# EDGAR Filing Document

**Accession Number:** 0001444822
**File Stem:** 0001752724-23-043535
**Filing Date:** 2023-2
**Character Count:** 607932
**Document Hash:** e293484cde26fea0b7e1dd5b103952f3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043535.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043535

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AQR Funds
- **CENTRAL INDEX KEY:** 0001444822
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22235
- **FILM NUMBER:** 23675328

**BUSINESS ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** 203-742-3600

**MAIL ADDRESS:**
- **STREET 1:** ONE GREENWICH PLAZA
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

## Series and Classes Contracts Data

### AQR Macro Opportunities Fund (Series ID: S000044524)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000138522 | Class I      | QGMIX           |
| C000138523 | Class N      | QGMNX           |
| C000145947 | Class R6     | QGMRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AQR Funds

- **b. Investment Company Act file number:** 811-22235

- **c. CIK number of Registrant:** 0001444822

- **d. LEI of Registrant:** 549300V0TAB4ICSX2404

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

  - **Street Address 1:** One Greenwich Plaza

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

  - **Telephone number:** 203-742-3600

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

- **a. Name of Series:** AQR Macro Opportunities Fund

- **b. EDGAR series identifier (if any):** S000044524

- **c. LEI of Series:** 5493005IC9ET1H2WFC64

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $184615497.83

**Total Liabilities:** $6712357.17

**Net Assets:** $177903140.66

**Amount of Assets Invested in Other Investment Companies:** $40918786.83

**Cash Not Reported:** $214814.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 27.27958121 | **10-Year:** 3473.61979706 | **30-Year:** 33.88694707

