sup>  | (2570855) |  |  |
|  Total Return Swap Contracts<sup>(c)</sup>  |  | (973731) |  |
|  Written Option Contracts | (47447) |  |  |
| **Total** | $(2618302) | $(1649946) | $— |

---

(a) Amounts are disclosed by continent to highlight the impact of time zone differences between local market close and the calculation of net asset value. Security valuations are based on the principal exchange or system on
which they are traded, which may differ from country of domicile. The Fund utilizes fair value model prices provided by an independent fair value service for international equities, resulting in a Level 2 classification.

(b) Amount represents valuations of Russian investments for which GSAM has determined include significant unobservable inputs as of January 31, 2023. To the extent that the same positions were held as of the
Fund's prior fiscal year end, October 31, 2022, they were classified as either Level 1 or Level 2.

(c) Amount shown represents unrealized gain (loss) at period end.

For further information regarding security characteristics, see the Schedules of Investments.

The Funds' risks include, but are not limited to, the following:

**Derivatives Risk** — The Fund's use of derivatives and other similar instruments (collectively referred to in this paragraph as "derivatives") may result in loss, including due to adverse market movements. Derivatives, which may pose risks in addition to and greater than those associated with investing directly in securities, currencies or other assets and instruments, may increase market exposure and be illiquid or less liquid, volatile, difficult to price and leveraged so that small changes in the value of the underlying assets or instruments may produce disproportionate losses to the Fund. Certain derivatives are also subject to counterparty risk, which is the risk that the other party in the transaction will not, or lacks the capacity or authority to, fulfill its contractual obligations, liquidity risk, which includes the risk that the Fund will not be able to exit the derivative when it is advantageous to do so, and risks arising from margin requirements, which include the risk that the Fund will be required to pay additional margin or set aside additional collateral to maintain open derivative positions. The use of derivatives is a highly specialized activity that involves investment techniques and risks different from those associated with investments in more traditional securities and instruments. Losses from derivatives can also result from a lack of correlation between changes in the value of derivative instruments and the portfolio assets (if any) being hedged.

**Foreign and Emerging Countries Risk** — Investing in foreign markets may involve special risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of more or less foreign government regulation; less public information; less stringent investor protections; less stringent accounting, corporate governance, financial reporting and disclosure standards; and less economic, political and social stability in the countries in which a Fund invests. The imposition of sanctions, exchange controls (including repatriation restrictions), confiscation of assets and property, trade restrictions (including tariffs) and other government restrictions by the U.S. or other governments, or from problems in registration, settlement or custody, may also result in losses. The type and severity of sanctions and other similar measures, including counter sanctions and other retaliatory actions, that may be imposed could vary broadly in scope, and their impact is impossible to predict. For example, the imposition of sanctions and other similar measures could, among other things, cause a decline in the value and/or liquidity of securities issued by the sanctioned country or companies located in or economically tied to the sanctioned country and increase market volatility and disruption in the sanctioned country and throughout the world. Sanctions and other similar measures could limit or prevent a Fund from buying and selling securities (in the sanctioned country and other markets), significantly delay or prevent the settlement of securities transactions, and significantly impact a Fund's liquidity and performance. Foreign risk also involves the risk of negative foreign currency exchange rate fluctuations, which may cause the value of securities denominated in such foreign currency (or other instruments through which Fund has exposure to foreign currencies) to decline in value. Currency exchange rates may fluctuate significantly over short periods of time. To the extent that a Fund also invests in securities of issuers located in, or economically tied to, emerging markets, these risks may be more pronounced.

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GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

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**NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)** 

------

**Foreign Custody Risk** — If a Fund invests in foreign securities, the Fund may hold such securities and cash with foreign banks, agents, and securities depositories appointed by the Fund's custodian (each a "Foreign Custodian"). Some foreign custodians may be recently organized or new to the foreign custody business. In some countries, Foreign Custodians may be subject to little or no regulatory oversight over, or independent evaluation of, their operations. Further, the laws of certain countries may place limitations on a Fund's ability to recover its assets if a Foreign Custodian enters bankruptcy.

**Interest Rate Risk** — When interest rates increase, fixed income securities or instruments held by a Fund will generally decline in value. The Fund may face a heightened level of interest rate risk in connection with the type and extent of certain monetary policy changes made by the Federal Reserve, such as target interest rate changes. Long-term fixed income securities or instruments will normally have more price volatility because of this risk than short-term fixed income securities or instruments. A wide variety of market factors can cause interest rates to rise, including central bank monetary policy, rising inflation and changes in general economic conditions. The risks associated with changing interest rates may have unpredictable effects on the markets and a Fund's investments. Fluctuations in interest rates may also affect the liquidity of fixed income securities and instruments held by the Funds. A sudden or unpredictable increase in interest rates may cause volatility in the market and may decrease the liquidity of the Fund's investments, which would make it harder for the Fund to sell its investments at an advantageous time.

**Investments in Other Investment Companies Risk** — As a shareholder of another investment company, a Fund will indirectly bear its proportionate share of any net management fees and other expenses paid by such other investment companies, in addition to the fees and expenses regularly borne by the Fund.

**Large Shareholder Transactions Risk** — A Fund may experience adverse effects when certain large shareholders, such as other funds, institutional investors (including those trading by use of non-discretionary mathematical formulas), financial intermediaries (who may make investment decisions on behalf of underlying clients and/or include a Fund in their investment model), individuals, accounts and Goldman Sachs affiliates, purchase or redeem large amounts of shares of a Fund. Such large shareholder redemptions, which may occur rapidly or unexpectedly, may cause a Fund to sell portfolio securities at times when it would not otherwise do so, which may negatively impact a Fund's NAV and liquidity. These transactions may also accelerate the realization of taxable income to shareholders if such sales of investments resulted in gains, and may also increase transaction costs. In addition, a large redemption could result in a Fund's current expenses being allocated over a smaller asset base, leading to an increase in the Fund's expense ratio. Similarly, large Fund share purchases may adversely affect a Fund's performance to the extent that the Fund is delayed in investing new cash or otherwise maintains a larger cash position than it ordinarily would.

**Liquidity Risk** — A Fund may make investments that are illiquid or that may become less liquid in response to market developments or adverse investor perceptions. Illiquid investments may be more difficult to value. Liquidity risk may also refer to the risk that a Fund will not be able to pay redemption proceeds within the allowable time period or without significant dilution to remaining investors' interests because of unusual market conditions, an unusually high volume of redemption requests, or other reasons. To meet redemption requests, a Fund may be forced to sell investments at an unfavorable time and/or under unfavorable conditions. If a Fund is forced to sell securities at an unfavorable time and/or under unfavorable conditions, such sales may adversely affect Fund's NAV and dilute remaining investors' interests. Liquidity risk may be the result of, among other things, the reduced number and capacity of traditional market participants to make a market in fixed income securities or the lack of an active market. The potential for liquidity risk may be magnified by a rising interest rate environment or other circumstances where investor redemptions from fixed income funds may be higher than normal, potentially causing increased supply in the market due to selling activity. These risks may be more pronounced in connection with the Funds' investments in securities of issuers located in emerging market countries. Redemptions by large shareholders may have a negative impact on a Fund's liquidity.

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)** 

------

**Market and Credit Risks** — In the normal course of business, a Fund trades financial instruments and enters into financial transactions where risk of potential loss exists due to changes in the market (market risk). The value of the securities in which a Fund invests may go up or down in response to the prospects of individual companies, particular sectors or governments and/or general economic conditions throughout the world due to increasingly interconnected global economies and financial markets. Events such as war, acts of terrorism, social unrest, natural disasters, the spread of infectious illness or other public health threats could also significantly impact a Fund and its investments. Additionally, a Fund may also be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults.

**Multi-Manager Approach Risk** — The Funds' performance depends on the ability of the Investment Adviser in selecting, overseeing, and allocating Fund assets to the Underlying Managers. The Underlying Managers' investment styles may not always be complementary. The Funds' multi-manager approach may result in the Fund investing a significant percentage of its assets in certain types of investments, which could be beneficial or detrimental to the Funds' performance depending on the performance of those investments and the overall market environment. The Funds' Underlying Managers may underperform the market generally or underperform other investment managers that could have been selected for the Funds. Because the Funds' Underlying Managers may trade with counterparties, prime brokers, clearing brokers or futures commission merchants on terms that are different than those on which the Investment Adviser would trade, and because each Underlying Manager applies its own risk analysis in evaluating potential counterparties for the Funds, the Funds may be subject to greater counterparty risk than if they were managed directly by the Investment Adviser.

**Short Position Risk** — A Fund may enter into a short position through a futures contract, an option or swap agreement or through short sales of any instrument that a Fund may purchase for investment. Taking short positions involves leverage of a Fund's assets and presents various risks, including counterparty risk. If the value of the underlying instrument or market in which a Fund has taken a short position increases, then the Fund will incur a loss equal to the increase in value from the time that the short position was entered into plus any related interest payments or other fees. Taking short positions involves the risk that losses may be disproportionate, may exceed the amount invested, and may be unlimited. To the extent that a Fund uses the proceeds it receives from a short position to take additional long positions, the risks associated with the short position, including leverage risks, may be heightened, because doing so increases the exposure of a Fund to the markets and therefore could magnify changes to a Fund's NAV.

