# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001145549-23-018340
**Filing Date:** 2023-3
**Character Count:** 337779
**Document Hash:** f003f968a046c6ff1a89c4b0ac702efa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018340.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018340

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 4

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757
- **IRS NUMBER:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 23766584

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](img329379e01.jpg)

Third Quarter Report<br> January 31, 2023 (Unaudited)

![](img58ab16f12.jpg)

Multi-Manager Directional Alternative Strategies Fund

Not FDIC or NCUA Insured • No Financial Institution Guarantee • May Lose Value

------

## Portfolio of Investments<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)
(Percentages represent value of investments compared to net assets)

Investments in securities

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks 87.7%** | &nbsp;&nbsp;**Common Stocks 87.7%** | &nbsp;&nbsp;**Common Stocks 87.7%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Communication Services 5.2%** | &nbsp;&nbsp;**Communication Services 5.2%** | &nbsp;&nbsp;**Communication Services 5.2%** |
| &nbsp;&nbsp;**Diversified Telecommunication Services 1.8%** | &nbsp;&nbsp;**Diversified Telecommunication Services 1.8%** | &nbsp;&nbsp;**Diversified Telecommunication Services 1.8%** |
| &nbsp;&nbsp;AT&T, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;75220 | &nbsp;&nbsp;&nbsp;&nbsp;1532232 |
| &nbsp;&nbsp;Deutsche Telekom AG, Registered Shares | &nbsp;&nbsp;&nbsp;&nbsp;44596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993545 |
| &nbsp;&nbsp;Liberty Global PLC, Class A<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251105 |
| &nbsp;&nbsp;Lumen Technologies, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;107289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563267 |
| &nbsp;&nbsp;Verizon Communications, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36567 | &nbsp;&nbsp;&nbsp;&nbsp;1520090 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4860239 |
| &nbsp;&nbsp;**Entertainment 0.9%** | &nbsp;&nbsp;**Entertainment 0.9%** | &nbsp;&nbsp;**Entertainment 0.9%** |
| &nbsp;&nbsp;Activision Blizzard, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846558 |
| &nbsp;&nbsp;Live Nation Entertainment, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372266 |
| &nbsp;&nbsp;Netflix, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375092 |
| &nbsp;&nbsp;Take-Two Interactive Software, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398230 |
| &nbsp;&nbsp;Walt Disney Co. (The)<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216112 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2208258 |
| &nbsp;&nbsp;**Interactive Media & Services 0.2%** | &nbsp;&nbsp;**Interactive Media & Services 0.2%** | &nbsp;&nbsp;**Interactive Media & Services 0.2%** |
| &nbsp;&nbsp;Alphabet, Inc., Class A<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590866 |
| &nbsp;&nbsp;**Media 1.7%** | &nbsp;&nbsp;**Media 1.7%** | &nbsp;&nbsp;**Media 1.7%** |
| &nbsp;&nbsp;AMC Networks, Inc., Class A<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374680 |
| &nbsp;&nbsp;Charter Communications, Inc., Class A<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255566 |
| &nbsp;&nbsp;DISH Network Corp., Class A<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511003 |
| &nbsp;&nbsp;Future PLC | &nbsp;&nbsp;&nbsp;&nbsp;28638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533262 |
| &nbsp;&nbsp;Interpublic Group of Companies, Inc. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309983 |
| &nbsp;&nbsp;Nexstar Media Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9143 | &nbsp;&nbsp;&nbsp;&nbsp;1872212 |
| &nbsp;&nbsp;Paramount Global, Class B<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108898 |
| &nbsp;&nbsp;TEGNA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599973 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4565577 |
| &nbsp;&nbsp;**Wireless Telecommunication Services 0.6%** | &nbsp;&nbsp;**Wireless Telecommunication Services 0.6%** | &nbsp;&nbsp;**Wireless Telecommunication Services 0.6%** |
| &nbsp;&nbsp;T-Mobile US, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435089 |
| &nbsp;&nbsp;Vodafone Group PLC | &nbsp;&nbsp;933878 | &nbsp;&nbsp;&nbsp;&nbsp;1077522 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;1512611 |
| &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**13737551** |
| &nbsp;&nbsp;**Consumer Discretionary 9.3%** | &nbsp;&nbsp;**Consumer Discretionary 9.3%** | &nbsp;&nbsp;**Consumer Discretionary 9.3%** |
| &nbsp;&nbsp;**Auto Components 0.0%** | &nbsp;&nbsp;**Auto Components 0.0%** | &nbsp;&nbsp;**Auto Components 0.0%** |
| &nbsp;&nbsp;Holley, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128454 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Automobiles 2.9%** | &nbsp;&nbsp;**Automobiles 2.9%** | &nbsp;&nbsp;**Automobiles 2.9%** |
| &nbsp;&nbsp;Harley-Davidson, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6359 | &nbsp;&nbsp;&nbsp;&nbsp;292705 |
| &nbsp;&nbsp;Mazda Motor Corp. | &nbsp;&nbsp;107300 | &nbsp;&nbsp;&nbsp;&nbsp;854107 |
| &nbsp;&nbsp;Mitsubishi Motors Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17338 |
| &nbsp;&nbsp;NIO, Inc., ADR<sup>(c)</sup> | &nbsp;&nbsp;254940 | &nbsp;&nbsp;3077126 |
| &nbsp;&nbsp;Tesla, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19807 | &nbsp;&nbsp;3430968 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;7672244 |
| &nbsp;&nbsp;**Distributors 0.1%** | &nbsp;&nbsp;**Distributors 0.1%** | &nbsp;&nbsp;**Distributors 0.1%** |
| &nbsp;&nbsp;LKQ Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6221 | &nbsp;&nbsp;&nbsp;&nbsp;366790 |
| &nbsp;&nbsp;**Diversified Consumer Services 0.5%** | &nbsp;&nbsp;**Diversified Consumer Services 0.5%** | &nbsp;&nbsp;**Diversified Consumer Services 0.5%** |
| &nbsp;&nbsp;frontdoor, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10877 | &nbsp;&nbsp;&nbsp;&nbsp;295637 |
| &nbsp;&nbsp;H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7303 | &nbsp;&nbsp;&nbsp;&nbsp;284671 |
| &nbsp;&nbsp;Stride, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15724 | &nbsp;&nbsp;&nbsp;&nbsp;675031 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;1255339 |
| &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.6%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.6%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure 2.6%** |
| &nbsp;&nbsp;Booking Holdings, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;976074 |
| &nbsp;&nbsp;Entain PLC | &nbsp;&nbsp;&nbsp;&nbsp;34092 | &nbsp;&nbsp;&nbsp;&nbsp;628680 |
| &nbsp;&nbsp;Expedia Group, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2503 | &nbsp;&nbsp;&nbsp;&nbsp;286093 |
| &nbsp;&nbsp;Flutter Entertainment PLC<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;786486 |
| &nbsp;&nbsp;Genting Singapore Ltd. | &nbsp;&nbsp;653500 | &nbsp;&nbsp;&nbsp;&nbsp;494934 |
| &nbsp;&nbsp;International Game Technology PLC | &nbsp;&nbsp;&nbsp;&nbsp;19124 | &nbsp;&nbsp;&nbsp;&nbsp;505830 |
| &nbsp;&nbsp;Las Vegas Sands Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4932 | &nbsp;&nbsp;&nbsp;&nbsp;290988 |
| &nbsp;&nbsp;Marriott International, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4276 | &nbsp;&nbsp;&nbsp;&nbsp;744794 |
| &nbsp;&nbsp;Restaurant Brands International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9657 | &nbsp;&nbsp;&nbsp;&nbsp;646343 |
| &nbsp;&nbsp;Royal Caribbean Cruises Ltd.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;294503 |
| &nbsp;&nbsp;Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7062 | &nbsp;&nbsp;&nbsp;&nbsp;547375 |
| &nbsp;&nbsp;Wynn Macau Ltd.<sup>(c)</sup> | &nbsp;&nbsp;404800 | &nbsp;&nbsp;&nbsp;&nbsp;463307 |
| &nbsp;&nbsp;Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;121064 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;6786471 |
| &nbsp;&nbsp;**Household Durables 0.9%** | &nbsp;&nbsp;**Household Durables 0.9%** | &nbsp;&nbsp;**Household Durables 0.9%** |
| &nbsp;&nbsp;Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2692 | &nbsp;&nbsp;&nbsp;&nbsp;266185 |
| &nbsp;&nbsp;Mohawk Industries, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2756 | &nbsp;&nbsp;&nbsp;&nbsp;330885 |
| &nbsp;&nbsp;Newell Brands, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;59800 | &nbsp;&nbsp;&nbsp;&nbsp;954408 |
| &nbsp;&nbsp;Sekisui Chemical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;198918 |

---

2 Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Tempur Sealy International, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;13435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547476 |
| &nbsp;&nbsp;Whirlpool Corp.<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231985 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2529857 |
| &nbsp;&nbsp;**Internet & Direct Marketing Retail 0.2%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail 0.2%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail 0.2%** |
| &nbsp;&nbsp;Alibaba Group Holding Ltd., ADR<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175879 |
| &nbsp;&nbsp;JD.com, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230679 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406558 |
| &nbsp;&nbsp;**Leisure Products 0.2%** | &nbsp;&nbsp;**Leisure Products 0.2%** | &nbsp;&nbsp;**Leisure Products 0.2%** |
| &nbsp;&nbsp;Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180291 |
| &nbsp;&nbsp;Topgolf Callaway Brands Corp.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;18872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462175 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642466 |
| &nbsp;&nbsp;**Multiline Retail 0.3%** | &nbsp;&nbsp;**Multiline Retail 0.3%** | &nbsp;&nbsp;**Multiline Retail 0.3%** |
| &nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808256 |
| &nbsp;&nbsp;**Specialty Retail 1.4%** | &nbsp;&nbsp;**Specialty Retail 1.4%** | &nbsp;&nbsp;**Specialty Retail 1.4%** |
| &nbsp;&nbsp;Advance Auto Parts, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226288 |
| &nbsp;&nbsp;AutoNation, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117850 |
| &nbsp;&nbsp;AutoZone, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;1646224 |
| &nbsp;&nbsp;O'Reilly Automotive, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422323 |
| &nbsp;&nbsp;Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729941 |
| &nbsp;&nbsp;TJX Companies, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;6499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532008 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;3674634 |
| &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.2%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.2%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods 0.2%** |
| &nbsp;&nbsp;Carter's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188750 |
| &nbsp;&nbsp;NIKE, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;2128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270958 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459708 |
| &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**24730777** |
| &nbsp;&nbsp;**Consumer Staples 5.4%** | &nbsp;&nbsp;**Consumer Staples 5.4%** | &nbsp;&nbsp;**Consumer Staples 5.4%** |
| &nbsp;&nbsp;**Beverages 0.9%** | &nbsp;&nbsp;**Beverages 0.9%** | &nbsp;&nbsp;**Beverages 0.9%** |
| &nbsp;&nbsp;Coca-Cola Europacific Partners PLC<sup>(a),(b)</sup> | &nbsp;&nbsp;20798 | &nbsp;&nbsp;&nbsp;&nbsp;1169264 |
| &nbsp;&nbsp;Keurig Dr. Pepper, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;34077 | &nbsp;&nbsp;&nbsp;&nbsp;1202236 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2371500 |
| &nbsp;&nbsp;**Food & Staples Retailing 1.6%** | &nbsp;&nbsp;**Food & Staples Retailing 1.6%** | &nbsp;&nbsp;**Food & Staples Retailing 1.6%** |
| &nbsp;&nbsp;Albertsons Companies, Inc., Class A | &nbsp;&nbsp;23273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493388 |
| &nbsp;&nbsp;Empire Co., Ltd., Class A | &nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730950 |
| &nbsp;&nbsp;George Weston Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192969 |
| &nbsp;&nbsp;Kroger Co. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440632 |
| &nbsp;&nbsp;Tesco PLC | &nbsp;&nbsp;82382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250390 |
| &nbsp;&nbsp;U.S. Foods Holding Corp.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;15106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575992 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;United Natural Foods, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410789 |
| &nbsp;&nbsp;Walgreens Boots Alliance, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272764 |
| &nbsp;&nbsp;Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747261 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4115135 |
| &nbsp;&nbsp;**Food Products 2.0%** | &nbsp;&nbsp;**Food Products 2.0%** | &nbsp;&nbsp;**Food Products 2.0%** |
| &nbsp;&nbsp;Archer-Daniels-Midland Co.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12568 | &nbsp;&nbsp;&nbsp;&nbsp;1041259 |
| &nbsp;&nbsp;Bunge Ltd.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76208 |
| &nbsp;&nbsp;Cal-Maine Foods, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513492 |
| &nbsp;&nbsp;Darling Ingredients, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171824 |
| &nbsp;&nbsp;Golden Agri-Resources Ltd. | &nbsp;&nbsp;637900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121520 |
| &nbsp;&nbsp;Hershey Co. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5587 | &nbsp;&nbsp;&nbsp;&nbsp;1254840 |
| &nbsp;&nbsp;Kraft Heinz Co. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736511 |
| &nbsp;&nbsp;Tyson Foods, Inc., Class A<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709837 |
| &nbsp;&nbsp;WH Group Ltd. | &nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452661 |
| &nbsp;&nbsp;Wilmar International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248722 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;5326874 |
| &nbsp;&nbsp;**Household Products 0.3%** | &nbsp;&nbsp;**Household Products 0.3%** | &nbsp;&nbsp;**Household Products 0.3%** |
| &nbsp;&nbsp;Kimberly-Clark Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831154 |
| &nbsp;&nbsp;**Personal Products 0.0%** | &nbsp;&nbsp;**Personal Products 0.0%** | &nbsp;&nbsp;**Personal Products 0.0%** |
| &nbsp;&nbsp;Herbalife Nutrition Ltd.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15233 |
| &nbsp;&nbsp;**Tobacco 0.6%** | &nbsp;&nbsp;**Tobacco 0.6%** | &nbsp;&nbsp;**Tobacco 0.6%** |
| &nbsp;&nbsp;British American Tobacco, ADR<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786582 |
| &nbsp;&nbsp;Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847888 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;1634470 |
| &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**14294366** |
| &nbsp;&nbsp;**Energy 7.8%** | &nbsp;&nbsp;**Energy 7.8%** | &nbsp;&nbsp;**Energy 7.8%** |
| &nbsp;&nbsp;**Energy Equipment & Services 1.0%** | &nbsp;&nbsp;**Energy Equipment & Services 1.0%** | &nbsp;&nbsp;**Energy Equipment & Services 1.0%** |
| &nbsp;&nbsp;Halliburton Co.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27365 | &nbsp;&nbsp;&nbsp;&nbsp;1127986 |
| &nbsp;&nbsp;ProPetro Holding Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;46076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458456 |
| &nbsp;&nbsp;Schlumberger Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20396 | &nbsp;&nbsp;&nbsp;&nbsp;1162164 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2748606 |
| &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 6.8%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 6.8%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 6.8%** |
| &nbsp;&nbsp;ARC Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;77700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902816 |
| &nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17971 | &nbsp;&nbsp;&nbsp;&nbsp;1104138 |
| &nbsp;&nbsp;Cenovus Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56605 | &nbsp;&nbsp;&nbsp;&nbsp;1130781 |
| &nbsp;&nbsp;Chesapeake Energy Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157397 |
| &nbsp;&nbsp;Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660751 |
| &nbsp;&nbsp;Comstock Resources, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317370 |

---

Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023<br> 3

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;2632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320762 |
| &nbsp;&nbsp;Coterra Energy, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854649 |
| &nbsp;&nbsp;Devon Energy Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937470 |
| &nbsp;&nbsp;Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355802 |
| &nbsp;&nbsp;Enerplus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590769 |
| &nbsp;&nbsp;ENI SpA | &nbsp;&nbsp;&nbsp;&nbsp;42191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649245 |
| &nbsp;&nbsp;EQT Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11794 |
| &nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;33949 | &nbsp;&nbsp;&nbsp;&nbsp;1034652 |
| &nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19101 | &nbsp;&nbsp;&nbsp;&nbsp;2215907 |
| &nbsp;&nbsp;HF Sinclair Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956603 |
| &nbsp;&nbsp;Kosmos Energy Ltd.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;78921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624265 |
| &nbsp;&nbsp;Marathon Petroleum Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11178 | &nbsp;&nbsp;&nbsp;&nbsp;1436597 |
| &nbsp;&nbsp;MEG Energy Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;42502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702431 |
| &nbsp;&nbsp;Peabody Energy Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419745 |
| &nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524737 |
| &nbsp;&nbsp;Thungela Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247404 |
| &nbsp;&nbsp;Tourmaline Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880830 |
| &nbsp;&nbsp;Valero Energy Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632656 |
| &nbsp;&nbsp;Vista Energy SAB de CV<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366945 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;18036516 |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**20785122** |
| &nbsp;&nbsp;**Financials 8.8%** | &nbsp;&nbsp;**Financials 8.8%** | &nbsp;&nbsp;**Financials 8.8%** |
| &nbsp;&nbsp;**Banks 4.1%** | &nbsp;&nbsp;**Banks 4.1%** | &nbsp;&nbsp;**Banks 4.1%** |
| &nbsp;&nbsp;Bank of America Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34913 | &nbsp;&nbsp;&nbsp;&nbsp;1238713 |
| &nbsp;&nbsp;DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177946 |
| &nbsp;&nbsp;East West Bancorp, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;1012908 |
| &nbsp;&nbsp;Fifth Third Bancorp<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777187 |
| &nbsp;&nbsp;Hachijuni Bank Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp;68400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297086 |
| &nbsp;&nbsp;Hana Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230378 |
| &nbsp;&nbsp;HSBC Holdings PLC | &nbsp;&nbsp;147135 | &nbsp;&nbsp;&nbsp;&nbsp;1084142 |
| &nbsp;&nbsp;Huntington Bancshares, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;62038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941116 |
| &nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;19406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281004 |
| &nbsp;&nbsp;JPMorgan Chase & Co.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900783 |
| &nbsp;&nbsp;KeyCorp<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733864 |
| &nbsp;&nbsp;NatWest Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;86306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329263 |
| &nbsp;&nbsp;Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp;37508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438483 |
| &nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321509 |
| &nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584629 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;United Overseas Bank Ltd. | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290952 |
| &nbsp;&nbsp;Wells Fargo & Co.<sup>(a),(b)</sup> | &nbsp;&nbsp;28510 | &nbsp;&nbsp;&nbsp;&nbsp;1336264 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;10976227 |
| &nbsp;&nbsp;**Capital Markets 0.8%** | &nbsp;&nbsp;**Capital Markets 0.8%** | &nbsp;&nbsp;**Capital Markets 0.8%** |
| &nbsp;&nbsp;Bank of New York Mellon Corp. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483702 |
| &nbsp;&nbsp;Brookfield Corp. | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416670 |
| &nbsp;&nbsp;Charles Schwab Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;8137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629966 |
| &nbsp;&nbsp;Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391051 |
| &nbsp;&nbsp;S&P Global, Inc.<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152226 |
| &nbsp;&nbsp;UBS Group AG, Registered Shares | &nbsp;&nbsp;&nbsp;&nbsp;7156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153568 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2227183 |
| &nbsp;&nbsp;**Consumer Finance 0.3%** | &nbsp;&nbsp;**Consumer Finance 0.3%** | &nbsp;&nbsp;**Consumer Finance 0.3%** |
| &nbsp;&nbsp;Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;3142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366766 |
| &nbsp;&nbsp;SLM Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;15996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281050 |
| &nbsp;&nbsp;Synchrony Financial<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101007 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748823 |
| &nbsp;&nbsp;**Diversified Financial Services 1.0%** | &nbsp;&nbsp;**Diversified Financial Services 1.0%** | &nbsp;&nbsp;**Diversified Financial Services 1.0%** |
| &nbsp;&nbsp;A-Mark Precious Metals, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331408 |
| &nbsp;&nbsp;Berkshire Hathaway, Inc., Class B<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6451 | &nbsp;&nbsp;&nbsp;&nbsp;2009616 |
| &nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381551 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2722575 |
| &nbsp;&nbsp;**Insurance 2.6%** | &nbsp;&nbsp;**Insurance 2.6%** | &nbsp;&nbsp;**Insurance 2.6%** |
| &nbsp;&nbsp;Ageas SA/NV | &nbsp;&nbsp;18458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901156 |
| &nbsp;&nbsp;Allstate Corp. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550751 |
| &nbsp;&nbsp;American International Group, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176763 |
| &nbsp;&nbsp;Aon PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589877 |
| &nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322126 |
| &nbsp;&nbsp;Direct Line Insurance Group PLC | &nbsp;&nbsp;83005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182001 |
| &nbsp;&nbsp;Everest Re Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614755 |
| &nbsp;&nbsp;Japan Post Insurance Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33896 |
| &nbsp;&nbsp;Lincoln National Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;27525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975211 |
| &nbsp;&nbsp;MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237345 |
| &nbsp;&nbsp;NN Group NV | &nbsp;&nbsp;&nbsp;&nbsp;4442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192996 |
| &nbsp;&nbsp;RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655561 |
| &nbsp;&nbsp;Sampo OYJ, Class A | &nbsp;&nbsp;11498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603639 |