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

- **3-Month:** 0.00000000 | **1-Year:** -2.03221554 | **5-Year:** -288.69052033 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000138523 | 0.00%                | -2.27%               | 2.13%                |
| Class ID C000145947 | 0.09%                | -2.31%               | 2.21%                |
| Class ID C000138522 | 0.00%                | -2.32%               | 2.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-204652.59              | $1310862.32                                |
| Month 2  | $177732.18               | $660372.64                                 |
| Month 3  | $211048.26               | $-88602.70                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7055.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $247.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $9771.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3413.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11081.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3031.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8595.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13178.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16097.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -704 | NC      | $754759.72    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-34189.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $795.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1466.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $62657.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $987.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2298.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15245.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $21227.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |   32775385 | PA      | $168453.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-2576.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          7 | NC      | $-8471.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                     | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |      13200 | NS      | $185965.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10512.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8103.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7000000 | PA      | $404342.10    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9546.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $47599.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-175.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6712.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -7 | NC      | $-160282.66   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -60 | NC      | $24349.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -7 | NC      | $-14670.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5445.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -12 | NC      | $38055.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $24124.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4028.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-66960.24    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   68000000 | PA      | $287501.05    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8335.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10935.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19819.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-328.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3338.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $53842.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4304.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $22.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $47475.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-1399.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15245.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3016.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                | Exxon Mobil Corp.                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       5494 | NS      | $605988.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | DAX Index                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -50 | NC      | $522695.38    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-27113.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13309.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4853.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -6 | NC      | $-891.07      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10329.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17113.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1021.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-82.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   30800000 | PA      | $121978.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $98412.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-166.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $780.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2102.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10647.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $45273.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3625.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10725.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22109.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                              | Valero Energy Corp.                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        995 | NS      | $126225.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-37709.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4938.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-28365.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1643.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     804000 | PA      | $787792.32    | 0.44%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-29567.90    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-21606.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15353.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 4900000000 | PA      | $13972.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-66885.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $-827.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796ZQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1772000 | PA      | $1734085.60   | 0.97%             | 2023-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-47769.54    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2754000 | PA      | $2704991.58   | 1.52%             | 2023-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6979.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8108.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2524.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13566.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-613.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $50319.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $210.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2651000 | PA      | $-50835.79    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $4559.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11580.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12502.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         17 | NC      | $-29738.18    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $15999.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17038.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4943.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3516.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13518.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2058.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5102.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          7 | NC      | $70606.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $72039.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1546.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $-2569.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1466.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1839.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $1704.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $54607.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CAC 40 10 Euro Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         36 | NC      | $-91753.54    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-5462.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -6 | NC      | $209.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3205.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                    | Ovintiv, Inc.                                                    | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1639 | NS      | $83113.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5064.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-37.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $726.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $1963.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9584.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-351.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $809.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-745.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4838.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1833.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   18300000 | PA      | $-6704.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          7 | NC      | $-13982.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $340.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $974.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1200.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $3236.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1335.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-9858.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13800000 | PA      | $-377829.61   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-87547.17    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |  183700960 | PA      | $-50834.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18159.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4938.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-90.71       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $67892.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   21300000 | PA      | $12909.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-47750.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1392.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12931.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3647.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Platinum                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | JP        |        -11 | NC      | $-3311.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                                        | NVR, Inc.                                                        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         56 | NS      | $258304.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $38069.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1123.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-48410.84    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-505.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15360.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-72305.93    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -17 | NC      | $27085.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-95.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                                     | Subaru Corp.                                                     | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |      11700 | NS      | $177138.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MEX BOLSA Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MX        |         -3 | NC      | $3886.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $191.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14676.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2429.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-3231.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-28.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $77.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6775.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5200000 | PA      | $100629.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX FTSE China A50 Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -37 | NC      | $-977.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8509.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14284.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12161.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9581.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $59.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5104.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7199.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-91307.80    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14809.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $726.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6142.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $24122.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3406.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -7 | NC      | $-75610.62    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-40.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $158.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-72068.36    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12830.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-72070.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    8866000 | PA      | $8769803.90   | 4.93%             | 2023-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4427.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $48412.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19633.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   17500000 | PA      | $43255.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9165.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1271.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9166.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-430.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          6 | NC      | $64315.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2975.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7369.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $95264.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $318.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $-7047.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $212.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $526.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-39.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     804000 | PA      | $791864.27    | 0.45%             | 2023-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15525.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                                      | Phillips 66                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       1263 | NS      | $131453.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-54573.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4564.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9940.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17263.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2900000 | PA      | $87094.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9946.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2278.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3172.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3242.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-26683.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-21600.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13563.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7453.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                         | Japan Post Bank Co. Ltd.                                         | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       8800 | NS      | $75441.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $344.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4743.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $2110.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $45543.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3520.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     400000 | PA      | $-9555.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-187194.96   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-82.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6557.