**Special Purpose Acquisition Companies Risk** — The Fund may invest in stock, warrants, and other securities of SPACs or similar special purpose entities that pool funds to seek potential acquisition opportunities. Because SPACs and similar entities are in essence blank check companies without operating history or ongoing business other than seeking acquisitions, in a predetermined time frame (typically 18-24 months) the value of their securities is particularly dependent on the ability of the entity's management to identify and complete a profitable acquisition. An investment in a SPAC is subject to a variety of risks, including that (i) a portion of the monies raised by the SPAC for the purpose of effecting an acquisition or merger may be expended prior to the transaction for payment of taxes and other purposes; (ii) prior to any acquisition or merger, a SPAC's assets are typically invested in U.S. government securities, money market funds and similar investments whose returns or yields may be significantly lower than those of the Fund's other investments; (iii) the Fund generally will not receive significant income from its investments in SPACs and, therefore, the Fund's investments in SPACs will not significantly contribute to the Fund's distributions to shareholders; (iv) an attractive acquisition or merger target may not be identified at all, in which case the SPAC will be required to return any remaining monies to shareholders, or an attractive acquisition target may become scarce if the number of SPACs seeking to acquire operating businesses increases, which could negatively impact the value of SPAC shares held by the Fund; (v) under any circumstances in which the Fund receives a refund of all or a portion of its original investment (which typically represents a pro rata share of the proceeds of the SPAC's assets, less any applicable taxes), the returns on that investment may be negligible, and the Fund may be subject to opportunity costs to the extent that alternative investments would have produced higher returns; (vi) the Fund may be delayed in receiving any redemption or liquidation proceeds from a SPAC to which it is entitled; (vii) an investment in a SPAC may be diluted by additional later offerings of interests in the SPAC or by other investors exercising

------

GOLDMAN SACHS MULTI-MANAGER ALTERNATIVES FUND

*January 31, 2023 (Unaudited)* 

------

**NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)** 

------

existing rights to purchase shares of the SPAC; (viii) only a thinly traded market for shares of or interests in a SPAC may develop, or there may be no market at all, leaving the Fund unable to sell its interest in a SPAC or to sell its interest only at a price below what the Fund believes is the SPAC interest's intrinsic value; and (ix) the values of investments in SPACs may be highly volatile and may depreciate significantly over time.

**Tax Risk** — The Multi-Manager Alternatives Fund will seek to gain exposure to the commodity markets primarily through investments in the Subsidiary and/or commodity index-linked structured notes, as applicable. Historically, the Internal Revenue Service ("IRS") issued private letter rulings ("PLRs") in which the IRS specifically concluded that income and gains from investments in commodity index-linked structured notes or a wholly-owned foreign subsidiary that invests in commodity-linked instruments are "qualifying income" for purposes of compliance with Subchapter M of the Code. However, the Multi-Manager Alternatives Fund has not received a PLR, and is not able to rely on PLRs issued to other taxpayers. Additionally, the IRS has suspended the granting of such PLRs, pending review of its position on this matter. The IRS also recently issued proposed regulations that, if finalized, would generally treat the Multi-Manager Alternatives Fund's income inclusion with respect to a subsidiary as qualifying income only if there is a distribution out of the earnings and profits of a subsidiary that are attributable to such income inclusion. The proposed regulations, if adopted, would apply to taxable years beginning on or after 90 days after the regulations are published as final.

The IRS also recently issued a revenue procedure, which states that the IRS will not in the future issue PLRs that would require a determination of whether an asset (such as a commodity index-linked note) is a "security" under the Investment Company Act of 1940. The Multi-Manager Alternatives Fund has obtained an opinion of counsel that the Portfolio's income from such investments should constitute "qualifying income." However, no assurances can be provided that the IRS would not be able to successfully assert that the Multi-Manager Alternatives Fund's income from such investments was not "qualifying income," in which case the Multi-Manager Alternatives Fund would fail to qualify as a regulated investment company ("RIC") under Subchapter M of the Code if over 10% of its gross income were derived from these investments. If the Multi-Manager Alternatives Fund failed to qualify as a RIC, it would be subject to federal and state income tax on all of its taxable income at regular corporate tax rates. This would significantly adversely affect the returns to, and could cause substantial losses for, Multi-Manager Alternatives Fund shareholders.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs Trust II