---

4 Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;White Mountains Insurance Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207803 |
| &nbsp;&nbsp;WR Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552072 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;6795952 |
| &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**23470760** |
| &nbsp;&nbsp;**Health Care 14.7%** | &nbsp;&nbsp;**Health Care 14.7%** | &nbsp;&nbsp;**Health Care 14.7%** |
| &nbsp;&nbsp;**Biotechnology 3.1%** | &nbsp;&nbsp;**Biotechnology 3.1%** | &nbsp;&nbsp;**Biotechnology 3.1%** |
| &nbsp;&nbsp;AbbVie, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;13006 | &nbsp;&nbsp;&nbsp;&nbsp;1921637 |
| &nbsp;&nbsp;Amgen, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5382 | &nbsp;&nbsp;&nbsp;&nbsp;1358417 |
| &nbsp;&nbsp;Biogen, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648416 |
| &nbsp;&nbsp;Catalyst Pharmaceuticals, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;16826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260635 |
| &nbsp;&nbsp;Eagle Pharmaceuticals, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;11047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374935 |
| &nbsp;&nbsp;Gilead Sciences, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;19545 | &nbsp;&nbsp;&nbsp;&nbsp;1640607 |
| &nbsp;&nbsp;Grifols SA<sup>(c)</sup> | &nbsp;&nbsp;68640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908660 |
| &nbsp;&nbsp;Kiniksa Pharmaceuticals<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31349 |
| &nbsp;&nbsp;Vanda Pharmaceuticals, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;31286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240277 |
| &nbsp;&nbsp;Vertex Pharmaceuticals, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992886 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;8377819 |
| &nbsp;&nbsp;**Health Care Equipment & Supplies 2.3%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 2.3%** | &nbsp;&nbsp;**Health Care Equipment & Supplies 2.3%** |
| &nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59034 |
| &nbsp;&nbsp;Becton Dickinson and Co.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5642 | &nbsp;&nbsp;&nbsp;&nbsp;1423025 |
| &nbsp;&nbsp;Boston Scientific Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232314 |
| &nbsp;&nbsp;Envista Holdings Corp.<sup>(c)</sup> | &nbsp;&nbsp;10424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406432 |
| &nbsp;&nbsp;Lantheus Holdings, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312110 |
| &nbsp;&nbsp;Medtronic PLC<sup>(a),(b)</sup> | &nbsp;&nbsp;20986 | &nbsp;&nbsp;&nbsp;&nbsp;1756318 |
| &nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;1474636 |
| &nbsp;&nbsp;Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490768 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;6154637 |
| &nbsp;&nbsp;**Health Care Providers & Services 4.9%** | &nbsp;&nbsp;**Health Care Providers & Services 4.9%** | &nbsp;&nbsp;**Health Care Providers & Services 4.9%** |
| &nbsp;&nbsp;Amedisys, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86801 |
| &nbsp;&nbsp;AmerisourceBergen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81776 |
| &nbsp;&nbsp;Centene Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625473 |
| &nbsp;&nbsp;Cigna Corp.<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595656 |
| &nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777571 |
| &nbsp;&nbsp;Elevance Health, Inc.<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714486 |
| &nbsp;&nbsp;HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380564 |
| &nbsp;&nbsp;Humana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3571 | &nbsp;&nbsp;&nbsp;&nbsp;1827281 |
| &nbsp;&nbsp;Korian SA | &nbsp;&nbsp;19552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204728 |
| &nbsp;&nbsp;Molina Healthcare, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593101 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;R1 RCM, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247735 |
| &nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13643 | &nbsp;&nbsp;&nbsp;&nbsp;6810449 |
| &nbsp;&nbsp;Universal Health Services, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74253 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;13019874 |
| &nbsp;&nbsp;**Life Sciences Tools & Services 1.4%** | &nbsp;&nbsp;**Life Sciences Tools & Services 1.4%** | &nbsp;&nbsp;**Life Sciences Tools & Services 1.4%** |
| &nbsp;&nbsp;Avantor, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493129 |
| &nbsp;&nbsp;ICON PLC<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445501 |
| &nbsp;&nbsp;IQVIA Holdings, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378756 |
| &nbsp;&nbsp;Sartorius Stedim Biotech | &nbsp;&nbsp;&nbsp;&nbsp;3878 | &nbsp;&nbsp;&nbsp;&nbsp;1352756 |
| &nbsp;&nbsp;Sotera Health Co.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202277 |
| &nbsp;&nbsp;Syneos Health, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196877 |
| &nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547517 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;3616813 |
| &nbsp;&nbsp;**Pharmaceuticals 3.0%** | &nbsp;&nbsp;**Pharmaceuticals 3.0%** | &nbsp;&nbsp;**Pharmaceuticals 3.0%** |
| &nbsp;&nbsp;Amneal Pharmaceuticals, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;106623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234571 |
| &nbsp;&nbsp;AstraZeneca PLC | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412034 |
| &nbsp;&nbsp;Bayer AG, Registered Shares | &nbsp;&nbsp;&nbsp;&nbsp;12449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774887 |
| &nbsp;&nbsp;Bristol-Myers Squibb Co.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23779 | &nbsp;&nbsp;&nbsp;&nbsp;1727544 |
| &nbsp;&nbsp;GSK PLC | &nbsp;&nbsp;&nbsp;&nbsp;68909 | &nbsp;&nbsp;&nbsp;&nbsp;1210389 |
| &nbsp;&nbsp;Johnson & Johnson<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535527 |
| &nbsp;&nbsp;Ligand Pharmaceuticals, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375125 |
| &nbsp;&nbsp;Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62513 |
| &nbsp;&nbsp;Novo Nordisk A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203572 |
| &nbsp;&nbsp;Pfizer, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309738 |
| &nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379219 |
| &nbsp;&nbsp;Sanofi | &nbsp;&nbsp;&nbsp;&nbsp;5672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555428 |
| &nbsp;&nbsp;UCB SA | &nbsp;&nbsp;&nbsp;&nbsp;2523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207150 |
| &nbsp;&nbsp;Viatris, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;77592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943519 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;7931216 |
| &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**39100359** |
| &nbsp;&nbsp;**Industrials 11.7%** | &nbsp;&nbsp;**Industrials 11.7%** | &nbsp;&nbsp;**Industrials 11.7%** |
| &nbsp;&nbsp;**Aerospace & Defense 1.6%** | &nbsp;&nbsp;**Aerospace & Defense 1.6%** | &nbsp;&nbsp;**Aerospace & Defense 1.6%** |
| &nbsp;&nbsp;Airbus Group SE | &nbsp;&nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412078 |
| &nbsp;&nbsp;BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535264 |
| &nbsp;&nbsp;Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377692 |
| &nbsp;&nbsp;Hexcel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432797 |
| &nbsp;&nbsp;Howmet Aerospace, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657957 |
| &nbsp;&nbsp;L3Harris Technologies, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343497 |

---

Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023<br> 5

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Lockheed Martin Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;993693 |
| &nbsp;&nbsp;Textron, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5403 | &nbsp;&nbsp;&nbsp;&nbsp;393608 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;4146586 |
| &nbsp;&nbsp;**Building Products 0.6%** | &nbsp;&nbsp;**Building Products 0.6%** | &nbsp;&nbsp;**Building Products 0.6%** |
| &nbsp;&nbsp;Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3712 | &nbsp;&nbsp;&nbsp;&nbsp;374318 |
| &nbsp;&nbsp;Allegion PLC | &nbsp;&nbsp;&nbsp;&nbsp;4141 | &nbsp;&nbsp;&nbsp;&nbsp;486774 |
| &nbsp;&nbsp;Carlisle Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1767 | &nbsp;&nbsp;&nbsp;&nbsp;443270 |
| &nbsp;&nbsp;Resideo Technologies, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14646 | &nbsp;&nbsp;&nbsp;&nbsp;281643 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;1586005 |
| &nbsp;&nbsp;**Commercial Services & Supplies 0.9%** | &nbsp;&nbsp;**Commercial Services & Supplies 0.9%** | &nbsp;&nbsp;**Commercial Services & Supplies 0.9%** |
| &nbsp;&nbsp;Clean Harbors, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4935 | &nbsp;&nbsp;&nbsp;&nbsp;643031 |
| &nbsp;&nbsp;Copart, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11749 | &nbsp;&nbsp;&nbsp;&nbsp;782601 |
| &nbsp;&nbsp;Downer EDI Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;73845 | &nbsp;&nbsp;&nbsp;&nbsp;197613 |
| &nbsp;&nbsp;Societe BIC SA | &nbsp;&nbsp;&nbsp;&nbsp;11729 | &nbsp;&nbsp;&nbsp;&nbsp;851593 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;2474838 |
| &nbsp;&nbsp;**Construction & Engineering 0.1%** | &nbsp;&nbsp;**Construction & Engineering 0.1%** | &nbsp;&nbsp;**Construction & Engineering 0.1%** |
| &nbsp;&nbsp;Eiffage SA | &nbsp;&nbsp;&nbsp;&nbsp;3803 | &nbsp;&nbsp;&nbsp;&nbsp;406200 |
| &nbsp;&nbsp;**Electrical Equipment 0.8%** | &nbsp;&nbsp;**Electrical Equipment 0.8%** | &nbsp;&nbsp;**Electrical Equipment 0.8%** |
| &nbsp;&nbsp;Acuity Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1277 | &nbsp;&nbsp;&nbsp;&nbsp;240740 |
| &nbsp;&nbsp;AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4761 | &nbsp;&nbsp;&nbsp;&nbsp;689964 |
| &nbsp;&nbsp;Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;498634 |
| &nbsp;&nbsp;Hubbell, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92251 |
| &nbsp;&nbsp;nVent Electric PLC | &nbsp;&nbsp;&nbsp;&nbsp;12894 | &nbsp;&nbsp;&nbsp;&nbsp;512536 |
| &nbsp;&nbsp;Sensata Technologies Holding | &nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;224503 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;2258628 |
| &nbsp;&nbsp;**Industrial Conglomerates 1.2%** | &nbsp;&nbsp;**Industrial Conglomerates 1.2%** | &nbsp;&nbsp;**Industrial Conglomerates 1.2%** |
| &nbsp;&nbsp;CK Hutchison Holdings Ltd. | &nbsp;&nbsp;204000 | &nbsp;&nbsp;1298246 |
| &nbsp;&nbsp;Jardine Matheson Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;1323574 |
| &nbsp;&nbsp;Siemens AG, Registered Shares | &nbsp;&nbsp;&nbsp;&nbsp;3241 | &nbsp;&nbsp;&nbsp;&nbsp;506262 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;3128082 |
| &nbsp;&nbsp;**Machinery 3.2%** | &nbsp;&nbsp;**Machinery 3.2%** | &nbsp;&nbsp;**Machinery 3.2%** |
| &nbsp;&nbsp;AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2194 | &nbsp;&nbsp;&nbsp;&nbsp;303057 |
| &nbsp;&nbsp;Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8451 | &nbsp;&nbsp;&nbsp;&nbsp;380971 |
| &nbsp;&nbsp;Andritz AG | &nbsp;&nbsp;&nbsp;&nbsp;6954 | &nbsp;&nbsp;&nbsp;&nbsp;415860 |
| &nbsp;&nbsp;Atlas Copco AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26475 |
| &nbsp;&nbsp;Caterpillar, Inc.<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2206 | &nbsp;&nbsp;&nbsp;&nbsp;556552 |
| &nbsp;&nbsp;Daimler Truck Holding AG<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13774 | &nbsp;&nbsp;&nbsp;&nbsp;462856 |
| &nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;503602 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438181 |
| &nbsp;&nbsp;Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596691 |
| &nbsp;&nbsp;Komatsu Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;20600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506234 |
| &nbsp;&nbsp;Mitsubishi Heavy Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725385 |
| &nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546912 |
| &nbsp;&nbsp;PACCAR, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12604 | &nbsp;&nbsp;&nbsp;&nbsp;1377743 |
| &nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726980 |
| &nbsp;&nbsp;Volvo AB | &nbsp;&nbsp;&nbsp;&nbsp;16901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351097 |
| &nbsp;&nbsp;Westinghouse Air Brake Technologies Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516247 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;8434843 |
| &nbsp;&nbsp;**Marine 0.2%** | &nbsp;&nbsp;**Marine 0.2%** | &nbsp;&nbsp;**Marine 0.2%** |
| &nbsp;&nbsp;D/S Norden A/S | &nbsp;&nbsp;&nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72557 |
| &nbsp;&nbsp;SITC International Holdings Co., Ltd. | &nbsp;&nbsp;216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471873 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544430 |
| &nbsp;&nbsp;**Professional Services 1.2%** | &nbsp;&nbsp;**Professional Services 1.2%** | &nbsp;&nbsp;**Professional Services 1.2%** |
| &nbsp;&nbsp;ASGN, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480034 |
| &nbsp;&nbsp;FTI Consulting, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6503 | &nbsp;&nbsp;&nbsp;&nbsp;1037359 |
| &nbsp;&nbsp;Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405343 |
| &nbsp;&nbsp;Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843939 |
| &nbsp;&nbsp;TransUnion<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372956 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;3139631 |
| &nbsp;&nbsp;**Road & Rail 0.2%** | &nbsp;&nbsp;**Road & Rail 0.2%** | &nbsp;&nbsp;**Road & Rail 0.2%** |
| &nbsp;&nbsp;Aurizon Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35416 |
| &nbsp;&nbsp;Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470098 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505514 |
| &nbsp;&nbsp;**Trading Companies & Distributors 1.7%** | &nbsp;&nbsp;**Trading Companies & Distributors 1.7%** | &nbsp;&nbsp;**Trading Companies & Distributors 1.7%** |
| &nbsp;&nbsp;Ferguson PLC | &nbsp;&nbsp;&nbsp;&nbsp;3113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443104 |
| &nbsp;&nbsp;Mitsubishi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39800 | &nbsp;&nbsp;&nbsp;&nbsp;1332741 |
| &nbsp;&nbsp;Sumitomo Corp. | &nbsp;&nbsp;114600 | &nbsp;&nbsp;&nbsp;&nbsp;2057062 |
| &nbsp;&nbsp;WESCO International, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796757 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4629664 |
| &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**31254421** |
| &nbsp;&nbsp;**Information Technology 13.1%** | &nbsp;&nbsp;**Information Technology 13.1%** | &nbsp;&nbsp;**Information Technology 13.1%** |
| &nbsp;&nbsp;**Communications Equipment 0.5%** | &nbsp;&nbsp;**Communications Equipment 0.5%** | &nbsp;&nbsp;**Communications Equipment 0.5%** |
| &nbsp;&nbsp;Cisco Systems, Inc.<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841942 |
| &nbsp;&nbsp;Juniper Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497420 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;1339362 |

---

6 Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 0.9%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 0.9%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components 0.9%** |
| &nbsp;&nbsp;Arrow Electronics, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627514 |
| &nbsp;&nbsp;Flex Ltd.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;31802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742577 |
| &nbsp;&nbsp;Jabil, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;10683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840004 |
| &nbsp;&nbsp;Macnica Fuji Electronics Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148829 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;2358924 |
| &nbsp;&nbsp;**IT Services 3.9%** | &nbsp;&nbsp;**IT Services 3.9%** | &nbsp;&nbsp;**IT Services 3.9%** |
| &nbsp;&nbsp;Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292797 |
| &nbsp;&nbsp;Capgemini SE | &nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596876 |
| &nbsp;&nbsp;Cognizant Technology Solutions Corp., Class A<sup>(a),(b)</sup> | &nbsp;&nbsp;18755 | &nbsp;&nbsp;&nbsp;&nbsp;1251896 |
| &nbsp;&nbsp;Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574472 |
| &nbsp;&nbsp;Fidelity National Information Services, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;12420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931997 |
| &nbsp;&nbsp;Fiserv, Inc.<sup>(c)</sup> | &nbsp;&nbsp;31956 | &nbsp;&nbsp;&nbsp;&nbsp;3409066 |
| &nbsp;&nbsp;FleetCor Technologies, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565666 |
| &nbsp;&nbsp;SS&C Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573325 |
| &nbsp;&nbsp;VeriSign, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5587 | &nbsp;&nbsp;&nbsp;&nbsp;1218245 |
| &nbsp;&nbsp;Western Union Co. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;69067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978680 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;10393020 |
| &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 4.3%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 4.3%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment 4.3%** |
| &nbsp;&nbsp;Advanced Micro Devices, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349447 |
| &nbsp;&nbsp;Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394340 |
| &nbsp;&nbsp;Broadcom, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;1100404 |
| &nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242945 |
| &nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414083 |
| &nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579744 |
| &nbsp;&nbsp;Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355167 |
| &nbsp;&nbsp;NXP Semiconductors NV | &nbsp;&nbsp;21012 | &nbsp;&nbsp;&nbsp;&nbsp;3872722 |
| &nbsp;&nbsp;Qorvo, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504508 |
| &nbsp;&nbsp;QUALCOMM, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685232 |
| &nbsp;&nbsp;Sumco Corp. | &nbsp;&nbsp;55100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816404 |
| &nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co., Ltd., ADR | &nbsp;&nbsp;23012 | &nbsp;&nbsp;&nbsp;&nbsp;2133903 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;11448899 |
| &nbsp;&nbsp;**Software 1.8%** | &nbsp;&nbsp;**Software 1.8%** | &nbsp;&nbsp;**Software 1.8%** |
| &nbsp;&nbsp;Adobe, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377006 |
| &nbsp;&nbsp;Autodesk, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916797 |
| &nbsp;&nbsp;Check Point Software Technologies Ltd.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619337 |
| &nbsp;&nbsp;Fair Isaac Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313662 |
| &nbsp;&nbsp;Gen Digital, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;17561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404079 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Microsoft Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554103 |
| &nbsp;&nbsp;Oracle Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436285 |
| &nbsp;&nbsp;Salesforce, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300330 |
| &nbsp;&nbsp;Zscaler, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783450 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4705049 |
| &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 1.7%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 1.7%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals 1.7%** |
| &nbsp;&nbsp;Apple, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11702 | &nbsp;&nbsp;&nbsp;&nbsp;1688482 |
| &nbsp;&nbsp;NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537456 |
| &nbsp;&nbsp;Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;32031 | &nbsp;&nbsp;&nbsp;&nbsp;2171061 |
| &nbsp;&nbsp;Western Digital Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75990 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4472989 |
| &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**34718243** |
| &nbsp;&nbsp;**Materials 5.0%** | &nbsp;&nbsp;**Materials 5.0%** | &nbsp;&nbsp;**Materials 5.0%** |
| &nbsp;&nbsp;**Chemicals 3.0%** | &nbsp;&nbsp;**Chemicals 3.0%** | &nbsp;&nbsp;**Chemicals 3.0%** |
| &nbsp;&nbsp;Albemarle Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114269 |
| &nbsp;&nbsp;CF Industries Holdings, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819642 |
| &nbsp;&nbsp;Corteva, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15677 | &nbsp;&nbsp;&nbsp;&nbsp;1010383 |
| &nbsp;&nbsp;DuPont de Nemours, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226213 |
| &nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526928 |
| &nbsp;&nbsp;LSB Industries, Inc.<sup>(a),(b),(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22764 |
| &nbsp;&nbsp;Mosaic Co. (The)<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873291 |
| &nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;1291334 |
| &nbsp;&nbsp;OCI NV | &nbsp;&nbsp;&nbsp;&nbsp;28305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963515 |
| &nbsp;&nbsp;Olin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555086 |
| &nbsp;&nbsp;Solvay SA | &nbsp;&nbsp;&nbsp;&nbsp;10306 | &nbsp;&nbsp;&nbsp;&nbsp;1200973 |
| &nbsp;&nbsp;Yara International ASA | &nbsp;&nbsp;&nbsp;&nbsp;7012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311552 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;7915950 |
| &nbsp;&nbsp;**Containers & Packaging 0.2%** | &nbsp;&nbsp;**Containers & Packaging 0.2%** | &nbsp;&nbsp;**Containers & Packaging 0.2%** |
| &nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472842 |
| &nbsp;&nbsp;WestRock Co. | &nbsp;&nbsp;&nbsp;&nbsp;3851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151113 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623955 |
| &nbsp;&nbsp;**Metals & Mining 1.8%** | &nbsp;&nbsp;**Metals & Mining 1.8%** | &nbsp;&nbsp;**Metals & Mining 1.8%** |
| &nbsp;&nbsp;Glencore PLC | &nbsp;&nbsp;265965 | &nbsp;&nbsp;&nbsp;&nbsp;1781138 |
| &nbsp;&nbsp;Nippon Steel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114481 |
| &nbsp;&nbsp;Norsk Hydro ASA | &nbsp;&nbsp;108167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877002 |
| &nbsp;&nbsp;Pilbara Minerals Ltd.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142466 |
| &nbsp;&nbsp;Rio Tinto Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686760 |