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -9 | NC      | $-72513.60    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2132.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3384.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1025.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 8894400000 | PA      | $215551.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $861.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4097.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4938.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2756.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1101.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-10598.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2326.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $-5063.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-74.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $244.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3825.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                          | Chesapeake Energy Corp.                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        775 | NS      | $73136.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $852.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8517.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14000000 | PA      | $77431.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     200000 | PA      | $29.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                               | Devon Energy Corp.                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       1718 | NS      | $105674.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Hang Seng Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -39 | NC      | $-36699.21    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3383.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10392.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-39.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -11 | NC      | $33066.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-425.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3609.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI Crude Oil                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         77 | NC      | $276253.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-3645.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1913.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                              | Toll Brothers, Inc.                                              | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       3664 | NS      | $182906.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   24300000 | PA      | $1744.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  182400000 | PA      | $-154361.31   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-108894.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-64743.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10778.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $526.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1800000 | PA      | $18216.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-462.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-101776.07   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-9821.58     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -555 | NC      | $313197.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $96544.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1301.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10762.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6588.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1740.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2558.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4749.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $7047.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19411.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12202.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $3159.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1364.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18823.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2856.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        717 | NS      | $107521.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3203.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1834.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4592.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2142.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10721.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-752.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2500.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18765.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2984.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14764.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Canada 10 Year Bond                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -371 | NC      | $914849.55    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9454.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO STOXX 50 Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         37 | NC      | $-65846.62    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     100000 | PA      | $-20.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $201.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4855.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12461.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10878.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3520.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-728.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12346.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $15179.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         10 | NC      | $7306.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1721.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4960.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $-5892.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RBOB Gasoline                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         15 | NC      | $230185.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10125.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-842.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-108053.90   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3116.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6141.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-579.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1101.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -11 | NC      | $10112.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2379.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $3224.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6610.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18697.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $242.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-22232.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $12880.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4006.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $21.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Natural Gas                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -40 | NC      | $15326.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-648.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9582.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $318.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16110.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6025.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12201.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796ZP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     253000 | PA      | $248055.54    | 0.14%             | 2023-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10870.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-546.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1828.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1528.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5147.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2290.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SPI 200 Index                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        150 | NC      | $-215650.14   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1203.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-734.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |   -2664000 | PA      | $30013.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10533.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-26342.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2631000 | PA      | $2606512.08   | 1.47%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-95437.87    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-176.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-112029.68   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $41972.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          9 | NC      | $-136.17      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $1773.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1721.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-578.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwestern Energy Co.                                          | Southwestern Energy Co.                                          | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |      10389 | NS      | $60775.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                            | Yamaha Motor Co. Ltd.                                            | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |       7800 | NS      | $176289.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14765.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2701.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings, Inc.                             | Sumitomo Mitsui Trust Holdings, Inc.                             | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |       2900 | NS      | $101197.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $86827.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $242.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-68.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4307.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4307.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17282.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-1068.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Silver                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -20 | NC      | $-228896.75   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $884.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NY Harbor ULSD                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -47 | NC      | $-811477.22   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-3089.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-734.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       2502 | NS      | $62600.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7054.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9257.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $46912.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $10700.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3242.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $26821.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-229.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2857.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10668.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6400000 | PA      | $31918.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -10 | NC      | $394.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12486.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9764.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1168.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                             | Honda Motor Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |      14900 | NS      | $339854.21    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -6 | NC      | $-61150.66    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12931.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14845.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $509.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $817.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $341.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1168.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-943.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7420.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX FTSE Taiwan Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |          8 | NC      | $-2086.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-6671.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                                   | TopBuild Corp.                                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        962 | NS      | $150543.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13704.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-546.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $113587.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5402.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3647.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7336.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6939.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3427.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2385.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13153.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11993.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-4436.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $2395.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7384.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2039.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-62504.30    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $77.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $318.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-34339.06    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     773713 | PA      | $9029.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $99606.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13742.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17227.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     400000 | PA      | $-1562.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $9376.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5046.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $44998.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1236.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-33393.34    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $3675.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $134060.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8966.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14559.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1121.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                | HF Sinclair Corp.                                                | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1366 | NS      | $70881.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   28600000 | PA      | $-257163.89   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     100000 | PA      | $-110.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $30326.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2039.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19813.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10380.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2338.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13304.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17032.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5146.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9436.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IBEX 35 Index                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        -41 | NC      | $14283.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-37090.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    4348179 | PA      | $-5660.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   19500000 | PA      | $-109391.92   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          6 | NC      | $5140.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-385.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Nikkei 225 Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         15 | NC      | $-178779.05   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $271.