- **b. Investment Company Act file number:** 811-22781

- **c. CIK number of Registrant:** 0001557156

- **d. LEI of Registrant:** 54930076LXUZ0NBAPG06

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

  - **Street Address 1:** 200 WEST STREET

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

  - **Telephone number:** 212-902-1000

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

- **a. Name of Series:** Goldman Sachs Multi-Manager Alternatives Fund

- **b. EDGAR series identifier (if any):** S000040071

- **c. LEI of Series:** 549300MY78M7TQEMXI71

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $200863581.73

**Total Liabilities:** $51556409.84

**Net Assets:** $149307171.89

**Amount of Assets Invested in Other Investment Companies:** $3653834.90

**Cash Not Reported:** $59083787.21

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201711 | -0.52%               | 0.59%                | 0.44%                |
| Class ID C000124401 | -0.66%               | 0.47%                | 0.38%                |
| Class ID C000198936 | -0.44%               | 0.59%                | 0.44%                |
| Class ID C000124404 | -0.54%               | 0.46%                | 0.45%                |
| Class ID C000124403 | -0.53%               | 0.51%                | 0.44%                |
| Class ID C000124402 | -0.52%               | 0.58%                | 0.44%                |
| Class ID C000124400 | -0.53%               | 0.49%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-539689.12              | $2428021.84                                |
| Month 2  | $133540.68               | $-323064.72                                |
| Month 3  | $734203.59               | $924944.04                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Options Clearing Corp.                           | IHS HOLDING LTD                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       340 | NC      | $29750.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0110 TRS USD R E BRX REC EQUITY / Short: STRBA0110 TRS USD P V 01MOBFR OBFR01 PAY VAR +40          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    145088 | OU      | $5504.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-864.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $705.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                   | Long: SSRBA0099 TRS USD R F   .00000 TNA INDEX / Short: SSRBA0099 TRS USD P V 01MOBFR OBFR01 - 280.57 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC                                                                                  | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |      9084 | NS      | $349643.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-957.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0177 TRS USD R V 01MOBFR REC VAR OBFR01 / Short: STRBA0177 TRS USD P E PAY EQ IWM                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    804460 | OU      | $-18903.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0065 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0065 TRS USD P E FIZZ PAY EQUITY         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    246609 | OU      | $12349.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CAD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $27718.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Conyers Park III Acquisition Corp                | Conyers Park III Acquisition Corp                                                                             | CUSIP: 21289P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7027 | NS      | $70480.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-24.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CAD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc               | Clear Channel Outdoor Holdings Inc                                                                            | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75272 | NS      | $143769.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $258.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE MAY23                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         2 | NC      | $5108.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                       | Intuit Inc                                                                                                    | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       238 | NS      | $100595.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0075 TRS USD R E MTB REC EQUITY / Short: STRBA0075 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    130554 | OU      | $9846.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES RUSSELL 2000 ETF                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -140 | NC      | $-5670.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                              | Imperial Brands PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     12732 | NS      | $319397.78    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WORLD WRESTLING ENTERTAINMENT                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        46 | NC      | $33350.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT APR23                                                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         1 | NC      | $-6633.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $16.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0165 TRS USD R E REC EQY / Short: STRBA0165 TRS USD P V 01MOBFR OBFR01 +40BPS                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    103465 | OU      | $8899.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                  | Yamana Gold Inc                                                                                               | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |    496460 | NS      | $2993653.80   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | Ramsay Health Care Ltd ()                                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | AU        |    188943 | OU      | $277.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mason Industrial Technology Inc                  | Mason Industrial Technology Inc                                                                               | CUSIP: 57520Y205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $501500.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0033 TRS USD R E MTB REC EQUITY / Short: STRBA0033 TRS USD P V 01MOBFR OBFR01 PAY +40              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    290120 | OU      | $21880.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biote Corp                                       | Biote Corp                                                                                                    | CUSIP: 090683111<br>LEI: N/A                  | N/A              | DE               |  | US        |     10000 | NS      | $3500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0163 TRS USD R E REC EQUITY / Short: STRBA0163 TRS USD P V 01MOBFR OBFR01 +40BPS                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    365761 | OU      | $29794.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CLP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |         1 | NC      | $6052.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-1355.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                       | L'Oreal SA                                                                                                    | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       435 | NS      | $179616.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $20100.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED MXN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |         1 | NC      | $-8110.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-15.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited  | FTSE CHINA A50 FEB23                                                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -2 | NC      | $864.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $1334.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-3168.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1511.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3053.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Autogrill SpA                                    | Autogrill SpA                                                                                                 | CUSIP: 000000000<br>LEI: 5299003D9N2698I3C257 | Long             | EC               | CORP              | IT        |    121768 | NS      | $888549.93    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE Capital Corp                               | STORE Capital Corp                                                                                            | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |    116202 | NS      | $3742866.42   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $6027.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concord Acquisition Corp II                      | Concord Acquisition Corp II                                                                                   | CUSIP: 20607U207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16586 | NS      | $167021.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $3.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1284.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-289.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $12070.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $42.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMMOFINANZ AG                                    | IMMOFINANZ AG                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |      4438 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3057.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $4393.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $1.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CLP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |         1 | NC      | $7041.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-951.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0157 TRS USD R E TRTX REC EQUITY / Short: STRBA0157 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     58283 | OU      | $5265.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-111.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                    | Rio Tinto PLC                                                                                                 | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3159 | NS      | $250666.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Spade Acquisition Co                       | Black Spade Acquisition Co                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100000 | NS      | $1011000.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR MAR23                                                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       -12 | NC      | $-28175.04    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $61.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Strategic Growth Capital II               | Apollo Strategic Growth Capital II                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    125000 | NS      | $1269100.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $-176.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $32.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-103.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD COP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-6364.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $88.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $-2707.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0132 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0132 TRS USD P E MXCPAY EQUITY               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    165780 | OU      | $15540.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altra Industrial Motion Corp                     | Altra Industrial Motion Corp                                                                                  | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     20088 | NS      | $1226774.16   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-5.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-4219.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-2848.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-11088.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD ZAR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $3685.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                                                                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       561 | NS      | $280045.59    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $5579.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $-1175.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $1519.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD NOK                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-139.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                  | ASML Holding NV                                                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       422 | NS      | $279215.31    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnet Forensics Inc                             | Magnet Forensics Inc                                                                                          | CUSIP: 55940P101<br>LEI: 213800DQQ66RWWIDSR27 | Long             | EC               | CORP              | CA        |      6157 | NS      | $203606.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0041 TRS USD R V 01MOBFR OBFR01 RECVAR / Short: STRBA0041 TRS USD P E ESS PAY EQUITY               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    148344 | OU      | $-9905.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                  | Philip Morris International Inc                                                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4369 | NS      | $455424.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                  | US DOLLAR FUT FEB23                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         5 | NC      | $-393.82      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-5.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-201.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD SEK                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $210.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Instruments Corp                        | National Instruments Corp                                                                                     | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      7458 | NS      | $402732.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-13181.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $2760.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                     | British American Tobacco PLC                                                                                  | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     11452 | NS      | $438998.64    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify Health Inc                               | Signify Health Inc                                                                                            | CUSIP: 82671G100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7408 | NS      | $-210831.68   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Healthwell Acquisition Corp I                    | Healthwell Acquisition Corp I                                                                                 | CUSIP: 42227R208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4589 | NS      | $46440.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Compute Health Acquisition Corp                  | Compute Health Acquisition Corp                                                                               | CUSIP: 204833115<br>LEI: N/A                  | N/A              | DE               |  | US        |     28514 | NS      | $3669.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COCOA FUTURE MAR23                                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         2 | NC      | $-964.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0048 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0048 TRS USD P E AAL PAY EQUITY              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    159000 | OU      | $-42750.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0162 TRS USD R E REC EUQ / Short: STRBA0162 TRS USD P V 01MOBFR OBFR01 +40BPS                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    112737 | OU      | $10890.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COTTON NO.2 FUTR MAR23                                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         2 | NC      | $25.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-48.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         9 | NC      | $2183.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $23579.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                | PNM Resources Inc                                                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Short            | EC               | CORP              | US        |     -2058 | NS      | $-101829.84   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CNH / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |         1 | NC      | $2748.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         7 | NC      | $-1287.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $9571.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-5856.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                               | NextEra Energy Inc                                                                                            | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4166 | NS      | $310908.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0170 TRS USD R E IHS REC EQUITY / Short: STRBA0170 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     29824 | OU      | $1003.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-90.73       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3895.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $42.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-35.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3069.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                 | Schlumberger Ltd                                                                                              | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      3570 | NS      | $203418.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hollysys Automation Technologies Ltd             | Hollysys Automation Technologies Ltd                                                                          | CUSIP: 000000000<br>LEI: 2549008FKCB1PSUOZ583 | Long             | EC               | CORP              | VG        |     37637 | NS      | $701553.68    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| North Atlantic Acquisition Corp                  | North Atlantic Acquisition Corp                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     40044 | NS      | $406446.60    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $1.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-3512.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-32.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-29.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $77.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1741.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $30743.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $40.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $31269.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $5115.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0174 TRS USD R E ALK REC EQUITY / Short: STRBA0174 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    484574 | OU      | $13423.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1753.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $49769.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-1049.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $-189.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-260.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                   | Air Products and Chemicals Inc                                                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       316 | NS      | $101281.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-381.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $16.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Hera Acquisition Corp                       | FTAC Hera Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     37731 | NS      | $383724.27    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $8015.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CLP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7797.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CHF / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $1185.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $3760.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD SEK                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1340.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pontem Corp                                      | Pontem Corp                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     90000 | NS      | $918900.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Tailwind International Acquisition Corp          | Tailwind International Acquisition Corp                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     75000 | NS      | $762000.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp                              | Tourmaline Oil Corp                                                                                           | CUSIP: 89156V106<br>LEI: 549300LCHLN94A7Y1572 | Long             | EC               | CORP              | CA        |      3612 | NS      | $168336.49    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-10022.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $154.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manchester United Plc                            | Manchester United Plc                                                                                         | CUSIP: 000000000<br>LEI: 529900GWGZPE83MJOV59 | Long             | EC               | CORP              | KY        |      5918 | NS      | $133450.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-5180.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                     | Thermo Fisher Scientific Inc                                                                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        87 | NS      | $49618.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD INR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-839.