---

Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023<br> 7

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;South32 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;69679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223595 |
| &nbsp;&nbsp;Steel Dynamics, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953659 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4779101 |
| &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**13319006** |
| &nbsp;&nbsp;**Real Estate 1.8%** | &nbsp;&nbsp;**Real Estate 1.8%** | &nbsp;&nbsp;**Real Estate 1.8%** |
| &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 1.8%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 1.8%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) 1.8%** |
| &nbsp;&nbsp;Americold Realty Trust, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501052 |
| &nbsp;&nbsp;British Land Co. PLC (The) | &nbsp;&nbsp;&nbsp;&nbsp;4077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22313 |
| &nbsp;&nbsp;Dexus Property Group | &nbsp;&nbsp;120478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698539 |
| &nbsp;&nbsp;Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235151 |
| &nbsp;&nbsp;Essex Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254329 |
| &nbsp;&nbsp;Host Hotels & Resorts, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265672 |
| &nbsp;&nbsp;Klepierre<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168703 |
| &nbsp;&nbsp;Lamar Advertising Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402828 |
| &nbsp;&nbsp;Medical Properties Trust, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528269 |
| &nbsp;&nbsp;Public Storage<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753850 |
| &nbsp;&nbsp;Regency Centers Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279513 |
| &nbsp;&nbsp;Ventas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427018 |
| &nbsp;&nbsp;VICI Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220735 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;4757972 |
| &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;&nbsp;&nbsp;**4757972** |
| &nbsp;&nbsp;**Utilities 4.9%** | &nbsp;&nbsp;**Utilities 4.9%** | &nbsp;&nbsp;**Utilities 4.9%** |
| &nbsp;&nbsp;**Electric Utilities 3.6%** | &nbsp;&nbsp;**Electric Utilities 3.6%** | &nbsp;&nbsp;**Electric Utilities 3.6%** |
| &nbsp;&nbsp;American Electric Power Co., Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295034 |
| &nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553744 |
| &nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438616 |
| &nbsp;&nbsp;Kansai Electric Power Co., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100018 |
| &nbsp;&nbsp;NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63584 | &nbsp;&nbsp;&nbsp;&nbsp;4745274 |
| &nbsp;&nbsp;NRG Energy, Inc.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8623 |
| &nbsp;&nbsp;PG&E Corp.<sup>(c)</sup> | &nbsp;&nbsp;218987 | &nbsp;&nbsp;&nbsp;&nbsp;3481893 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;9623202 |
| &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.7%** | &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.7%** | &nbsp;&nbsp;**Independent Power and Renewable Electricity Producers 0.7%** |
| &nbsp;&nbsp;Clearway Energy, Inc., Class A<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332647 |
| &nbsp;&nbsp;Clearway Energy, Inc., Class C<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310801 |
| &nbsp;&nbsp;Vistra Corp.<sup>(a),(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;46654 | &nbsp;&nbsp;&nbsp;&nbsp;1075841 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;1719289 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Multi-Utilities 0.6%** | &nbsp;&nbsp;**Multi-Utilities 0.6%** | &nbsp;&nbsp;**Multi-Utilities 0.6%** |
| &nbsp;&nbsp;CenterPoint Energy, Inc. | &nbsp;&nbsp;16839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507191 |
| &nbsp;&nbsp;Engie SA | &nbsp;&nbsp;82171 | &nbsp;&nbsp;&nbsp;&nbsp;1166817 |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;1674008 |
| &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;&nbsp;&nbsp;**13016499** |
| &nbsp;&nbsp;Total Common Stocks<br> (Cost $200,444,158) | &nbsp;&nbsp;Total Common Stocks<br> (Cost $200,444,158) | &nbsp;&nbsp;**233185076** |
| &nbsp;&nbsp;**Exchange-Traded Equity Funds 1.4%** | &nbsp;&nbsp;**Exchange-Traded Equity Funds 1.4%** | &nbsp;&nbsp;**Exchange-Traded Equity Funds 1.4%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**U.S. Large Cap 1.4%** | &nbsp;&nbsp;**U.S. Large Cap 1.4%** | &nbsp;&nbsp;**U.S. Large Cap 1.4%** |
| &nbsp;&nbsp;SPDR S&P 500 ETF Trust | &nbsp;&nbsp;&nbsp;&nbsp;9034 | &nbsp;&nbsp;&nbsp;&nbsp;3672140 |
| &nbsp;&nbsp;Total Exchange-Traded Equity Funds<br> (Cost $3,440,961) | &nbsp;&nbsp;Total Exchange-Traded Equity Funds<br> (Cost $3,440,961) | &nbsp;&nbsp;&nbsp;&nbsp;**3672140** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Stocks 0.1%** | &nbsp;&nbsp;**Preferred Stocks 0.1%** | &nbsp;&nbsp;**Preferred Stocks 0.1%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Consumer Discretionary 0.1%** | &nbsp;&nbsp;**Consumer Discretionary 0.1%** | &nbsp;&nbsp;**Consumer Discretionary 0.1%** |
| &nbsp;&nbsp;**Automobiles 0.1%** | &nbsp;&nbsp;**Automobiles 0.1%** | &nbsp;&nbsp;**Automobiles 0.1%** |
| &nbsp;&nbsp;BMW AG | &nbsp;&nbsp;1699 | &nbsp;&nbsp;160961 |
| &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**160961** |
| &nbsp;&nbsp;Total Preferred Stocks<br> (Cost $124,850) | &nbsp;&nbsp;Total Preferred Stocks<br> (Cost $124,850) | &nbsp;&nbsp;**160961** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Warrants 0.0%** | &nbsp;&nbsp;**Warrants 0.0%** | &nbsp;&nbsp;**Warrants 0.0%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Energy 0.0%** | &nbsp;&nbsp;**Energy 0.0%** | &nbsp;&nbsp;**Energy 0.0%** |
| &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels 0.0%** |
| &nbsp;&nbsp;Vista Oil & Gas SAB de CV<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2** |
| &nbsp;&nbsp;Total Warrants<br> (Cost $1) | &nbsp;&nbsp;Total Warrants<br> (Cost $1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2** |
| &nbsp;&nbsp;**Money Market Funds 8.4%** | &nbsp;&nbsp;**Money Market Funds 8.4%** | &nbsp;&nbsp;**Money Market Funds 8.4%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559%<sup>(d),(e)</sup> | &nbsp;&nbsp;22362697 | &nbsp;&nbsp;&nbsp;&nbsp;22353752 |
| &nbsp;&nbsp;Total Money Market Funds<br> (Cost $22,350,434) | &nbsp;&nbsp;Total Money Market Funds<br> (Cost $22,350,434) | &nbsp;&nbsp;&nbsp;&nbsp;**22353752** |
| &nbsp;&nbsp;Total Investments<br> (Cost $226,360,404) | &nbsp;&nbsp;Total Investments<br> (Cost $226,360,404) | &nbsp;&nbsp;**259371931** |

---

8 Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Investments in Securities Sold Short** | **Investments in Securities Sold Short** | **Investments in Securities Sold Short** |
| &nbsp;&nbsp;**Common Stocks (36.4)%** | &nbsp;&nbsp;**Common Stocks (36.4)%** | &nbsp;&nbsp;**Common Stocks (36.4)%** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Communication Services (2.5)%** | &nbsp;&nbsp;**Communication Services (2.5)%** | &nbsp;&nbsp;**Communication Services (2.5)%** |
| &nbsp;&nbsp;**Diversified Telecommunication Services (0.5)%** | &nbsp;&nbsp;**Diversified Telecommunication Services (0.5)%** | &nbsp;&nbsp;**Diversified Telecommunication Services (0.5)%** |
| &nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(13280) | &nbsp;&nbsp;&nbsp;&nbsp;(270513) |
| &nbsp;&nbsp;Cellnex Telecom SA | &nbsp;&nbsp;&nbsp;&nbsp;(16088) | &nbsp;&nbsp;&nbsp;&nbsp;(630457) |
| &nbsp;&nbsp;Proximus SADP | &nbsp;&nbsp;&nbsp;&nbsp;(7987) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81844) |
| &nbsp;&nbsp;Telia Co. AB | &nbsp;&nbsp;(129780) | &nbsp;&nbsp;&nbsp;&nbsp;(335175) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(1317989) |
| &nbsp;&nbsp;**Entertainment (0.6)%** | &nbsp;&nbsp;**Entertainment (0.6)%** | &nbsp;&nbsp;**Entertainment (0.6)%** |
| &nbsp;&nbsp;Lions Gate Entertainment Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(29173) | &nbsp;&nbsp;&nbsp;&nbsp;(232509) |
| &nbsp;&nbsp;Madison Square Garden Entertainment Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(4907) | &nbsp;&nbsp;&nbsp;&nbsp;(256587) |
| &nbsp;&nbsp;Roblox Corp. Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(8309) | &nbsp;&nbsp;&nbsp;&nbsp;(309178) |
| &nbsp;&nbsp;Roku, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(10444) | &nbsp;&nbsp;&nbsp;&nbsp;(600530) |
| &nbsp;&nbsp;Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;(7886) | &nbsp;&nbsp;&nbsp;&nbsp;(287444) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(1686248) |
| &nbsp;&nbsp;**Interactive Media & Services (0.2)%** | &nbsp;&nbsp;**Interactive Media & Services (0.2)%** | &nbsp;&nbsp;**Interactive Media & Services (0.2)%** |
| &nbsp;&nbsp;Angi, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(68561) | &nbsp;&nbsp;&nbsp;&nbsp;(199513) |
| &nbsp;&nbsp;fuboTV, Inc.<sup>(c)</sup> | &nbsp;&nbsp;(100413) | &nbsp;&nbsp;&nbsp;&nbsp;(258061) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(457574) |
| &nbsp;&nbsp;**Media (1.2)%** | &nbsp;&nbsp;**Media (1.2)%** | &nbsp;&nbsp;**Media (1.2)%** |
| &nbsp;&nbsp;Cable One, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(184) | &nbsp;&nbsp;&nbsp;&nbsp;(145338) |
| &nbsp;&nbsp;Clear Channel Outdoor Holdings, Inc.<sup>(c)</sup> | &nbsp;&nbsp;(128978) | &nbsp;&nbsp;&nbsp;&nbsp;(246348) |
| &nbsp;&nbsp;CyberAgent, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(96800) | &nbsp;&nbsp;&nbsp;&nbsp;(905269) |
| &nbsp;&nbsp;iHeartMedia, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(29613) | &nbsp;&nbsp;&nbsp;&nbsp;(229501) |
| &nbsp;&nbsp;Trade Desk, Inc. (The)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(11038) | &nbsp;&nbsp;&nbsp;&nbsp;(559627) |
| &nbsp;&nbsp;ViacomCBS, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;(49393) | &nbsp;&nbsp;(1143942) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(3230025) |
| &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**Total Communication Services** | &nbsp;&nbsp;**(6691836)** |
| &nbsp;&nbsp;**Consumer Discretionary (6.1)%** | &nbsp;&nbsp;**Consumer Discretionary (6.1)%** | &nbsp;&nbsp;**Consumer Discretionary (6.1)%** |
| &nbsp;&nbsp;**Auto Components (0.4)%** | &nbsp;&nbsp;**Auto Components (0.4)%** | &nbsp;&nbsp;**Auto Components (0.4)%** |
| &nbsp;&nbsp;Adient PLC<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(15224) | &nbsp;&nbsp;&nbsp;&nbsp;(685384) |
| &nbsp;&nbsp;QuantumScape Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(58541) | &nbsp;&nbsp;&nbsp;&nbsp;(498184) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(1183568) |
| &nbsp;&nbsp;**Automobiles (0.9)%** | &nbsp;&nbsp;**Automobiles (0.9)%** | &nbsp;&nbsp;**Automobiles (0.9)%** |
| &nbsp;&nbsp;Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;(4230) | &nbsp;&nbsp;(1057010) |
| &nbsp;&nbsp;Lucid Group, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(45213) | &nbsp;&nbsp;&nbsp;&nbsp;(528540) |
| &nbsp;&nbsp;Rivian Automotive, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(43777) | &nbsp;&nbsp;&nbsp;&nbsp;(849274) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(2434824) |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Diversified Consumer Services (0.1)%** | &nbsp;&nbsp;**Diversified Consumer Services (0.1)%** | &nbsp;&nbsp;**Diversified Consumer Services (0.1)%** |
| &nbsp;&nbsp;Pearson PLC | &nbsp;&nbsp;(16550) | &nbsp;&nbsp;&nbsp;&nbsp;(188739) |
| &nbsp;&nbsp;**Hotels, Restaurants & Leisure (1.4)%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure (1.4)%** | &nbsp;&nbsp;**Hotels, Restaurants & Leisure (1.4)%** |
| &nbsp;&nbsp;Accor SA<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(8949) | &nbsp;&nbsp;&nbsp;&nbsp;(290467) |
| &nbsp;&nbsp;Carnival Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(6422) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69486) |
| &nbsp;&nbsp;Chipotle Mexican Grill, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(196) | &nbsp;&nbsp;&nbsp;&nbsp;(322691) |
| &nbsp;&nbsp;Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(2693) | &nbsp;&nbsp;&nbsp;&nbsp;(330943) |
| &nbsp;&nbsp;Genius Sports Ltd.<sup>(c)</sup> | &nbsp;&nbsp;(19051) | &nbsp;&nbsp;&nbsp;&nbsp;(104590) |
| &nbsp;&nbsp;Golden Entertainment, Inc., ADR<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3434) | &nbsp;&nbsp;&nbsp;&nbsp;(135643) |
| &nbsp;&nbsp;Hyatt Hotels Corp., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(2936) | &nbsp;&nbsp;&nbsp;&nbsp;(320376) |
| &nbsp;&nbsp;Life Time Group Holdings, Inc.<sup>(c)</sup> | &nbsp;&nbsp;(19313) | &nbsp;&nbsp;&nbsp;&nbsp;(362891) |
| &nbsp;&nbsp;Membership Collective Group, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;(33702) | &nbsp;&nbsp;&nbsp;&nbsp;(178621) |
| &nbsp;&nbsp;Portillo's, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(5127) | &nbsp;&nbsp;&nbsp;&nbsp;(115665) |
| &nbsp;&nbsp;Shake Shack, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(1614) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91804) |
| &nbsp;&nbsp;Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(2607) | &nbsp;&nbsp;&nbsp;&nbsp;(261821) |
| &nbsp;&nbsp;Whitbread PLC | &nbsp;&nbsp;&nbsp;&nbsp;(4565) | &nbsp;&nbsp;&nbsp;&nbsp;(171928) |
| &nbsp;&nbsp;Wingstop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(1698) | &nbsp;&nbsp;&nbsp;&nbsp;(269082) |
| &nbsp;&nbsp;Wynn Resorts Ltd.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(5060) | &nbsp;&nbsp;&nbsp;&nbsp;(524418) |
| &nbsp;&nbsp;Yum China Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(2670) | &nbsp;&nbsp;&nbsp;&nbsp;(164499) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(3714925) |
| &nbsp;&nbsp;**Household Durables (0.5)%** | &nbsp;&nbsp;**Household Durables (0.5)%** | &nbsp;&nbsp;**Household Durables (0.5)%** |
| &nbsp;&nbsp;La-Z-Boy, Inc. | &nbsp;&nbsp;(18872) | &nbsp;&nbsp;&nbsp;&nbsp;(536531) |
| &nbsp;&nbsp;LGI Homes, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(2553) | &nbsp;&nbsp;&nbsp;&nbsp;(290659) |
| &nbsp;&nbsp;Mohawk Industries, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(1938) | &nbsp;&nbsp;&nbsp;&nbsp;(232676) |
| &nbsp;&nbsp;Newell Rubbermaid, Inc. | &nbsp;&nbsp;(16053) | &nbsp;&nbsp;&nbsp;&nbsp;(256206) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(1316072) |
| &nbsp;&nbsp;**Internet & Direct Marketing Retail (0.6)%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail (0.6)%** | &nbsp;&nbsp;**Internet & Direct Marketing Retail (0.6)%** |
| &nbsp;&nbsp;DoorDash, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;(14211) | &nbsp;&nbsp;&nbsp;&nbsp;(823101) |
| &nbsp;&nbsp;Etsy, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(1663) | &nbsp;&nbsp;&nbsp;&nbsp;(228796) |
| &nbsp;&nbsp;Rakuten Group, Inc. | &nbsp;&nbsp;(67800) | &nbsp;&nbsp;&nbsp;&nbsp;(345675) |
| &nbsp;&nbsp;Wayfair, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3060) | &nbsp;&nbsp;&nbsp;&nbsp;(185130) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(1582702) |
| &nbsp;&nbsp;**Leisure Products (0.2)%** | &nbsp;&nbsp;**Leisure Products (0.2)%** | &nbsp;&nbsp;**Leisure Products (0.2)%** |
| &nbsp;&nbsp;Acushnet Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(2243) | &nbsp;&nbsp;&nbsp;&nbsp;(105309) |
| &nbsp;&nbsp;Mattel, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(5699) | &nbsp;&nbsp;&nbsp;&nbsp;(116602) |
| &nbsp;&nbsp;Shimano, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(1000) | &nbsp;&nbsp;&nbsp;&nbsp;(178335) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(400246) |