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-893.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Soybean Meal                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        132 | NC      | $179454.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          7 | NC      | $10843.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7120.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8019.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7327.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-400.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5445.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-366.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Australia 10 Year Bond                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        -33 | NC      | $124647.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $181.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   18500000 | PA      | $901463.55    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   70000000 | PA      | $337881.46    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-42.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8763.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-748.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32239.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10460.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18542.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-38.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1353.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6125.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11664.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16623.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -9 | NC      | $-7381.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $3177.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $-8738.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $24562.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $-17464.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-7780.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $18441.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6548.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11116.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4005.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1170.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       3197 | NS      | $105181.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4643.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -7 | NC      | $-24301.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16083.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $14713.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19224.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3372.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-2291.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4071000 | PA      | $4013636.02   | 2.26%             | 2023-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $26533.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1827.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6494.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4331.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2558.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-20144.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-58546.14    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1612.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16646.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4946.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10394.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $113585.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                            | Resona Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |      23000 | NS      | $126325.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3861.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16646.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5491.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-91428.43    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $29804.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3600000 | PA      | $-21462.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $37995.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9269.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10725.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $48931.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10977.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $-121.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9439.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-75136.07    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-429.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8105.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7839.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8892.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $-1764.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-596.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10563.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1923.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        329 | NC      | $-646478.91   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                                       | Hess Corp.                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        845 | NS      | $119837.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4562.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4196.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-947.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3231.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4893.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $149.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1300000 | PA      | $-37455.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2385.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1910.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9722.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $59.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-42.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-428.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-39450.67    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $195.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   18500000 | PA      | $52305.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  131300000 | PA      | $364839.25    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9586.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4042.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-52887.67    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6867.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19412.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-71.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10761.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9909.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3824000 | PA      | $3762263.09   | 2.11%             | 2023-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8573.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   44700000 | PA      | $153501.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8101.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7196.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14670.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4463.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Corn                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -74 | NC      | $-61919.22    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15016.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   35000000 | PA      | $-27239.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-50.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-20010.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22398.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-15273.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Soybean Oil                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         12 | NC      | $-14885.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3070.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $86826.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $9620.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   30300000 | PA      | $-72631.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          8 | NC      | $-14274.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $95257.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $30328.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6900000 | PA      | $-1186.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10527.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13155.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19225.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                              | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       9573 | NS      | $125214.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15232.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $807.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $30231.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    1439654 | PA      | $-4070.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -12 | NC      | $-39335.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-648.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $37.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $26147.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-2839.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -11 | NC      | $-12717.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-229.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $-1202.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14578.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1125.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                         | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        686 | NS      | $93831.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   95500000 | PA      | $-730847.70   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9427.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3879.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17605.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $73.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-90602.85    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-420.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          6 | NC      | $-1328.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3892.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-89405.83    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-15018.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-21081.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-75138.06    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-77980.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-392.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1125.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11540.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-572.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4376.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1911.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    2593853 | PA      | $-23584.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20670.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1300.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                            | Chiba Bank Ltd. (The)                                            | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |      12500 | NS      | $91201.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12161.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $180042.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3049.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-20011.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1483.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -38 | NC      | $-44606.48    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $159.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3827.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3652.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2498.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $173167.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18771.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6124.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp.                                                        | APA Corp.                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       1968 | NS      | $91866.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-894.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2788.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-384.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11532.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3354.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13176.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    1364112 | PA      | $-27945.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -9 | NC      | $-172850.92   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3297.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4803.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   15600000 | PA      | $-266799.93   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-2631.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $1433.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12011.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10327.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-25625.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7800000 | PA      | $-63.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10977.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4635.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9724.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $917.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16158.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3819.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $48599.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14284.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1644.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $383.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $5957.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $103255.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $79641.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5872.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13722.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4633.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2837.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -7 | NC      | $5071.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5878.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9763.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-5577.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    3362373 | NS      | $3362373.23   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-45119.40    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8967.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4938.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     194753 | PA      | $-4684.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13126.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15118.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2788.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         11 | NC      | $21289.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                | Sumitomo Electric Industries Ltd.                                | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |      15100 | NS      | $170606.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-66967.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-38.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $658.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp.                                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       1312 | NS      | $185595.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $19761.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3169.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7057.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-89408.63    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   79500000 | PA      | $395644.20    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2397.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         13 | NC      | $-2332.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     300000 | PA      | $-39.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3636.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9952.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $955.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -13 | NC      | $39298.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2603.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $6422.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $27568.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-22793.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11116.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6900000 | PA      | $-13583.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3359.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $-12738.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5100000 | PA      | $158725.51    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6697.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5571.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4640.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P Midcap 400 E-Mini Index                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        174 | NC      | $-1043500.21  | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7054.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         16 | NC      | $-119695.22   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $318.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $695.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4945.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-4009.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15926.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    7200000 | PA      | $-1251.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1203.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-62483.64    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7100000 | PA      | $72593.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $98875.10     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1928.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9736.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5514.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3750.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32243.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-224.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2248.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $100356.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8895.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TOPIX Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        156 | NC      | $-468020.88   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4378.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2532.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $81296.32     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $1058.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-46051.12    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8504.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2290.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15118.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11895.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Oil Corp.                                               | Marathon Oil Corp.                                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       3346 | NS      | $90576.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7481.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10965.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-95434.83    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4436.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $40638.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  760500000 | PA      | $71501.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-14834.70    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2759.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19472.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         12 | NC      | $-40936.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4307.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $531.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-546.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3121.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4800000 | PA      | $-2909.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1403.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1993.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6009.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1494.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     100000 | PA      | $-223.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-31109.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                            | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       6200 | NS      | $249441.12    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     586000 | PA      | $581998.03    | 0.33%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $-106789.42   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $85627.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $851.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-66883.61    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17243.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $52268.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     254560 | PA      | $-592.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12352.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6926.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-18477.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9549.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -13 | NC      | $37956.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp.                                                | Mazda Motor Corp.                                                | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |      21700 | NS      | $162664.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14648.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17282.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $3809.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11079.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10784.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                           | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       2149 | NS      | $66597.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $81733.81     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-2608.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7416.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $25939.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $29579.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  856600000 | PA      | $-182753.64   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19428.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          7 | NC      | $28698.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $852.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-125.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11668.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $9478.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20535.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6515.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $-4307.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $686.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  280000000 | PA      | $-9023.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         11 | NC      | $-35930.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -12 | NC      | $21859.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Live Cattle                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -50 | NC      | $-63253.67    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6458.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $-12091.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $509.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12012.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-352.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-526.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-OAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -14 | NC      | $88351.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $78621.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6127.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $245.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $2089.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   22800000 | PA      | $-252622.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE Bursa Malaysia KLCI Index                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MY        |          6 | NC      | $898.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $2853.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-107385.69   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16622.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2833.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1021.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10128.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18157.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4272.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1740.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE/JSE Top 40 Index                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |         37 | NC      | $-33879.01    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5373.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1201.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1623.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $260.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4460.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $3476.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                             | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      52900 | NS      | $355139.74    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $127.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2786.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14557.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1659000 | PA      | $1646289.70   | 0.93%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-29.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $955.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Russell 2000 E-Mini Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -210 | NC      | $556123.32    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8532.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $-18794.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3623.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-481.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   19000000 | PA      | $50030.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4872.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5049.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6514.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         16 | NC      | $23767.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koito Manufacturing Co. Ltd.                                     | Koito Manufacturing Co. Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       6400 | NS      | $95412.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10515.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $36179.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     200000 | PA      | $-63.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6867.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-77972.86    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-91426.32    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $-20441.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-47765.57    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          7 | NC      | $-981.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4375.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16918.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-923.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3827.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16763.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1610.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7413.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2339.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1593.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13125.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $696.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-166.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $81298.28     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $74.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $23942.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1207.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1022.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Coffee 'C'                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -39 | NC      | $-79865.30    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          7 | NC      | $154520.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5148.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-535.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $67054.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $4251.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1235.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1365.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-154.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $340.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cotton No. 2                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         -7 | NC      | $-1261.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-64866.86    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-752.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-34468.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3004000 | PA      | $2979087.83   | 1.67%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  757200000 | PA      | $-536259.58   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $28714.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1981.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   15324000 | PA      | $15167023.24  | 8.53%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd.                                   | Concordia Financial Group Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      20200 | NS      | $84343.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19466.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4040.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -6 | NC      | $-1647.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1299.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-14660.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16858.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $81731.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     500000 | PA      | $-118.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-64744.36    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9258.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-27115.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9277.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16102.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3633.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6709.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5730.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7365.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8336.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $67891.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   19400000 | PA      | $-36244.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-BTP                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -21 | NC      | $163719.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1407.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16904.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-481.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $9324.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp.                                                      | Denso Corp.                                                      | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |       4300 | NS      | $210871.25    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5571.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12031.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $1281.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   24200000 | PA      | $88092.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-257.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9277.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4802.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-47757.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    7492000 | PA      | $7326147.43   | 4.12%             | 2023-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       2064 | NS      | $69825.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3600000 | PA      | $-35937.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-337.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3749.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $67590.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6915.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          6 | NC      | $120588.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8593.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1594.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-95.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4801.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2131.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1395.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                    | Chevron Corp.                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2653 | NS      | $476186.97    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $98873.17     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15925.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2603.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-526.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-2336.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3206.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                          | Mohawk Industries, Inc.                                          | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       1510 | NS      | $154352.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9661.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $149.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $-10777.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2293.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3583.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $22489.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1181.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   23000000 | PA      | $-577612.54   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3892.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9980.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $775.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4028.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $38073.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $38300.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-364.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         16 | NC      | $53791.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2983.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10762.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9425.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Limited Purpose Cash Investment Fund                             | Limited Purpose Cash Investment Fund                             | CUSIP: 90262Y729<br>LEI: 549300GUQBQJ6160QP80 | Long             | STIV             | RF                | US        |   73490844 | NS      | $73461447.93  | 41.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $815.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                   | ConocoPhillips                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       2035 | NS      | $240130.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-728.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17430.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14813.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3518.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20669.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-297.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $47417.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15525.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10762.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $191.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-15818.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-21795.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Soybean                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         -8 | NC      | $-2161.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7333.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10468.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Amsterdam Exchange Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -43 | NC      | $338281.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $173163.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2700000 | PA      | $-18855.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2247.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7481.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8060.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 9599300000 | PA      | $-21382.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2774.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $-36924.04    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-34155.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1608.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                     | Lennar Corp., Class A                                            | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       4328 | NS      | $391684.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6126.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tempur Sealy International, Inc.                                 | Tempur Sealy International, Inc.                                 | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       6037 | NS      | $207250.21    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3417.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13325.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-29.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | KOSPI 200 Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |        -77 | NC      | $254088.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $14982.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4793.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $530.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10784.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-50.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2387.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $62665.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5064.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6335.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-37701.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-34187.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $712.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                      | Aisin Corp.                                                      | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |       4500 | NS      | $119317.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14500000 | PA      | $-152339.63   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2523.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-9586.14     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $809.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-101774.35   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-74.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6980.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-570.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4096.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10460.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4042.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-433.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-328.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10470.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   12200000 | PA      | $38959.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1980.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $25940.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-72304.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |   25443000 | PA      | $-13623.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8170.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OMXS30 Index                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -72 | NC      | $16137.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1270.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE 100 Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         12 | NC      | $1394.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5074.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-461.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1449.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-837.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4107000 | PA      | $4106170.63   | 2.31%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $24914.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         12 | NC      | $41232.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $-44720.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16922.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4919.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-297.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-51.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1242.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-28845.39    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2474.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -16 | NC      | $18349.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-763.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2058.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                               | Toyota Motor Corp.                                               | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      68700 | NS      | $937242.88    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $24912.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $37159.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -7 | NC      | $18115.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18699.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $32889.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2380.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6610.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15020.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-433.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Buxl                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -29 | NC      | $723035.61    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $809.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3580.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $274.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -6 | NC      | $-3973.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4333.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-38.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3233.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-51.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-329.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18827.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14672.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        236 | NC      | $-1709740.62  | -0.96%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $-2442.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       2829 | NS      | $69508.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $48603.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $157.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $81425.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-54.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-26339.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6924.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -11 | NC      | $-16317.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $532.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-397.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7100000 | PA      | $-32.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $47272.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $987.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6414.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16111.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $1929.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12327.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-85.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1623.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2131.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $383.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-54571.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $-6188.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -16 | NC      | $-23539.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10026.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2474.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co. Ltd.                                        | Stanley Electric Co. Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       6400 | NS      | $121047.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $658.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3016.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $2494.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          6 | NC      | $2306.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13334.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1851.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-5730.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-34148.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11579.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11670.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     486000 | PA      | $476943.22    | 0.27%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1911.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $78780.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2278.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $31170.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6011.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16098.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Cocoa                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         54 | NC      | $51249.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1299.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19425.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-28373.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2774.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9272.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     600000 | PA      | $10318.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Emerging Markets E-Mini Index                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -18 | NC      | $8847.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $425.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13730.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-50803.64    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -7 | NC      | $3671.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22108.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3407.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6024.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $-3665.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $96543.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-745.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $77587.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $533.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-764.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-14755.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1644.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -23 | NC      | $-148691.37   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1644.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-223.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6459.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12460.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-618.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11896.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $7622.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10964.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $511.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5366.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -123 | NC      | $183088.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $975.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $24409.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-47932.65    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7566.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11859.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4197.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $-3712.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4265.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $-1856.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $23938.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   31500000 | PA      | $-2960.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HSCEI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         99 | NC      | $4547.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9944.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3567.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-17280.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6537.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10207.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17606.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-606.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $1753.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5493.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12487.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16765.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2990.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-18742.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  102000000 | PA      | $6692.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16720.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $780.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-5881.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1852.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $54610.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-747.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2975.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3205.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3151.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3152.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-32.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6584.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $47419.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-111.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-46179.37    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   48600000 | PA      | $-238526.49   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     100000 | PA      | $-136.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1483.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $21.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4943.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1500000 | PA      | $-22292.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SET50 Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TH        |          9 | NC      | $577.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6544.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4835.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1978.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16368.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-31111.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17112.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5200000 | PA      | $273317.27    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $102262.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4874.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1448.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Brent Crude Oil                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -83 | NC      | $-390004.29   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13702.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8531.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-42.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-52894.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $2083.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7057.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1870.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $1890.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12397.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10511.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $875.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12326.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $20403.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1336.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         71 | NC      | $-178148.45   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $17122.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14647.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | S&P/TSX 60 Index                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         12 | NC      | $906.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    7436000 | PA      | $5100.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19645.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                      | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       1593 | NS      | $104660.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2785.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-99236.52    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-22796.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NASDAQ 100 E-Mini Index                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6 | NC      | $87879.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-329.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX NIFTY 50 Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -176 | NC      | $-37742.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         62 | NC      | $-168418.98   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-337.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Australia 3 Year Bond                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -793 | NC      | $643217.53    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3426.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6700.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-420.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6135.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   36000000 | PA      | $102984.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $14401.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $4456.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Sugar No. 11                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -36 | NC      | $5607.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    -510244 | PA      | $-5470.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16918.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          9 | NC      | $179799.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $919.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1871.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $861.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   23100000 | PA      | $-130603.29   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6332.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $28314.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2397.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1500000 | PA      | $9886.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4918.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          6 | NC      | $-7306.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-20952.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bobl                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -24 | NC      | $79846.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10961.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1545.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3567.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16760.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | DJIA CBOT E-Mini Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -26 | NC      | $69168.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $424.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3000000 | PA      | $-1055.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-74.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     500000 | PA      | $25.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $18511.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2356.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                                   | Shizuoka Financial Group, Inc.                                   | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |      10300 | NS      | $82539.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5872.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1842.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -6 | NC      | $4383.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11994.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10568.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2800000 | PA      | $37839.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2041.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-37097.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $31162.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1613.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10936.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         14 | NC      | $-15613.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2041.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $40636.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5684.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16159.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-923.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1200000 | PA      | $18801.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8518.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-535.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9975.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6480.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-122.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7837.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8018.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7418.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -5 | NC      | $12204.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2535.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-12255.39    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Wheat                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -144 | NC      | $249176.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3355.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-34.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8536.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6900000 | PA      | $-628.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1528.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -14 | NC      | $11192.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | S&P 500 E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -415 | NC      | $2742598.75   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9543.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4424.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                       | Occidental Petroleum Corp.                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       1844 | NS      | $116153.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-30037.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -8 | NC      | $13202.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4875.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-72233.90    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $-3840.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-108931.31   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11178.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3880.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-125.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $11227.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3339.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $28160.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $512.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2431.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Long Gilt                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -13 | NC      | $8305.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12394.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          9 | NC      | $64978.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6413.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                         | Marathon Petroleum Corp.                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       1330 | NS      | $154798.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         23 | NC      | $136827.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14667.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4592.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9451.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-14398.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5200000 | PA      | $12679.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-29499.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4059.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27600000 | PA      | $-8797.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $246.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4960.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $26819.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2007.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     292844 | PA      | $2916.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   19000000 | PA      | $56434.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $1741.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14579.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                            | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |      44100 | NS      | $138007.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-85.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9553.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2006.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  131500000 | PA      | $612863.47    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -15 | NC      | $-110881.25   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1208.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16085.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-133944.78   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $37.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $875.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     100000 | PA      | $780.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12842.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $52260.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4200000 | PA      | $-30191.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $48927.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $888.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   77000000 | PA      | $40321.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                              | EOG Resources, Inc.                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       1153 | NS      | $149336.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          4 | NC      | $14614.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-401.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $351.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31900000 | PA      | $1360838.31   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $15169.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-154.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-47771.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-2236.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1610.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $42069.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12031.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16721.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-87548.90    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9476.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     200000 | PA      | $-34.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-843.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-43995.90    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          6 | NC      | $-2040.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $41980.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17427.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10022.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-62512.32    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-112027.73   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $29195.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27800000 | PA      | $131328.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    3152000 | PA      | $65529.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1242.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 1416400000 | PA      | $-281306.51   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6922.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4270.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16862.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $29195.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5877.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                        | New Fortress Energy, Inc.                                        | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1438 | NS      | $60999.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2352.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7800000 | PA      | $108381.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16926.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3358.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Low Sulphur Gasoil                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         26 | NC      | $151436.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -6 | NC      | $-64559.28    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-596.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $21210.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-927.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $169.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $6393.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4816.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2392000 | PA      | $2360813.94   | 1.33%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4400000 | PA      | $40229.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $3163.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $9133.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-38.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14846.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4190.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $20537.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11669.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $657.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       5801 | NS      | $104882.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13735.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-504.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15359.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2103.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4874.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3296.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17263.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                               | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1263 | NS      | $69793.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4378.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $128.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI Singapore Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -198 | NC      | $1809.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRSI                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    2384837 | PA      | $6913.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | Targa Resources Corp.                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       1290 | NS      | $94815.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16101.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $7819.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $382.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $169.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7383.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3372.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                                 | PulteGroup, Inc.                                                 | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5479 | NS      | $249458.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                                            | Leggett & Platt, Inc.                                            | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       4776 | NS      | $153930.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $796.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-257.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6935.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5102.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  135200000 | PA      | $167353.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $21225.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         11 | NC      | $-3948.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          5 | NC      | $17765.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10665.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -16 | NC      | $-50897.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6928.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5514.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6555.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                    | Pioneer Natural Resources Co.                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        502 | NS      | $114651.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-365.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11859.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   28100000 | PA      | $-206795.53   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                               | Suzuki Motor Corp.                                               | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       5600 | NS      | $179353.15    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2600000 | PA      | $86105.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10378.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10780.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11178.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2330.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8057.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3610.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | MSCI EAFE E-Mini Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1 | NC      | $266.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-37.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $24410.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6912.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9660.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-366.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-838.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6782.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -6 | NC      | $3093.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  150600000 | PA      | $1770421.18   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         34 | NC      | $90914.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-7694.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         13 | NC      | $-39714.63    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13517.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4445.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2004.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8573.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1179.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3861.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12514.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9481.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Total Return Swap                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |   -2215520 | PA      | $-10893.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4039.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-346.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8770.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15354.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10531.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7452.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-22229.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15232.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $25749.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-516.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5106.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          2 | NC      | $5326.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $25750.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2600000 | PA      | $-15275.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                | Isuzu Motors Ltd.                                                | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |      15200 | NS      | $176211.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6100000 | PA      | $75636.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $17880.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          3 | NC      | $54401.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-3385.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4057.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $37993.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7333.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $26149.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4012.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-545.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7053.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         13 | NC      | $-35592.55    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $26534.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                              | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     899000 | PA      | $893589.66    | 0.50%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10209.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $46924.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-72232.16    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1494.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  630200000 | PA      | $12689.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18546.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4812.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1600000 | PA      | $-171.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $656.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -7 | NC      | $-30186.93    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          6 | NC      | $53260.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $78622.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-68.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3652.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-34475.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $810.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Lean Hogs                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -13 | NC      | $4621.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2701.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $159.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Copper Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -4 | NC      | $-71886.52    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6477.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                                | Bridgestone Corp.                                                | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |       6800 | NS      | $240768.13    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         11 | NC      | $17719.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1923.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4261.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16765.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7117.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2005.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                                      | Garmin Ltd.                                                      | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       2720 | NS      | $251028.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          8 | NC      | $-57840.71    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1 | NC      | $-28094.95    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $79635.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6494.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                  | DR Horton, Inc.                                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       5302 | NS      | $472620.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1353.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $36176.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10718.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2143.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-38.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 100 oz Gold                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         11 | NC      | $32769.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7565.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3900000 | PA      | $-78505.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   30200000 | PA      | $-308499.89   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10965.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1170.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5404.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-618.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1927.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2129.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2541.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PDC Energy, Inc.                                                 | PDC Energy, Inc.                                                 | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       1038 | NS      | $65892.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -13 | NC      | $5233.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4893.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4186.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $712.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Aluminum Base Metal                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -3 | NC      | $-2947.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $260.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6536.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Zinc Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -8 | NC      | $56127.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16367.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16905.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4010.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-50.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5730.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $47268.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-346.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  850000000 | PA      | $94916.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Lead Base Metal                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |          1 | NC      | $10718.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3049.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10882.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | FTSE/MIB Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        136 | NC      | $-555371.53   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-516.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-20135.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4400000 | PA      | $-6426.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10647.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22396.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME Nickel Base Metal                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -2 | NC      | $-98943.72    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10874.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3500000 | PA      | $-6461.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRSIMM                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   90700000 | PA      | $61169.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $686.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** AQR Funds

**Signature:** Matt Plastina

**Name of Signer:** Matt Plastina

**Title:** Principal Financial Officer