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Landcadia Holdings IV Inc                        | Landcadia Holdings IV Inc                                                                                     | CUSIP: 51477A203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $751500.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $547.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-6031.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $27.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1316.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-12446.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3038.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3471.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $89.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1264.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA                                                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |       940 | NS      | $64560.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0040 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0040 TRS USD P E O PAY EQUITY                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    177604 | OU      | $-12320.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |         1 | NC      | $6722.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-428.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $12653.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TWD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-493.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1027.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                         | NIKE Inc                                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       523 | NS      | $66593.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0126 TRS USD R E GLPI INDEX REC / Short: STRBA0126 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    541736 | OU      | $15288.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| North Atlantic Acquisition Corp                  | North Atlantic Acquisition Corp                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |     13348 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-1546.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $10656.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0050 TRS USD R E TRXT REC EQUITY / Short: STRBA0050 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    308266 | OU      | $87168.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0078 TRS USD R E LUV REC EQUITY / Short: STRBA0078 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    198653 | OU      | $12390.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-43015.33    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3038.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -26 | NC      | $-10056.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-773.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | DAX INDEX FUTURE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         3 | NC      | $3121.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0038 TRS USD R E TDS REC EQUITY / Short: STRBA0038 TRS USD P V 01MOBFR OBFR01 PAY +40              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    127978 | OU      | $35136.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $12.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $69.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $230.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                               | Deutsche Boerse AG                                                                                            | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1596 | NS      | $285591.88    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $263.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-3969.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-0.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                 | Novo Nordisk A/S                                                                                              | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      5248 | NS      | $726269.50    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-354.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0181 TRS USD R E REC EQUIT SPB / Short: STRBA0181 TRS USD P V 01MOBFR PAY VAR OBFR01               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    480901 | OU      | $28199.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0115 TRS USD R E REC EQUITY BRX / Short: STRBA0115 TRS USD P V 01MOBFR PAY OBFR01 VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    593954 | OU      | $22532.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext N.V.                                    | CAC40 10 EURO FUT FEB23                                                                                       | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         7 | NC      | $183.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-1663.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-1797.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $21265.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $971.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $-849.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | TEGNA INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2 | NC      | $65.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0088 TRS USD R E REC EQUITY FYBR / Short: STRBA0088 TRS USD P V 01MOBFR PAY VAR OBFR01             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    168168 | OU      | $27258.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0044 TRS USD R V 01MOBFR OBFR01-35 REC VAR / Short: STRBA0044 TRS USD P E CHH PAY EQUITY           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    202752 | OU      | $-18450.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                          | Vale SA                                                                                                       | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     26054 | NS      | $485070.53    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-57.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                               | First Horizon Corp                                                                                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     56180 | NS      | $1389331.40   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $27.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE MAR23                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         5 | NC      | $-10732.29    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                              | OMXS30 IND FUTURE FEB23                                                                                       | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |       -11 | NC      | $2189.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7956.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Infomedia Ltd                                    | Infomedia Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    249231 | NS      | $195084.51    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0151 TRS USD R E REC EQT / Short: STRBA0151 TRS USD P V 01MOBFR OBFR01+40                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |     29212 | OU      | $3381.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-6220.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         4 | NC      | $22187.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-520.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0152 TRS USD R E REC EQT / Short: STRBA0152 TRS USD P V 01MOBFR OBFR01+40BPS                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |     30560 | OU      | $2825.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0059 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0059 TRS USD P E FFIN PAY EQUITY             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    216720 | OU      | $-7686.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-6589.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $3715.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -3 | NC      | $4745.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | ACTIVISION BLIZZARD INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -148 | NC      | $-3478.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-22839.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-1393.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1866.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $794.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                           | Petroleo Brasileiro SA                                                                                        | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |     53766 | NS      | $276122.30    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        76 | NC      | $37050.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | BOEING CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2 | NC      | $3600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0014 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0014 TRS USD P E MKC PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     99468 | OU      | $9324.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-1901.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc                   | Telephone and Data Systems Inc                                                                                | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6368 | NS      | $85140.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0009 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0009 TRS USD P E O PAY EQUITY            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    202976 | OU      | $-14080.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HANG SENG IDX FUT FEB23                                                                                       | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |        -2 | NC      | $8140.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                          | Reliance Industries Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |      1572 | NS      | $45348.09     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | COPPER FUTURE MAR23                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $-14.26       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                         | Horizon Therapeutics Plc                                                                                      | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |     17809 | NS      | $1954003.48   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-12300.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                     | Metro Inc/CN                                                                                                  | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      2792 | NS      | $151545.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $3909.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                      | iRobot Corp                                                                                                   | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Short            | EC               | CORP              | US        |     -6924 | NS      | $-311580.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3061.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                       | Advanced Micro Devices Inc                                                                                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1302 | NS      | $97845.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0047 TRS USD R V 01MOBFR OBFR01 -35REC VAR / Short: STRBA0047 TRS USD P E REG PAY EQUITY           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    175000 | OU      | $-11564.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-259.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                        | Thales SA                                                                                                     | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       997 | NS      | $131862.54    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                  | Aerojet Rocketdyne Holdings Inc                                                                               | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     12405 | NS      | $693687.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-523.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1012.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                      | KnowBe4 Inc                                                                                                   | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35908 | NS      | $893750.12    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-17416.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-44496.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED KRW / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $1151.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-2297.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3773.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $-10097.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                   | CUSIP: 912796ZS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1470773.46   | 0.99%             | 2023-07-06      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $8759.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $6468.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $21004.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $815.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-5909.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $2264.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Corp                                       | Atlas Corp                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |     73266 | NS      | $1085069.46   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | S+P/TSX 60 IX FUT MAR23                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        -5 | NC      | $-32872.51    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $94.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Acquisition Corp IV                           | CF Acquisition Corp IV                                                                                        | CUSIP: 12520T110<br>LEI: N/A                  | N/A              | DE               |  | US        |      8333 | NS      | $666.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                   | CUSIP: 912796Z93<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1488394.11   | 1.00%             | 2023-04-04      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Visa Inc                                         | Visa Inc                                                                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1089 | NS      | $250698.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $292.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-911.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                     | Enbridge Inc                                                                                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     13487 | NS      | $552231.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                                                                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       303 | NS      | $50143.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                  | ASML Holding NV                                                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       212 | NS      | $140098.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $60512.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $35.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-19210.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                           | Boston Scientific Corp                                                                                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       264 | NS      | $12210.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-2531.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $-787.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $2955.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $35.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZ Minerals Ltd                                  | OZ Minerals Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900O2VBT5CL7EZT27 | Long             | EC               | CORP              | AU        |     89259 | NS      | $1767939.48   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                              | Elevance Health Inc                                                                                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       437 | NS      | $218495.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0092 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0092 TRS USD P E BXMT PAY EQUITY         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    116435 | OU      | $-14685.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $25.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-349.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Parent Inc               | Frontier Communications Parent Inc                                                                            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29000 | NS      | $858690.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                             | Momentive Global Inc                                                                                          | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     12586 | NS      | $97038.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-31340.73    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0160 TRS USD R E IHS REC EQUITY / Short: STRBA0160 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     91246 | OU      | $1796.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | BRENT FIN LAST DA APR23                                                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         2 | NC      | $-4861.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $1534.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | SILVER FUTURE MAR23                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $-878.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                 | TotalEnergies SE                                                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     11002 | NS      | $680151.96    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-31028.35    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-1438.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | MANCHESTER UNITED PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       116 | NC      | $15660.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0029 TRS USD R E ARE REC EQUITY / Short: STRBA0029 TRS USD P V 01MOBFR OBFR01 +40 PAY VAR          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    320474 | OU      | $33154.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0008 TRS USD R V 01MOBFR -35OBFR01 REC VAR / Short: STRBA0008 TRS USD P E CHH PAY EYUITY           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    157696 | OU      | $-14350.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                         | Itau Unibanco Holding SA                                                                                      | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |     60761 | NS      | $303188.57    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-14071.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-23.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $6016.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -92 | NC      | $-558226.61   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1234.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $2239.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $32140.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD MXN                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $78.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmo Software Ltd                                | Elmo Software Ltd                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     91337 | NS      | $313476.75    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $-59705.45    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | SPDR S+P 500 ETF TRUST                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -60 | NC      | $-690.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0062 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0062 TRS USD P E HLT PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    252720 | OU      | $-37460.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-4492.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $25.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | MINI HSI IDX FUT FEB23                                                                                        | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         1 | NC      | $-948.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-47.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $6000.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        10 | NC      | $-20697.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $283.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-12527.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-43333.31    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $4022.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2237.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES RUSSELL 2000 ETF                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       140 | NC      | $29750.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0134 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0134 TRS USD P E EGP PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    310926 | OU      | $-42399.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         3 | NC      | $2015.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-486.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-9.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-19897.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EMGMKT MAR23                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        18 | NC      | $-2210.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $277.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                          | ITC Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |     49357 | NS      | $213006.06    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $15852.