---

Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023<br> 9

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Specialty Retail (1.9)%** | &nbsp;&nbsp;**Specialty Retail (1.9)%** | &nbsp;&nbsp;**Specialty Retail (1.9)%** |
| &nbsp;&nbsp;CarMax, Inc.<sup>(c)</sup> | &nbsp;&nbsp;(37602) | &nbsp;&nbsp;&nbsp;&nbsp;(2649061) |
| &nbsp;&nbsp;Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(3497) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(457268) |
| &nbsp;&nbsp;Floor & Decor Holdings, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3437) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(311976) |
| &nbsp;&nbsp;Lowe's Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(1353) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(281762) |
| &nbsp;&nbsp;RH<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(437) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(136340) |
| &nbsp;&nbsp;Signet Jewelers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(4840) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(371760) |
| &nbsp;&nbsp;Warby Parker, Inc.<sup>(c)</sup> | &nbsp;&nbsp;(25364) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(409629) |
| &nbsp;&nbsp;Williams-Sonoma Inc | &nbsp;&nbsp;&nbsp;&nbsp;(3020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(407519) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(5025315) |
| &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods (0.1)%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods (0.1)%** | &nbsp;&nbsp;**Textiles, Apparel & Luxury Goods (0.1)%** |
| &nbsp;&nbsp;Lululemon Athletica, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(347) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106487) |
| &nbsp;&nbsp;Moncler SpA | &nbsp;&nbsp;&nbsp;&nbsp;(3696) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(231324) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(337811) |
| &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**Total Consumer Discretionary** | &nbsp;&nbsp;**(16184202)** |
| &nbsp;&nbsp;**Consumer Staples (1.8)%** | &nbsp;&nbsp;**Consumer Staples (1.8)%** | &nbsp;&nbsp;**Consumer Staples (1.8)%** |
| &nbsp;&nbsp;**Beverages (0.3)%** | &nbsp;&nbsp;**Beverages (0.3)%** | &nbsp;&nbsp;**Beverages (0.3)%** |
| &nbsp;&nbsp;Brown-Forman Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;(2748) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(182962) |
| &nbsp;&nbsp;Coca-Cola Bottlers Japan Holdings, Inc. | &nbsp;&nbsp;(24300) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(255852) |
| &nbsp;&nbsp;National Beverage Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(6445) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(284869) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(723683) |
| &nbsp;&nbsp;**Food & Staples Retailing (0.3)%** | &nbsp;&nbsp;**Food & Staples Retailing (0.3)%** | &nbsp;&nbsp;**Food & Staples Retailing (0.3)%** |
| &nbsp;&nbsp;Ocado Group PLC<sup>(c)</sup> | &nbsp;&nbsp;(55991) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(448062) |
| &nbsp;&nbsp;Rite Aid Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(8651) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31576) |
| &nbsp;&nbsp;Walgreens Boots Alliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(6842) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(252196) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(731834) |
| &nbsp;&nbsp;**Food Products (0.5)%** | &nbsp;&nbsp;**Food Products (0.5)%** | &nbsp;&nbsp;**Food Products (0.5)%** |
| &nbsp;&nbsp;B&G Foods, Inc. | &nbsp;&nbsp;(14083) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197444) |
| &nbsp;&nbsp;Beyond Meat, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(6125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(100634) |
| &nbsp;&nbsp;Campbell Soup Co. | &nbsp;&nbsp;&nbsp;&nbsp;(2780) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144365) |
| &nbsp;&nbsp;General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(3790) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(296984) |
| &nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(3842) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(174081) |
| &nbsp;&nbsp;Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;(2164) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(148407) |
| &nbsp;&nbsp;McCormick & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(2625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197190) |
| &nbsp;&nbsp;Oatly Group AB, ADR<sup>(c)</sup> | &nbsp;&nbsp;(67059) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(163624) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(1422729) |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Household Products (0.5)%** | &nbsp;&nbsp;**Household Products (0.5)%** | &nbsp;&nbsp;**Household Products (0.5)%** |
| &nbsp;&nbsp;Central Garden & Pet Co., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(10318) | &nbsp;&nbsp;&nbsp;&nbsp;(408902) |
| &nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(4456) | &nbsp;&nbsp;&nbsp;&nbsp;(579325) |
| &nbsp;&nbsp;WD-40 Co. | &nbsp;&nbsp;&nbsp;&nbsp;(2199) | &nbsp;&nbsp;&nbsp;&nbsp;(383813) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(1372040) |
| &nbsp;&nbsp;**Personal Products (0.2)%** | &nbsp;&nbsp;**Personal Products (0.2)%** | &nbsp;&nbsp;**Personal Products (0.2)%** |
| &nbsp;&nbsp;Coty, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(38328) | &nbsp;&nbsp;&nbsp;&nbsp;(381747) |
| &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**Total Consumer Staples** | &nbsp;&nbsp;**(4632033)** |
| &nbsp;&nbsp;**Energy (2.5)%** | &nbsp;&nbsp;**Energy (2.5)%** | &nbsp;&nbsp;**Energy (2.5)%** |
| &nbsp;&nbsp;**Oil, Gas & Consumable Fuels (2.5)%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels (2.5)%** | &nbsp;&nbsp;**Oil, Gas & Consumable Fuels (2.5)%** |
| &nbsp;&nbsp;Cameco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(11100) | &nbsp;&nbsp;&nbsp;&nbsp;(310588) |
| &nbsp;&nbsp;Clean Energy Fuels Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(37932) | &nbsp;&nbsp;&nbsp;&nbsp;(214695) |
| &nbsp;&nbsp;Energy Fuels, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(57800) | &nbsp;&nbsp;&nbsp;&nbsp;(426153) |
| &nbsp;&nbsp;Enviva, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(3288) | &nbsp;&nbsp;&nbsp;&nbsp;(149538) |
| &nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(13482) | &nbsp;&nbsp;&nbsp;&nbsp;(440457) |
| &nbsp;&nbsp;Gevo, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(64861) | &nbsp;&nbsp;&nbsp;&nbsp;(137505) |
| &nbsp;&nbsp;Green Plains, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(12989) | &nbsp;&nbsp;&nbsp;&nbsp;(451628) |
| &nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(1437) | &nbsp;&nbsp;&nbsp;&nbsp;(215780) |
| &nbsp;&nbsp;Neste OYJ | &nbsp;&nbsp;&nbsp;&nbsp;(9856) | &nbsp;&nbsp;&nbsp;&nbsp;(471139) |
| &nbsp;&nbsp;NexGen Energy Ltd.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(94200) | &nbsp;&nbsp;&nbsp;&nbsp;(454522) |
| &nbsp;&nbsp;NextDecade Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(17353) | &nbsp;&nbsp;&nbsp;&nbsp;(103944) |
| &nbsp;&nbsp;Paladin Energy Ltd.<sup>(c)</sup> | &nbsp;&nbsp;(865495) | &nbsp;&nbsp;&nbsp;&nbsp;(527803) |
| &nbsp;&nbsp;Permian Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(19950) | &nbsp;&nbsp;&nbsp;&nbsp;(216857) |
| &nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(8902) | &nbsp;&nbsp;&nbsp;&nbsp;(667828) |
| &nbsp;&nbsp;Uranium Energy Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(82239) | &nbsp;&nbsp;&nbsp;&nbsp;(331423) |
| &nbsp;&nbsp;Vista Energy SAB de CV, ADR<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(22340) | &nbsp;&nbsp;&nbsp;&nbsp;(355206) |
| &nbsp;&nbsp;Washington H. Soul Pattinson & Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(50507) | &nbsp;&nbsp;(1028673) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(6503739) |
| &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**Total Energy** | &nbsp;&nbsp;**(6503739)** |
| &nbsp;&nbsp;**Financials (5.0)%** | &nbsp;&nbsp;**Financials (5.0)%** | &nbsp;&nbsp;**Financials (5.0)%** |
| &nbsp;&nbsp;**Banks (2.1)%** | &nbsp;&nbsp;**Banks (2.1)%** | &nbsp;&nbsp;**Banks (2.1)%** |
| &nbsp;&nbsp;Bank of Hawaii Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(7380) | &nbsp;&nbsp;&nbsp;&nbsp;(564496) |
| &nbsp;&nbsp;Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(9512) | &nbsp;&nbsp;&nbsp;&nbsp;(633099) |
| &nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;(9426) | &nbsp;&nbsp;&nbsp;&nbsp;(735814) |
| &nbsp;&nbsp;Community Bank System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(9380) | &nbsp;&nbsp;&nbsp;&nbsp;(541320) |
| &nbsp;&nbsp;Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(1587) | &nbsp;&nbsp;&nbsp;&nbsp;(206754) |
| &nbsp;&nbsp;CVB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(4036) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97752) |
| &nbsp;&nbsp;FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp;&nbsp;(28726) | &nbsp;&nbsp;&nbsp;&nbsp;(515685) |

---

10 Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(14779) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(526428) |
| &nbsp;&nbsp;Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(9698) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(442132) |
| &nbsp;&nbsp;Hang Seng Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(36400) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(606177) |
| &nbsp;&nbsp;NU Holdings Ltd., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(29491) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(137133) |
| &nbsp;&nbsp;United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(12594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(506279) |
| &nbsp;&nbsp;Westamerica Bancorporation | &nbsp;&nbsp;&nbsp;&nbsp;(3557) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197627) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(5710696) |
| &nbsp;&nbsp;**Capital Markets (1.1)%** | &nbsp;&nbsp;**Capital Markets (1.1)%** | &nbsp;&nbsp;**Capital Markets (1.1)%** |
| &nbsp;&nbsp;Ashmore Group PLC | &nbsp;&nbsp;(118898) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(391621) |
| &nbsp;&nbsp;B. Riley Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(9176) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(392091) |
| &nbsp;&nbsp;Bure Equity AB | &nbsp;&nbsp;&nbsp;&nbsp;(5744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144681) |
| &nbsp;&nbsp;Coinbase Global, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(1226) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71696) |
| &nbsp;&nbsp;Credit Suisse Group AG, Registered Shares | &nbsp;&nbsp;(151895) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(523260) |
| &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;(36054) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(481167) |
| &nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(1500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(484125) |
| &nbsp;&nbsp;T Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(3778) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(440024) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(2928665) |
| &nbsp;&nbsp;**Consumer Finance (0.9)%** | &nbsp;&nbsp;**Consumer Finance (0.9)%** | &nbsp;&nbsp;**Consumer Finance (0.9)%** |
| &nbsp;&nbsp;Ally Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(35506) | &nbsp;&nbsp;&nbsp;&nbsp;(1153590) |
| &nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;(1838) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321521) |
| &nbsp;&nbsp;Credit Acceptance Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(863) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(399258) |
| &nbsp;&nbsp;SoFi Technologies, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(64252) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(445267) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(2319636) |
| &nbsp;&nbsp;**Insurance (0.8)%** | &nbsp;&nbsp;**Insurance (0.8)%** | &nbsp;&nbsp;**Insurance (0.8)%** |
| &nbsp;&nbsp;Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(2131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(241122) |
| &nbsp;&nbsp;Erie Indemnity Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(721) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(176176) |
| &nbsp;&nbsp;Gjensidige Forsikring ASA | &nbsp;&nbsp;&nbsp;&nbsp;(10672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(191813) |
| &nbsp;&nbsp;Goosehead Insurance, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3114) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(121602) |
| &nbsp;&nbsp;Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(1760) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(490054) |
| &nbsp;&nbsp;RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(4424) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(585959) |
| &nbsp;&nbsp;Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(1229) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116755) |
| &nbsp;&nbsp;Trupanion, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(2036) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120165) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(2043646) |
| &nbsp;&nbsp;**Thrifts & Mortgage Finance (0.1)%** | &nbsp;&nbsp;**Thrifts & Mortgage Finance (0.1)%** | &nbsp;&nbsp;**Thrifts & Mortgage Finance (0.1)%** |
| &nbsp;&nbsp;Rocket Cos, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;(22491) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(211640) |
| &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**Total Financials** | &nbsp;&nbsp;**(13214283)** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Health Care (2.4)%** | &nbsp;&nbsp;**Health Care (2.4)%** | &nbsp;&nbsp;**Health Care (2.4)%** |
| &nbsp;&nbsp;**Biotechnology (0.3)%** | &nbsp;&nbsp;**Biotechnology (0.3)%** | &nbsp;&nbsp;**Biotechnology (0.3)%** |
| &nbsp;&nbsp;Argenx SE<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(644) | &nbsp;&nbsp;&nbsp;&nbsp;(245291) |
| &nbsp;&nbsp;Ascendis Pharma A/S ADR<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(1600) | &nbsp;&nbsp;&nbsp;&nbsp;(198528) |
| &nbsp;&nbsp;Celldex Therapeutics, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(2926) | &nbsp;&nbsp;&nbsp;&nbsp;(128920) |
| &nbsp;&nbsp;Idorsia Ltd.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(8363) | &nbsp;&nbsp;&nbsp;&nbsp;(140672) |
| &nbsp;&nbsp;Mirati Therapeutics, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(1181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63077) |
| &nbsp;&nbsp;Myriad Genetics, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(6710) | &nbsp;&nbsp;&nbsp;&nbsp;(132321) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(908809) |
| &nbsp;&nbsp;**Health Care Equipment & Supplies (0.8)%** | &nbsp;&nbsp;**Health Care Equipment & Supplies (0.8)%** | &nbsp;&nbsp;**Health Care Equipment & Supplies (0.8)%** |
| &nbsp;&nbsp;Align Technology, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(577) | &nbsp;&nbsp;&nbsp;&nbsp;(155634) |
| &nbsp;&nbsp;Ambu A/S<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(5306) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73293) |
| &nbsp;&nbsp;Edwards Lifesciences Corp.<sup>(c)</sup> | &nbsp;&nbsp;(15845) | &nbsp;&nbsp;(1215312) |
| &nbsp;&nbsp;Figs, Inc.<sup>(c)</sup> | &nbsp;&nbsp;(18778) | &nbsp;&nbsp;&nbsp;&nbsp;(168063) |
| &nbsp;&nbsp;Glaukos Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(2626) | &nbsp;&nbsp;&nbsp;&nbsp;(128805) |
| &nbsp;&nbsp;Neogen Corp.<sup>(c)</sup> | &nbsp;&nbsp;(10812) | &nbsp;&nbsp;&nbsp;&nbsp;(231485) |
| &nbsp;&nbsp;Tandem Diabetes Care, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(2693) | &nbsp;&nbsp;&nbsp;&nbsp;(109713) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(2082305) |
| &nbsp;&nbsp;**Health Care Providers & Services (0.2)%** | &nbsp;&nbsp;**Health Care Providers & Services (0.2)%** | &nbsp;&nbsp;**Health Care Providers & Services (0.2)%** |
| &nbsp;&nbsp;Guardant Health, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3565) | &nbsp;&nbsp;&nbsp;&nbsp;(112048) |
| &nbsp;&nbsp;ModivCare, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(1382) | &nbsp;&nbsp;&nbsp;&nbsp;(148233) |
| &nbsp;&nbsp;Oak Street Health, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(5610) | &nbsp;&nbsp;&nbsp;&nbsp;(163027) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(423308) |
| &nbsp;&nbsp;**Health Care Technology (0.3)%** | &nbsp;&nbsp;**Health Care Technology (0.3)%** | &nbsp;&nbsp;**Health Care Technology (0.3)%** |
| &nbsp;&nbsp;Definitive Healthcare Corp.<sup>(c)</sup> | &nbsp;&nbsp;(12275) | &nbsp;&nbsp;&nbsp;&nbsp;(151964) |
| &nbsp;&nbsp;Doximity, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(5416) | &nbsp;&nbsp;&nbsp;&nbsp;(191022) |
| &nbsp;&nbsp;GoodRx Holdings, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;(27888) | &nbsp;&nbsp;&nbsp;&nbsp;(155894) |
| &nbsp;&nbsp;Teladoc Health, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(7104) | &nbsp;&nbsp;&nbsp;&nbsp;(208858) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(707738) |
| &nbsp;&nbsp;**Life Sciences Tools & Services (0.6)%** | &nbsp;&nbsp;**Life Sciences Tools & Services (0.6)%** | &nbsp;&nbsp;**Life Sciences Tools & Services (0.6)%** |
| &nbsp;&nbsp;Bachem Holding AG | &nbsp;&nbsp;(10831) | &nbsp;&nbsp;&nbsp;&nbsp;(957827) |
| &nbsp;&nbsp;Oxford Nanopore Technologies PLC<sup>(c)</sup> | &nbsp;&nbsp;(28494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83247) |
| &nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(950) | &nbsp;&nbsp;&nbsp;&nbsp;(541813) |
| &nbsp;&nbsp;West Pharmaceutical Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(413) | &nbsp;&nbsp;&nbsp;&nbsp;(109693) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(1692580) |

---

Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023<br> 11

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Pharmaceuticals (0.2)%** | &nbsp;&nbsp;**Pharmaceuticals (0.2)%** | &nbsp;&nbsp;**Pharmaceuticals (0.2)%** |
| &nbsp;&nbsp;Cassava Sciences, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87668) |
| &nbsp;&nbsp;Intra-Cellular Therapies, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2999) | &nbsp;&nbsp;&nbsp;&nbsp;(143712) |
| &nbsp;&nbsp;Nippon Shinyaku Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2700) | &nbsp;&nbsp;&nbsp;&nbsp;(138959) |
| &nbsp;&nbsp;Ventyx Biosciences, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2884) | &nbsp;&nbsp;&nbsp;&nbsp;(121128) |
| &nbsp;&nbsp;Zoetis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(823) | &nbsp;&nbsp;&nbsp;&nbsp;(136198) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(627665) |
| &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**Total Health Care** | &nbsp;&nbsp;**(6442405)** |
| &nbsp;&nbsp;**Industrials (7.0)%** | &nbsp;&nbsp;**Industrials (7.0)%** | &nbsp;&nbsp;**Industrials (7.0)%** |
| &nbsp;&nbsp;**Aerospace & Defense (1.0)%** | &nbsp;&nbsp;**Aerospace & Defense (1.0)%** | &nbsp;&nbsp;**Aerospace & Defense (1.0)%** |
| &nbsp;&nbsp;AeroVironment, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4797) | &nbsp;&nbsp;&nbsp;&nbsp;(426789) |
| &nbsp;&nbsp;Kratos Defense & Security Solutions, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33818) | &nbsp;&nbsp;&nbsp;&nbsp;(387216) |
| &nbsp;&nbsp;Mercury Systems, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5982) | &nbsp;&nbsp;&nbsp;&nbsp;(299011) |
| &nbsp;&nbsp;Rolls-Royce Holdings PLC<sup>(c)</sup> | &nbsp;&nbsp;(1010567) | &nbsp;&nbsp;(1322160) |
| &nbsp;&nbsp;Virgin Galactic Holdings, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59535) | &nbsp;&nbsp;&nbsp;&nbsp;(328633) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(2763809) |
| &nbsp;&nbsp;**Air Freight & Logistics (0.4)%** | &nbsp;&nbsp;**Air Freight & Logistics (0.4)%** | &nbsp;&nbsp;**Air Freight & Logistics (0.4)%** |
| &nbsp;&nbsp;C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7104) | &nbsp;&nbsp;&nbsp;&nbsp;(711608) |
| &nbsp;&nbsp;InPost SA<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46493) | &nbsp;&nbsp;&nbsp;&nbsp;(448989) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(1160597) |
| &nbsp;&nbsp;**Airlines (0.2)%** | &nbsp;&nbsp;**Airlines (0.2)%** | &nbsp;&nbsp;**Airlines (0.2)%** |
| &nbsp;&nbsp;American Airlines Group, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31112) | &nbsp;&nbsp;&nbsp;&nbsp;(502148) |
| &nbsp;&nbsp;**Building Products (0.7)%** | &nbsp;&nbsp;**Building Products (0.7)%** | &nbsp;&nbsp;**Building Products (0.7)%** |
| &nbsp;&nbsp;AZEK Co., Inc. (The)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21060) | &nbsp;&nbsp;&nbsp;&nbsp;(508178) |
| &nbsp;&nbsp;Hayward Holdings, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33854) | &nbsp;&nbsp;&nbsp;&nbsp;(456691) |
| &nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15637) | &nbsp;&nbsp;&nbsp;&nbsp;(831888) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(1796757) |
| &nbsp;&nbsp;**Commercial Services & Supplies (0.1)%** | &nbsp;&nbsp;**Commercial Services & Supplies (0.1)%** | &nbsp;&nbsp;**Commercial Services & Supplies (0.1)%** |
| &nbsp;&nbsp;Healthcare Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10536) | &nbsp;&nbsp;&nbsp;&nbsp;(141920) |
| &nbsp;&nbsp;**Construction & Engineering (0.3)%** | &nbsp;&nbsp;**Construction & Engineering (0.3)%** | &nbsp;&nbsp;**Construction & Engineering (0.3)%** |
| &nbsp;&nbsp;Ameresco, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12443) | &nbsp;&nbsp;&nbsp;&nbsp;(802200) |
| &nbsp;&nbsp;**Electrical Equipment (0.8)%** | &nbsp;&nbsp;**Electrical Equipment (0.8)%** | &nbsp;&nbsp;**Electrical Equipment (0.8)%** |
| &nbsp;&nbsp;Array Technologies, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23219) | &nbsp;&nbsp;&nbsp;&nbsp;(516158) |
| &nbsp;&nbsp;Ballard Power Systems, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34500) | &nbsp;&nbsp;&nbsp;&nbsp;(225843) |
| &nbsp;&nbsp;Ceres Power Holdings PLC<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16419) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96652) |
| &nbsp;&nbsp;Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1522) | &nbsp;&nbsp;&nbsp;&nbsp;(246883) |
| &nbsp;&nbsp;ITM Power PLC<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(101462) | &nbsp;&nbsp;&nbsp;&nbsp;(127166) |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;Plug Power, Inc.<sup>(c)</sup> | &nbsp;&nbsp;(16847) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(286736) |
| &nbsp;&nbsp;PowerCell Sweden AB<sup>(c)</sup> | &nbsp;&nbsp;(17026) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(228287) |
| &nbsp;&nbsp;Vertiv Holdings Co. | &nbsp;&nbsp;(31185) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(443451) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(2171176) |
| &nbsp;&nbsp;**Industrial Conglomerates (0.2)%** | &nbsp;&nbsp;**Industrial Conglomerates (0.2)%** | &nbsp;&nbsp;**Industrial Conglomerates (0.2)%** |
| &nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;(5486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(441513) |
| &nbsp;&nbsp;Lifco AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp;(7767) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142683) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(584196) |
| &nbsp;&nbsp;**Machinery (1.5)%** | &nbsp;&nbsp;**Machinery (1.5)%** | &nbsp;&nbsp;**Machinery (1.5)%** |
| &nbsp;&nbsp;Husqvarna AB | &nbsp;&nbsp;(55581) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(472877) |
| &nbsp;&nbsp;Hyliion Holdings Corp.<sup>(c)</sup> | &nbsp;&nbsp;(24254) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86829) |
| &nbsp;&nbsp;Kennametal, Inc. | &nbsp;&nbsp;(15279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(435452) |
| &nbsp;&nbsp;Makita Corp. | &nbsp;&nbsp;(33000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(879016) |
| &nbsp;&nbsp;McPhy Energy SA<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(7874) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119845) |
| &nbsp;&nbsp;Nabtesco Corp. | &nbsp;&nbsp;(13200) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(386476) |
| &nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(4380) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(441416) |
| &nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(779) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(253954) |
| &nbsp;&nbsp;Pentair PLC | &nbsp;&nbsp;&nbsp;&nbsp;(7212) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(399401) |
| &nbsp;&nbsp;Proto Labs, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(7048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(215669) |
| &nbsp;&nbsp;VAT Group AG | &nbsp;&nbsp;&nbsp;&nbsp;(1042) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(324379) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(4015314) |
| &nbsp;&nbsp;**Road & Rail (1.0)%** | &nbsp;&nbsp;**Road & Rail (1.0)%** | &nbsp;&nbsp;**Road & Rail (1.0)%** |
| &nbsp;&nbsp;Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(3976) | &nbsp;&nbsp;&nbsp;&nbsp;(1324962) |
| &nbsp;&nbsp;RXO, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(8265) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(151415) |
| &nbsp;&nbsp;Saia, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(1035) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(282327) |
| &nbsp;&nbsp;U-Haul Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;(7796) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(481715) |
| &nbsp;&nbsp;U-Haul Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;(5012) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(335954) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(2576373) |
| &nbsp;&nbsp;**Trading Companies & Distributors (0.8)%** | &nbsp;&nbsp;**Trading Companies & Distributors (0.8)%** | &nbsp;&nbsp;**Trading Companies & Distributors (0.8)%** |
| &nbsp;&nbsp;Fastenal Co. | &nbsp;&nbsp;(28338) | &nbsp;&nbsp;&nbsp;&nbsp;(1432486) |
| &nbsp;&nbsp;MonotaRO Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(1100) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16663) |
| &nbsp;&nbsp;Triton International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(4758) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(336105) |
| &nbsp;&nbsp;Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(1337) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(384214) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(2169468) |
| &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**Total Industrials** | &nbsp;&nbsp;**(18683958)** |

---

12 Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Information Technology (5.5)%** | &nbsp;&nbsp;**Information Technology (5.5)%** | &nbsp;&nbsp;**Information Technology (5.5)%** |
| &nbsp;&nbsp;**Electronic Equipment, Instruments & Components (0.5)%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components (0.5)%** | &nbsp;&nbsp;**Electronic Equipment, Instruments & Components (0.5)%** |
| &nbsp;&nbsp;Itron, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4589) | &nbsp;&nbsp;&nbsp;&nbsp;(263730) |
| &nbsp;&nbsp;Napco Security Technologies, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11072) | &nbsp;&nbsp;&nbsp;&nbsp;(320756) |
| &nbsp;&nbsp;Novanta, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1986) | &nbsp;&nbsp;&nbsp;&nbsp;(320679) |
| &nbsp;&nbsp;Taiyo Yuden Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9800) | &nbsp;&nbsp;&nbsp;&nbsp;(332862) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(1238027) |
| &nbsp;&nbsp;**IT Services (1.0)%** | &nbsp;&nbsp;**IT Services (1.0)%** | &nbsp;&nbsp;**IT Services (1.0)%** |
| &nbsp;&nbsp;Affirm Holdings, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46600) | &nbsp;&nbsp;&nbsp;&nbsp;(754454) |
| &nbsp;&nbsp;Cloudflare, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13543) | &nbsp;&nbsp;&nbsp;&nbsp;(716560) |
| &nbsp;&nbsp;Shopify, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6200) | &nbsp;&nbsp;&nbsp;&nbsp;(305538) |
| &nbsp;&nbsp;Toast, Inc. Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37298) | &nbsp;&nbsp;&nbsp;&nbsp;(832119) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(2608671) |
| &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment (1.9)%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment (1.9)%** | &nbsp;&nbsp;**Semiconductors & Semiconductor Equipment (1.9)%** |
| &nbsp;&nbsp;Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20730) | &nbsp;&nbsp;(2311188) |
| &nbsp;&nbsp;Entegris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4622) | &nbsp;&nbsp;&nbsp;&nbsp;(373042) |
| &nbsp;&nbsp;GCL Technology Holdings Ltd.<sup>(c)</sup> | &nbsp;&nbsp;(1111000) | &nbsp;&nbsp;&nbsp;&nbsp;(307668) |
| &nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24225) | &nbsp;&nbsp;&nbsp;&nbsp;(684598) |
| &nbsp;&nbsp;Melexis NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2967) | &nbsp;&nbsp;&nbsp;&nbsp;(316058) |
| &nbsp;&nbsp;STMicroelectronics NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17809) | &nbsp;&nbsp;&nbsp;&nbsp;(838596) |
| &nbsp;&nbsp;Wolfspeed, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3657) | &nbsp;&nbsp;&nbsp;&nbsp;(281626) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(5112776) |
| &nbsp;&nbsp;**Software (1.5)%** | &nbsp;&nbsp;**Software (1.5)%** | &nbsp;&nbsp;**Software (1.5)%** |
| &nbsp;&nbsp;Appfolio, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2618) | &nbsp;&nbsp;&nbsp;&nbsp;(294080) |
| &nbsp;&nbsp;BlackBerry Ltd.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53591) | &nbsp;&nbsp;&nbsp;&nbsp;(227762) |
| &nbsp;&nbsp;Blackline, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5328) | &nbsp;&nbsp;&nbsp;&nbsp;(382550) |
| &nbsp;&nbsp;BrainChip Holdings Ltd.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(575449) | &nbsp;&nbsp;&nbsp;&nbsp;(260215) |
| &nbsp;&nbsp;Ceridian HCM Holding, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2486) | &nbsp;&nbsp;&nbsp;&nbsp;(179688) |
| &nbsp;&nbsp;Guidewire Software, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4654) | &nbsp;&nbsp;&nbsp;&nbsp;(340859) |
| &nbsp;&nbsp;Jamf Holding Corp.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19500) | &nbsp;&nbsp;&nbsp;&nbsp;(387465) |
| &nbsp;&nbsp;Palantir Technologies, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(108076) | &nbsp;&nbsp;&nbsp;&nbsp;(840831) |
| &nbsp;&nbsp;Paycom Software, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(375) | &nbsp;&nbsp;&nbsp;&nbsp;(121477) |
| &nbsp;&nbsp;Procore Technologies, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6708) | &nbsp;&nbsp;&nbsp;&nbsp;(375313) |
| &nbsp;&nbsp;Unity Software, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12040) | &nbsp;&nbsp;&nbsp;&nbsp;(427661) |
| &nbsp;&nbsp;Wisetech Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6454) | &nbsp;&nbsp;&nbsp;&nbsp;(279843) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(4117744) |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals (0.6)%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals (0.6)%** | &nbsp;&nbsp;**Technology Hardware, Storage & Peripherals (0.6)%** |
| &nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(6826) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(984924) |
| &nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;(21585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(348166) |
| &nbsp;&nbsp;HP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(4974) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(144942) |
| &nbsp;&nbsp;IonQ, Inc.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(34803) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(154525) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(1632557) |
| &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**Total Information Technology** | &nbsp;&nbsp;**(14709775)** |
| &nbsp;&nbsp;**Materials (2.2)%** | &nbsp;&nbsp;**Materials (2.2)%** | &nbsp;&nbsp;**Materials (2.2)%** |
| &nbsp;&nbsp;**Chemicals (0.4)%** | &nbsp;&nbsp;**Chemicals (0.4)%** | &nbsp;&nbsp;**Chemicals (0.4)%** |
| &nbsp;&nbsp;EMS-Chemie Holding AG, Registered Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(460) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(342921) |
| &nbsp;&nbsp;Huntsman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(16310) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(516864) |
| &nbsp;&nbsp;Mitsui Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(11400) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(268339) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(1128124) |
| &nbsp;&nbsp;**Construction Materials (0.4)%** | &nbsp;&nbsp;**Construction Materials (0.4)%** | &nbsp;&nbsp;**Construction Materials (0.4)%** |
| &nbsp;&nbsp;Cemex SAB de CV, ADR<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(93475) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(499157) |
| &nbsp;&nbsp;Siam Cement PCL (The), NVDR | &nbsp;&nbsp;&nbsp;&nbsp;(38900) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(396909) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(896066) |
| &nbsp;&nbsp;**Containers & Packaging (0.3)%** | &nbsp;&nbsp;**Containers & Packaging (0.3)%** | &nbsp;&nbsp;**Containers & Packaging (0.3)%** |
| &nbsp;&nbsp;AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(3648) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(421855) |
| &nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(5767) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(335870) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(757725) |
| &nbsp;&nbsp;**Metals & Mining (1.0)%** | &nbsp;&nbsp;**Metals & Mining (1.0)%** | &nbsp;&nbsp;**Metals & Mining (1.0)%** |
| &nbsp;&nbsp;Alcoa Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(14395) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(751995) |
| &nbsp;&nbsp;Antofagasta PLC | &nbsp;&nbsp;&nbsp;&nbsp;(18159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(390175) |
| &nbsp;&nbsp;Chalice Mining Ltd.<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(17668) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81451) |
| &nbsp;&nbsp;De Grey Mining Ltd.<sup>(c)</sup> | &nbsp;&nbsp;(504116) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(534209) |
| &nbsp;&nbsp;ioneer Ltd.<sup>(c)</sup> | &nbsp;&nbsp;(578353) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(177977) |
| &nbsp;&nbsp;Kumba Iron Ore Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(8297) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254054) |
| &nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(6715) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(505035) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(2694896) |
| &nbsp;&nbsp;**Paper & Forest Products (0.1)%** | &nbsp;&nbsp;**Paper & Forest Products (0.1)%** | &nbsp;&nbsp;**Paper & Forest Products (0.1)%** |
| &nbsp;&nbsp;Nippon Paper Industries Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;(43700) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(325349) |
| &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;**Total Materials** | &nbsp;&nbsp;&nbsp;&nbsp;**(5802160)** |

---

Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023<br> 13

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Real Estate (1.3)%** | &nbsp;&nbsp;**Real Estate (1.3)%** | &nbsp;&nbsp;**Real Estate (1.3)%** |
| &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) (1.1)%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) (1.1)%** | &nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITS) (1.1)%** |
| &nbsp;&nbsp;Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(1385) | &nbsp;&nbsp;&nbsp;&nbsp;(222625) |
| &nbsp;&nbsp;Boston Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(2782) | &nbsp;&nbsp;&nbsp;&nbsp;(207370) |
| &nbsp;&nbsp;Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(1207) | &nbsp;&nbsp;&nbsp;&nbsp;(190501) |
| &nbsp;&nbsp;Healthcare Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(42602) | &nbsp;&nbsp;&nbsp;&nbsp;(917221) |
| &nbsp;&nbsp;Host Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(11669) | &nbsp;&nbsp;&nbsp;&nbsp;(219961) |
| &nbsp;&nbsp;Macerich Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;(10981) | &nbsp;&nbsp;&nbsp;&nbsp;(150879) |
| &nbsp;&nbsp;Nomura Real Estate Master Fund, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172) | &nbsp;&nbsp;&nbsp;&nbsp;(201148) |
| &nbsp;&nbsp;Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(3255) | &nbsp;&nbsp;&nbsp;&nbsp;(206595) |
| &nbsp;&nbsp;SL Green Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(8737) | &nbsp;&nbsp;&nbsp;&nbsp;(359527) |
| &nbsp;&nbsp;Unibail-Rodamco-Westfield<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3125) | &nbsp;&nbsp;&nbsp;&nbsp;(202235) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;(2878062) |
| &nbsp;&nbsp;**Real Estate Management & Development (0.2)%** | &nbsp;&nbsp;**Real Estate Management & Development (0.2)%** | &nbsp;&nbsp;**Real Estate Management & Development (0.2)%** |
| &nbsp;&nbsp;Howard Hughes Corp. (The)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(3792) | &nbsp;&nbsp;&nbsp;&nbsp;(324178) |
| &nbsp;&nbsp;IWG PLC<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(66497) | &nbsp;&nbsp;&nbsp;&nbsp;(152556) |
| &nbsp;&nbsp;WeWork, Inc., Class A<sup>(c)</sup> | &nbsp;&nbsp;(122227) | &nbsp;&nbsp;&nbsp;&nbsp;(194341) |
| &nbsp;&nbsp;Total |  | &nbsp;&nbsp;&nbsp;&nbsp;(671075) |
| &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**Total Real Estate** | &nbsp;&nbsp;**(3549137)** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** | &nbsp;&nbsp;**Common Stocks (continued)** |
| &nbsp;&nbsp;**Issuer** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**Utilities (0.1)%** | &nbsp;&nbsp;**Utilities (0.1)%** | &nbsp;&nbsp;**Utilities (0.1)%** |
| &nbsp;&nbsp;**Electric Utilities (0.1)%** | &nbsp;&nbsp;**Electric Utilities (0.1)%** | &nbsp;&nbsp;**Electric Utilities (0.1)%** |
| &nbsp;&nbsp;Avangrid, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(8748) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(368903) |
| &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;**Total Utilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(368903)** |
| &nbsp;&nbsp;Total Common Stocks<br> (Proceeds $97,761,441) | &nbsp;&nbsp;Total Common Stocks<br> (Proceeds $97,761,441) | &nbsp;&nbsp;&nbsp;&nbsp;**(96782431)** |
| &nbsp;&nbsp;**Exchange-Traded Equity Funds (1.4)%** | &nbsp;&nbsp;**Exchange-Traded Equity Funds (1.4)%** | &nbsp;&nbsp;**Exchange-Traded Equity Funds (1.4)%** |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;**International Large Cap (1.4)%** | &nbsp;&nbsp;**International Large Cap (1.4)%** | &nbsp;&nbsp;**International Large Cap (1.4)%** |
| &nbsp;&nbsp;Invesco QQQ Trust | &nbsp;&nbsp;(12262) | &nbsp;&nbsp;&nbsp;&nbsp;(3612631) |
| &nbsp;&nbsp;Total Exchange-Traded Equity Funds<br> (Proceeds $3,376,815) | &nbsp;&nbsp;Total Exchange-Traded Equity Funds<br> (Proceeds $3,376,815) | &nbsp;&nbsp;&nbsp;&nbsp;**(3612631)** |
| &nbsp;&nbsp;Total Investments in Securities Sold Short<br> (Proceeds $101,138,256) | &nbsp;&nbsp;Total Investments in Securities Sold Short<br> (Proceeds $101,138,256) | &nbsp;&nbsp;**(100395062)** |
| &nbsp;&nbsp;**Total Investments in Securities, Net of Securities Sold Short** | &nbsp;&nbsp;**Total Investments in Securities, Net of Securities Sold Short** | &nbsp;&nbsp;&nbsp;**158976869** |
| &nbsp;&nbsp;**Other Assets & Liabilities, Net** |  | &nbsp;&nbsp;&nbsp;**106865836** |
| &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;**Net Assets** | &nbsp;&nbsp;&nbsp;**265842705** |

---

At January 31, 2023, securities and/or cash totaling $178,749,872 were pledged as collateral.

#### Investments in derivatives<br>

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Call option contracts written** | &nbsp;&nbsp;**Call option contracts written** | &nbsp;&nbsp;**Call option contracts written** | &nbsp;&nbsp;**Call option contracts written** | &nbsp;&nbsp;**Call option contracts written** | &nbsp;&nbsp;**Call option contracts written** | &nbsp;&nbsp;**Call option contracts written** | &nbsp;&nbsp;**Call option contracts written** | &nbsp;&nbsp;**Call option contracts written** |
| &nbsp;&nbsp;**Description** | **Counterparty** | &nbsp;&nbsp;**Trading<br> currency** | &nbsp;&nbsp;**Notional<br> amount** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Exercise<br> price/Rate** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Premium<br> received ($)** | &nbsp;&nbsp;**Value ($)** |
| &nbsp;&nbsp;DuPont de Nemours, Inc. | JPMorgan | &nbsp;&nbsp;USD | &nbsp;&nbsp;(177480) | &nbsp;&nbsp;(24) | &nbsp;&nbsp;62.50 | &nbsp;&nbsp;2/17/2023 | &nbsp;&nbsp;(24045) | &nbsp;&nbsp;(28080) |

---

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** | &nbsp;&nbsp;**Total return swap contracts** |
| &nbsp;&nbsp;**Fund receives** | **Fund pays** | **Payment<br> frequency** | **Counterparty** | **Maturity<br> date** | **Notional<br> currency** | **Notional<br> amount** | **Value<br> ($)** | **Periodic<br> payments<br> receivable<br> (payable)<br> ($)** | **Upfront<br> payments<br> ($)** | **Upfront<br> receipts<br> ($)** | **Unrealized<br> appreciation<br> ($)** | **Unrealized<br> depreciation<br> ($)** |
| &nbsp;&nbsp;Total return on Samsung Electronics Co., Ltd. | SOFR plus 0.800% | Monthly | Macquarie | 09/19/2023 | USD | 196522 | 2271 | 415 |  |  | 2686 |  |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Reference index and values for swap contracts as of period end** | &nbsp;&nbsp;**Reference index and values for swap contracts as of period end** | &nbsp;&nbsp;**Reference index and values for swap contracts as of period end** |
| &nbsp;&nbsp;**Reference index** |  | **Reference rate** |
| &nbsp;&nbsp;SOFR | Secured Overnight Financing Rate | 4.300% |

---

14 Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023

------

Portfolio of Investments (continued)<br> Multi-Manager Directional Alternative Strategies Fund, January 31, 2023 (Unaudited)

#### Notes to Portfolio of Investments
(a) This security or a portion of this security has been pledged as collateral in connection with derivative contracts.

(b) This security or a portion of this security has been pledged as collateral in connection with investments sold short.

(c) Non-income producing investment.

(d) The rate shown is the seven-day current annualized yield at January 31, 2023.

(e) As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a
company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended January 31, 2023 are as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Affiliated issuers** | **Beginning<br> of period($)** | &nbsp;&nbsp;**Purchases($)** | &nbsp;&nbsp;**Sales($)** | &nbsp;&nbsp;**Net change in<br> unrealized<br> appreciation<br> (depreciation)($)** | &nbsp;&nbsp;**End of<br> period($)** | &nbsp;&nbsp;**Realized gain<br> (loss)($)** | &nbsp;&nbsp;**Dividends($)** | &nbsp;&nbsp;**End of<br> period shares** |
| &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% | &nbsp;&nbsp;Columbia Short-Term Cash Fund, 4.559% |
|  | 42562256 | &nbsp;&nbsp;278647303 | &nbsp;&nbsp;(298855772) | &nbsp;&nbsp;(35) | &nbsp;&nbsp;22353752 | &nbsp;&nbsp;(5082) | &nbsp;&nbsp;764466 | &nbsp;&nbsp;22362697 |

---

#### Abbreviation Legend
ADR American Depositary Receipt <br> NVDR Non-Voting Depositary Receipt

#### Currency Legend
USD US Dollar

Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.

Multi-Manager Directional Alternative Strategies Fund \| Third Quarter Report 2023<br> 15

------

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

3QT284_04_N01_(03/23)