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |        -1 | NC      | $-15807.17    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-2611.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $35466.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1647.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0120 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0120 TRS USD P E PAY EQUITY CLX          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    168396 | OU      | $-5232.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EAFE MAR23                                                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         1 | NC      | $803.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                              | American Tower Corp                                                                                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      1031 | NS      | $230315.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $-188.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $16246.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $0.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Acquisition Corp II                         | Ross Acquisition Corp II                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10814 | NS      | $110843.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3991.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD INR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-83.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1949.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0167 TRS USD R E NXDT REC EQUITY / Short: STRBA0167 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      8495 | OU      | $746.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASDAQ 100 E-MINI MAR23                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        10 | NC      | $47170.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0077 TRS USD R E ARE REC EQUITY / Short: STRBA0077 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    101969 | OU      | $10549.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0161 TRS USD R E CMP REC EQUITY / Short: STRBA0161 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    425223 | OU      | $-1363.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $92.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                | Origin Energy Ltd                                                                                             | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |     45140 | NS      | $239673.97    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0070 TRS USD R E VICI REC EQUITY / Short: STRBA0070 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    191160 | OU      | $10502.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-727.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0139 TRS USD R V 01MOBFR OBFR01 -0.35 REC VAR / Short: STRBA0139 TRS USD P E SKT PAY EQUITY        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    301392 | OU      | $-19656.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0074 TRS USD R E VICI REC EQUITY / Short: STRBA0074 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    537840 | OU      | $29548.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                        | Constellation Energy Corp                                                                                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1328 | NS      | $113358.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Colonnade Acquisition Corp II                    | Colonnade Acquisition Corp II                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     52649 | NS      | $534387.35    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $469.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-17.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coupa Software Inc                               | Coupa Software Inc                                                                                            | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     20813 | NS      | $1663374.96   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shaw Communications Inc                          | Shaw Communications Inc                                                                                       | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |      7086 | NS      | $210879.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $7711.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-48.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR MAR23                                                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -2 | NC      | $3766.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $6043.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp                                                                                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       755 | NS      | $147504.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-13375.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | STOXX EUROPE 600 MAR23                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         6 | NC      | $-53.63       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $5.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Summit Industrial Income REIT                    | Summit Industrial Income REIT                                                                                 | CUSIP: 866120116<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | EC               |  | CA        |     24041 | NS      | $413406.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $-163.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| South African Futures Exchange                   | FTSE/JSE TOP 40 MAR23                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |        -1 | NC      | $455.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-2660.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-32.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD MXN                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2582.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                           | Agnico Eagle Mines Ltd                                                                                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Short            | EC               | CORP              | CA        |    -18663 | NS      | $-1054086.24  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR MAR23                                                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         3 | NC      | $803.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-516.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CHF CURRENCY FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -1 | NC      | $-757.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1209.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $71.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange, LLC                       | CBOE VIX FUTURE MAR23                                                                                         | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -20 | NC      | $8704.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-39974.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | XAI EMINI INDUSTR MAR23                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $918.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0103 TRS USD R V 01MOBFR OBFR01 -89.89 REC VAR / Short: STRBA0103 TRS USD P E PETS PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     32975 | OU      | $-7042.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-828.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $44.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $18110.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | VNET GROUP INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       208 | NC      | $3120.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-247.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $936.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0123 TRS USD R E REC EQUITY OCLS / Short: STRBA0123 TRS USD P V 01MOBFR PAY OBFR01 VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      9700 | OU      | $-275.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $12.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |         1 | NC      | $1324.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                      | Cie Financiere Richemont SA                                                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1680 | NS      | $258984.11    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Orthofix Medical Inc                             | Orthofix Medical Inc                                                                                          | CUSIP: 68752M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -16358 | NS      | $-353823.54   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-69.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext Eqf, Equities And Indices Derivatives   | AMSTERDAM IDX FUT FEB23                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | NL        |        -2 | NC      | $3339.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $-9.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                    | M&T Bank Corp                                                                                                 | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       500 | NS      | $78000.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                   | CUSIP: 912796CT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1487155.65   | 1.00%             | 2023-04-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0150 TRS USD R E REC EQT / Short: STRBA0150 TRS USD P V 01MOBFR OBFR01+40                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    102100 | OU      | $6693.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-89.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0148 TRS USD R E REC EQT / Short: STRBA0148 TRS USD P V 01MOBFR OBFR01+40                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    284798 | OU      | $11601.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers Inc                     | Ritchie Bros Auctioneers Inc                                                                                  | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |     -9164 | NS      | $-554147.08   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank Central Asia Tbk PT                         | Bank Central Asia Tbk PT                                                                                      | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    325716 | NS      | $184846.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $601.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $980.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-2822.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc                | World Wrestling Entertainment Inc                                                                             | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      2291 | NS      | $193864.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7950.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse International                      | Long: STRBA0143 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0143 TRS USD P E MPAA PAY EQUITY             | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DE               |  | US        |    105972 | OU      | $-26553.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE MAY23                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         2 | NC      | $-454.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT MAR23                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -42 | NC      | $3314.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rosneft Oil Co PJSC                              | Rosneft Oil Co PJSC                                                                                           | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |     27893 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-37062.34    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0149 TRS USD R E REC EQT / Short: STRBA0149 TRS USD P V 01MOBFR OBFR01M+40                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    130571 | OU      | $8946.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TWD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |         1 | NC      | $182.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND FUT MAR23                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         2 | NC      | $-513.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                              | Quanta Services Inc                                                                                           | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       826 | NS      | $125708.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AxonPrime Infrastructure Acquisition Corp        | AxonPrime Infrastructure Acquisition Corp                                                                     | CUSIP: 05467C207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4765 | NS      | $47935.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | NATIONAL INSTRUMENTS CORP                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -10 | NC      | $-700.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | KC HRW WHEAT FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         1 | NC      | $372.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0125 TRS USD R E REC EQUITY NXDT / Short: STRBA0125 TRS USD P V 01MOBFR PAY OBFR01 VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      1435 | OU      | $240.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Towers AG                                | Vantage Towers AG                                                                                             | CUSIP: 000000000<br>LEI: 213800BBQO965UPQ7J59 | Long             | EC               | CORP              | DE        |      1822 | NS      | $66620.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $33.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-819.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3782.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-6037.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext N.V.                                    | RAPESEED EURO MAY23                                                                                           | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |        -1 | NC      | $53.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co Ltd                                     | Eisai Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |      1391 | NS      | $86061.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WORLD WRESTLING ENTERTAINMENT                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -46 | NC      | $-13570.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Myovant Sciences Ltd                             | Myovant Sciences Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     72963 | NS      | $1961245.44   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-36073.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Anzu Special Acquisition Corp I                  | Anzu Special Acquisition Corp I                                                                               | CUSIP: 03737A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1261250.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-7.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0158 TRS USD R E AMWD REC EQUITY / Short: STRBA0158 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    141428 | OU      | $8671.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0089 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0089 TRS USD P E TGT PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     89424 | OU      | $-13860.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $114170.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp                                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2818 | NS      | $326916.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc                                | Paya Holdings Inc                                                                                             | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1786 | NS      | $17359.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | SCHRODERS PLC                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |    280038 | OU      | $-56400.93    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD MXN                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-671.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0142 TRS USD R E AMWD REC EQUITY / Short: STRBA0142 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    268865 | OU      | $31334.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2235.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-9.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $1866.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                        | Nestle SA                                                                                                     | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      2142 | NS      | $261343.38    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0045 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0045 TRS USD P E CFFN PAY EQUITY             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    213655 | OU      | $6916.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $10677.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amryt Pharma PLC                                 | Amryt Pharma PLC                                                                                              | CUSIP: 03217L106<br>LEI: 213800YNUJEOJ84L4T95 | Long             | EC               | CORP              | GB        |     17902 | NS      | $261906.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-9343.73     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CAPITOL FEDERAL FINANCIAL INC                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       200 | NC      | $29000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $61.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $2700.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-3880.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Vista Acquisition Corp                       | New Vista Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100000 | NS      | $1010000.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $3754.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $1141.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1136.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3070.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitehaven Coal Ltd                              | Whitehaven Coal Ltd                                                                                           | CUSIP: 000000000<br>LEI: 529900WCZ4I6ZO3RRP86 | Long             | EC               | CORP              | AU        |     20820 | NS      | $123798.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-92.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $378.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fusion Acquisition Corp II                       | Fusion Acquisition Corp II                                                                                    | CUSIP: 36118N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $505000.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $11.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                          | Activision Blizzard Inc                                                                                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     14888 | NS      | $1139974.16   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-11.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange, LLC                       | CBOE VIX FUTURE FEB23                                                                                         | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |       -41 | NC      | $40167.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-406.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $35.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CNH                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2168.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD MXN                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-183.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-22.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-25.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | FCOJ-A FUTURE MAR23                                                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        -1 | NC      | $-2327.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0052 TRS USD R E OCSL REC EQUITY / Short: STRBA0052 TRS USD P V 01MOBFR OBFR01 -40 PAY VAR         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    249381 | OU      | $-7260.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -5 | NC      | $-557.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-6802.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $23254.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-41.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $2905.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $3625.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-2447.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2001.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                 | ArcelorMittal SA                                                                                              | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      3698 | NS      | $114416.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-105.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT APR23                                                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         2 | NC      | $-3947.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | PLATINUM FUTURE APR23                                                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -1 | NC      | $1148.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-62883.58    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-22.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Priveterra Acquisition Corp                      | Priveterra Acquisition Corp                                                                                   | CUSIP: 74275N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $1004000.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                         | Pan American Silver Corp                                                                                      | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |    -79331 | NS      | $-1446204.13  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-377.