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust I

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-04-30

- **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:** $370172915.03

**Total Liabilities:** $104348350.91

**Net Assets:** $265824564.12

**Cash Not Reported:** $646807.06

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 605.954100000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179758 | 3.50%                | -0.17%               | -0.45%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1368659.12             | $10479478.93                               |
| Month 2  | $642331.38               | $-1287428.97                               |
| Month 3  | $1406410.75              | $-2967872.45                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACUITY BRANDS INC.                              | Acuity Brands Inc                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $223396.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                       | Adobe Inc                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1018 | NS      | $377006.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                          | Advance Auto Parts Inc                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1486 | NS      | $226288.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                      | Advanced Micro Devices Inc                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      4650 | NS      | $349447.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                   | Advanced Drainage Systems Inc              | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      3712 | NS      | $374318.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                  | Albemarle Corp                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       406 | NS      | $114268.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                           | Arrow Electronics Inc                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      5341 | NS      | $627514.09    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                 | AstraZeneca PLC                            | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      3145 | NS      | $412034.46    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION INC                                  | AutoNation Inc                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       930 | NS      | $117849.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER AG                                        | Bayer AG                                   | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     12449 | NS      | $774887.20    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                    | Becton Dickinson and Co                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      5642 | NS      | $1423025.24   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| WR BERKLEY CORP                                 | WR Berkley Corp                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      7871 | NS      | $552071.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                          | Berkshire Hathaway Inc                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6451 | NS      | $2009615.52   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE BIC SA                                  | Societe BIC SA                             | CUSIP: 000000000<br>LEI: 969500UR00DF63I0VH67 | Long             | EC               | CORP              | FR        |     11729 | NS      | $851593.11    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH LAND COMPANY PLC                        | British Land Co PLC/The                    | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               | CORP              | GB        |      4077 | NS      | $22312.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1881 | NS      | $1100403.81   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CDL HOSPITALITY TRUSTS                          | CDL Hospitality Trusts                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |         0 | NS      | $0.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                      | CF Industries Holdings Inc                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      9677 | NS      | $819641.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                      | Cigna Corp                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1881 | NS      | $595656.27    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO LTD                                   | Rio Tinto Ltd                              | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      7653 | NS      | $686759.83    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8814 | NS      | $777571.08    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                              | Cabot Oil & Gas Corp                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     34145 | NS      | $854649.35    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP                    | Callaway Golf Co                           | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     18872 | NS      | $462175.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                  | Canadian Natural Resources Ltd             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     17971 | NS      | $1104138.24   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                       | Host Hotels & Resorts Inc                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     14094 | NS      | $265671.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                      | Alexandria Real Estate Equities Inc        | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               | CORP              | US        |     -1385 | NS      | $-222624.90   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP                           | ProPetro Holding Corp                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46076 | NS      | $458456.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH CO                                | Sotera Health Co                           | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11733 | NS      | $202276.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                              | Ally Financial Inc                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |    -35506 | NS      | $-1153589.94  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                               | AMERCO                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Short            | EC               | CORP              | US        |     -5012 | NS      | $-335954.36   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                             | Synchrony Financial                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2750 | NS      | $101007.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                               | AMERCO                                     | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Short            | EC               | CORP              | US        |     -7796 | NS      | $-481714.84   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERESCO INC                                    | Ameresco Inc                               | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Short            | EC               | CORP              | US        |    -12443 | NS      | $-802200.21   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                     | American Airlines Group Inc                | CUSIP: 02376R102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -31112 | NS      | $-502147.68   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                        | American Express Co                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |     -1838 | NS      | $-321521.34   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| APPFOLIO INC                                    | Appfolio Inc                               | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Short            | EC               | CORP              | US        |     -2618 | NS      | $-294079.94   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ASHMORE GROUP PLC                               | Ashmore Group PLC                          | CUSIP: 000000000<br>LEI: 549300U3L59WB4YI2X12 | Short            | EC               | CORP              | GB        |   -118898 | NS      | $-391621.15   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                              | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |     -6422 | NS      | $-69486.04    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CASSAVA SCIENCES INC                            | Cassava Sciences Inc                       | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Short            | EC               | CORP              | US        |     -3131 | NS      | $-87668.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS INC (OLD)                  | Celldex Therapeutics Inc                   | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Short            | EC               | CORP              | US        |     -2926 | NS      | $-128919.56   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX SAB DE CV                                 | Cemex SAB de CV                            | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Short            | EC               | CORP              | MX        |    -93475 | NS      | $-499156.50   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                         | Central Garden & Pet Co                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Short            | EC               | CORP              | US        |    -10318 | NS      | $-408902.34   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                        | Ceridian HCM Holding Inc                   | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Short            | EC               | CORP              | US        |     -2486 | NS      | $-179688.08   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                      | Chipotle Mexican Grill Inc                 | CUSIP: 169656105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -196 | NS      | $-322690.48   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                      | Commerce Bancshares Inc/MO                 | CUSIP: 200525103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9512 | NS      | $-633098.75   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                  | Commonwealth Bank of Australia             | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Short            | EC               | CORP              | AU        |     -9426 | NS      | $-735813.57   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BALLARD POWER SYSTEMS INC                       | Ballard Power Systems Inc                  | CUSIP: 000000000<br>LEI: 549300OHZ8BMF53YYS26 | Short            | EC               | CORP              | CA        |    -34500 | NS      | $-225842.70   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                        | Crowdstrike Holdings Inc                   | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Short            | EC               | CORP              | US        |     -1179 | NS      | $-124856.10   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                        | Cullen/Frost Bankers Inc                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Short            | EC               | CORP              | US        |     -1587 | NS      | $-206754.36   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                                    | Wingstop Inc                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Short            | EC               | CORP              | US        |     -1698 | NS      | $-269082.06   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| MCPHY ENERGY SA                                 | McPhy Energy SA                            | CUSIP: 000000000<br>LEI: 969500W5X02DTT3BZS69 | Short            | EC               | CORP              | FR        |     -7874 | NS      | $-119845.45   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFCO AB (PUBL)                                 | Lifco AB                                   | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Short            | EC               | CORP              | SE        |     -7767 | NS      | $-142682.50   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BACHEM HOLDING AG                               | Bachem Holding AG                          | CUSIP: 000000000<br>LEI: 506700S81111XI7TG884 | Short            | EC               | CORP              | CH        |    -10831 | NS      | $-957827.29   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                              | Cellnex Telecom SA                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Short            | EC               | CORP              | ES        |    -16088 | NS      | $-630456.67   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| PENTAIR PLC                                     | Pentair PLC                                | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Short            | EC               | CORP              | IE        |     -7212 | NS      | $-399400.56   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                     | Royal Caribbean Cruises Ltd                | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      4535 | NS      | $294502.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                        | Flex Ltd                                   | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     31802 | NS      | $742576.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMER CHARTER COMMUNICATIONS PARENT INC        | Charter Communications Inc                 | CUSIP: 16119P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8033 | NS      | $3087162.23   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                         | Marathon Petroleum Corp                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     11178 | NS      | $1436596.56   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                  | Microsoft Corp                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2236 | NS      | $554103.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECH INC                              | Microchip Technology Inc                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      7469 | NS      | $579743.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                           | Micron Technology Inc                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      5890 | NS      | $355167.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CORP                                 | Mitsubishi Corp                            | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     39800 | NS      | $1332741.03   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD INSURANCE GROUP HOLDINGS INC              | MS&AD Insurance Group Holdings Inc         | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      7400 | NS      | $237345.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HEAVY IND LTD                        | Mitsubishi Heavy Industries Ltd            | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     18500 | NS      | $725384.66    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI MOTORS CORP                          | Mitsubishi Motors Corp                     | CUSIP: 000000000<br>LEI: 5299006ZTN6MO1N5BR16 | Long             | EC               | CORP              | JP        |      4500 | NS      | $17338.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOHAWK IND INC                                  | Mohawk Industries Inc                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2756 | NS      | $330885.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                           | Molina Healthcare Inc                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1902 | NS      | $593100.66    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                                   | Mosaic Co/The                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     17628 | NS      | $873291.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                          | Motorola Solutions Inc                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       163 | NS      | $41892.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIO INC                                         | NIO Inc                                    | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | KY        |    235703 | NS      | $2844935.21   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                               | Newell Brands Inc                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     59800 | NS      | $954408.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NORSK HYDRO ASA                                 | Norsk Hydro ASA                            | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    108167 | NS      | $877001.84    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                 | NortonLifeLock Inc                         | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     17561 | NS      | $404078.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK A/S                                | Novo Nordisk A/S                           | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1471 | NS      | $203571.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Oasis Petroleum Inc                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      4610 | NS      | $660751.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX CORP                                       | ORIX Corp                                  | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     21700 | NS      | $381550.87    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORP                            | Regency Centers Corp                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      4195 | NS      | $279512.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH INC                               | Syneos Health Inc                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      5481 | NS      | $196877.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitbread                                       | Whitbread PLC                              | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Short            | EC               | CORP              | GB        |     -4565 | NS      | $-171928.17   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HUBBELL INC                                     | Hubbell Inc                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       403 | NS      | $92250.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                       | Huntington Bancshares Inc/OH               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     62038 | NS      | $941116.46    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GRP OF CO INC                       | Interpublic Group of Cos Inc/The           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      8502 | NS      | $309982.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                              | IQVIA Holdings Inc                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1651 | NS      | $378755.91    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6436 | NS      | $900782.56    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                       | Jabil Inc                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     10683 | NS      | $840004.29    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LIMITED               | Jardine Matheson Holdings Ltd              | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |     24900 | NS      | $1323574.14   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                      | JD.com Inc                                 | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |      3875 | NS      | $230678.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                               | Johnson & Johnson                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3277 | NS      | $535527.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                            | Juniper Networks Inc                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     15400 | NS      | $497420.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                          | DBS Group Holdings Ltd                     | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      6500 | NS      | $177945.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ETSY INC                                        | Etsy Inc                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |     -1663 | NS      | $-228795.54   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                        | KLA Corp                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       619 | NS      | $242945.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KANSAI ELECTRIC POWER CO                        | Kansai Electric Power Co Inc/The           | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     10400 | NS      | $100017.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FIN BANKSHARES INC                        | First Financial Bankshares Inc             | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Short            | EC               | CORP              | US        |    -14779 | NS      | $-526427.98   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                        | Golden Entertainment Inc                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Short            | EC               | CORP              | US        |     -3434 | NS      | $-135643.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| KLEPIERRE SA                                    | Klepierre SA                               | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      6647 | NS      | $168703.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                            | Keurig Dr Pepper Inc                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     34077 | NS      | $1202236.56   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODRX HOLDINGS INC                             | GoodRx Holdings Inc                        | CUSIP: 38246G108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27888 | NS      | $-155893.92   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| GOOSEHEAD INSURANCE INC                         | Goosehead Insurance Inc                    | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Short            | EC               | CORP              | US        |     -3114 | NS      | $-121601.70   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                         | KeyCorp                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     38242 | NS      | $733863.98    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                      | Kimberly-Clark Corp                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      6393 | NS      | $831153.93    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                                | Green Plains Inc                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Short            | EC               | CORP              | US        |    -12989 | NS      | $-451627.53   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH                                 | Guardant Health Inc                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |     -3565 | NS      | $-112047.95   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                       | Kroger Co/The                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      9873 | NS      | $440631.99    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                        | LKQ Corp                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      6221 | NS      | $366790.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                          | Guidewire Software Inc                     | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |     -4654 | NS      | $-340858.96   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                   | Hewlett Packard Enterprise Co              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |    -21585 | NS      | $-348166.05   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries                                  | LSB Industries Inc                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      1791 | NS      | $22763.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS                                 | Las Vegas Sands Corp                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      4932 | NS      | $290988.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                     | Lockheed Martin Corp                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2145 | NS      | $993692.70    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | Lumen Technologies Inc                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    107289 | NS      | $563267.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                               | Hyatt Hotels Corp                          | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |     -2936 | NS      | $-320376.32   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| HYLIION HOLDINGS CORP                           | Hyliion Holdings Corp                      | CUSIP: 449109107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -24254 | NS      | $-86829.32    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                      | Marriott International Inc/MD              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      4276 | NS      | $744793.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                         | Nexstar Media Group Inc                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      9143 | NS      | $1872212.11   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                      | PACCAR Inc                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     12604 | NS      | $1377743.24   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORP                             | Peabody Energy Corp                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     15050 | NS      | $419744.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA INC                                 | iHeartMedia Inc                            | CUSIP: 45174J509<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -29613 | NS      | $-229500.75   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO QQQ TRUST SERIES 1                      | Invesco QQQ Trust Series 1                 | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Short            | EC               | RF                | US        |    -12262 | NS      | $-3612630.44  | -1.36%            |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                     | Walmart Inc                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5194 | NS      | $747260.78    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                    | Walgreens Boots Alliance Inc               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      7400 | NS      | $272764.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP        | Madison Square Garden Entertainment Corp   | CUSIP: 55826T102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4907 | NS      | $-256587.03   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| MAKITA CORP                                     | Makita Corp                                | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Short            | EC               | CORP              | JP        |    -33000 | NS      | $-879016.06   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     28510 | NS      | $1336263.70   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORPORATION                               | Masco Corp                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Short            | EC               | CORP              | US        |    -17513 | NS      | $-931691.60   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                      | Mattel Inc                                 | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Short            | EC               | CORP              | US        |     -5699 | NS      | $-116601.54   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED                | McCormick & Co Inc/MD                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |     -2625 | NS      | $-197190.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MEMBERSHIP COLLECTIVE GROUP INC                 | Membership Collective Group Inc            | CUSIP: 586001109<br>LEI: 213800XNSPPBRF2E5A41 | Short            | EC               | CORP              | US        |    -33702 | NS      | $-178620.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                             | Mercury Systems Inc                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Short            | EC               | CORP              | US        |     -5982 | NS      | $-299010.27   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MIRATI THERAPEUTICS INC                         | Mirati Therapeutics Inc                    | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Short            | EC               | CORP              | US        |     -1181 | NS      | $-63077.21    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                                   | ModivCare Inc                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Short            | EC               | CORP              | US        |     -1382 | NS      | $-148233.32   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK IND INC                                  | Mohawk Industries Inc                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Short            | EC               | CORP              | US        |     -2831 | NS      | $-339889.86   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                     | Moody's Corp                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |     -1500 | NS      | $-484125.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                             | Myriad Genetics Inc                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Short            | EC               | CORP              | US        |     -6710 | NS      | $-132321.20   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NABTESCO CORP                                   | Nabtesco Corp                              | CUSIP: 000000000<br>LEI: 529900DVHQXYRTGW7739 | Short            | EC               | CORP              | JP        |    -13200 | NS      | $-386476.41   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| RH                                              | RH                                         | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |      -437 | NS      | $-136339.63   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                         | RXO Inc                                    | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Short            | EC               | CORP              | US        |     -8265 | NS      | $-151414.80   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                          | Chesapeake Energy Corp                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1815 | NS      | $157396.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                           | Dexus                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    120478 | NS      | $698539.02    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU LTD                                     | Komatsu Ltd                                | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     20600 | NS      | $506233.88    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KORIAN SE                                       | Korian SA                                  | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | EC               | CORP              | FR        |     19552 | NS      | $204728.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                               | Kosmos Energy Ltd                          | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     78921 | NS      | $624265.11    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                                  | Kraft Heinz Co/The                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     18172 | NS      | $736511.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                       | L3Harris Technologies Inc                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1599 | NS      | $343497.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RSRCH CORP                                  | Lam Research Corp                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       828 | NS      | $414082.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO (DELAWARE)                 | Lamar Advertising Co                       | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      3781 | NS      | $402827.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYST INC.                              | Landstar System Inc                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      2720 | NS      | $470097.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                           | Lantheus Holdings Inc                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      5428 | NS      | $312110.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                       | Sampo Oyj                                  | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     11498 | NS      | $603639.27    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| LEIDOS HOLDINGS INC                             | Leidos Holdings Inc                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      4101 | NS      | $405342.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                      | Ligand Pharmaceuticals Inc                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      5382 | NS      | $375125.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                    | Lincoln National Corp                      | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     27525 | NS      | $975210.75    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                   | Live Nation Entertainment Inc              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      4625 | NS      | $372266.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WILMAR INTERNATIONAL LTD                        | Wilmar International Ltd                   | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     80000 | NS      | $248721.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                          | Yara International ASA                     | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      7012 | NS      | $311552.43    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                    | Wyndham Hotels & Resorts Inc               | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      7062 | NS      | $547375.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM CHINA HOLDINGS INC                          | Yum China Holdings Inc                     | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      1965 | NS      | $121063.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                      | Zimmer Biomet Holdings Inc                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3854 | NS      | $490768.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                     | Zscaler Inc                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      6310 | NS      | $783449.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| D/S Norden A/S                                  | D/S Norden A/S                             | CUSIP: 000000000<br>LEI: 529900RGXD3CBR3BRU63 | Long             | EC               | CORP              | DK        |      1346 | NS      | $72556.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PILBARA MINERALS LTD                            | Pilbara Minerals Ltd                       | CUSIP: 000000000<br>LEI: 5299000VV1CZVF5K9C16 | Long             | EC               | CORP              | AU        |     41878 | NS      | $142465.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TOURMALINE OIL CORP (PRE-MERGER)                | Tourmaline Oil Corp                        | CUSIP: 000000000<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |     18900 | NS      | $880830.48    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AURIZON HOLDINGS LTD                            | Aurizon Holdings Ltd                       | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     13550 | NS      | $35416.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENVIVA INC                                      | Enviva Inc                                 | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Short            | EC               | CORP              | US        |     -3288 | NS      | $-149538.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP(PRE-REINCORPORATION)                   | RLI Corp/DE                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Short            | EC               | CORP              | US        |     -4424 | NS      | $-585958.80   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDECADE CORP                                 | NextDecade Corp                            | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Short            | EC               | CORP              | US        |    -17353 | NS      | $-103944.47   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| De Grey Mining                                  | De Grey Mining Ltd                         | CUSIP: 000000000<br>LEI: 529900MOX6JOKGFAYY28 | Short            | EC               | CORP              | AU        |   -504116 | NS      | $-534209.06   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON SHINYAKU CO LTD                          | Nippon Shinyaku Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |     -2700 | NS      | $-138958.66   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| OATLY GROUP AB                                  | Oatly Group AB                             | CUSIP: 67421J108<br>LEI: 894500CEIOQNBAH10Z10 | Short            | EC               | CORP              | SE        |    -67059 | NS      | $-163623.96   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                   | Old Dominion Freight Line Inc              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Short            | EC               | CORP              | US        |     -6188 | NS      | $-2062089.12  | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON H SOUL PATTINSON AND COMPANY LTD     | Washington H Soul Pattinson & Co Ltd       | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Short            | EC               | CORP              | AU        |    -50507 | NS      | $-1028672.56  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                    | Oshkosh Corp                               | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Short            | EC               | CORP              | US        |     -4380 | NS      | $-441416.40   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                          | Permian Resources Corp                     | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Short            | EC               | CORP              | US        |    -19950 | NS      | $-216856.50   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC                                  | Plug Power Inc                             | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |    -16847 | NS      | $-286735.94   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| PORTILLOS INC                                   | Portillo's Inc                             | CUSIP: 73642K106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5127 | NS      | $-115665.12   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MELEXIS                                         | Melexis NV                                 | CUSIP: 000000000<br>LEI: 549300QRPSGOJRPUFO80 | Short            | EC               | CORP              | BE        |     -2967 | NS      | $-316057.79   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| T ROWE PRICE GROUP INC                          | T Rowe Price Group Inc                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |     -3778 | NS      | $-440023.66   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                               | Rakuten Group Inc                          | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Short            | EC               | CORP              | JP        |    -67800 | NS      | $-345674.82   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                   | Rexford Industrial Realty Inc              | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |     -3255 | NS      | $-206594.85   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| RITE AID CORP                                   | Rite Aid Corp                              | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Short            | EC               | CORP              | US        |     -8651 | NS      | $-31576.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                           | Rivian Automotive Inc                      | CUSIP: 76954A103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -43777 | NS      | $-849273.80   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP                                     | ROBLOX Corp                                | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8309 | NS      | $-309177.89   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                  | Rocket Cos Inc                             | CUSIP: 77311W101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -22491 | NS      | $-211640.31   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                        | Roku Inc                                   | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Short            | EC               | CORP              | US        |    -14973 | NS      | $-860947.50   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                        | Rolls-Royce Holdings PLC                   | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Short            | EC               | CORP              | GB        |  -1010567 | NS      | $-1322160.12  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                           | STMicroelectronics NV                      | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Short            | EC               | CORP              | NL        |    -17809 | NS      | $-838596.13   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| SCS TRANSPORTATION INC                          | Saia Inc                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Short            | EC               | CORP              | US        |     -1035 | NS      | $-282327.30   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INS GRP INC.                          | Selective Insurance Group Inc              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Short            | EC               | CORP              | US        |     -1229 | NS      | $-116755.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                              | Vertiv Holdings Co                         | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Short            | EC               | CORP              | US        |    -31185 | NS      | $-443450.70   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                | Paramount Global                           | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |    -60047 | NS      | $-1390688.52  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN GALACTIC HOLDINGS INC                    | Virgin Galactic Holdings Inc               | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Short            | EC               | CORP              | US        |    -59535 | NS      | $-328633.20   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| VISTA ENERGY SAB DE CV                          | Vista Energy SAB de CV                     | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Short            | EC               | CORP              | MX        |    -22340 | NS      | $-355206.00   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 CO                                        | WD-40 Co                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Short            | EC               | CORP              | US        |     -2199 | NS      | $-383813.46   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                    | Walgreens Boots Alliance Inc               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Short            | EC               | CORP              | US        |     -6842 | NS      | $-252196.12   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| WARBY PARKER INC                                | Warby Parker Inc                           | CUSIP: 93403J106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -25364 | NS      | $-409628.60   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| AVANGRID INC                                    | Avangrid Inc                               | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Short            | EC               | CORP              | US        |     -8748 | NS      | $-368903.16   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                 | AZEK Co Inc/The                            | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Short            | EC               | CORP              | US        |    -21060 | NS      | $-508177.80   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBERRY LTD                                  | BlackBerry Ltd                             | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Short            | EC               | CORP              | CA        |    -53591 | NS      | $-227761.75   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                       | CH Robinson Worldwide Inc                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |     -7104 | NS      | $-711607.68   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                     | Westrock Co                                | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      3851 | NS      | $151113.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                              | CVB Financial Corp                         | CUSIP: 126600105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4036 | NS      | $-97751.92    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                   | Cable One Inc                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Short            | EC               | CORP              | US        |      -184 | NS      | $-145337.92   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                          | HP Inc                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | EC               | CORP              | US        |     -4974 | NS      | $-144942.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| HANG SENG BANK LTD                              | Hang Seng Bank Ltd                         | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Short            | EC               | CORP              | HK        |    -36400 | NS      | $-606177.20   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| INPOST SA                                       | InPost SA                                  | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Short            | EC               | CORP              | LU        |    -46493 | NS      | $-448989.12   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| IWG PLC                                         | IWG PLC                                    | CUSIP: 000000000<br>LEI: 2138003LWDII27UTAG52 | Short            | EC               | CORP              | JE        |    -66497 | NS      | $-152555.74   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VAT GROUP AG                                    | VAT Group AG                               | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Short            | EC               | CORP              | CH        |     -1042 | NS      | $-324378.62   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| WISETECH GLOBAL LTD                             | WiseTech Global Ltd                        | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Short            | EC               | CORP              | AU        |     -6454 | NS      | $-279842.80   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| IDORSIA LTD                                     | Idorsia Ltd                                | CUSIP: 000000000<br>LEI: 506700XOVZUB107S5720 | Short            | EC               | CORP              | CH        |     -8363 | NS      | $-140671.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT PLC                                      | Adient PLC                                 | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Short            | EC               | CORP              | IE        |    -15224 | NS      | $-685384.48   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PLC                           | Eaton Corp PLC                             | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Short            | EC               | CORP              | IE        |     -1522 | NS      | $-246883.62   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                             | Harley-Davidson Inc                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Short            | EC               | CORP              | US        |    -11013 | NS      | $-506928.39   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| BURE EQUITY AB                                  | Bure Equity AB                             | CUSIP: 000000000<br>LEI: 5493000EHCBQ7QQBGX32 | Short            | EC               | CORP              | SE        |     -5744 | NS      | $-144681.07   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HAYWARD HOLDINGS INC                            | Hayward Holdings Inc                       | CUSIP: 421298100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -33854 | NS      | $-456690.46   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERV GRP INC.                        | Healthcare Services Group Inc              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Short            | EC               | CORP              | US        |    -10536 | NS      | $-141919.92   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC (TENNESSEE)         | Healthcare Realty Trust Inc                | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Short            | EC               | CORP              | US        |    -42602 | NS      | $-917221.06   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                                | Hess Corp                                  | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Short            | EC               | CORP              | US        |     -1437 | NS      | $-215779.92   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                               | Hormel Foods Corp                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |     -3842 | NS      | $-174081.02   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                       | Host Hotels & Resorts Inc                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Short            | EC               | CORP              | US        |    -11669 | NS      | $-219960.65   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                          | National Beverage Corp                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Short            | EC               | CORP              | US        |     -6445 | NS      | $-284869.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| NESTE OYJ                                       | Neste Oyj                                  | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Short            | EC               | CORP              | FI        |     -9856 | NS      | $-471139.49   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| NEOGEN CORP                                     | Neogen Corp                                | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |    -10812 | NS      | $-231484.92   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                               | Newell Brands Inc                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |    -16053 | NS      | $-256205.88   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                                     | Novanta Inc                                | CUSIP: 67000B104<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |     -1986 | NS      | $-320679.42   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                     | Telia Co AB                                | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Short            | EC               | CORP              | SE        |   -129780 | NS      | $-335175.38   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ROADHOUSE INC                             | Texas Roadhouse Inc                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Short            | EC               | CORP              | US        |     -2607 | NS      | $-261821.01   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| TRADE DESK INC                                  | Trade Desk Inc/The                         | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Short            | EC               | CORP              | US        |    -11038 | NS      | $-559626.60   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER                                   | Thermo Fisher Scientific Inc               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |      -950 | NS      | $-541813.50   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| TOAST INC                                       | Toast Inc                                  | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               | CORP              | US        |    -37298 | NS      | $-832118.38   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| TRUPANION INC                                   | Trupanion Inc                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Short            | EC               | CORP              | US        |     -2036 | NS      | $-120164.72   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                        | United Bankshares Inc/WV                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Short            | EC               | CORP              | US        |    -12594 | NS      | $-506278.80   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTYX BIOSCIENCES INC                          | Ventyx Biosciences Inc                     | CUSIP: 92332V107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2884 | NS      | $-121128.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                       | Warner Bros Discovery Inc                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |     -6113 | NS      | $-90594.66    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                         | Warner Music Group Corp                    | CUSIP: 934550203<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7886 | NS      | $-287444.70   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC.                                     | Watsco Inc                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |     -1337 | NS      | $-384213.69   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                     | Wayfair Inc                                | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |     -3060 | NS      | $-185130.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERV INC                    | West Pharmaceutical Services Inc           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Short            | EC               | CORP              | US        |      -413 | NS      | $-109692.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORP                             | Westamerica Bancorporation                 | CUSIP: 957090103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3557 | NS      | $-197626.92   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                                 | Shake Shack Inc                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |     -1614 | NS      | $-91804.32    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIMANO INC.                                    | Shimano Inc                                | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Short            | EC               | CORP              | JP        |     -1000 | NS      | $-178335.48   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Siam Cement PCL/The                             | Siam Cement PCL/The                        | CUSIP: 000000000<br>LEI: 529900SEH9QK8ZZDCQ89 | Short            | EC               | CORP              | TH        |    -38900 | NS      | $-396909.13   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                           | SoFi Technologies Inc                      | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |    -64252 | NS      | $-445266.36   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                    | AutoZone Inc                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       675 | NS      | $1646223.75   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                                     | Avantor Inc                                | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |     20633 | NS      | $493128.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                             | Avery Dennison Corp                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2496 | NS      | $472842.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYERISCHE MOTOREN WERKE AG                     | Bayerische Motoren Werke AG                | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      1699 | NS      | $160961.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Copper                                 | Southern Copper Corp                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Short            | EC               | CORP              | US        |     -6715 | NS      | $-505035.15   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| TAIYO YUDEN CO LTD                              | Taiyo Yuden Co Ltd                         | CUSIP: 000000000<br>LEI: 353800V9G3X5PLB9AD43 | Short            | EC               | CORP              | JP        |     -9800 | NS      | $-332862.24   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                        | Tandem Diabetes Care Inc                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |     -2693 | NS      | $-109712.82   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                            | Targa Resources Corp                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | EC               | CORP              | US        |     -8902 | NS      | $-667828.04   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                              | Teladoc Health Inc                         | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Short            | EC               | CORP              | US        |     -7104 | NS      | $-208857.60   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                              | Unity Software Inc                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |    -12040 | NS      | $-427660.80   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                            | BWX Technologies Inc                       | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      8795 | NS      | $535263.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     34913 | NS      | $1238713.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                | Bank of New York Mellon Corp/The           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      9565 | NS      | $483702.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                          | Boston Scientific Corp                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      5023 | NS      | $232313.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                             | Uranium Energy Corp                        | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Short            | EC               | CORP              | US        |    -82239 | NS      | $-331423.17   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                             | Signet Jewelers Ltd                        | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Short            | EC               | CORP              | BM        |     -6554 | NS      | $-503412.74   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                         | Bristol-Myers Squibb Co                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     23779 | NS      | $1727544.35   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMER TOBACCO PLC                        | British American Tobacco PLC               | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     29925 | NS      | $1151813.25   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                             | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      8974 | NS      | $513492.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SE                                    | Capgemini SE                               | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      3145 | NS      | $596875.57    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLISLE CO INC                                 | Carlisle Cos Inc                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1767 | NS      | $443269.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                    | Carter's Inc                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      2264 | NS      | $188749.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MAZDA MOTOR CORPORATION                         | Mazda Motor Corp                           | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |    107300 | NS      | $854106.56    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDICAL PROP                                    | Medical Properties Trust Inc               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     40793 | NS      | $528269.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                  | Merck & Co Inc                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       582 | NS      | $62512.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       252 | NS      | $8623.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                      | NetApp Inc                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      8115 | NS      | $537456.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                     | Netflix Inc                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1060 | NS      | $375091.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                         | O'Reilly Automotive Inc                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       533 | NS      | $422322.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                       | Olin Corp                                  | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      8594 | NS      | $555086.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                              | Oracle Corp                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4932 | NS      | $436284.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                             | Otis Worldwide Corp                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6651 | NS      | $546911.73    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                       | PG&E Corp                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    218987 | NS      | $3481893.30   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS INC                    | Catalyst Pharmaceuticals Inc               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     16826 | NS      | $260634.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                  | S&P Global Inc                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       406 | NS      | $152225.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                            | Align Technology Inc                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Short            | EC               | CORP              | US        |      -577 | NS      | $-155634.21   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                      | Alcoa Corp                                 | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Short            | EC               | CORP              | US        |    -14395 | NS      | $-751994.80   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                             | Affirm Holdings Inc                        | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -46600 | NS      | $-754454.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTL INC                          | Choice Hotels International Inc            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | EC               | CORP              | US        |     -2693 | NS      | $-330942.77   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                       | Apple Inc                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |    -11798 | NS      | $-1702333.42  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                   | B&G Foods Inc                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Short            | EC               | CORP              | US        |    -14083 | NS      | $-197443.66   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                       | Cincinnati Financial Corp                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Short            | EC               | CORP              | US        |     -2131 | NS      | $-241122.65   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN ENERGY FUELS CORP                         | Clean Energy Fuels Corp                    | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Short            | EC               | CORP              | US        |    -37932 | NS      | $-214695.12   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Proximus SADP                                   | Proximus SADP                              | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Short            | EC               | CORP              | BE        |     -7987 | NS      | $-81843.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| B Riley Financial Inc                           | B Riley Financial Inc                      | CUSIP: 05580M108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9176 | NS      | $-392090.48   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC (PRE-MERGER) | Clear Channel Outdoor Holdings Inc         | CUSIP: 18453H106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -128978 | NS      | $-246347.98   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                  | Cloudflare Inc                             | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |    -13543 | NS      | $-716560.13   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                       | Ball Corp                                  | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |     -5767 | NS      | $-335870.08   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                             | Bank of Hawaii Corp                        | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Short            | EC               | CORP              | US        |     -7380 | NS      | $-564496.20   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA BOTTLERS JAPAN HOLDINGS INC           | Coca-Cola Bottlers Japan Holdings Inc      | CUSIP: 000000000<br>LEI: 353800XN1G90665VTQ16 | Short            | EC               | CORP              | JP        |    -24300 | NS      | $-255851.64   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                             | Coinbase Global Inc                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |     -1226 | NS      | $-71696.48    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BEYOND MEAT INC                                 | Beyond Meat Inc                            | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Short            | EC               | CORP              | US        |     -6125 | NS      | $-100633.75   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                   | Blackline Inc                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |     -5328 | NS      | $-382550.40   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                        | Coty Inc                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Short            | EC               | CORP              | US        |    -38328 | NS      | $-381746.88   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEP CORP                               | Credit Acceptance Corp                     | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -863 | NS      | $-399258.32   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                           | Boston Properties Inc                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               | CORP              | US        |     -2782 | NS      | $-207370.28   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                        | Brown-Forman Corp                          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |     -2748 | NS      | $-182961.84   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CYBERAGENT INC                                  | CyberAgent Inc                             | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Short            | EC               | CORP              | JP        |    -96800 | NS      | $-905269.50   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| DEFINITIVE HEALTHCARE CORP                      | Definitive Healthcare Corp                 | CUSIP: 24477E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12275 | NS      | $-151964.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                | Deutsche Bank AG                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Short            | EC               | CORP              | DE        |    -36054 | NS      | $-481166.62   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC.                       | Dick's Sporting Goods Inc                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | EC               | CORP              | US        |     -3497 | NS      | $-457267.72   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                             | Williams-Sonoma Inc                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Short            | EC               | CORP              | US        |     -3020 | NS      | $-407518.80   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| FINECOBANK BANCA FINECO SPA                     | FinecoBank Banca Fineco SpA                | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Short            | EC               | CORP              | IT        |    -28726 | NS      | $-515685.13   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENX SE                                       | Argenx SE                                  | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Short            | EC               | CORP              | NL        |      -644 | NS      | $-245290.87   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| OXFORD NANOPORE TECHNOLOGIES PLC                | Oxford Nanopore Technologies PLC           | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | GB        |    -28494 | NS      | $-83246.89    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| POWERCELL SWEDEN AB                             | PowerCell Sweden AB                        | CUSIP: 000000000<br>LEI: 54930075IJ7TGOK3VC02 | Short            | EC               | CORP              | SE        |    -17026 | NS      | $-228287.34   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                     | Shopify Inc                                | CUSIP: 000000000<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |     -6200 | NS      | $-305538.31   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                    | DoorDash Inc                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |    -14211 | NS      | $-823101.12   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| DOXIMITY INC                                    | Doximity Inc                               | CUSIP: 26622P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5416 | NS      | $-191022.32   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HLDG AG                              | EMS-Chemie Holding AG                      | CUSIP: 000000000<br>LEI: 529900G1XFTGSE0DIX60 | Short            | EC               | CORP              | CH        |      -460 | NS      | $-342921.18   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                        | EQT Corp                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Short            | EC               | CORP              | US        |    -13482 | NS      | $-440456.94   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| BRAINCHIP HOLDINGS LTD                          | BrainChip Holdings Ltd                     | CUSIP: 000000000<br>LEI: 529900BD8X9LIZTM7O70 | Short            | EC               | CORP              | AU        |   -575449 | NS      | $-260214.78   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA REAL ESTATE MASTER FUND INC              | Nomura Real Estate Master Fund Inc         | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Short            | EC               | CORP              | JP        |      -172 | NS      | $-201147.98   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                       | Edwards Lifesciences Corp                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Short            | EC               | CORP              | US        |    -15845 | NS      | $-1215311.50  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                    | Entegris Inc                               | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               | CORP              | US        |     -4622 | NS      | $-373041.62   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| GENIUS SPORTS LTD                               | Genius Sports Ltd                          | CUSIP: G3934V109<br>LEI: N/A                  | Short            | EC               | CORP              | GG        |    -19051 | NS      | $-104589.99   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NU HOLDINGS LTD                                 | NU Holdings Ltd/Cayman Islands             | CUSIP: G6683N103<br>LEI: 5493002DG1RHWK9W2X27 | Short            | EC               | CORP              | KY        |    -29491 | NS      | $-137133.15   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUMSCAPE CORP                               | QuantumScape Corp                          | CUSIP: 74767V109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -58541 | NS      | $-498183.91   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXGEN ENERGY LTD                               | NexGen Energy Ltd                          | CUSIP: 000000000<br>LEI: 529900N0IXNXB3IP7F06 | Short            | EC               | CORP              | CA        |    -94200 | NS      | $-454521.81   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                      | Ferrari NV                                 | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Short            | EC               | CORP              | NL        |     -4230 | NS      | $-1057009.82  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| AMBU A/S                                        | Ambu A/S                                   | CUSIP: 000000000<br>LEI: 5299008W2A69WX355710 | Short            | EC               | CORP              | DK        |     -5306 | NS      | $-73293.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY FUELS INC                                | Energy Fuels Inc/Canada                    | CUSIP: 000000000<br>LEI: 529900P0GCATXMGK8I62 | Short            | EC               | CORP              | CA        |    -57800 | NS      | $-426153.09   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD NV                    | Unibail-Rodamco-Westfield                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | NL        |     -3125 | NS      | $-202235.22   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Ceres Power Hldg                                | Ceres Power Holdings PLC                   | CUSIP: 000000000<br>LEI: 213800N7AAHSXQUOA733 | Short            | EC               | CORP              | GB        |    -16419 | NS      | $-96651.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MONCLER SPA                                     | Moncler SpA                                | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Short            | EC               | CORP              | IT        |     -3696 | NS      | $-231323.87   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| IONEER LTD                                      | ioneer Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | AU        |   -578353 | NS      | $-177976.65   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| DEERE & CO                                      | Deere & Co                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1191 | NS      | $503602.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                             | Deutsche Telekom AG                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     44596 | NS      | $993545.11    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                        | Devon Energy Corp                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     14824 | NS      | $937469.76    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | Diamondback Energy Inc                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2435 | NS      | $355802.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                                  | Walt Disney Co/The                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1992 | NS      | $216112.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                     | Discover Financial Services                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      3142 | NS      | $366765.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                               | DISH Network Corp                          | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     35511 | NS      | $511003.29    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                             | Dollar General Corp                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3460 | NS      | $808256.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DOWNER EDI LTD                                  | Downer EDI Ltd                             | CUSIP: 000000000<br>LEI: 254900DIW3F7OMWAO951 | Long             | EC               | CORP              | AU        |     73845 | NS      | $197613.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                           | DowDuPont Inc                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3059 | NS      | $226213.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI SPA                                         | Eni SpA                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     42191 | NS      | $649245.03    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                        | EQT Corp                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       361 | NS      | $11793.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS INC                       | Eagle Pharmaceuticals Inc/DE               | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     11047 | NS      | $374935.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC.                          | East West Bancorp Inc                      | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12900 | NS      | $1012908.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                        | Engie SA                                   | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     82171 | NS      | $1166817.66   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGS INC                                        | Figs Inc                                   | CUSIP: 30260D103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -18778 | NS      | $-168063.10   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                                     | Fastenal Co                                | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |    -28338 | NS      | $-1432485.90  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR & DECOR HOLDINGS INC                      | Floor & Decor Holdings Inc                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |     -3437 | NS      | $-311976.49   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                              | Ford Motor Co                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |     -5642 | NS      | $-76223.42    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FUBOTV INC                                      | fuboTV Inc                                 | CUSIP: 35953D104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -100413 | NS      | $-258061.41   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                             | General Electric Co                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Short            | EC               | CORP              | US        |     -5486 | NS      | $-441513.28   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                               | General Mills Inc                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |     -2783 | NS      | $-218075.88   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                               | General Motors Co                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Short            | EC               | CORP              | US        |     -4996 | NS      | $-196442.72   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GEVO INC                                        | Gevo Inc                                   | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Short            | EC               | CORP              | US        |    -64861 | NS      | $-137505.32   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                             | Glacier Bancorp Inc                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Short            | EC               | CORP              | US        |     -9698 | NS      | $-442131.82   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                                    | Glaukos Corp                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Short            | EC               | CORP              | US        |     -2626 | NS      | $-128805.30   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                 | Macerich Co/The                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Short            | EC               | CORP              | US        |    -10981 | NS      | $-150878.94   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI CHEMICALS INC                            | Mitsui Chemicals Inc                       | CUSIP: 000000000<br>LEI: 353800H2UB5ZEZRZQC02 | Short            | EC               | CORP              | JP        |    -11400 | NS      | $-268339.18   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC                 | Napco Security Technologies Inc            | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Short            | EC               | CORP              | US        |    -11072 | NS      | $-320755.84   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     75220 | NS      | $1532231.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA ENERGY SAB DE CV                          | Vista Energy SAB de CV                     | CUSIP: 000000000<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |     22340 | NS      | $366945.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                 | Nordea Bank Abp                            | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     37508 | NS      | $438483.05    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                    | ING Groep NV                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     19406 | NS      | $281003.96    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | DuPont de Nemours Inc                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |       -24 | NC      | $-28080.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                    | Allegion plc                               | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      4141 | NS      | $486774.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LTD                                      | Amdocs Ltd                                 | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      3185 | NS      | $292797.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                      | AMETEK Inc                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      4761 | NS      | $689964.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                       | Amgen Inc                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5382 | NS      | $1358416.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                         | Aon PLC                                    | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1851 | NS      | $589876.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD                                       | Bunge Ltd                                  | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |       769 | NS      | $76207.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC              | Coca-Cola Europacific Partners PLC         | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     20798 | NS      | $1169263.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PLC                           | Eaton Corp PLC                             | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      3074 | NS      | $498633.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS INC                      | Amneal Pharmaceuticals Inc                 | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    106623 | NS      | $234570.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRITZ AG                                      | ANDRITZ AG                                 | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |      6954 | NS      | $415859.75    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| EVEREST RE GRP, LTD.                            | Everest Re Group Ltd                       | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1758 | NS      | $614755.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON  PLC                                   | Ferguson PLC                               | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |      3113 | NS      | $443104.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Anthem Inc                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1429 | NS      | $714485.71    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                       | Apple Inc                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     11702 | NS      | $1688481.58   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                        | ICON PLC                                   | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |      1931 | NS      | $445501.01    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                | International Game Technology PLC          | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     19124 | NS      | $505829.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                              | NVENT ELECTRIC PLC                         | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     12894 | NS      | $512536.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC                | SENSATA TECHNOLOGIES HOLDING               | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |      4415 | NS      | $224502.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INS GRP LTD                     | White Mountains Insurance Group Ltd        | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       136 | NS      | $207802.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                       | Chubb Ltd                                  | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1416 | NS      | $322125.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                      | Garmin Ltd                                 | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      2692 | NS      | $266184.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                               | CUSIP: H42097107<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      7156 | NS      | $153567.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECH LTD.                  | Check Point Software Technologies Ltd      | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      4869 | NS      | $619336.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                      | Ferrari NV                                 | CUSIP: N3167Y103<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       736 | NS      | $184964.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                           | NXP Semiconductors NV                      | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     14739 | NS      | $2716545.09   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                  | Wynn Macau Ltd                             | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | EC               | CORP              | KY        |    404800 | NS      | $463306.65    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED MAT INC                                 | Applied Materials Inc                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3537 | NS      | $394340.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                       | Archer-Daniels-Midland Co                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     12568 | NS      | $1041258.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY CO                               | Erie Indemnity Co                          | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Short            | EC               | CORP              | US        |      -721 | NS      | $-176176.35   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                         | Extra Space Storage Inc                    | CUSIP: 30225T102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1207 | NS      | $-190500.81   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                               | Cisco Systems Inc                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     17299 | NS      | $841942.33    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                               | Clean Harbors Inc                          | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      4935 | NS      | $643030.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                             | Clearway Energy Inc                        | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     10379 | NS      | $332646.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                             | Clearway Energy Inc                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      9198 | NS      | $310800.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp             | Cognizant Technology Solutions Corp        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     18755 | NS      | $1251896.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                   | COLUMBIA SHORT TERM CASH FUND              | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  22362697 | NS      | $22353751.76  | 8.41%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RES INC                                | Comstock Resources Inc                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     26121 | NS      | $317370.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                                 | Concentrix Corp                            | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4051 | NS      | $574472.31    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH INC                           | Oak Street Health Inc                      | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Short            | EC               | CORP              | US        |     -5610 | NS      | $-163026.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| PROCORE TECHNOLOGIES INC                        | Procore Technologies Inc                   | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Short            | EC               | CORP              | US        |     -6708 | NS      | $-375312.60   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| PROTO LABS INC                                  | Proto Labs Inc                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Short            | EC               | CORP              | US        |     -7048 | NS      | $-215668.80   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| DIRECT LINE INSURANCE GROUP PLC                 | Direct Line Insurance Group PLC            | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |     83005 | NS      | $182000.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH SA                     | Sartorius Stedim Biotech                   | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |      3878 | NS      | $1352756.33   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| KINIKSA PHARMACEUTICALS LTD                     | Kiniksa Pharmaceuticals Ltd                | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2168 | NS      | $31349.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL PLC                              | Liberty Global PLC                         | CUSIP: G5480U104<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |     11577 | NS      | $251105.