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                            | Monster Beverage Corp                                                                                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       788 | NS      | $82015.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0145 TRS USD R V 01MOBFR OBFR01-35BPS / Short: STRBA0145 TRS USD P E PAY EQT                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |   1303105 | OU      | $-35477.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $7.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-192.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CAD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |         1 | NC      | $8.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $3981.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-15.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0146 TRS USD R E REC EQT / Short: STRBA0146 TRS USD P V 01MOBFR OBFR01+40 BPS                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    129677 | OU      | $6528.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE APR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       -12 | NC      | $-5156.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0172 TRS USD R E IHS REC EQUITY / Short: STRBA0172 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     57852 | OU      | $223.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | AUDUSD CRNCY FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         1 | NC      | $-216.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0131 TRS USD R E PFSI REC EQUITY / Short: STRBA0131 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    175646 | OU      | $33356.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-15.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $1034.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 MAR23                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -18 | NC      | $-35011.35    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-23.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRIMARYALUMINUM                                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $5132.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $2620.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $4616.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                              | TransDigm Group Inc                                                                                           | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $218196.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TWD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |         1 | NC      | $352.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      6508 | NS      | $852629.06    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund   | Goldman Sachs Financial Square Government Fund                                                                | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |  55017053 | NS      | $55017053.10  | 36.85%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $29201.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0111 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0111 TRS USD P E BXP PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    290594 | OU      | $-29928.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-34.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | YEN DENOM NIKKEI MAR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $228.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $5162.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0022 TRS USD R V 01MOBFR 0BFR01 -35 REC VAR / Short: STRBA0022 TRS USD P E KREF PAY EQUITY         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     85156 | OU      | $-12017.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-901.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueRiver Acquisition Corp                       | BlueRiver Acquisition Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100000 | NS      | $1010000.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-41394.10    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-16425.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-64.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-903.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-6186.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-43408.08    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $1940.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $3786.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $719.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-835.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3606.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | DJIA MINI E-CBOT MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |        -5 | NC      | $-7672.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                            | Southwest Airlines Co                                                                                         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      5100 | NS      | $182427.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | E-MINI CRUDE OIL MAR23                                                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -1 | NC      | $323.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-2346.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0015 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0015 TRS USD P E REG PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    143750 | OU      | $-9499.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-164.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CLP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |         1 | NC      | $8048.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD INR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-92.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $8.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | COFF ROBUSTA 10TN MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -2 | NC      | $-1312.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $6267.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $41.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-59.35       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0182 TRS USD R V 03MOBFR REC VAR OBFR01 -0.35 SPREAD / Short: STRBA0182 TRS USD P E PAY EQUTIY SPY | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    483123 | OU      | $-4652.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                          | Shaw Communications Inc                                                                                       | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |     56940 | NS      | $1694655.59   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD COP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-531.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $20819.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0147 TRS USD R E REC EQT / Short: STRBA0147 TRS USD P V 01M0BFR OBFR01+40                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    452065 | OU      | $14081.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-10099.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |         1 | NC      | $-3075.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-19235.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0178 TRS USD R E REC EQ IHS / Short: STRBA0178 TRS USD P V 01MOBFR PAY VAR OBFR01                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      5494 | OU      | $-109.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | SHORT EURO-BTP FU MAR23                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         1 | NC      | $130.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $4428.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1725.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                | Japan Tobacco Inc                                                                                             | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      7679 | NS      | $156589.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                              | Deutsche Telekom AG                                                                                           | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     19800 | NS      | $441120.23    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $6157.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $3.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-31.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $1442.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-363.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $43.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0169 TRS USD R E CLDT REC EQUITY / Short: STRBA0169 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     84683 | OU      | $9117.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $6845.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE MAR23                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        -6 | NC      | $-11825.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-175.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-8006.46     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | SERVICENOW INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3 | NC      | $24945.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $1084.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $8047.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD MXN                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $69.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $23.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $1656.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                     | Gazprom PJSC                                                                                                  | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |     39366 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Weber Inc                                        | Weber Inc                                                                                                     | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8082 | NS      | $65949.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0082 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0082 TRS USD P E KIM PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    343116 | OU      | $-20736.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                            | Auto Trader Group PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |         5 | NS      | $38.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $6523.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0067 TRS USD R V 01MOBFR OBFR01 -127.1 REC VAR / Short: STRBA0067 TRS USD P E MAIN PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    177360 | OU      | $-12384.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-99.48       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD INR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $707.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR APR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         2 | NC      | $-64.38       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-809.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $20.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -6 | NC      | $3693.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | WTI CRUDE FUTURE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -1 | NC      | $1789.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED KRW / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $798.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-732.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $2357.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $891.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-5600.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURE 3 MONTHS                                                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $3583.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Endex Derivatives                            | ECX EMISSION DEC23                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |         4 | NC      | $40869.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                     | Canadian Pacific Railway Ltd                                                                                  | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4741 | NS      | $374064.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3575.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0168 TRS USD R E IHS REC EQUITY / Short: STRBA0168 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     35883 | OU      | $689.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-3646.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-401.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $4.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-100.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Acquisition Corp                         | Jupiter Acquisition Corp                                                                                      | CUSIP: 482082203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3603 | NS      | $36570.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | USERTESTING INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       155 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $7471.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $547.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-6419.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $6072.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $30.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $34.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $3455.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext N.V.                                    | CAC40 10 EURO FUT FEB23                                                                                       | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |       -14 | NC      | $2328.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0136 TRS USD R E REC WH EQUITY / Short: STRBA0136 TRS USD P V 01MOBFR0 PAY VAR OBFR01              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    156882 | OU      | $13640.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $17.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-8.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-12697.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-660.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-39404.35    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-13.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                     | CaixaBank SA                                                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     26364 | NS      | $116975.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $61919.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-12820.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-9752.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD MXN                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-443.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3020.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $28.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0171 TRS USD R E CLDT REC EQUITY / Short: STRBA0171 TRS USD P V 01MOBFR OBFR01 PAT VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     93900 | OU      | $9946.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $1735.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $10.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $324.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPY Acquisition Corp I                           | OPY Acquisition Corp I                                                                                        | CUSIP: 671005205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       384 | NS      | $4066.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vnet Group Inc                                   | Vnet Group Inc                                                                                                | CUSIP: 90138A103<br>LEI: 529900672GYJQ3T38I58 | Long             | EC               | CORP              | KY        |     31126 | NS      | $183020.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0020 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0020 TRS USD P E ESS PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     12715 | OU      | $-849.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $1626.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited  | NIKKEI 225 (SGX) MAR23                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        18 | NC      | $49978.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $4664.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-10771.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-77.98       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CLP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |         1 | NC      | $1168.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0122 TRS USD R E REC NXDT EQUITY / Short: STRBA0122 TRS USD P V 01MOBFR PAY OBFR01 VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     93951 | OU      | $15756.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B Riley Principal 250 Merger Corp                | B Riley Principal 250 Merger Corp                                                                             | CUSIP: 05602L203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25000 | NS      | $251000.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0118 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0118 TRS USD P E TGT PAY EQUITY              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    312984 | OU      | $-48510.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-39.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $-866.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HSCEI FUTURES FEB23                                                                                           | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         7 | NC      | $-7836.69     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-117.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IAA Inc                                          | IAA Inc                                                                                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     17448 | NS      | $728105.04    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TWD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1161.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TWD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-196.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                   | ServiceNow Inc                                                                                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        56 | NS      | $25487.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD COP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $2474.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0166 TRS USD R E REC EQT / Short: STRBA0166 TRS USD P V 01MOBFR OBFR01+40BPS                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |     45860 | OU      | $358.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $9253.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-18074.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $1043.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $4681.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1092.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CLP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1178.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1135.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $3251.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                       | Dexcom Inc                                                                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       929 | NS      | $99486.61     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-17873.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $17140.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                    | UniCredit SpA                                                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      7237 | NS      | $141346.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $351.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-19496.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $189.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $12228.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1277.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $2168.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-415.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Emerald Acquisition Corp                    | FTAC Emerald Acquisition Corp                                                                                 | CUSIP: 29103K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5444 | NS      | $55311.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0133 TRS USD R E PHM REC EQUITY / Short: STRBA0133 TRS USD P V 01MOBFR PAY OBFR01 VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    336922 | OU      | $84064.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $922.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-4009.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-84.58       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-543.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $142.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         6 | NC      | $213064.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1200.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-8.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $414.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                 | Atlas Air Worldwide Holdings Inc                                                                              | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     11391 | NS      | $1164274.11   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0116 TRS USD R E REC EQUITY NXDT / Short: STRBA0116 TRS USD P V 01MOBFR PAY OBFR01 VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     46981 | OU      | $7879.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0179 TRS USD R E REC EQ CLDT / Short: STRBA0179 TRS USD P V 01MOBFR PAY VAR OBFR01                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     66627 | OU      | $4238.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0064 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0064 TRS USD P E MKC PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    207225 | OU      | $19425.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                       | IBEX 35 INDX FUTR FEB23                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |        -2 | NC      | $-1724.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-6.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $1130.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VII                       | Churchill Capital Corp VII                                                                                    | CUSIP: 17144M201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25409 | NS      | $255446.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-5.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR APR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         1 | NC      | $-131.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-21274.73    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0012 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0012 TRS USD P E HLT PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     74552 | OU      | $-11050.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1231 | NS      | $108894.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | MANCHESTER UNITED PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -116 | NC      | $-2900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kadem Sustainable Impact Corp                    | Kadem Sustainable Impact Corp                                                                                 | CUSIP: 48284E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50160 | NS      | $505111.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $31073.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0013 TRS USD R V 01MOBRF -35 OBFR01 REC VAR / Short: STRBA0013 TRS USD P E AAL PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    104304 | OU      | $-28044.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Cowen Inc                                        | Cowen Inc                                                                                                     | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     36268 | NS      | $1410099.84   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT MAR23                                                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -1 | NC      | $-1144.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $-4.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE MAR23                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         5 | NC      | $263.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $31329.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |         1 | NC      | $-2448.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-105.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                          | Eni SpA                                                                                                       | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     13765 | NS      | $211818.94    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $5453.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CNH                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $549.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0141 TRS USD R V 01MOBFR REC OBFR01 VAR / Short: STRBA0141 TRS USD P E MPAA PAY EQUITY             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     54464 | OU      | $-12482.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-11803.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0173 TRS USD R E CLDT REC EQUITY / Short: STRBA0173 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     92606 | OU      | $8157.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-285.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                              | OMXS30 IND FUTURE FEB23                                                                                       | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         1 | NC      | $-232.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                          | Aon PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       855 | NS      | $272471.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-11.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-8.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 MAR23                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         4 | NC      | $737.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED SEK / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |         1 | NC      | $-2671.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gymboree Holding Corp                            | GYMBOREE HLDG CORP                                                                                            | CUSIP: 403777303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5019 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-17521.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp VI                        | Churchill Capital Corp VI                                                                                     | CUSIP: 17143W200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14669 | NS      | $147284.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree Specialty Lending Corp                   | Oaktree Specialty Lending Corp                                                                                | CUSIP: 67401P405<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | CORP              | US        |     15267 | NS      | $305485.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0175 TRS USD R E IHS REC EQUITY / Short: STRBA0175 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     57619 | OU      | $-1923.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $14.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $3687.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | NIKKEI 225 MINI MAR23                                                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         6 | NC      | $-22.11       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-111.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | EURO FX CURR FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -1 | NC      | $230.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $6863.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $209.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $1149.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $5430.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EMGMKT MAR23                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       -64 | NC      | $-233411.84   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-1419.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-877.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-706.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $49884.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0138 TRS USD R E REC EQUITY PHM / Short: STRBA0138 TRS USD P V 01MOBFR0 PAY VAR OBFR01             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    336922 | OU      | $84064.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-2615.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $28.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3834.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Revelstone Capital Acquisition Corp              | Revelstone Capital Acquisition Corp                                                                           | CUSIP: 76137R205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       384 | NS      | $3886.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $20212.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0024 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0024 TRS USD P E CFFN PAY EQUITY         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    154835 | OU      | $5012.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $-23701.92    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3563.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-1203.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                                                                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1835 | NS      | $200271.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-36755.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $2115.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         4 | NC      | $-854.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LUKOIL PJSC                                      | LUKOIL PJSC                                                                                                   | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      3021 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LHC Group Inc                                    | LHC Group Inc                                                                                                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      1574 | NS      | $249636.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-31500.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CLP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |         1 | NC      | $4427.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-548.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $2306.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COFFEE 'C' FUTURE MAR23                                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         2 | NC      | $11207.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $-11451.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | DOLLAR INDEX MAR23                                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |         1 | NC      | $158.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $89119.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $-314.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $17.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $842.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TWD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |         1 | NC      | $397.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Housing Development Finance Corp Ltd             | Housing Development Finance Corp Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |     15545 | NS      | $500430.99    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Evo Payments Inc                                 | Evo Payments Inc                                                                                              | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     41860 | NS      | $1417798.20   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |         1 | NC      | $277.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $113.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-237.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-24.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-62486.96    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $1081.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | SCHRODERS PLC                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |    281576 | OU      | $56149.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $1801.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-1381.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                        | Shell PLC                                                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      8424 | NS      | $247060.38    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-0.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | Schroders PLC ()                                                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | GB        |         0 | OU      | $-11259.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Orthofix Medical Inc                             | Orthofix Medical Inc                                                                                          | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16358 | NS      | $353823.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $1201.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-219.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TRY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TR        |         1 | NC      | $2340.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | PALLADIUM FUTURE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -2 | NC      | $19546.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-288.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $24947.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $6635.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-86.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                           | Petroleo Brasileiro SA                                                                                        | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     25254 | NS      | $292946.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $29.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3281.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-112838.05   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1017.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $79114.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CLP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4443.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0032 TRS USD R E EQIX REC EQUITY / Short: STRBA0032 TRS USD P V 01MOBFR OBFR01 PAY +40             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    327515 | OU      | $41550.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0097 TRS USD R E PFSI REC EQUITY / Short: STRBA0097 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    379622 | OU      | $72092.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ESTEE LAUDER COS INC/THE                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         8 | NC      | $43720.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-113853.30   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $3481.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0130 TRS USD R E WH REC EQUITY / Short: STRBA0130 TRS USD P V 01MOBFR OBFR01 PAY VAR               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    156882 | OU      | $13640.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-6589.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0135 TRS USD R E REC EQUITY UWMC / Short: STRBA0135 TRS USD P V 01MOBFR0 PAY VAROBFR01             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    187015 | OU      | $71755.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-799.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MINI RUSS 2000 MAR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -5 | NC      | $-8227.20     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $6000.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $2970.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $3878.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-451.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD COP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-285.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LONDON METAL EXCHANGE                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $746.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-13.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED KRW / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $967.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-2469.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duck Creek Technologies Inc                      | Duck Creek Technologies Inc                                                                                   | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2452 | NS      | $46416.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-49.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-102.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1212.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F45 Training Holdings Inc                        | F45 Training Holdings Inc                                                                                     | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |     34354 | NS      | $106497.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-49.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                     | Glencore PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     89140 | NS      | $596960.04    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-117.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-300.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0073 TRS USD R E MTB REC EQUITY / Short: STRBA0073 TRS USD P V 01MOBFR OBFR01 PAY VAR              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    391662 | OU      | $29538.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0076 TRS USD R E FYBR REC EQUITY / Short: STRBA0076 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    137592 | OU      | $22302.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                    | McKesson Corp                                                                                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       705 | NS      | $266969.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0034 TRS USD R E ARE REC EQUITY / Short: STRBA0034 TRS USD P V 01MOBFR OBFR01 PAY +40              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    364175 | OU      | $37675.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TWD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-765.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CAD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $253.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-3836.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        24 | NC      | $27039.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-119.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-23.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pushpay Holdings Ltd                             | Pushpay Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    194426 | NS      | $163056.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $115979.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp VI                        | Churchill Capital Corp VI                                                                                     | CUSIP: 17143W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       837 | NS      | $8403.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp V                         | Churchill Capital Corp V                                                                                      | CUSIP: 17144T206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12312 | NS      | $124228.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR MAY23                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         2 | NC      | $-184.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $3021.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $66.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3035.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0087 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0087 TRS USD P E BXMT PAY EQUITY             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    237104 | OU      | $-29904.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-1599.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0058 TRS USD R V 01MOBFR 0BFR01 -35 REC VAR / Short: STRBA0058 TRS USD P E WDFC PAY EQUITY         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    145089 | OU      | $-11997.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-22.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $-9057.76     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $7849.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                        | TEGNA Inc                                                                                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     19674 | NS      | $392102.82    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-307.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-32.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0164 TRS USD R E REC EQUITY / Short: STRBA0164 TRS USD P V 01MOBFR OBFR01 +40 BPS                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    176354 | OU      | $9896.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0154 TRS USD R E REC EQT / Short: STRBA0154 TRS USD P V 01MOBFR OBFR01+40                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    742624 | OU      | $10365.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Corp VI              | Hennessy Capital Investment Corp VI                                                                           | CUSIP: 42600H207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1857 | NS      | $18570.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $8012.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | COCOA FUTURE - IC MAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         1 | NC      | $-99.70       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $-710.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $147.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0007 TRS USD R V 01MOBFR -35 OBFR01 REC VAR / Short: STRBA0007 TRS USD P E CLX PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    120684 | OU      | $-3749.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CAD CURRENCY FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         1 | NC      | $378.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $-583.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $43.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0005 TRS USD R V 01MOBFR -35OBFR REC VAR / Short: STRBA0005 TRS USD P E SHEN PAY EQUITY            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     85752 | OU      | $-19818.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD INR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-60.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd        | Taiwan Semiconductor Manufacturing Co Ltd                                                                     | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      1579 | NS      | $146420.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-8.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | Dufry AG ()                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | CH        |    686463 | OU      | $-6702.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0019 TRS USD R V 01MOBFR OBFR01 -281REC VAR / Short: STRBA0019 TRS USD P E HTGC PAY EQUITY         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     38338 | OU      | $-2871.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-22.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $-689.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $86.27        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                | Fortis Inc/Canada                                                                                             | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |      5124 | NS      | $210536.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-30.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $30.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $21.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0176 TRS USD R E CLDT REC EQUITY / Short: STRBA0176 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     78329 | OU      | $5637.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0183 TRS USD R E REC EQ / Short: STRBA0183 TRS USD P V 03MOBFR PAY VAR OBFR +40                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    679636 | OU      | $25305.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CHF / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $-710.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Capital Corp VII                       | Churchill Capital Corp VII                                                                                    | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8804 | NS      | $88568.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                 | ArcelorMittal SA                                                                                              | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      3942 | NS      | $122292.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-6182.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $-177.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                   | ICICI Bank Ltd                                                                                                | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     13044 | NS      | $271706.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                      | South Jersey Industries Inc                                                                                   | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     43332 | NS      | $1563851.88   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -12 | NC      | $-39256.96    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | BP CURRENCY FUT MAR23                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         1 | NC      | $-44.91       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                   | CUSIP: 912796XQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1469136.30   | 0.98%             | 2023-07-13      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | LOW SU GASOIL G APR23                                                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         1 | NC      | $1149.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-14.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0128 TRS USD R E WH REC EQUITY / Short: STRBA0128 TRS USD P V 01MOBFR PAY OBFR01 VAR               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    306633 | OU      | $26660.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0144 TRS USD R E AMWD REC EQUITY / Short: STRBA0144 TRS USD P V 01M0BFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     53361 | OU      | $7366.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thunder Bridge Capital Partners III Inc          | Thunder Bridge Capital Partners III Inc                                                                       | CUSIP: 88605T209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $1190000.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CNH / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |         1 | NC      | $1057.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | S+P/TSX 60 IX FUT MAR23                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         2 | NC      | $4551.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $190.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | BRENT CRUDE FUTR APR23                                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -2 | NC      | $1218.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-46.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | DAX INDEX FUTURE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1 | NC      | $-33514.24    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-8.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $15.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                  | T-Mobile US Inc                                                                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2190 | NS      | $326988.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                      | Novartis AG                                                                                                   | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2277 | NS      | $205861.38    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $96.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0159 TRS USD R E NXDT REC EQUITY / Short: STRBA0159 TRS USD P V 01MOBFR OBFR01 PAY VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     42398 | OU      | $4202.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ACTIVISION BLIZZARD INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -148 | NC      | $-3034.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $715.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1674.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0049 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0049 TRS USD P E SHEN PAY FIXED              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    138156 | OU      | $-31929.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $-1242.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $37.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0129 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0129 TRS USD P E NTB PAY EQUITY              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    292138 | OU      | $-21070.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $35.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd                          | Tower Semiconductor Ltd                                                                                       | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |      6694 | NS      | $279742.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND MAR23                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $-109.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | TELEPHONE AND DATA SYSTEMS INC                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       500 | NC      | $85000.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-132.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $1465.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-6121.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CLP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-6097.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0006 TRS USD R V 01MOBFR -120 OBFR01 REC VAR / Short: STRBA0006 TRS USD P E PSEC PAY EQUITY        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    167061 | OU      | $-12189.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED KRW / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $3283.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1112.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED KRW / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $3534.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-4272.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-29.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                  | KOSPI2 INX FUT MAR23                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |        24 | NC      | $-6378.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NZD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |         1 | NC      | $-397.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited  | MSCI SING IX ETS FEB23                                                                                        | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         1 | NC      | $-279.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street Acquisition Corp                  | Newbury Street Acquisition Corp                                                                               | CUSIP: 65101L203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17881 | NS      | $180419.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         3 | NC      | $37187.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-24712.96    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0101 TRS USD R V 01MOBFR OBFR01 -93.24 REC VAR / Short: STRBA0101 TRS USD P E PETS PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    163495 | OU      | $-34915.86    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED MXN / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |         1 | NC      | $1113.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | WORLD WRESTLING ENTERTAINMENT                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -46 | NC      | $-16330.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Canaccord Genuity Group Inc                      | Canaccord Genuity Group Inc                                                                                   | CUSIP: 134801109<br>LEI: 5493002DR5KW4JP7YS87 | Long             | EC               | CORP              | CA        |     24242 | NS      | $209706.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0095 TRS USD R V 01MOBFR OBFR01 REC VAR / Short: STRBA0095 TRS USD P E DLR PAY EQUITY              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    250675 | OU      | $-35875.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IMMOFINANZ AG                                    | IMMOFINANZ AG                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |     11909 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $2221.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LONDON METAL EXCHANGE                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-953.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $-587.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $2402.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mason Industrial Technology Inc                  | Mason Industrial Technology Inc                                                                               | CUSIP: 57520Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8096 | NS      | $81202.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $44.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HANG SENG IDX FUT FEB23                                                                                       | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         7 | NC      | $-23918.13    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-494.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $92.77        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-6609.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-34.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TWD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1242.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRIMARYALUMINUM                                                                                           | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-4246.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -6 | NC      | $-187804.68   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0090 TRS USD R V 01MOBFR OBFR01 -319.26 REC VAR / Short: STRBA0090 TRS USD P E HTGC PAY EQUITY     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    153352 | OU      | $-11484.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0063 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0063 TRS USD P E CLX PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    224528 | OU      | $-6976.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arrowroot Acquisition Corp                       | Arrowroot Acquisition Corp                                                                                    | CUSIP: 04282M201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $758250.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                   | S&P Global Inc                                                                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       677 | NS      | $253834.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED INR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |         1 | NC      | $-177.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $393.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES MAR23                                                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        -5 | NC      | $-24205.35    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $15.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3629.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Healthcare Acquisition Corp III            | Alpha Healthcare Acquisition Corp III                                                                         | CUSIP: 02073F203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $10.03        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0083 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0083 TRS USD P E OPI PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    108135 | OU      | $-30861.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         1 | NC      | $31507.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       231 | NS      | $79498.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited  | SGX NIFTY 50 FEB23                                                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -7 | NC      | $2299.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0119 TRS USD R V 01MOBFR REC OBFR01 -35 VAR / Short: STRBA0119 TRS USD P E PAY EQUITY WDFC         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    145089 | OU      | $-11997.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0093 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0093 TRS USD P E DLR PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    250675 | OU      | $-35875.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-28069.70    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd          | Ping An Insurance Group Co of China Ltd                                                                       | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      1477 | NS      | $11199.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RMG Acquisition Corp III                         | RMG Acquisition Corp III                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     75000 | NS      | $753000.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7846.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-21154.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED GBP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $28.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-28605.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1611.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         7 | NC      | $9943.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |         1 | NC      | $2.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |         1 | NC      | $3556.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-36809.44    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-4629.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Acquisition Corp                        | Progress Acquisition Corp                                                                                     | CUSIP: 74327P113<br>LEI: N/A                  | N/A              | DE               |  | US        |     15000 | NS      | $750.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $12.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-5374.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                           | Motorola Solutions Inc                                                                                        | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       761 | NS      | $195584.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                    | M/I Homes Inc                                                                                                 | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      7250 | NS      | $433550.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-290.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TRY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-618.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | NICKEL FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -1 | NC      | $-3067.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-863.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arctos NorthStar Acquisition Corp                | Arctos NorthStar Acquisition Corp                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    125000 | NS      | $1268750.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                           | Maxar Technologies Inc                                                                                        | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     19596 | NS      | $1012525.32   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0156 TRS USD R V 01MOBFR OBFRO1-485.23 / Short: STRBA0156 TRS USD P E PAY EQT                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    885935 | OU      | $-79782.63    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |         1 | NC      | $147.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Acquisition Corp I                 | Constellation Acquisition Corp I                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    100000 | NS      | $1016000.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0117 TRS USD R E REC EQUITY OC5L / Short: STRBA0117 TRS USD P V 01MOBFR PAY OBFR01 VAR             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     78923 | OU      | $-2304.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0100 TRS USD R V 01MOBFR OBFR01 -35 REC VAR / Short: STRBA0100 TRS USD P E IRM PAY EQUITY          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    269190 | OU      | $-25542.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-78.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0153 TRS USD R E REC EQT / Short: STRBA0153 TRS USD P V 01MOBFR OBFR01+40                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    157787 | OU      | $24044.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $144.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |         1 | NC      | $-1178.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $-437.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0043 TRS USD R V 01MOBFR OBFR01 -225.85 REC VAR / Short: STRBA0043 TRS USD P E PSEC PAY EQUITY     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    125820 | OU      | $-9180.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | COPPER FUTURES 3 MONTHS                                                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-81990.19    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | ALUMINUM FUTURES 3 MONTHS                                                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-768.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD GBP                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |         1 | NC      | $-1165.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CHF / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |         1 | NC      | $1875.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LEAD FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         2 | NC      | $-1831.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | UK NATURAL GAS FUTMAR23                                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        -5 | NC      | $1162.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED AUD / SOLD NZD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |         1 | NC      | $1440.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | ZINC FUTURES 3 MONTHS                                                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -2 | NC      | $-19914.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $13.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR23                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -10 | NC      | $148.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0042 TRS USD R V 01MOBFR OBFR01 -278.1 REC VAR / Short: STRBA0042 TRS USD P E HTGC PAY EQUITY      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    128234 | OU      | $-9603.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA               | Banco Bilbao Vizcaya Argentaria SA                                                                            | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     18023 | NS      | $127310.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED COP / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |         1 | NC      | $4269.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bursa Malaysia                                   | CRUDE PALM OIL FU APR23                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | MY        |        -1 | NC      | $-359.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-1079.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) MAR23                                                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         1 | NC      | $-5917.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital, Inc.                           | Long: STRBA0155 TRS USD R E RE EQT / Short: STRBA0155 TRS USD P V 01MOBFR OBFR01+40                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |    302927 | OU      | $1109.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ACTIVISION BLIZZARD INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       148 | NC      | $43734.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                     | China Construction Bank Corp                                                                                  | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |     63325 | NS      | $40989.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | MEXICAN PESO FUT MAR23                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         1 | NC      | $-126.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD JPY                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $-413.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-2290.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $22.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: STRBA0180 TRS USD R E REC EQUITY CLDT / Short: STRBA0180 TRS USD P V 01MOBFR PAY VAR OBFR01             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      8529 | OU      | $537.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-13.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                      | Heineken NV                                                                                                   | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      3972 | NS      | $396957.31    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Goldman Sachs Trust II

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President