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                   | Medtronic PLC                              | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     20986 | NS      | $1756318.34   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                  | ConocoPhillips                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2632 | NS      | $320761.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC.                                     | Copart Inc                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     11749 | NS      | $782600.89    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTAIN PLC                                      | GVC Holdings PLC                           | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |     34092 | NS      | $628680.56    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGI Homeservices Inc                           | Angi Inc                                   | CUSIP: 00183L102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -68561 | NS      | $-199512.51   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | EC               | CORP              | US        |    -13280 | NS      | $-270513.60   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment                                   | AeroVironment Inc                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Short            | EC               | CORP              | US        |     -4797 | NS      | $-426789.09   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                 | Antofagasta PLC                            | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Short            | EC               | CORP              | GB        |    -18159 | NS      | $-390174.66   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED MAT INC                                 | Applied Materials Inc                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Short            | EC               | CORP              | US        |    -20730 | NS      | $-2311187.70  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                     | Corteva Inc                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     15677 | NS      | $1010382.65   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                      | Curtiss-Wright Corp                        | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      2278 | NS      | $377692.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                  | AptarGroup Inc                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               | CORP              | US        |     -3648 | NS      | $-421854.72   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                          | Array Technologies Inc                     | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |    -23219 | NS      | $-516158.37   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                         | Darling Ingredients Inc                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2592 | NS      | $171823.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                   | Empire Co Ltd                              | CUSIP: 000000000<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |     25400 | NS      | $730950.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENDIS PHARMA A/S                             | Ascendis Pharma A/S                        | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |     -1600 | NS      | $-198528.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                     | Cameco Corp                                | CUSIP: 000000000<br>LEI: N4BHALMXL3GMZKCUON55 | Short            | EC               | CORP              | CA        |    -11100 | NS      | $-310588.10   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                    | Entergy Corp                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      5114 | NS      | $553743.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                           | Envista Holdings Corp                      | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     10424 | NS      | $406431.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                           | Campbell Soup Co                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |     -2780 | NS      | $-144365.40   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC.                                     | CarMax Inc                                 | CUSIP: 143130102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -37602 | NS      | $-2649060.90  | -1.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                       | Community Bank System Inc                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Short            | EC               | CORP              | US        |     -9380 | NS      | $-541319.80   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | Credit Suisse Group AG                     | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Short            | EC               | CORP              | CH        |   -151895 | NS      | $-523260.27   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                   | Wolfspeed Inc                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Short            | EC               | CORP              | US        |     -3657 | NS      | $-281625.57   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD                                | Wynn Resorts Ltd                           | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Short            | EC               | CORP              | US        |     -5060 | NS      | $-524418.40   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                        | Essex Property Trust Inc                   | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      1125 | NS      | $254328.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                       | Airbus SE                                  | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      3287 | NS      | $412077.64    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM CHINA HOLDINGS INC                          | Yum China Holdings Inc                     | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Short            | EC               | CORP              | US        |     -2670 | NS      | $-164498.70   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                      | Zoetis Inc                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |      -823 | NS      | $-136198.27   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                               | Expedia Group Inc                          | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2503 | NS      | $286092.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                             | Gilead Sciences Inc                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     19545 | NS      | $1640607.30   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ITM POWER PLC                                   | ITM Power PLC                              | CUSIP: 000000000<br>LEI: 21380042MB2JKZ6RRP12 | Short            | EC               | CORP              | GB        |   -101462 | NS      | $-127166.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CHALICE MINING LTD                              | Chalice Mining Ltd                         | CUSIP: 000000000<br>LEI: 5299008IXHWMQDOE1437 | Short            | EC               | CORP              | AU        |    -17668 | NS      | $-81451.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MONOTARO CO LTD                                 | MonotaRO Co Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | JP        |     -1100 | NS      | $-16663.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GCL TECHNOLOGY HOLDINGS LTD                     | GCL Technology Holdings Ltd                | CUSIP: 000000000<br>LEI: 529900O1QCZWP5IWVY66 | Short            | EC               | CORP              | KY        |  -1111000 | NS      | $-307668.43   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                 | Ocado Group PLC                            | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Short            | EC               | CORP              | GB        |    -55991 | NS      | $-448062.02   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                       | Gjensidige Forsikring ASA                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Short            | EC               | CORP              | NO        |    -10672 | NS      | $-191812.73   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON PAPER INDUSTRIES CO LTD                  | Nippon Paper Industries Co Ltd             | CUSIP: 000000000<br>LEI: 3538007UWR5N9X8B8S30 | Short            | EC               | CORP              | JP        |    -43700 | NS      | $-325348.91   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTODESK INC                                    | Autodesk Inc                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      4261 | NS      | $916796.76    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                      | Biogen Inc                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2229 | NS      | $648416.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R BLOCK INC                                   | H&R Block Inc                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      7303 | NS      | $284670.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                            | Booking Holdings Inc                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       401 | NS      | $976074.10    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                            | Arconic Inc                                | CUSIP: 000000000<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     16170 | NS      | $657957.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                      | Humana Inc                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3571 | NS      | $1827280.70   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                      | Pfizer Inc                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      7014 | NS      | $309738.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                 | Philip Morris International Inc            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      8134 | NS      | $847888.16    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NAT RES CO                              | Pioneer Natural Resources Co               | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      2278 | NS      | $524737.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Sto                                      | Public Storage                             | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      2477 | NS      | $753850.18    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                       | Qorvo Inc                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      4643 | NS      | $504508.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                    | QUALCOMM Inc                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5144 | NS      | $685232.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                   | Regions Financial Corp                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     13658 | NS      | $321509.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                        | Resideo Technologies Inc                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     14646 | NS      | $281642.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC             | Restaurant Brands International Inc        | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      9657 | NS      | $646343.01    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                                      | R1 RCM Inc                                 | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17312 | NS      | $247734.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                        | SLM Corp                                   | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     15996 | NS      | $281049.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF TRUST                          | SPDR S&P 500 ETF Trust                     | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      9034 | NS      | $3672140.32   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS INC                  | SS&C Technologies Holdings Inc             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      9500 | NS      | $573325.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                                       | Sanofi                                     | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      5672 | NS      | $555427.62    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER NV                                 | Schlumberger NV                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     20396 | NS      | $1162164.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                             | Charles Schwab Corp/The                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      8137 | NS      | $629966.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                      | Stride Inc                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     15724 | NS      | $675031.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                    | Stryker Corp                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      5810 | NS      | $1474636.10   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORPORATION                            | Sumitomo Corp                              | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    114600 | NS      | $2057061.85   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO CORP                                      | SUMCO Corp                                 | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |     55100 | NS      | $816404.08    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                            | Western Digital Corp                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1729 | NS      | $75989.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                     | Parker-Hannifin Corp                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2230 | NS      | $726980.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                | Roche Holding AG                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1036 | NS      | $379218.50    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                  | Whirlpool Corp                             | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1491 | NS      | $231984.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                    | Glencore PLC                               | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    265965 | NS      | $1781137.82   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                               | TJX Cos Inc/The                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6499 | NS      | $532008.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                 | T-Mobile US Inc                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2914 | NS      | $435089.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                 | MEG Energy Corp                            | CUSIP: 000000000<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |     42502 | NS      | $702430.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPLUS CORP                                   | Enerplus Corp                              | CUSIP: 000000000<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |     33293 | NS      | $590769.03    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                  | Tempur Sealy International Inc             | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     13435 | NS      | $547476.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                       | Tesla Inc                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     19807 | NS      | $3430968.54   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS CO LTD              | SITC International Holdings Co Ltd         | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    216000 | NS      | $471873.51    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                               | ARC Resources Ltd                          | CUSIP: 000000000<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | EC               | CORP              | CA        |     77700 | NS      | $902816.13    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                     | Textron Inc                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2905 | NS      | $211629.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER                                   | Thermo Fisher Scientific Inc               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       960 | NS      | $547516.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OCI NV                                          | OCI NV                                     | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |     28305 | NS      | $963515.02    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie                                       | TRSWAP: 005930 KR EQUITY09/19/2023         | CUSIP: 000000000<br>LEI: 549300670K07JRB5UQ40 | N/A              | DE               | CORP              | HK        |   -196522 | OU      | $2271.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     11837 | NS      | $584629.43    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                 | Tyson Foods Inc                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     10796 | NS      | $709837.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                     | Nutrien Ltd                                | CUSIP: 000000000<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     15600 | NS      | $1291333.66   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA ENERGY SAB DE CV                          | Vista Oil & Gas SAB de CV                  | CUSIP: 000000000<br>LEI: 549300UDOHP7958KNS89 | N/A              | DE               | CORP              | MX        |         3 | NS      | $1.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                          | UCB SA                                     | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      2523 | NS      | $207149.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                       | Union Pacific Corp                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       345 | NS      | $70445.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      9870 | NS      | $410789.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BK LTD                          | United Overseas Bank Ltd                   | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     12800 | NS      | $290952.18    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS HOLDING CORP                           | US Foods Holding Corp                      | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     15106 | NS      | $575991.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     13018 | NS      | $6498455.42   | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                   | Universal Health Services Inc              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       501 | NS      | $74253.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                              | Valero Energy Corp                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4518 | NS      | $632655.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS COPCO AB                                  | Atlas Copco AB                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      2510 | NS      | $26474.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PLC                                       | Tesco PLC                                  | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     82382 | NS      | $250390.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VANDA PHARMA                                    | Vanda Pharmaceuticals Inc                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     31286 | NS      | $240276.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                      | Ventas Inc                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      8242 | NS      | $427018.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                    | WH Group Ltd                               | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    735000 | NS      | $452660.51    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     86306 | NS      | $329262.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISIGN INC                                    | VeriSign Inc                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      5587 | NS      | $1218245.35   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                      | Verizon Communications Inc                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     36567 | NS      | $1520090.19   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNGELA RESOURCES LTD                          | Thungela Resources Ltd                     | CUSIP: 000000000<br>LEI: 213800EGYK3BN3SRIF27 | Long             | EC               | CORP              | ZA        |     18491 | NS      | $247404.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                         | GSK PLC                                    | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     68909 | NS      | $1210389.27   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTEX PHARM INC                                | Vertex Pharmaceuticals Inc                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3073 | NS      | $992886.30    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                | Paramount Global                           | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      4702 | NS      | $108898.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                     | NN Group NV                                | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      4442 | NS      | $192996.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                        | Daimler Truck Holding AG                   | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     13774 | NS      | $462856.44    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC                                     | Viatris Inc                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     77592 | NS      | $943518.72    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                             | VICI Properties Inc                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      6458 | NS      | $220734.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                 | Brookfield Corp                            | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     11200 | NS      | $416669.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MACNICA HOLDINGS INC                            | Macnica Holdings Inc                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $148829.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                       | CK Hutchison Holdings Ltd                  | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    204000 | NS      | $1298246.18   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH32 LTD                                     | South32 Ltd                                | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     69679 | NS      | $223595.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     46654 | NS      | $1075841.24   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                              | Vodafone Group PLC                         | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    933878 | NS      | $1077521.93   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                       | Flutter Entertainment PLC                  | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      5069 | NS      | $786485.96    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST INSURANCE CO LTD                     | Japan Post Insurance Co Ltd                | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | NUSS              | JP        |      1900 | NS      | $33895.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                        | Volvo AB                                   | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     16901 | NS      | $351096.72    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WABTEC CORP                                     | Westinghouse Air Brake Technologies Corp   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      4973 | NS      | $516247.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                      | Grifols SA                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |     68640 | NS      | $908660.01    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                   | Herbalife Nutrition Ltd                    | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |       867 | NS      | $15233.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                      | RenaissanceRe Holdings Ltd                 | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      3350 | NS      | $655561.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY PLC                          | Seagate Technology Holdings PLC            | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     32031 | NS      | $2171061.18   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOR SA                                        | Accor SA                                   | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Short            | EC               | CORP              | FR        |     -8949 | NS      | $-290466.51   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Acushnet Hldg                                   | Acushnet Holdings Corp                     | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Short            | EC               | CORP              | US        |     -2243 | NS      | $-105308.85   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                      | Dover Corp                                 | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2886 | NS      | $438181.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                      | Eiffage SA                                 | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      3803 | NS      | $406200.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                         | WESCO International Inc                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      5347 | NS      | $796756.47    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                            | Western Union Co/The                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     69067 | NS      | $978679.39    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                              | Howard Hughes Corp/The                     | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Short            | EC               | CORP              | US        |     -3792 | NS      | $-324178.08   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN                                        | Huntsman Corp                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Short            | EC               | CORP              | US        |    -16310 | NS      | $-516863.90   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| HUSQVARNA AB                                    | Husqvarna AB                               | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Short            | EC               | CORP              | SE        |    -55581 | NS      | $-472877.01   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                      | Intel Corp                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | EC               | CORP              | US        |    -24225 | NS      | $-684598.50   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| INTRA-CELLULAR THERAPIES INC                    | Intra-Cellular Therapies Inc               | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Short            | EC               | CORP              | US        |     -2999 | NS      | $-143712.08   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                        | IonQ Inc                                   | CUSIP: 46222L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -34803 | NS      | $-154525.32   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                       | Itron Inc                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |     -4589 | NS      | $-263729.83   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JAMF HOLDING CORP                               | Jamf Holding Corp                          | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Short            | EC               | CORP              | US        |    -19500 | NS      | $-387465.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                 | Kellogg Co                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Short            | EC               | CORP              | US        |     -2164 | NS      | $-148407.12   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                  | Kennametal Inc                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Short            | EC               | CORP              | US        |    -15279 | NS      | $-435451.50   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                      | Kimberly-Clark Corp                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |     -4456 | NS      | $-579324.56   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                       | Kinsale Capital Group Inc                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |     -1760 | NS      | $-490054.40   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE AND SECURITY SOLUTIONS INC       | Kratos Defense & Security Solutions Inc    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Short            | EC               | CORP              | US        |    -33818 | NS      | $-387216.10   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| KUMBA IRON ORE LTD                              | Kumba Iron Ore Ltd                         | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Short            | EC               | CORP              | ZA        |     -8297 | NS      | $-254054.61   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                   | LGI Homes Inc                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |     -2553 | NS      | $-290659.05   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INC                                    | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Short            | EC               | CORP              | US        |    -18872 | NS      | $-536530.96   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC                    | Life Time Group Holdings Inc               | CUSIP: 53190C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -19313 | NS      | $-362891.27   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTER                                | Lions Gate Entertainment Corp              | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Short            | EC               | CORP              | CA        |    -29173 | NS      | $-232508.81   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COMPANIES INC                             | Lowe's Cos Inc                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | EC               | CORP              | US        |     -1353 | NS      | $-281762.25   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                                 | Lucid Group Inc                            | CUSIP: 549498103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -45213 | NS      | $-528539.97   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                         | Lululemon Athletica Inc                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Short            | EC               | CORP              | US        |      -347 | NS      | $-106487.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PALADIN ENERGY LTD                              | Paladin Energy Ltd                         | CUSIP: 000000000<br>LEI: 549300M44UTJAP8J6B37 | Short            | EC               | CORP              | AU        |   -865495 | NS      | $-527802.72   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                       | Palantir Technologies Inc                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |   -108076 | NS      | $-840831.28   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                     | Parker-Hannifin Corp                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Short            | EC               | CORP              | US        |      -779 | NS      | $-253954.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOM SOFTWARE INC                             | Paycom Software Inc                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |      -375 | NS      | $-121477.50   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| PEARSON PLC                                     | Pearson PLC                                | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Short            | EC               | CORP              | GB        |    -16550 | NS      | $-188739.29   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP.                           | SL Green Realty Corp                       | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               | CORP              | US        |     -8737 | NS      | $-359527.55   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                | AGCO Corp                                  | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      2194 | NS      | $303057.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                | AMC Networks Inc                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     20242 | NS      | $374679.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| A-MARK PRECIOUS METALS INC                      | A-Mark Precious Metals Inc                 | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      8608 | NS      | $331408.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                        | ASGN Inc                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      5278 | NS      | $480034.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES INC                        | Albertsons Cos Inc                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     23273 | NS      | $493387.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                       | Alibaba Group Holding Ltd                  | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      1596 | NS      | $175879.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS INC               | Allison Transmission Holdings Inc          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      8451 | NS      | $380971.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                   | Allstate Corp/The                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4287 | NS      | $550750.89    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                    | Alphabet Inc                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5978 | NS      | $590865.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                                    | Amedisys Inc                               | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       898 | NS      | $86800.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.            | American Electric Power Co Inc             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3140 | NS      | $295034.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                | American International Group Inc           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2796 | NS      | $176763.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST                          | Americold Realty Trust Inc                 | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     15952 | NS      | $501052.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                          | AmerisourceBergen Corp                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       484 | NS      | $81776.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                 | Caterpillar Inc                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2206 | NS      | $556551.74    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                    | Centene Corp                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      8204 | NS      | $625472.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC (ALBERTA)                    | Cenovus Energy Inc                         | CUSIP: 000000000<br>LEI: 549300EIRQ0Z2B9C1W06 | Long             | EC               | CORP              | CA        |     56605 | NS      | $1130781.18   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                          | CenterPoint Energy Inc                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     16839 | NS      | $507190.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                | Exxon Mobil Corp                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     16713 | NS      | $1938875.13   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                        | FMC Corp                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3958 | NS      | $526928.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC.                             | FTI Consulting Inc                         | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      6503 | NS      | $1037358.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                 | Fair Isaac Corp                            | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       471 | NS      | $313662.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE                | Fidelity National Information Services Inc | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     12420 | NS      | $931996.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                             | Fifth Third Bancorp                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     21416 | NS      | $777186.64    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                      | Fiserv Inc                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     31956 | NS      | $3409066.08   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                | FirstEnergy Corp                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     10711 | NS      | $438615.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                       | FleetCor Technologies Inc                  | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2709 | NS      | $565666.29    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS SA                                        | Ageas SA/NV                                | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     18458 | NS      | $901156.19    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                 | Ross Stores Inc                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      6176 | NS      | $729941.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WEWORK INC                                      | WEWORK INC-CL A                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -122227 | NS      | $-194340.93   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                              | NextEra Energy Inc                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60462 | NS      | $4512279.06   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                        | NIKE Inc                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2128 | NS      | $270958.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON STEEL CORPORATION                        | Nippon Steel Corp                          | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      5500 | NS      | $114481.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD       | Taiwan Semiconductor Manufacturing Co Ltd  | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     23012 | NS      | $2133902.76   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.              | Take-Two Interactive Software Inc          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      3517 | NS      | $398229.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                       | TEGNA Inc                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     30104 | NS      | $599972.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION HOLDING CO INC                       | TransUnion                                 | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      5198 | NS      | $372956.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD                        | Triton International Ltd                   | CUSIP: G9078F107<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |     -4758 | NS      | $-336105.12   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                             | Abbott Laboratories                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       534 | NS      | $59033.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     13006 | NS      | $1921636.50   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                         | Activision Blizzard Inc                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     11056 | NS      | $846557.92    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                 | Equity LifeStyle Properties Inc            | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      3276 | NS      | $235151.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGE WESTON LTD                               | George Weston Ltd                          | CUSIP: 000000000<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      1500 | NS      | $192969.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                    | Fortive Corp                               | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      8771 | NS      | $596691.13    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                                   | Frontdoor Inc                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     10877 | NS      | $295636.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTURE PLC                                      | Future PLC                                 | CUSIP: 000000000<br>LEI: 213800K2581YRLEXV353 | Long             | EC               | CORP              | GB        |     28638 | NS      | $533262.04    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GENTING SINGAPORE LTD                           | Genting Singapore Ltd                      | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |    653500 | NS      | $494934.48    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GLDN AGRI-RES LTD                               | Golden Agri-Resources Ltd                  | CUSIP: 000000000<br>LEI: 529900GAK9LTNC3IFY40 | Long             | EC               | CORP              | MU        |    637900 | NS      | $121520.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                     | Goldman Sachs Group Inc/The                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1069 | NS      | $391050.89    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hachijuni Bank Ltd/The                          | Hachijuni Bank Ltd/The                     | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |     68400 | NS      | $297086.36    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                | HF Sinclair Corp                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16812 | NS      | $956602.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                              | HCA Healthcare Inc                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1492 | NS      | $380564.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                          | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    147135 | NS      | $1084141.98   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                             | Halliburton Co                             | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     27365 | NS      | $1127985.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Fin Grp                                    | Hana Financial Group Inc                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5799 | NS      | $230378.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                             | Harley-Davidson Inc                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      6359 | NS      | $292704.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                      | Hasbro Inc                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      3047 | NS      | $180290.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY THE                             | Hershey Co/The                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      5587 | NS      | $1254840.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORP                                     | Hexcel Corp                                | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      6132 | NS      | $432796.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLLEY INC                                      | Holley Inc                                 | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |     38808 | NS      | $128454.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                  | salesforce.com Inc                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1788 | NS      | $300330.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP         | Science Applications International Corp    | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      8132 | NS      | $843938.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI CHEM CO LTD                             | Sekisui Chemical Co Ltd                    | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |     14200 | NS      | $198917.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                      | Siemens AG                                 | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      3241 | NS      | $506261.29    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVAY SA                                       | Solvay SA                                  | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |     10306 | NS      | $1200973.21   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                     | Statoil ASA                                | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | NUSS              | NO        |     33949 | NS      | $1034652.25   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                              | Steel Dynamics Inc                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      7905 | NS      | $953659.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** Columbia Funds Series Trust I

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer