# EDGAR Filing Document

**Accession Number:** 0001317474
**File Stem:** 0001752724-23-066345
**Filing Date:** 2023-3
**Character Count:** 794090
**Document Hash:** 9f1dc5f9ed2ca6ff7bed0583b5fea9ce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-066345.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-066345

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21715
- **FILM NUMBER:** 23762142

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

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

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

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

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

## Series and Classes Contracts Data

### Neuberger Berman Absolute Return Multi-Manager Fund (Series ID: S000036681)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000112087 | Class A             | NABAX           |
| C000112088 | Class C             | NABCX           |
| C000112089 | Institutional Class | NABIX           |
| C000135954 | Class R6            | NRABX           |
| C000228868 | Class E Shares      | NABEX           |

## Nport-Ex

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 1 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Investments** | **Shares** | **Value ($)** |
| **LONG POSITIONS - 89.9%** |  |  |
| **COMMON STOCKS - 39.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**Aerospace & Defense - 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Maxar Technologies, Inc. | 6792 | **350943** |
| &nbsp;&nbsp;&nbsp;**Air Freight & Logistics - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Atlas Air Worldwide Holdings, Inc.\* | 4077 | **416710** |
| &nbsp;&nbsp;&nbsp;**Airlines - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;American Airlines Group, Inc.\* | 768 | 12395 |
| &nbsp;&nbsp;&nbsp;American Airlines Group, Inc. Escrow\*(a)(b) | 14383 | 144 |
| &nbsp;&nbsp;&nbsp;Spirit Airlines, Inc. | 6096 | 120945 |
|  |  | **133484** |
| &nbsp;&nbsp;&nbsp;**Automobiles - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;General Motors Co. | 9922 | **390133** |
| &nbsp;&nbsp;&nbsp;**Banks - 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;First Horizon Corp. | 50796 | 1256170 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2648 | 370614 |
| &nbsp;&nbsp;&nbsp;Professional Holding Corp., Class A\* | 1100 | 31515 |
| &nbsp;&nbsp;&nbsp;Umpqua Holdings Corp. | 17500 | 318500 |
|  |  | **1976799** |
| &nbsp;&nbsp;&nbsp;**Biotechnology - 1.5%** |  |  |
| &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical, Inc.\* | 5935 | 684602 |
| &nbsp;&nbsp;&nbsp;Grifols SA, ADR (Spain)\* | 3800 | 34618 |
| &nbsp;&nbsp;&nbsp;Horizon Therapeutics plc\* | 13050 | 1431846 |
| &nbsp;&nbsp;&nbsp;Myovant Sciences Ltd.\* | 6339 | 170393 |
|  |  | **2321459** |
| &nbsp;&nbsp;&nbsp;**Capital Markets - 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;BlackRock, Inc. | 753 | 571685 |
| &nbsp;&nbsp;&nbsp;Cowen, Inc., Class A | 1500 | 58320 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 3117 | 303378 |
| &nbsp;&nbsp;&nbsp;MSCI, Inc. | 1787 | 949898 |
| &nbsp;&nbsp;&nbsp;Pegasus Acquisition Co. Europe BV, Class A (Netherlands)\* | 12042 | 128296 |
| &nbsp;&nbsp;&nbsp;Pershing Square, Escrow\*(b) | 6100 | 610 |
|  |  | **2012187** |
| &nbsp;&nbsp;&nbsp;**Commercial Services & Supplies - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;IAA, Inc.\* | 10834 | **452103** |
| &nbsp;&nbsp;&nbsp;**Communications Equipment - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Cisco Systems, Inc. | 2976 | 144842 |
| &nbsp;&nbsp;&nbsp;Comtech Telecommunications Corp. | 3250 | 51545 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions, Inc. | 2343 | 602174 |
|  |  | **798561** |
| &nbsp;&nbsp;&nbsp;**Construction & Engineering - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Quanta Services, Inc. | 4423 | **673136** |
| &nbsp;&nbsp;&nbsp;**Diversified Financial Services - 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Apollo Global Management, Inc. | 9594 | 679063 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings, Inc. | 19095 | 612377 |
|  |  | **1291440** |
| &nbsp;&nbsp;&nbsp;**Diversified Telecommunication Services - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;Telesat Corp. (Canada)\* | 4885 | **45137** |
| &nbsp;&nbsp;&nbsp;**Electric Utilities - 1.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp. | 8325 | 449800 |
| &nbsp;&nbsp;&nbsp;NextEra Energy, Inc. | 5675 | 423525 |
| &nbsp;&nbsp;&nbsp;PG&E Corp.\* | 36261 | 576550 |
| &nbsp;&nbsp;&nbsp;PNM Resources, Inc. | 16734 | 827998 |
|  |  | **2277873** |
| &nbsp;&nbsp;&nbsp;**Electronic Equipment, Instruments & Components - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;National Instruments Corp. | 1750 | 94500 |
| &nbsp;&nbsp;&nbsp;Rogers Corp.\* | 3650 | 509504 |
|  |  | **604004** |
| &nbsp;&nbsp;&nbsp;**Entertainment - 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard, Inc. | 17499 | 1339898 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Braves, Class C\* | 4304 | 149263 |
|  |  | **1489161** |
| &nbsp;&nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITs) - 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Indus Realty Trust, Inc. | 300 | 19230 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp. | 28402 | 914829 |
| &nbsp;&nbsp;&nbsp;Summit Industrial Income REIT (Canada) | 28450 | 489223 |
|  |  | **1423282** |
| &nbsp;&nbsp;&nbsp;**Food & Staples Retailing - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., Class A | 7200 | 152640 |
| &nbsp;&nbsp;&nbsp;Cia Brasileira de Distribuicao, ADR (Brazil) | 3851 | 15597 |
| &nbsp;&nbsp;&nbsp;Fresh Market, Inc. (The) Escrow\*(a)(b) | 46500 |  |
| &nbsp;&nbsp;&nbsp;Magnit PJSC, GDR (Russia)(b)(d) | 1638 |  |
| &nbsp;&nbsp;&nbsp;Sendas Distribuidora SA, ADR (Brazil) | 4116 | 79398 |
| &nbsp;&nbsp;&nbsp;Wal-Mart de Mexico SAB de CV (Mexico) | 48867 | 191414 |
| &nbsp;&nbsp;&nbsp;Walmart, Inc. | 1285 | 184873 |
| &nbsp;&nbsp;&nbsp;X5 Retail Group NV, GDR (Russia)\*(a)(b)(d) | 4390 |  |
|  |  | **623922** |
| &nbsp;&nbsp;&nbsp;**Food Products - 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Nestle SA (Registered) | 12835 | **1565986** |
| &nbsp;&nbsp;&nbsp;**Gas Utilities - 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;South Jersey Industries, Inc. | 38346 | 1383907 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Holdings, Inc. | 1300 | 87009 |
|  |  | **1470916** |
| &nbsp;&nbsp;&nbsp;**Health Care Equipment & Supplies - 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Apollo Endosurgery, Inc.\* | 27477 | 270099 |
| &nbsp;&nbsp;&nbsp;Meridian Bioscience, Inc.\*(a) | 2656 | 90304 |
|  |  | **360403** |
| &nbsp;&nbsp;&nbsp;**Health Care Providers & Services - 1.7%** |  |  |
| &nbsp;&nbsp;&nbsp;1Life Healthcare, Inc.\* | 39689 | 634627 |
| &nbsp;&nbsp;&nbsp;Elevance Health, Inc. | 1034 | 516990 |
| &nbsp;&nbsp;&nbsp;LHC Group, Inc.\* | 5090 | 807274 |
| &nbsp;&nbsp;&nbsp;Shanghai Pharmaceuticals Holding Co. Ltd., Class H (China) | 30284 | 53397 |
| &nbsp;&nbsp;&nbsp;Signify Health, Inc., Class A\* | 18353 | 522326 |
| &nbsp;&nbsp;&nbsp;Sinopharm Group Co. Ltd., Class H (China) | 16945 | 41532 |
|  |  | **2576146** |
| &nbsp;&nbsp;&nbsp;**Hotels, Restaurants & Leisure - 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Booking Holdings, Inc.\* | 202 | 491688 |
| &nbsp;&nbsp;&nbsp;Expedia Group, Inc.\* | 2518 | 287808 |
| &nbsp;&nbsp;&nbsp;Playtech plc (United Kingdom)\* | 8600 | 60018 |
|  |  | **839514** |

---

*See Notes to Consolidated Schedule of Investments*

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 2 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Investments** | **Shares** | **Value ($)** |
| &nbsp;&nbsp;&nbsp;**Household Durables - 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;iRobot Corp.\* | 1175 | 52875 |
| &nbsp;&nbsp;&nbsp;Lennar Corp., Class B | 2800 | 241808 |
|  |  | **294683** |
| &nbsp;&nbsp;&nbsp;**Household Products - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Spectrum Brands Holdings, Inc. | 3036 | **206084** |
| &nbsp;&nbsp;&nbsp;**Industrial Conglomerates - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Honeywell International, Inc. | 1955 | **407578** |
| &nbsp;&nbsp;&nbsp;**Insurance - 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd. (Hong Kong) | 77699 | 878593 |
| &nbsp;&nbsp;&nbsp;Aon plc, Class A | 1285 | 409504 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd. | 2813 | 639929 |
| &nbsp;&nbsp;&nbsp;Trean Insurance Group, Inc.\* | 5371 | 32710 |
|  |  | **1960736** |
| &nbsp;&nbsp;&nbsp;**Interactive Media & Services - 1.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc., Class A\* | 14623 | 1445337 |
| &nbsp;&nbsp;&nbsp;Baidu, Inc., ADR (China)\* | 803 | 108148 |
| &nbsp;&nbsp;&nbsp;Baidu, Inc., Class A (China)\* | 1931 | 32460 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Inc., Class A\* | 8741 | 1302147 |
| &nbsp;&nbsp;&nbsp;VK Co. Ltd., GDR (Russia)\*(a)(b)(d) | 1305 |  |
| &nbsp;&nbsp;&nbsp;Yandex NV, Class A (Russia)\*(a)(b) | 1428 |  |
|  |  | **2888092** |
| &nbsp;&nbsp;&nbsp;**Internet & Direct Marketing Retail - 3.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd., ADR (China)\* | 8577 | 945185 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. (China)\* | 23212 | 319134 |
| &nbsp;&nbsp;&nbsp;Altaba, Inc. Escrow\*(b) | 128456 | 423905 |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.\* | 8125 | 837931 |
| &nbsp;&nbsp;&nbsp;ASOS plc (United Kingdom)\* | 1085 | 11739 |
| &nbsp;&nbsp;&nbsp;Deliveroo plc (United Kingdom)\*(d) | 11689 | 13396 |
| &nbsp;&nbsp;&nbsp;eBay, Inc. | 5438 | 269182 |
| &nbsp;&nbsp;&nbsp;JD.com, Inc., Class A (China) | 723 | 21468 |
| &nbsp;&nbsp;&nbsp;MercadoLibre, Inc. (Brazil)\* | 600 | 709014 |
| &nbsp;&nbsp;&nbsp;Overstock.com, Inc.\* | 10484 | 253818 |
| &nbsp;&nbsp;&nbsp;Prosus NV (China)\* | 19926 | 1608930 |
|  |  | **5413702** |
| &nbsp;&nbsp;&nbsp;**IT Services - 1.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Evo Payments, Inc., Class A\* | 13711 | 464391 |
| &nbsp;&nbsp;&nbsp;MoneyGram International, Inc.\* | 60996 | 656927 |
| &nbsp;&nbsp;&nbsp;Paya Holdings, Inc.\* | 1750 | 17010 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings, Inc.\* | 5438 | 443143 |
| &nbsp;&nbsp;&nbsp;Visa, Inc., Class A | 2623 | 603841 |
|  |  | **2185312** |
| &nbsp;&nbsp;&nbsp;**Life Sciences Tools & Services - 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE (Luxembourg) | 11557 | 828981 |
| &nbsp;&nbsp;&nbsp;Gerresheimer AG (Germany) | 3705 | 274000 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, Inc. | 494 | 281743 |
|  |  | **1384724** |
| &nbsp;&nbsp;&nbsp;**Machinery - 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Altra Industrial Motion Corp. | 5506 | 336252 |
| &nbsp;&nbsp;&nbsp;Caterpillar, Inc. | 2162 | 545451 |
| &nbsp;&nbsp;&nbsp;Deere & Co. | 1029 | 435102 |
| &nbsp;&nbsp;&nbsp;Evoqua Water Technologies Corp.\* | 3400 | 164934 |
|  |  | **1481739** |
| &nbsp;&nbsp;&nbsp;**Media - 2.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Aimia, Inc. (Canada)\* | 14300 | 39443 |
| &nbsp;&nbsp;&nbsp;Deluxe Television GmbH (Germany)\*(b) | 16063 | 1606 |
| &nbsp;&nbsp;&nbsp;Shaw Communications, Inc., Class B (Canada) | 56721 | 1688138 |
| &nbsp;&nbsp;&nbsp;Stroeer SE & Co. KGaA (Germany) | 7211 | 395386 |
| &nbsp;&nbsp;&nbsp;TEGNA, Inc. | 45424 | 905300 |
| &nbsp;&nbsp;&nbsp;WideOpenWest, Inc.\* | 2582 | 29667 |
|  |  | **3059540** |
| &nbsp;&nbsp;&nbsp;**Metals & Mining - 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA (Luxembourg) | 4832 | 149903 |
| &nbsp;&nbsp;&nbsp;Artemis Gold, Inc. (Canada)\* | 605 | 2155 |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd., ADR (Australia) | 9077 | 636751 |
| &nbsp;&nbsp;&nbsp;Vale SA, ADR (Brazil) | 9292 | 173575 |
| &nbsp;&nbsp;&nbsp;Yamana Gold, Inc. (Canada) | 107005 | 645240 |
|  |  | **1607624** |
| &nbsp;&nbsp;&nbsp;**Multiline Retail - 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Fix Price Group plc, GDR (Russia)\*(a)(b)(d) | 144 | **—** |
| &nbsp;&nbsp;&nbsp;**Oil, Gas & Consumable Fuels - 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Cheniere Energy, Inc. | 4033 | 616202 |
| &nbsp;&nbsp;&nbsp;DT Midstream, Inc. | 6339 | 346490 |
| &nbsp;&nbsp;&nbsp;Euronav NV (Belgium) | 2299 | 36186 |
| &nbsp;&nbsp;&nbsp;LUKOIL PJSC, ADR (Russia)(b) | 661 |  |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA, ADR (Brazil) | 10548 | 122357 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4613 | 346067 |
|  |  | **1467302** |
| &nbsp;&nbsp;&nbsp;**Paper & Forest Products - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Resolute Forest Products, Inc.\* | 4650 | **100952** |
| &nbsp;&nbsp;&nbsp;**Pharmaceuticals - 1.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Aralez Pharmaceuticals, Inc. (Canada)\*(b) | 345 |  |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 6872 | 499251 |
| &nbsp;&nbsp;&nbsp;Dr Reddy's Laboratories Ltd., ADR (India) | 3222 | 173344 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 1769 | 608801 |
| &nbsp;&nbsp;&nbsp;Hikma Pharmaceuticals plc (Jordan) | 8121 | 171793 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | 4050 | 1264290 |
| &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Industries Ltd., ADR (Israel)\* | 1671 | 17612 |
|  |  | **2735091** |
| &nbsp;&nbsp;&nbsp;**Professional Services - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Atlas Technical Consultants, Inc.\* | 679 | 8236 |
| &nbsp;&nbsp;&nbsp;SGS SA (Registered) (Switzerland) | 153 | 373111 |
|  |  | **381347** |
| &nbsp;&nbsp;&nbsp;**Real Estate Management & Development - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Seritage Growth Properties, Class A, REIT\* | 15529 | **188677** |
| &nbsp;&nbsp;&nbsp;**Semiconductors & Semiconductor Equipment - 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;ASML Holding NV (Netherlands) | 118 | 78074 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | 617 | 308562 |
| &nbsp;&nbsp;&nbsp;Magnachip Semiconductor Corp. (South Korea)\* | 9900 | 104940 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 582 | 113705 |
| &nbsp;&nbsp;&nbsp;Silicon Motion Technology Corp., ADR (Taiwan) | 751 | 48139 |

---

*See Notes to Consolidated Schedule of Investments*

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 3 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Investments** | **Shares** | **Value ($)** |
| &nbsp;&nbsp;&nbsp;SunEdison, Inc.\*(a)(b) | 16689 |  |
| &nbsp;&nbsp;&nbsp;Tower Semiconductor Ltd. (Israel)\* | 18130 | 757653 |
|  |  | **1411073** |
| &nbsp;&nbsp;&nbsp;**Software - 2.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Black Knight, Inc.\* | 1108 | 67134 |
| &nbsp;&nbsp;&nbsp;Coupa Software, Inc.\* | 12427 | 993166 |
| &nbsp;&nbsp;&nbsp;Duck Creek Technologies, Inc.\* | 1561 | 29550 |
| &nbsp;&nbsp;&nbsp;ForgeRock, Inc., Class A\* | 17028 | 338176 |
| &nbsp;&nbsp;&nbsp;KnowBe4, Inc., Class A\* | 13349 | 332257 |
| &nbsp;&nbsp;&nbsp;Magnet Forensics, Inc. (Canada)\* | 2550 | 84326 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2545 | 630676 |
| &nbsp;&nbsp;&nbsp;SAP SE (Germany) | 11341 | 1344362 |
| &nbsp;&nbsp;&nbsp;VMware, Inc., Class A\* | 4750 | 581732 |
|  |  | **4401379** |
| &nbsp;&nbsp;&nbsp;**Specialty Retail - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Sportsman's Warehouse Holdings, Inc.\* | 29045 | 273894 |
| &nbsp;&nbsp;&nbsp;Toys R Us, Inc.\*(b) | 1040 | 5200 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty, Inc.\* | 662 | 340242 |
|  |  | **619336** |
| &nbsp;&nbsp;&nbsp;**Technology Hardware, Storage & Peripherals - 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Apple, Inc. | 9150 | 1320253 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co. Ltd., GDR (South Korea)(e) | 382 | 473437 |
|  |  | **1793690** |
| &nbsp;&nbsp;&nbsp;**Textiles, Apparel & Luxury Goods - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd.\* | 4735 | 314830 |
| &nbsp;&nbsp;&nbsp;Tapestry, Inc. | 7785 | 354763 |
|  |  | **669593** |
| &nbsp;&nbsp;&nbsp;**Trading Companies & Distributors - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Brenntag SE (Germany) | 5452 | 406981 |
| &nbsp;&nbsp;&nbsp;IMCD NV (Netherlands) | 1440 | 228286 |
|  |  | **635267** |
| &nbsp;&nbsp;&nbsp;**Transportation Infrastructure - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Atlas Corp. (Canada) | 9100 | **134771** |
| &nbsp;&nbsp;&nbsp;**Wireless Telecommunication Services - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;T-Mobile US, Inc.\* | 4651 | **694441** |
| **TOTAL COMMON STOCKS<br> (Cost $58,175,134)** |  | **60216032** |
| **PREFERRED STOCKS - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;**Internet & Direct Marketing Retail - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;Qurate Retail, Inc. 8.00%, 3/15/2031 |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost $44,424)** | 1000 | **47100** |
| **CONVERTIBLE PREFERRED STOCKS - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;**Auto Components - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;Garrett Motion, Inc. (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A, 11.00%, 4/30/2027(f) **(Cost $32,686)** | 6226 | **55287** |

---

---

| | | |
|:---|:---|:---|
| **Investments** | **Principal <br> Amount ($)** | **Value ($)** |
| **CORPORATE BONDS - 1.8%** |  |  |
| &nbsp;&nbsp;&nbsp;**Diversified Financial Services - 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;2001 Cat RE Ltd. (Bermuda), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A, (3 Month Treasury Bill Rate + 12.48%), 17.10%, 1/8/2024(e)(g) | 750000 | 699525 |
| &nbsp;&nbsp;&nbsp;Mystic Re IV Ltd. (Bermuda), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A, (3 Month Treasury Bill Rate + 9.75%), 14.33%, 1/8/2024(e)(g) | 750000 | 710625 |
|  |  | **1410150** |
| &nbsp;&nbsp;&nbsp;**Independent Power and Renewable Electricity Producers - 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;GenOn Energy, Inc. Escrow, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.50%, 10/15/2018(a)(b)(h) | 354000 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.88%, 10/15/2020(a)(b)(h) | 1655000 |  |
| &nbsp;&nbsp;&nbsp;**Insurance - 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Atlas Capital Reinsurance 2020 DAC (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020, (3 Month Treasury Bill Rate + 8.30%), 12.57%, 6/10/2024(e)(g) | 700000 | 664300 |
| &nbsp;&nbsp;&nbsp;Tailwind RE Ltd. (Bermuda), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series B, (3 Month Treasury Bill Rate + 8.75%), 13.09%, 1/8/2025(e)(g) | 750000 | 651450 |
|  |  | **1315750** |
| **TOTAL CORPORATE BONDS<br> (Cost $2,728,908)** |  | **2725900** |
| **LOAN ASSIGNMENTS - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;**Media - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;Deluxe Entertainment Services Group, Inc., 1st Lien Term Loan, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(ICE LIBOR USD 3 Month + 5.00%), 9.73% Cash/1.50% PIK, due 3/25/2024(a)(b)(g)(i) | 14440 | 5742 |
| &nbsp;&nbsp;&nbsp;Deluxe Entertainment Services Group, Inc., 2nd Lien Term Loan, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(ICE LIBOR USD 3 Month + 6.00%), 10.73% Cash/2.50% PIK, due 9/25/2024(a)(b)(g)(i) | 150645 |  |
| **TOTAL LOAN ASSIGNMENTS<br> (Cost $101,711)** |  | **5742** |

---

---

| | | |
|:---|:---|:---|
| **Investments** | **No. of Rights** | **Value ($)** |
| **RIGHTS - 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**Biotechnology - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Achillion Pharmaceuticals, Inc., CVR\*(b) | 23300 | 11650 |
| &nbsp;&nbsp;&nbsp;Adamas Pharmaceuticals, Inc., CVR\*(b) | 24600 | 1230 |
| &nbsp;&nbsp;&nbsp;Akouos, Inc., CVR\*(a)(b) | 38850 | 29138 |
| &nbsp;&nbsp;&nbsp;Ambit Biosciences Corp., CVR\*(a)(b) | 70000 | 118300 |

---

*See Notes to Consolidated Schedule of Investments*

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 4 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Investments** | **No. of Rights** | **Value ($)** |
| &nbsp;&nbsp;&nbsp;Clementia Pharmaceuticals, Inc., CVR (France)\*(a)(b) | 3200 |  |
| &nbsp;&nbsp;&nbsp;Oyster Point Pharma, Inc., CVR\*(a)(b) | 8815 | 1322 |
| &nbsp;&nbsp;&nbsp;Tobira Therapeutics, Inc., CVR\*(a)(b) | 6900 |  |
|  |  | **161640** |
| &nbsp;&nbsp;&nbsp;**Health Care Equipment & Supplies - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;ABIOMED, Inc., CVR\*(a)(b) | 3300 | **5775** |
| &nbsp;&nbsp;&nbsp;**IT Services - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;Flexion Therapeutics, Inc., CVR\*(b) | 18500 | **12025** |
| &nbsp;&nbsp;&nbsp;**Metals & Mining - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Kinross Gold Corp., CVR (Canada)\*(a)(b) | 4800 | 4 |
| &nbsp;&nbsp;&nbsp;Pan American Silver Corp., CVR (Canada)\* | 39600 | 24948 |
|  |  | **24952** |
| &nbsp;&nbsp;&nbsp;**Pharmaceuticals - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;Zogenix, Inc., CVR\*(b) | 6450 | **8062** |
| **TOTAL RIGHTS<br> (Cost $64,806)** |  | **212454** |

---

---

| | | |
|:---|:---|:---|
| **Investments** | **No. of Warrants** | **Value ($)** |
| **WARRANTS - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;**Capital Markets - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;FinTech Acquisition Corp. III, expiring 12/1/2023\*(a)(b) | 1770 | 5 |
| &nbsp;&nbsp;&nbsp;Pegasus Acquisition Co. Europe BV, expiring 4/27/2026 (Netherlands)\* | 4014 | 87 |
|  |  | **92** |
| &nbsp;&nbsp;&nbsp;**Leisure Products - 0.0%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;Tonies SE, expiring 4/30/2026 (Germany)\* | 4329 | 1176 |
| **TOTAL WARRANTS<br> (Cost $14)** |  | **1268** |

---

---

| | | |
|:---|:---|:---|
| **Investments** | **Shares** | **Value ($)** |
| **SHORT-TERM INVESTMENTS - 48.0%** |  |  |
| **INVESTMENT COMPANIES - 48.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds Treasury Securities Portfolio, Institutional Class, 4.21%(j)<br> **(Cost $72,343,538)** | 72343538 | **72343538** |
| **TOTAL LONG POSITIONS<br> (Cost $133,491,221)** |  | **135607321** |
| **SHORT POSITIONS - (8.2)%(k)** |  |  |
| **COMMON STOCKS SOLD SHORT - (8.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;**Banks - (0.7)%** |  |  |
| &nbsp;&nbsp;&nbsp;Columbia Banking System, Inc. | (9967) | (308080) |
| &nbsp;&nbsp;&nbsp;Seacoast Banking Corp. of Florida | (964) | (30954) |
| &nbsp;&nbsp;&nbsp;Signature Bank | (3297) | (425148) |
| &nbsp;&nbsp;&nbsp;SVB Financial Group\* | (1144) | (345992) |
|  |  | **(1110174)** |
| &nbsp;&nbsp;&nbsp;**Building Products - (0.9)%** |  |  |
| &nbsp;&nbsp;&nbsp;AZEK Co., Inc. (The)\* | (18658) | (450217) |
| &nbsp;&nbsp;&nbsp;Owens Corning | (3835) | (370653) |
| &nbsp;&nbsp;&nbsp;Trex Co., Inc.\* | (10514) | (554298) |
|  |  | **(1375168)** |
| &nbsp;&nbsp;&nbsp;**Capital Markets - (0.3)%** |  |  |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange, Inc. | (100) | (10755) |
| &nbsp;&nbsp;&nbsp;Virtu Financial, Inc., Class A | (24707) | (477092) |
|  |  | **(487847)** |
| &nbsp;&nbsp;&nbsp;**Chemicals - (0.3)%** |  |  |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances, Inc. | (3919) | **(440731)** |
| &nbsp;&nbsp;&nbsp;**Commercial Services & Supplies - (0.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;Ritchie Bros Auctioneers, Inc. (Canada) | (5690) | **(344074)** |
| &nbsp;&nbsp;&nbsp;**Consumer Finance - (0.6)%** |  |  |
| &nbsp;&nbsp;&nbsp;Ally Financial, Inc. | (7985) | (259433) |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Corp.\* | (1276) | (590328) |
|  |  | **(849761)** |
| &nbsp;&nbsp;&nbsp;**Entertainment - (0.1)%** |  |  |
| &nbsp;&nbsp;&nbsp;Netflix, Inc.\* | (419) | **(148267)** |
| &nbsp;&nbsp;&nbsp;**Equity Real Estate Investment Trusts (REITs) - (1.0)%** |  |  |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust, Inc. | (5101) | (584677) |
| &nbsp;&nbsp;&nbsp;SL Green Realty Corp. | (11972) | (492648) |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust | (19216) | (468678) |
|  |  | **(1546003)** |
| &nbsp;&nbsp;&nbsp;**Food Products - (0.4)%** |  |  |
| &nbsp;&nbsp;&nbsp;Kellogg Co. | (8257) | **(566265)** |
| &nbsp;&nbsp;&nbsp;**Household Durables - (0.7)%** |  |  |
| &nbsp;&nbsp;&nbsp;Lennar Corp., Class A | (2240) | (229376) |
| &nbsp;&nbsp;&nbsp;Newell Brands, Inc. | (30791) | (491425) |
| &nbsp;&nbsp;&nbsp;Toll Brothers, Inc. | (5835) | (347124) |
|  |  | **(1067925)** |
| &nbsp;&nbsp;&nbsp;**Household Products - (0.8)%** |  |  |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co., Inc. | (7111) | (574996) |
| &nbsp;&nbsp;&nbsp;Clorox Co. (The) | (4274) | (618405) |
|  |  | **(1193401)** |
| &nbsp;&nbsp;&nbsp;**Industrial Conglomerates - (0.5)%** |  |  |
| &nbsp;&nbsp;&nbsp;3M Co. | (5898) | **(678742)** |
| &nbsp;&nbsp;&nbsp;**Insurance - (0.3)%** |  |  |
| &nbsp;&nbsp;&nbsp;Trupanion, Inc.\* | (6363) | **(375544)** |
| &nbsp;&nbsp;&nbsp;**Internet & Direct Marketing Retail - (0.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;Wayfair, Inc., Class A\* | (5164) | **(312422)** |
| &nbsp;&nbsp;&nbsp;**Machinery - (0.1)%** |  |  |
| &nbsp;&nbsp;&nbsp;Xylem, Inc. | (1632) | **(169744)** |
| &nbsp;&nbsp;&nbsp;**Media - (0.3)%** |  |  |
| &nbsp;&nbsp;&nbsp;Paramount Global, Class B | (20515) | **(475127)** |
| &nbsp;&nbsp;&nbsp;**Metals & Mining - (0.4)%** |  |  |
| &nbsp;&nbsp;&nbsp;Agnico Eagle Mines Ltd. (Canada) | (3947) | (222926) |

---

*See Notes to Consolidated Schedule of Investments*

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 5 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

---

| | | |
|:---|:---|:---|
| **Investments** | **Shares** | **Value ($)** |
| &nbsp;&nbsp;&nbsp;Pan American Silver Corp. (Canada) | (16773) | (305772) |
|  |  | **(528698)** |
| &nbsp;&nbsp;&nbsp;**Oil, Gas & Consumable Fuels - (0.0)%(c)** |  |  |
| &nbsp;&nbsp;&nbsp;Frontline plc (Norway) | (3412) | **(47188)** |
| &nbsp;&nbsp;&nbsp;**Semiconductors & Semiconductor Equipment - (0.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;Broadcom, Inc. | (507) | (296600) |
| &nbsp;&nbsp;&nbsp;MaxLinear, Inc.\* | (292) | (12031) |
|  |  | **(308631)** |
| &nbsp;&nbsp;&nbsp;**Wireless Telecommunication Services - (0.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;SoftBank Group Corp., ADR (Japan) | (15741) | **(372275)** |
| **TOTAL COMMON STOCKS SOLD SHORT<br> (Proceeds $(11908476))** |  | **(12397987)** |
| **TOTAL SHORT POSITIONS<br> (Proceeds $(11908476))** |  | **(12397987)** |
| **Total Investments - 81.7%<br> (Cost $121,582,745)** |  | **123209334** |
| Other Assets Less Liabilities - 18.3%(l) |  | 27553793 |
| **Net Assets - 100.0%** |  | **150763127** |

---

All bonds are denominated in US dollars, unless noted otherwise.

\* Non-income producing security.

(a) Security fair valued as of January 31, 2023, in accordance with procedures approved by the valuation designee. Total value of all such securities at January 31, 2023, amounted to $250,734, which represents 0.2% of net assets of the Fund.

(b) Value determined using significant unobservable inputs.

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

(d) Security exempt from registration pursuant to Regulation S under the Securities Act of 1933, as amended. Regulation S applies to securities offerings that are made outside of the United States and do not involve directed selling efforts in the United States and as such may have restrictions on resale. At January 31, 2023, these securities amounted to $13,396 of long positions, which represents 0.0% of net assets of the Fund.

(e) Securities were purchased or sold short under Rule 144A of the Securities Act of 1933, as amended, or are otherwise restricted and, unless registered under the Securities Act of 1933 or exempted from registration, may only be sold to qualified institutional investors or may have other restrictions on resale. At January 31, 2023, these securities amounted to $3,199,337 of long positions, which represents 2.1% of net assets for the Fund.

(f) Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by the issuer. The date shown reflects the next call date.

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

(h) Defaulted security.

(i) Payment in-kind security.

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

(k) At January 31, 2023, the Fund had $11,948,326 deposited in one or more accounts to satisfy collateral requirements for borrowing in connection with securities sold short.

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

---

| | |
|:---|:---|
| **Abbreviations** | **Abbreviations** |
| ADR | American Depositary Receipt |
| CAD | Canadian Dollar |
| CVR | Contingent Value Rights |
| GDR | Global Depositary Receipt |
| ICE | Intercontinental Exchange |
| LIBOR | London Interbank Offered Rate |
| PJSC | Public Joint Stock Company |
| SA | Société Anonyme |
| USD | United States Dollar |

---

*See Notes to Consolidated Schedule of Investments*

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 6 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

**LONG POSITIONS BY COUNTRY**

---

| | | |
|:---|:---|:---|
| **Country** | **Investments at<br> Value** | **Percentage of<br> Net Assets** |
| United States | $45279134 | 30.0% |
| Canada | 3153385 | 2.1% |
| China | 3130254 | 2.1% |
| Germany | 2423511 | 1.6% |
| Bermuda | 2061600 | 1.4% |
| Brazil | 1099941 | 0.7% |
| Luxembourg | 978884 | 0.7% |
| Hong Kong | 878593 | 0.6% |
| Israel | 775265 | 0.5% |
| Ireland | 664300 | 0.4% |
| Australia | 636751 | 0.4% |
| South Korea | 578377 | 0.4% |
| Netherlands | 434743 | 0.3% |
| Switzerland | 428398 | 0.3% |
| Mexico | 191414 | 0.1% |
| India | 173344 | 0.1% |
| Jordan | 171793 | 0.1% |
| United Kingdom | 85153 | 0.1% |
| Taiwan | 48139 | 0.0 %(a) |
| Belgium | 36186 | 0.0 %(a) |
| Spain | 34618 | 0.0 %(a) |
| Short-Term Investments and Other Assets-Net | 99897331 | 66.3% |
| Short Positions (See summary below) | (12397987) | (8.2)% |
|  | $**150763127** | **100.0%** |
| **SHORT POSITIONS BY COUNTRY** |  |  |
| **Country** | **Investments at<br> Value** | **Percentage of<br> Net Assets** |
| United States | $(11105752) | (7.4)% |
| Canada | (872772) | (0.6)% |
| Japan | (372275) | (0.2)% |
| Norway | (47188) | (0.0)%(a) |
| **Total Short Positions** | $**(12397987)** | **(8.2)%** |

---

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

*See Notes to Consolidated Schedule of Investments*

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 7 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

**Derivative Instruments**

**Futures contracts ("futures")**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Value and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| **Long Contracts** |  |  |  |  |
| Brent Crude Oil | 1 | 2/2023 | $85460 | $(3101) |
| CAC 40 10 Euro Index | 3 | 2/2023 | 231253 | 953 |
| HSCEI | 1 | 2/2023 | 47531 | (1513) |
| Low Sulphur Gasoil | 1 | 2/2023 | 91525 | (6201) |
| MSCI Singapore Index | 2 | 2/2023 | 46354 | (464) |
| OMXS30 Index | 7 | 2/2023 | 147328 | (380) |
| RBOB Gasoline | 1 | 2/2023 | 107806 | (2614) |
| SGX FTSE China A50 Index | 8 | 2/2023 | 111768 | (3497) |
| SGX FTSE Taiwan Index | 2 | 2/2023 | 106980 | (2332) |
| Sugar No. 11 | 17 | 2/2023 | 414310 | 36377 |
| Australia 3 Year Bond | 6 | 3/2023 | 457301 | (1533) |
| Canada 10 Year Bond | 3 | 3/2023 | 284679 | (2585) |
| Cocoa | 6 | 3/2023 | 154860 | (3216) |
| Copper | 1 | 3/2023 | 105650 | 786 |
| Corn | 7 | 3/2023 | 237913 | (680) |
| EURO STOXX 50 Index | 5 | 3/2023 | 226725 | 549 |
| Euro-BTP | 1 | 3/2023 | 115314 | (490) |
| FCOJ-A | 1 | 3/2023 | 32880 | 2270 |
| Foreign Exchange MXN/USD | 4 | 3/2023 | 105420 | 6293 |
| Foreign Exchange USD/NOK | 1 | 3/2023 | 99954 | 363 |
| Foreign Exchange ZAR/USD | 2 | 3/2023 | 57250 | 671 |
| FTSE 100 Index | 2 | 3/2023 | 191079 | (2011) |
| FTSE/JSE Top 40 Index | 3 | 3/2023 | 127266 | 2436 |
| Low Sulphur Gasoil | 1 | 3/2023 | 89975 | (8376) |
| MSCI Emerging Markets E-Mini Index | 2 | 3/2023 | 104460 | 156 |
| Nikkei 225 Index | 1 | 3/2023 | 20973 | (39) |
| Robusta Coffee | 2 | 3/2023 | 42140 | 2780 |
| S&P/TSX 60 Index | 1 | 3/2023 | 188478 | 2345 |
| Silver | 1 | 3/2023 | 119180 | 728 |
| Soybean | 7 | 3/2023 | 538300 | 12195 |
| Soybean Meal | 9 | 3/2023 | 435780 | 12127 |
| SPI 200 Index | 2 | 3/2023 | 262047 | 3095 |
| TOPIX Index | 3 | 3/2023 | 455307 | 3064 |
| U.S. Treasury 5 Year Note | 1 | 3/2023 | 109242 | (189) |
| U.S. Treasury 10 Year Note | 1 | 3/2023 | 114516 | (720) |
| 100 oz Gold | 7 | 4/2023 | 1361710 | (2044) |
| Live Cattle | 14 | 4/2023 | 912940 | 6264 |
| Platinum | 1 | 4/2023 | 51055 | (3898) |
| Robusta Coffee | 3 | 5/2023 | 62340 | 2300 |
| 3 Month SONIA | 1 | 9/2024 | 296963 | (17) |
| 3 Month SOFR | 1 | 12/2024 | 242025 | (690) |
| 3 Month SONIA | 3 | 12/2024 | 892275 | (391) |
| 3 Month SOFR | 2 | 3/2025 | 484900 | (992) |
| 3 Month SONIA | 3 | 3/2025 | 892922 | 583 |
| 3 Month SOFR | 3 | 6/2025 | 728063 | (1081) |
| 3 Month SONIA | 3 | 6/2025 | 893385 | 533 |
| 3 Month SOFR | 3 | 9/2025 | 728438 | (756) |
| 3 Month SONIA | 3 | 9/2025 | 893708 | (99) |
| 3 Month SOFR | 4 | 9/2026 | 971300 | (721) |
| **Total Long Contracts** |  |  | $**15479028** | $**46238** |

---

See Notes to Consolidated Schedule of Investments

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 8 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of <br> Contracts** | **Expiration <br> Date** | **Notional<br> Amount** | **Value and<br> Unrealized<br> Appreciation/ (Depreciation)** |
| **Short Contracts** |  |  |  |  |
| Lean Hogs | (3) | 2/2023 | $(89850) | $6142 |
| Natural Gas | (3) | 2/2023 | (80520) | 15284 |
| SGX NIFTY 50 Index | (9) | 2/2023 | (319536) | (1280) |
| Canada 10 Year Bond | (2) | 3/2023 | (189786) | 61 |
| Canola | (13) | 3/2023 | (162560) | (6265) |
| CBOE Volatility Index | (6) | 3/2023 | (122884) | 27453 |
| Coffee 'C' | (2) | 3/2023 | (136313) | (21455) |
| Euro-Bobl | (3) | 3/2023 | (382568) | 113 |
| Euro-BTP | (2) | 3/2023 | (248131) | 4567 |
| Euro-Bund | (2) | 3/2023 | (297488) | 1886 |
| Euro-Bund | (1) | 3/2023 | (148744) | (109) |
| Euro-OAT | (1) | 3/2023 | (142982) | (373) |
| Euro-Schatz | (19) | 3/2023 | (2184253) | (1045) |
| Foreign Exchange AUD/USD | (119) | 3/2023 | (8406755) | (344749) |
| Foreign Exchange CAD/USD | (6) | 3/2023 | (451050) | (11283) |
| Foreign Exchange EUR/USD | (68) | 3/2023 | (9258625) | (190742) |
| Foreign Exchange GBP/USD | (21) | 3/2023 | (1618706) | (8728) |
| Foreign Exchange JPY/USD | (34) | 3/2023 | (3282488) | (153566) |
| Foreign Exchange NZD/USD | (3) | 3/2023 | (193920) | (6699) |
| KC HRW Wheat | (1) | 3/2023 | (43938) | (2327) |
| S&P 500 E-Mini Index | (9) | 3/2023 | (1840500) | (38321) |
| U.S. Treasury 10 Year Note | (10) | 3/2023 | (1145156) | (11363) |
| Wheat | (5) | 3/2023 | (190312) | (2725) |
| Lean Hogs | (1) | 4/2023 | (34570) | 57 |
| Rapeseed | (4) | 4/2023 | (118499) | (3270) |
| 3 Month Canadian Bankers Acceptance | (7) | 6/2023 | (1250141) | (645) |
| 3 Month Canadian Bankers Acceptance | (10) | 9/2023 | (1789392) | 178 |
| 3 Month Canadian Bankers Acceptance | (3) | 12/2023 | (538931) | 412 |
| 3 Month EURIBOR | (11) | 12/2023 | (2887715) | (244) |
| 3 Month SONIA | (2) | 12/2023 | (589826) | (1931) |
| 3 Month SOFR | (18) | 3/2024 | (4301325) | 791 |
| 3 Month SONIA | (1) | 3/2024 | (295483) | (418) |
| 3 Month EURIBOR | (13) | 6/2024 | (3425650) | 1170 |
| 3 Month SOFR | (5) | 6/2024 | (1200750) | (523) |
| 3 Month SOFR | (1) | 9/2024 | (241263) | (165) |
| 3 Month EURIBOR | (6) | 6/2025 | (1587755) | 252 |
| **Total Short Contracts** |  |  | $**(49198365)** | $**(749860)** |
| **Total Futures** |  |  |  | $**(703622)** |

---

At January 31, 2023, the Fund had $1,429,063 deposited in segregated accounts to cover margin requirements on open futures.

**Forward foreign currency contracts ("forward contracts")**

At January 31, 2023, open forward contracts for the Fund were as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement <br> Date** | **Net**<br> **Unrealized <br> Appreciation/ <br> (Depreciation)**  |
| USD | 44859 | SEK | 466853 | JPM | 2/17/2023 | $180 |
| AUD | 360000 | JPY | 32682087 | JPM | 3/15/2023 | 2049 |
| AUD | 690000 | JPY | 62145229 | SG | 3/15/2023 | 7757 |
| AUD | 1480000 | USD | 1016166 | SG | 3/15/2023 | 30131 |
| BRL\*\* | 4970000 | USD | 943642 | SG | 3/15/2023 | 28302 |
| CAD | 2000000 | USD | 1482509 | SG | 3/15/2023 | 21055 |
| CHF | 10000 | USD | 10845 | JPM | 3/15/2023 | 125 |
| CHF | 790000 | USD | 856811 | SG | 3/15/2023 | 9824 |
| CLP\*\* | 359830000 | USD | 417890 | SG | 3/15/2023 | 31337 |
| CZK | 610000 | USD | 27522 | JPM | 3/15/2023 | 303 |

---

See Notes to Consolidated Schedule of Investments

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 9 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br> Date** | **Net**<br> **Unrealized <br> Appreciation/ <br> (Depreciation)**  |
| CZK | 20500000 | USD | 893030 | SG | 3/15/2023 | $42071 |
| EUR | 95268 | PLN | 450000 | SG | 3/15/2023 | 262 |
| EUR | 270000 | TRY | 5583678 | SG | 3/15/2023 | 3369 |
| EUR | 10000 | USD | 10865 | JPM | 3/15/2023 | 34 |
| EUR | 1060000 | USD | 1135856 | SG | 3/15/2023 | 19463 |
| GBP | 20000 | USD | 24334 | JPM | 3/15/2023 | 345 |
| GBP | 330000 | USD | 401609 | SG | 3/15/2023 | 5590 |
| ILS | 440000 | USD | 126455 | SG | 3/15/2023 | 1195 |
| INR\*\* | 86750000 | USD | 1050583 | SG | 3/15/2023 | 7353 |
| JPY | 918187 | AUD | 10000 | JPM | 3/15/2023 | 23 |
| JPY | 2753967 | AUD | 30000 | SG | 3/15/2023 | 65 |
| JPY | 33780000 | USD | 257456 | SG | 3/15/2023 | 3478 |
| KRW\*\* | 519450000 | USD | 406979 | SG | 3/15/2023 | 14804 |
| MXN | 3309800 | USD | 165706 | JPM | 3/15/2023 | 8815 |
| MXN | 30130200 | USD | 1527972 | SG | 3/15/2023 | 60755 |
| NZD | 30000 | USD | 19118 | JPM | 3/15/2023 | 280 |
| NZD | 780000 | USD | 495661 | SG | 3/15/2023 | 8707 |
| PHP\*\* | 11350000 | USD | 204008 | SG | 3/15/2023 | 3262 |
| PLN | 3860000 | EUR | 810392 | SG | 3/15/2023 | 5164 |
| PLN | 2360000 | USD | 531353 | SG | 3/15/2023 | 11833 |
| SEK | 730000 | USD | 69921 | SG | 3/15/2023 | 38 |
| SGD | 2630000 | USD | 1958771 | SG | 3/15/2023 | 44720 |
| THB | 7230000 | USD | 211671 | SG | 3/15/2023 | 8249 |
| TRY | 210640 | EUR | 10000 | SG | 3/15/2023 | 75 |
| TRY | 630000 | USD | 32441 | JPM | 3/15/2023 | 382 |
| TRY | 4680000 | USD | 239928 | SG | 3/15/2023 | 3901 |
| USD | 12799 | CZK | 280000 | SG | 3/15/2023 | 27 |
| USD | 136138 | ILS | 465000 | JPM | 3/15/2023 | 1235 |
| USD | 188287 | ILS | 645000 | SG | 3/15/2023 | 1161 |
| USD | 89337 | INR\*\* | 7310000 | SG | 3/15/2023 | 190 |
| USD | 27697 | JPY | 3580000 | SG | 3/15/2023 | 43 |
| USD | 44459 | MXN | 840000 | JPM | 3/15/2023 | 166 |
| USD | 24279 | MXN | 460000 | SG | 3/15/2023 | 24 |
| USD | 159509 | NOK | 1580000 | SG | 3/15/2023 | 924 |
| USD | 68652 | SEK | 710000 | SG | 3/15/2023 | 609 |
| USD | 38136 | SGD | 50000 | SG | 3/15/2023 | 47 |
| USD | 7991 | THB | 260000 | SG | 3/15/2023 | 83 |
| USD | 34589 | ZAR | 600000 | JPM | 3/15/2023 | 225 |
| USD | 126587 | ZAR | 2190000 | SG | 3/15/2023 | 1161 |
| HUF | 2120000 | USD | 5484 | JPM | 3/16/2023 | 328 |
| HUF | 99480000 | USD | 255529 | SG | 3/16/2023 | 17211 |
| USD | 17273 | HUF | 6290000 | JPM | 3/16/2023 | 28 |
| USD | 12403 | HUF | 4490000 | SG | 3/16/2023 | 93 |
| USD | 5598 | CAD | 7445 | JPM | 3/31/2023 | 1 |
| USD | 3309 | GBP | 2666 | JPM | 3/31/2023 | 18 |
| **Total unrealized appreciation** | **Total unrealized appreciation** |  |  |  |  | $**408870** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br> Date** | **Net**<br> **Unrealized <br> Appreciation/ <br> (Depreciation)**  |
| USD | 3267089 | CHF | 3017411 | JPM | 2/17/2023 | $(33912) |
| USD | 5372111 | EUR | 4954405 | JPM | 2/17/2023 | (19251) |
| USD | 186813 | GBP | 152970 | JPM | 2/17/2023 | (1835) |
| AUD | 30000 | JPY | 2759568 | JPM | 3/15/2023 | (108) |
| AUD | 170000 | JPY | 15650810 | SG | 3/15/2023 | (713) |
| AUD | 970000 | USD | 689683 | SG | 3/15/2023 | (3934) |
| EUR | 187507 | PLN | 890000 | JPM | 3/15/2023 | (477) |
| EUR | 543882 | PLN | 2580000 | SG | 3/15/2023 | (1031) |
| EUR | 30000 | TRY | 632255 | JPM | 3/15/2023 | (243) |
| EUR | 420000 | TRY | 8852774 | SG | 3/15/2023 | (3464) |
| EUR | 120000 | USD | 131031 | SG | 3/15/2023 | (242) |
| GBP | 240000 | USD | 297242 | SG | 3/15/2023 | (1096) |
| ILS | 100000 | USD | 29536 | JPM | 3/15/2023 | (524) |

---

See Notes to Consolidated Schedule of Investments

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 10 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br> Date** | **Net**<br> **Unrealized <br> Appreciation/ <br> (Depreciation)**  |
| ILS | 3100000 | USD | 911715 | SG | 3/15/2023 | $(12353) |
| INR\*\* | 75650000 | USD | 924864 | SG | 3/15/2023 | (2293) |
| JPY | 25732538 | AUD | 290000 | JPM | 3/15/2023 | (6244) |
| JPY | 66568001 | AUD | 750000 | SG | 3/15/2023 | (16008) |
| JPY | 28710000 | USD | 223717 | SG | 3/15/2023 | (1945) |
| MXN | 370000 | USD | 19569 | JPM | 3/15/2023 | (60) |
| MXN | 990000 | USD | 52268 | SG | 3/15/2023 | (66) |
| NOK | 90000 | USD | 9150 | JPM | 3/15/2023 | (117) |
| NOK | 3890000 | USD | 396831 | SG | 3/15/2023 | (6392) |
| NZD | 80000 | USD | 51886 | JPM | 3/15/2023 | (155) |
| NZD | 110000 | USD | 71332 | SG | 3/15/2023 | (204) |
| PHP\*\* | 3480000 | USD | 63858 | SG | 3/15/2023 | (307) |
| PLN | 1690000 | EUR | 357208 | SG | 3/15/2023 | (354) |
| PLN | 250000 | USD | 57616 | SG | 3/15/2023 | (76) |
| SEK | 2990000 | USD | 291238 | SG | 3/15/2023 | (4695) |
| THB | 4290000 | USD | 131401 | JPM | 3/15/2023 | (908) |
| THB | 9180000 | USD | 280422 | SG | 3/15/2023 | (1186) |
| TRY | 190000 | USD | 9904 | JPM | 3/15/2023 | (5) |
| TRY | 210000 | USD | 10952 | SG | 3/15/2023 | (11) |
| USD | 594675 | AUD | 880000 | SG | 3/15/2023 | (27450) |
| USD | 430077 | BRL\*\* | 2330000 | SG | 3/15/2023 | (25585) |
| USD | 1522552 | CAD | 2070000 | SG | 3/15/2023 | (33640) |
| USD | 10842 | CHF | 10000 | JPM | 3/15/2023 | (128) |
| USD | 366326 | CHF | 340000 | SG | 3/15/2023 | (6655) |
| USD | 55788 | CLP\*\* | 46310000 | SG | 3/15/2023 | (2027) |
| USD | 42144 | CZK | 940000 | JPM | 3/15/2023 | (733) |
| USD | 132719 | CZK | 3030000 | SG | 3/15/2023 | (5493) |
| USD | 385203 | EUR | 360000 | SG | 3/15/2023 | (7169) |
| USD | 83701 | GBP | 70000 | SG | 3/15/2023 | (2675) |
| USD | 716560 | ILS | 2510000 | SG | 3/15/2023 | (11632) |
| USD | 1738304 | INR\*\* | 144590000 | SG | 3/15/2023 | (25004) |
| USD | 184432 | JPY | 24360000 | SG | 3/15/2023 | (3740) |
| USD | 56600 | KRW\*\* | 70970000 | SG | 3/15/2023 | (1026) |
| USD | 71299 | MXN | 1390000 | JPM | 3/15/2023 | (1994) |
| USD | 275460 | MXN | 5310000 | SG | 3/15/2023 | (4529) |
| USD | 217718 | NOK | 2200000 | SG | 3/15/2023 | (3095) |
| USD | 18984 | NZD | 30000 | JPM | 3/15/2023 | (415) |
| USD | 138742 | NZD | 220000 | SG | 3/15/2023 | (3516) |
| USD | 12645 | PHP\*\* | 710000 | SG | 3/15/2023 | (321) |
| USD | 36677 | PLN | 160000 | JPM | 3/15/2023 | (150) |
| USD | 111551 | PLN | 500000 | SG | 3/15/2023 | (3531) |
| USD | 144599 | SEK | 1530000 | SG | 3/15/2023 | (2027) |
| USD | 382923 | SGD | 510000 | SG | 3/15/2023 | (5585) |
| USD | 41782 | THB | 1390000 | JPM | 3/15/2023 | (498) |
| USD | 32567 | THB | 1080000 | SG | 3/15/2023 | (283) |
| USD | 90379 | TRY | 1800000 | JPM | 3/15/2023 | (3402) |
| USD | 278772 | TRY | 5440000 | SG | 3/15/2023 | (4652) |
| USD | 158507 | ZAR | 2820000 | SG | 3/15/2023 | (3001) |
| ZAR | 810000 | USD | 47509 | JPM | 3/15/2023 | (1119) |
| ZAR | 4620000 | USD | 268823 | SG | 3/15/2023 | (4226) |
| HUF | 2720000 | USD | 7484 | SG | 3/16/2023 | (27) |
| USD | 12347 | HUF | 4680000 | SG | 3/16/2023 | (484) |
| USD | 2267731 | CAD | 3072462 | JPM | 3/31/2023 | (42420) |
| USD | 52704 | GBP | 43688 | JPM | 3/31/2023 | (1225) |
| **Total unrealized depreciation** | **Total unrealized depreciation** |  |  |  |  | $**(359666)** |
| **Net unrealized appreciation** | **Net unrealized appreciation** |  |  |  |  | $**49204** |

---

\*\* Non-deliverable forward.

See Notes to Consolidated Schedule of Investments

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 11 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

**Equity swap contracts ("equity swaps")**

At January 31, 2023, the Fund had outstanding equity swaps as follows:

Over the counter equity swaps — Long(a)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference<br> Entity** | **Notional<br> Amount** | **Notional<br> Amount** | **Maturity <br> Date** | **Variable-<br> Rate(b)** | **Spread** | **Reference <br> Rate** | **Frequency<br> of Fund<br> Receipt/<br> Payment** | **Value<br> and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| JPM | Aareal Bank AG | EUR | 543899 | 5/24/2023 | 2.54% | 0.65% | 1D ESTR | T/1M | $9682 |
| MS | adidas AG | EUR | 508019 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | (84840) |
| JPM | Alliance Aviation Services Ltd. | AUD | 38640 | 7/14/2023 | 3.72% | 0.65% | 1D RBACR | T/1M | (988) |
| MS | Amundi SA | EUR | 1703640 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | 180081 |
| MS | Anima Holding SpA | EUR | 370959 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | (13066) |
| MS | Aspen Pharmacare Holdings Ltd. | USD | 58143 | 12/15/2023 | 5.23% | 0.90% | 1D FEDEF | T/1M | (10980) |
| JPM | Autogrill SpA | EUR | 79877 | 9/28/2023 | 2.54% | 0.65% | 1D ESTR | T/1M | 4335 |
| MS | Brenntag SE | EUR | 625221 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | 62169 |
| MS | Bureau Veritas SA | EUR | 734090 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | 112266 |
| JPM | Chr Hansen Holding A/S | DKK | 1311374 | 1/2/2024 | 2.62% | 0.40% | 1M CIBOR | T/1M | 322 |
| MS | Croda International plc | GBP | 64660 | 12/4/2023 | 4.07% | 0.64% | 1D SONIA | T/1M | 7101 |
| MS | Danone SA | EUR | 1000716 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | (38916) |
| JPM | Devro plc | GBP | 197185 | 11/30/2023 | 3.83% | 0.40% | 1D SONIA | T/1M | 191 |
| JPM | Distell Group Holdings Ltd. | ZAR | 2155075 | 11/20/2023 | 8.01% | 0.90% | 1M JIBAR | T/1M | (138) |
| JPM | Electricite de France SA | EUR | 251447 | 6/22/2023 | 2.29% -2.54% | 0.40% - 0.65% | 1D ESTR | T/1M | 15684 |
| MS | Elis SA | EUR | 461828 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | 103864 |
| JPM | EMIS Group plc | GBP | 71082 | 6/29/2023 | 3.83% | 0.40% | 1D SONIA | T/1M | 142 |
| JPM | Entain plc | GBP | 70927 | 2/8/2023 | 3.83% | 0.40% | 1D SONIA | T/1M | 321 |
| MS | Eurofins Scientific SE | EUR | 296750 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | (22336) |
| MS | Gerresheimer AG | EUR | 93765 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | 4721 |
| MS | HeidelbergCement AG | EUR | 538950 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | 66459 |
| MS | Hermes International | EUR | 233172 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | 91872 |
| MS | Holcim AG | CHF | 408069 | 12/11/2023 | 1.53% | 0.58% | 1D SARON | T/1M | 58845 |
| MS | Hypera SA | USD | 134475 | 12/7/2023 | 4.98% | 0.65% | 1D FEDEF | T/1M | 15850 |
| MS | ITV plc | GBP | 133450 | 12/4/2023 | 4.07% | 0.64% | 1D SONIA | T/1M | (7572) |
| MS | Kering SA | EUR | 894544 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | 132341 |
| JPM | Link Administration Holdings Ltd. | AUD | 16846 | 12/29/2023 | 3.72% | 0.65% | 1D RBACR | T/1M | (8199) |
| MS | LVMH Moet Hennessy Louis Vuitton SE | EUR | 233600 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | 69518 |
| JPM | Meltwater NV | NOK | 842541 | 1/25/2024 | 3.41% | 0.40% | 1M NIBOR | T/1M | 770 |
| JPM | MFE-MediaForEurope NV | EUR | 224 | 7/12/2023 | 2.54% | 0.65% | 1D ESTR | T/1M | (58) |
| JPM | Micro Focus International plc | GBP | 117758 | 8/31/2023 | 3.83% | 0.40% | 1D SONIA | T/1M | 3213 |
| MS | NAVER Corp. | USD | 77429 | 9/15/2023 | 5.83% | 1.50% | 1D FEDEF | T/1M | (1805) |
| JPM | Orange Belgium SA | EUR | 16633 | 12/11/2023 | 2.29% -2.39% | 0.40% - 0.50% | 1D ESTR | T/1M | (622) |
| MS | Orpea SA(d)(e) | EUR | 36568 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | (109810) |
| JPM | OZ Minerals Ltd. | AUD | 404840 | 2/1/2024 | 3.72% | 0.65% | 1D RBACR | T/1M | (80) |
| JPM | PEXA Group Ltd. | AUD | 15170 | 1/10/2024 | 3.72% | 0.65% | 1D RBACR | T/1M | 10234 |
| JPM | Pushpay Holdings Ltd. | NZD | 129000 | 11/3/2023 | 4.74% | 0.40% | 1M BKBM | T/1M | 1111 |
| JPM | R&Q Insurance Holdings Ltd. | GBP | 4448 | 4/11/2023 | 3.83% | 0.40% | 1D SONIA | T/1M | (5854) |
| MS | Ryanair Holdings plc | EUR | 231292 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | 48670 |
| MS | SAP SE | EUR | 524017 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | (24148) |
| JPM | Siltronic AG | EUR | 80086 | 2/7/2023 | 2.54% | 0.65% | 1D ESTR | T/1M | (63306) |
| MS | Smith & Nephew plc | GBP | 545180 | 12/4/2023 | 4.07% | 0.64% | 1D SONIA | T/1M | (42133) |
| JPM | SOHO China Ltd. | HKD | 116914 | 6/23/2023 | 1.76% | 0.40% | 1D HONIA | T/1M | 701 |
| JPM | Spire Healthcare Group plc | GBP | 22470 | 6/20/2023 | 3.83% | 0.40% | 1D SONIA | T/1M | 3340 |
| MS | Stroeer SE & Co. KGaA | EUR | 160264 | 12/11/2023 | 2.52% | 0.60% | 1M EURIBOR | T/1M | (38875) |
| JPM | Telecom Italia SpA | EUR | 14363 | 11/24/2023 | 2.54% | 0.65% | 1D ESTR | T/1M | 2468 |
| **Total Long Positions of equity swaps** | **Total Long Positions of equity swaps** |  |  |  |  |  |  |  | $**532545** |

---

See Notes to Consolidated Schedule of Investments

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 12 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

**Over the counter equity swaps — Short(c)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference<br> Entity** | **Notional<br> Amount** | **Notional<br> Amount** | **Maturity<br> Date** | **Variable-<br> Rate(b)** | **Spread** | **Reference <br> Rate** | **Frequency<br> of Fund<br> Receipt/<br> Payment** | **Value<br> and<br> Unrealized<br> Appreciation/<br> (Depreciation)** |
| MS | Air Liquide SA | EUR | (541298) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | $(70121) |
| MS | Allianz SE (Registered) | EUR | (460320) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | (67859) |
| MS | AXA SA | EUR | (307897) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | (57722) |
| MS | BASF SE | EUR | (237896) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | (1265) |
| MS | Bayerische Motoren Werke AG | EUR | (142735) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | (20644) |
| MS | Deutsche Post AG (Registered) | EUR | (298107) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | 9168 |
| MS | Deutsche Telekom AG (Registered) | EUR | (417037) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | (70484) |
| MS | Enel SpA | EUR | (130144) | 12/11/2023 | 1.49% | (0.40)% | 1D ESTR | 1M/T | 13125 |
| MS | Engie SA | EUR | (253630) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | (13484) |
| JPM | Grifols SA | USD | (32071) | 4/14/2023 | 3.92% | (0.40)% | 1D OBFR | 1M/T | 8668 |
| MS | H & M Hennes & Mauritz AB | SEK | (1767287) | 10/19/2023 | 1.92% | (0.53)% | 1W STIBOR | 1M/T | 52456 |
| MS | Hannover Rueck SE | EUR | (281721) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | (39318) |
| MS | Meituan | USD | (13360) | 7/21/2023-10/17/2023 | 4.33% | 0.00% | 1D FEDEF | 1M/T | (13360) |
| MS | Merck & Co., Inc. | USD | (223198) | 12/15/2023 | 3.98% | (0.35)% | 1D FEDEF | 1M/T | 3090 |
| JPM | Novozymes A/S | DKK | (1416406) | 1/2/2024 | 1.47% -1.62% | (0.75)% - (0.60)% | 1M CIBOR | 1M/T | (1141) |
| MS | Pfizer, Inc. | USD | (153500) | 12/15/2023 | 3.98% | (0.35)% | 1D FEDEF | 1M/T | 26200 |
| MS | Schneider Electric SE | EUR | (397794) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | (60009) |
| MS | Swisscom AG (Registered) | CHF | (280260) | 12/11/2023 | 0.60% | (0.35)% | 1D SARON | 1M/T | (18894) |
| MS | Telefonica SA | EUR | (104376) | 12/11/2023 | 1.49% | (0.40)% | 1D ESTR | 1M/T | (2005) |
| MS | Tencent Holdings Ltd. | USD | (292457) | 7/21/2023-10/17/2023 | 3.93% | (0.40)% | 1D FEDEF | 1M/T | (61392) |
| MS | Vinci SA | EUR | (387925) | 12/11/2023 | 1.54% | (0.35)% | 1D ESTR | 1M/T | (56945) |
| **Total Short Positions of equity swaps** | **Total Short Positions of equity swaps** | **Total Short Positions of equity swaps** | **Total Short Positions of equity swaps** |  |  |  |  |  | $**(441936)** |
| **Total Long and Short Positions of equity swaps** | **Total Long and Short Positions of equity swaps** | **Total Long and Short Positions of equity swaps** | **Total Long and Short Positions of equity swaps** | **Total Long and Short Positions of equity swaps** | **Total Long and Short Positions of equity swaps** |  |  |  | $**90609** |
| **Total Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Financing Costs and Other Receivables/(Payables) of equity swaps** |  |  |  |  | $**(47701)** |
| **Total Long and Short Positions including Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Long and Short Positions including Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Long and Short Positions including Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Long and Short Positions including Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Long and Short Positions including Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Long and Short Positions including Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Long and Short Positions including Financing Costs and Other Receivables/(Payables) of equity swaps** | **Total Long and Short Positions including Financing Costs and Other Receivables/(Payables) of equity swaps** |  | $**42908** |

---

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

(b) Effective
 rate at January 31, 2023.

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

(d) Value
 determined using significant unobservable inputs.

(e) Derivative
 fair valued as of January 31, 2023, in accordance with procedures approved by the valuation designee. Total value of all such
 derivatives at January 31, 2023, amounted to $(109,810), which represents (0.1)% of net assets of the Fund.

---

| | |
|:---|:---|
| **Abbreviations** | **Abbreviations** |
| BKBM | New Zealand's Bank Bill Benchmark Rate |
| CBOE | Chicago Board Options Exchange |
| CIBOR | Copenhagen Interbank Offered Rate |
| ESTR | Euro Short-Term Rate |
| EURIBOR | Euro Interbank Offered Rate |
| FEDEF | Federal Funds Floating Rate |
| FTSE | Financial Times Stock Exchange |
| HONIA | Hong Kong Overnight Index Average |
| HSCEI | Hang Seng China Enterprises Index |
| JIBAR | Johannesburg Interbank Agreed Rate |
| JPM | JPMorgan Chase Bank, NA |
| JSE | Johannesburg Stock Exchange |
| MS | Morgan Stanley Capital Services LLC |
| MSCI | Morgan Stanley Capital International |
| NIBOR | Norway Interbank Offered Rate |
| OBFR | Overnight Bank Funding Rate |
| OMX | Stockholm Stock Exchange |
| RBACR | Reserve Bank of Australia Cash Rate |
| SARON | Swiss Average Overnight Rate |
| SG | Societe Generale |
| SGX | Singapore Exchange |
| SOFR | Secured Overnight Financing Rate |

---

See Notes to Consolidated Schedule of Investments

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 13 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

---

| | |
|:---|:---|
| SONIA | Sterling Overnight Index Average Rate |
| SPI | Australian Benchmark Index |
| STIBOR | Stockholm Interbank Offered Rate |
| T | Termination Date |
| TOPIX | Tokyo Stock Price Index |
| TSX | Toronto Stock Exchange |
| 1D | One Day |
| 1M | One Month |
| 1W | One Week |

---

---

| | |
|:---|:---|
| **Currency Abbreviations** | **Currency Abbreviations** |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CZK | Czech Republic Koruna |
| EUR | Euro |
| GBP | Pound Sterling |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| ILS | Israeli New Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | Korean Won |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thailand Baht |
| TRY | Turkish Lira |
| USD | United States Dollar |
| ZAR | South African Rand |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Level 1** | **Level 2** | **Level 3<sup>\*</sup>** | **Total** |
| Investments: |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Airlines | $133340 | $— | $144 | $133484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital Markets | 2011577 |  | 610 | 2012187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Food & Staples Retailing | 623922 |  |  | 623922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Food Products |  | 1565986 |  | 1565986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health Care Equipment & Supplies | 270099 | 90304 |  | 360403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health Care Providers & Services | 2481217 | 94929 |  | 2576146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hotels, Restaurants & Leisure | 779496 | 60018 |  | 839514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Insurance | 1082143 | 878593 |  | 1960736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Interactive Media & Services | 2855632 | 32460 |  | 2888092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Internet & Direct Marketing Retail | 3028526 | 1961271 | 423905 | 5413702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Life Sciences Tools & Services | 281743 | 1102981 |  | 1384724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Media | 2662548 | 395386 | 1606 | 3059540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metals & Mining | 1457721 | 149903 |  | 1607624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multiline Retail |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oil, Gas & Consumable Fuels | 1467302 |  |  | 1467302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pharmaceuticals | 1299008 | 1436083 |  | 2735091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Professional Services | 8236 | 373111 |  | 381347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Semiconductors & Semiconductor Equipment | 1332999 | 78074 |  | 1411073 |

---

See Notes to Consolidated Schedule of Investments

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 14 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs (cont'd)** | **Level 1** | **Level 2** | **Level 3<sup>\*</sup>** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Software | $3057017 | $1344362 | $— | $4401379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Specialty Retail | 614136 |  | 5200 | 619336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Technology Hardware, Storage & Peripherals | 1320253 | 473437 |  | 1793690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trading Companies & Distributors |  | 635267 |  | 635267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other Common Stocks<sup>(a)</sup> | 22345487 |  |  | 22345487 |
| Total Common Stocks | 49112402 | 10672165 | 431465 | 60216032 |
| Preferred Stocks<sup>(a)</sup> | 47100 |  |  | 47100 |
| Convertible Preferred Stocks<sup>(a)</sup> | 55287 |  |  | 55287 |
| Corporate Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Independent Power and Renewable Electricity Producers |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Other Corporate Bonds<sup>(a)</sup> |  | 2725900 |  | 2725900 |
| Total Corporate Bonds |  | 2725900 |  | 2725900 |
| Loan Assignments<sup>(a)</sup> |  |  | 5742 | 5742 |
| Rights |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Biotechnology |  |  | 161640 | 161640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health Care Equipment & Supplies |  |  | 5775 | 5775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IT Services |  |  | 12025 | 12025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metals & Mining | 24948 |  | 4 | 24952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pharmaceuticals |  |  | 8062 | 8062 |
| Total Rights | 24948 |  | 187506 | 212454 |
| Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital Markets | 87 |  | 5 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Leisure Products | 1176 |  |  | 1176 |
| Total Warrants | 1263 |  | 5 | 1268 |
| Short-Term Investments |  | 72343538 |  | 72343538 |
| **Total Long Positions** | $**49241000** | $**85741603** | $**624718** | $**135607321** |

---

(a) The Consolidated Schedule of Investments provides information on the industry or sector categorization as well as a Positions by Country summary.

<sup>\*</sup> The following is a reconciliation between the beginning and ending balances of investments in which unobservable inputs (Level 3) were used in determining value:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Common<br> Stocks**<sup>(a)(b)</sup>** | **Corporate Bonds**<sup>(a)(c)</sup>** | **Loan <br> Assignments**<sup>(a)</sup>** | **Rights**<sup>(a)(b)</sup>** | **Warrants**<sup>(a)</sup>** | **Total** |
| **Assets:** | | | | | | |
| **Investments in Securities:** |  |  |  |  |  |  |
| Beginning Balance as of November 1, 2022 | $248739 | $– | $5738 | $149146 | $8 | $403631 |
| Transfers into Level 3 |  |  |  |  |  |  |
| Transfers out of Level 3 |  |  |  |  |  |  |
| Accrued discounts/(premiums) |  |  |  |  |  |  |
| Realized gain/(loss) | 67556 |  | (20) |  |  | 67536 |
| Change in unrealized appreciation/(depreciation) | (133719) |  | (934) | 2804 | (3) | (131852) |
| Purchases | 336239 |  | 1001 | 35556 |  | 372796 |
| Sales | (87350) |  | (43) |  |  | (87393) |
| Balance as of January 31, 2023 | $431465 | $– | $5742 | $187506 | $5 | $624718 |
| Net change in unrealized appreciation/(depreciation) on investments still held as of January 31, 2023 | $(133719) | $– | $(934) | $3904 | $(3) | $(130752) |

---

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

(b) These
 securities were valued based on a single quotation obtained from a dealer. The Fund does not have access to unobservable inputs and
 therefore cannot disclose such inputs used in formulating such quotation.

(c) The
 reconciliation between beginning and ending balances of investments in which unobservable inputs (Level 3) were used is not presented
 as all values are zero.

See Notes to Consolidated Schedule of Investments

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 15 of 17 |

---

Consolidated Schedule of Investments Absolute Return Multi-Manager Fund^ (Unaudited) (cont'd)

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Investments: |  |  |  |  |
| Common Stocks Sold Short<sup>(a)</sup> | $(12397987) | $— | $— | $(12397987) |
| **Total Short Positions** | $**(12397987)** | $**—** | $**—** | $**(12397987)** |

---

(a) The Consolidated Schedule of Investments provides information on the industry or sector categorization as well as a Positions by Country summary.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary, categorized by level (see Note A of the Notes to Consolidated Schedule of Investments), of inputs used to value the Fund's derivatives as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** | **Level 2** | **Level 3\*** | **Total** |
| Futures<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Assets | $155234 | $— | $— | $155234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liabilities | (858856) |  |  | (858856) |
| Forward contracts<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Assets |  | 408870 |  | 408870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liabilities |  | (359666) |  | (359666) |
| Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Assets |  | 1120731 |  | 1120731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liabilities |  | (968013) | (109810) | (1077823) |
| **Total** | $**(703622)** | $**201922** | $**(109810)** | $**(611510)** |

---

(a) Futures and forward contracts are reported at the cumulative unrealized appreciation/(depreciation) of the instrument.

\* The following is a reconciliation between the beginning and ending balances of derivative investments in which unobservable inputs (Level 3) were used in determining value:

---

| | |
|:---|:---|
|  | **Equity swaps**<sup>(a)</sup>** |
| **Other Financial Instruments:** |  |
| Beginning Balance as of November 1, 2022 | $– |
| Transfers into Level 3 | (109810) |
| Transfers out of Level 3 |  |
| Accrued discounts/(premiums) |  |
| Realized gain/(loss) |  |
| Change in unrealized appreciation/(depreciation) |  |
| Purchases |  |
| Sales |  |
| Balance as of January 31, 2023 | $(109810) |
| Net change in unrealized appreciation/(depreciation) on investments still held as of January 31, 2023 | $– |

---

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

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

See Notes to Consolidated Schedule of Investments

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 16 of 17 |

---

January 31, 2023

&nbsp;&nbsp;Notes to Consolidated Schedule of Investments Absolute Return Multi-Manager Fund (Unaudited)

In accordance with Accounting Standards Codification 820 "Fair Value Measurement" ("ASC 820"), all investments held by Neuberger Berman Absolute Return Multi-Manager Fund (the "Fund") are carried at the value that Neuberger Berman Investment Advisers LLC ("Management") believes the Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market for the investment under current market conditions. Various inputs, including the volume and level of activity for the asset or liability in the market, are considered in valuing the Fund's investments, some of which are discussed below. At times, Management may need to apply significant judgment to value investments in accordance with ASC 820.

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

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

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

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

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

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

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

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

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

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

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

The value of forward foreign currency contracts is determined by Management by obtaining valuations from independent pricing services based on actual traded currency rates on independent pricing services' networks, along with other traded and quoted currency rates provided to the pricing services by leading market participants (Level 2 inputs).

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

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

For information on the Fund's significant accounting policies, please refer to the Fund's most recent shareholder reports.

---

| | |
|:---|:---|
| **Date:** 03/21/2023 04:02 AM | **Project: Form Type:** |
| **Client:** __ | **File:** armm.htm **Type: Pg:** 17 of 17 |

---

Notes to Consolidated Schedule of Investments Absolute Return Multi-Manager Fund (Unaudited) (cont'd)

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

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

The value of the Fund's investments in foreign securities is generally determined using the same valuation methods and inputs as other Fund investments, as discussed above. Foreign security prices expressed in local currency values are normally translated from the local currency into U.S. dollars using the exchange rates as of 4:00 p.m. Eastern Time on days the New York Stock Exchange ("NYSE")is open for business. Management has approved the use of ICE Data Services ("ICE") to assist in determining the fair value of foreign equity securities when changes in the value of a certain index suggest that the closing prices on the foreign exchanges may no longer represent the amount that the Fund could expect to receive for those securities or on days when foreign markets are closed and U.S. markets are open. In each of these events, ICE will provide adjusted prices for certain foreign equity securities using a statistical analysis of historical correlations of multiple factors (Level 2 inputs). Management has also approved the use of ICE to evaluate the prices of foreign debt securities as of the time as of which the Fund's share price is calculated. ICE utilizes benchmark spread and yield curves and evaluates available market activity from the local close to the time as of which the Fund's share price is calculated (Level 2 inputs) to assist in determining prices for certain foreign debt securities. In the case of both foreign equity and foreign debt securities, in the absence of precise information about the market values of these foreign securities as of the time as of which the Fund's share price is calculated, Management has determined on the basis of available data that prices adjusted or evaluated in this way are likely to be closer to the prices the Fund could realize on a current sale than are the prices of those securities established at the close of the foreign markets in which the securities primarily trade.

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

The Fund invests in commodity-related instruments through Neuberger Berman Cayman ARMM Fund I Ltd. (the "Subsidiary"), which is organized under the laws of the Cayman Islands. The Fund is and expects to remain the sole shareholder of the Subsidiary. The Subsidiary is governed by its own Board of Directors. As of January 31, 2023, the Fund's investment in the Subsidiary was $24,469,378, which represents 16.2% of the Fund's net assets.

**Other matters:**

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

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

For information on the Fund's significant accounting policies, please refer to the Fund's most recent shareholder reports.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Neuberger Berman Alternative Funds

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

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

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

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

  - **Street Address 1:** 1290 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

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

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

- **a. Name of Series:** Neuberger Berman Absolute Return Multi-Manager Fund

- **b. EDGAR series identifier (if any):** S000036681

- **c. LEI of Series:** 549300F2T5LG8VHG4E66

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $157836921.49

**Total Liabilities:** $13423079.73

**Net Assets:** $144413841.76

**Amount of Assets Invested in Other Investment Companies:** $24483259.98

**Cash Not Reported:** $14917830.70

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112089 | -0.51%               | -0.89%               | 0.61%                |
| Class ID C000112088 | -0.55%               | -0.94%               | 0.47%                |
| Class ID C000135954 | -0.51%               | -0.88%               | 0.61%                |
| Class ID C000228868 | -0.33%               | -0.79%               | 0.70%                |
| Class ID C000112087 | -0.52%               | -0.90%               | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $66895.70                | $1705413.89                                |
| Month 2  | $240245.13               | $-932772.69                                |
| Month 3  | $-554173.07              | $1701073.03                                |

**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      | $-88.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BASF SE                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -4540 | NS      | $-3676.06     | -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      | $-201.06      | -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      | $56.24        | 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      | $107.71       | 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      | $160.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA OYSTER PT PHARM                                                     | Oyster Point Pharma, Inc., CVR                                                                  | CUSIP: 692CVR020<br>LEI: N/A                  | Long             |  | CORP              | US        |      8815 | NS      | $1322.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $657.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System, Inc.                                              | Columbia Banking System, Inc.                                                                   | CUSIP: 197236102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9967 | NS      | $-308079.97   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Tonies SE                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |      4329 | NS      | $1176.57      | 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      | $2222.57      | 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      | $-921.71      | -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      | $282.47       | 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      | $23.17        | 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      | $142.40       | 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      | $280.32       | 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      | $-168.44      | -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      | $469.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Euro-Schatz                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -18 | NC      | $-1028.20     | -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      | $130.75       | 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      | $37.83        | 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      | $-98.61       | -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      | $-108.97      | -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      | $-0.82        | -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      | $38.81        | 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      | $326.70       | 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      | $255.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capri Holdings Ltd.                                                        | Capri Holdings Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |      3111 | NS      | $206850.39    | 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      | $529.66       | 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      | $-7.78        | -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      | $73.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toys R Us, Inc.                                                            | Toys R Us, Inc.                                                                                 | CUSIP: N/A<br>LEI: GKCHS8C0E2CPEYJKH146       | Long             | EC               | CORP              | US        |      1040 | NS      | $5200.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $559.64       | 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      | $-123.45      | -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      | $71.52        | 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      | $-110.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnit PJSC                                                                | Magnit PJSC                                                                                     | CUSIP: N/A<br>LEI: 2534009KKPTVL99W2Y12       | Long             | EC               | CORP              | RU        |       327 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-250.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pegasus Acquisition Co. Europe BV                                          | Pegasus Acquisition Co. Europe BV, Class A                                                      | CUSIP: N/A<br>LEI: 8945002KP07Y9J48EM22       | Long             | EC               | CORP              | NL        |     12042 | NS      | $128296.31    | 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      | $560.23       | 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      | $4886.87      | 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      | $-527.07      | -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      | $-75.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SL Green Realty Corp.                                                      | SL Green Realty Corp.                                                                           | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               | CORP              | US        |    -11972 | NS      | $-492647.80   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Live Cattle                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $2497.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Devro plc                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     64021 | NS      | $157.63       | 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      | $162.71       | 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      | $57.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Kering SA                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1568 | NS      | $134629.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                             | Alphabet, Inc., Class A                                                                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12563 | NS      | $1241726.92   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-51.00       | -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      | $-170.14      | -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      | $-120.13      | -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      | $-198.10      | -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      | $-0.29        | -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      | $-82.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                              | Walmart, Inc.                                                                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1285 | NS      | $184872.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                                                       | Ally Financial, Inc.                                                                            | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | EC               | CORP              | US        |     -7985 | NS      | $-259432.65   | -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      | $-33.74       | -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      | $44.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                | TEGNA, Inc.                                                                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     45424 | NS      | $905300.32    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Brent Crude Oil                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-3101.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | MSCI Singapore Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         2 | NC      | $-464.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronav NV                                                                 | Euronav NV                                                                                      | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |      2299 | NS      | $36186.26     | 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      | $-872.98      | -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      | $-183.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                      | PayPal Holdings, Inc.                                                                           | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      5438 | NS      | $443142.62    | 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      | $-131.56      | -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      | $-217.76      | -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      | $41.40        | 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      | $-427.96      | -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      | $-287.38      | -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      | $-234.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Bioscience, Inc.                                                  | Meridian Bioscience, Inc.                                                                       | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      2656 | NS      | $90304.00     | 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      | $-180.60      | -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      | $250.03       | 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      | $139.47       | 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      | $-975.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Enel SpA                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    -24141 | NS      | $6654.95      | 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      | $233.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | KC HRW Wheat                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-4717.48     | -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      | $646.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                 | Chubb Ltd.                                                                                      | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       631 | NS      | $143546.19    | 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      | $72.05        | 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      | $108.00       | 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      | $-153.92      | -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        |       -10 | NC      | $-11362.54    | -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      | $-505.21      | -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      | $175.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qurate Retail, Inc.                                                        | Qurate Retail, Inc.                                                                             | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |      1000 | NS      | $47100.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                                                 | eBay, Inc.                                                                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       999 | NS      | $49450.50     | 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      | $93.75        | 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      | $62.90        | 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      | $44.31        | 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      | $121.56       | 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      | $444.18       | 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      | $-59.85       | -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      | $219.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                               | NVIDIA Corp.                                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       582 | NS      | $113705.34    | 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      | $-56.34       | -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      | $-144.79      | -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      | $-253.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                 | PG&E Corp.                                                                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     36261 | NS      | $576549.90    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                           | Amazon.com, Inc.                                                                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      7625 | NS      | $786366.25    | 0.54%             |  |  |  | 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      | $-49.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stroeer SE & Co. KGaA                                                      | Stroeer SE & Co. KGaA                                                                           | CUSIP: N/A<br>LEI: 529900MBF3N1ATE55378       | Long             | EC               | CORP              | DE        |      7211 | NS      | $395385.65    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $40.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Airlines, Inc.                                                      | Spirit Airlines, Inc.                                                                           | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      6096 | NS      | $120944.64    | 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      | $-103.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                              | BioMarin Pharmaceutical, Inc.                                                                   | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      5935 | NS      | $684602.25    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | 3 Month Euro EURIBOR                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -5 | NC      | $252.94       | 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      | $-104.02      | -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      | $203.17       | 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      | $15.51        | 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      | $-74.38       | -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      | $1558.28      | 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      | $150.52       | 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      | $5763.16      | 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      | $-20.86       | -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      | $223.32       | 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      | $-583.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garrett Motion, Inc.                                                       | Garrett Motion, Inc., Series A                                                                  | CUSIP: 366505204<br>LEI: 549300LS5WT7EMBNV724 | Long             | EP               | CORP              | US        |      2244 | NS      | $19926.72     | 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      | $-2581.39     | -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      | $-137.21      | -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      | $-423.24      | -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      | $757.55       | 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      | $-107.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Pegasus Acquisition Co. Europe BV                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | NL        |      4014 | NS      | $87.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | OMXS30 Index                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7 | NC      | $-379.64      | -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      | $-126.92      | -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      | $-129.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookline Bancorp, Inc.                                                    | Brookline Bancorp, Inc.                                                                         | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $9.76         | 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      | $-728.37      | -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      | $-936.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WideOpenWest, Inc.                                                         | WideOpenWest, Inc.                                                                              | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      2582 | NS      | $29667.18     | 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      | $-1526.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                        | Newell Brands, Inc.                                                                             | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Short            | EC               | CORP              | US        |    -30791 | NS      | $-491424.36   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $295.59       | 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      | $-21.92       | -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      | $45.05        | 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      | $-542.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Therapeutics plc                                                   | Horizon Therapeutics plc                                                                        | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |     12800 | NS      | $1404416.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13.14        | 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      | $-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      | $-110.23      | -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      | $-116.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Corp.                                                                | Atlas Corp.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MH        |      8850 | NS      | $131068.50    | 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      | $-4.75        | -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      | $-33911.53    | -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      | $78.46        | 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      | $102.59       | 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      | $-190.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aimia, Inc.                                                                | Aimia, Inc.                                                                                     | CUSIP: 00900Q103<br>LEI: 5299005QK3KSTUZ66Y90 | Long             | EC               | CORP              | CA        |     12250 | NS      | $33788.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | 3 Month SOFR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $-1095.98     | -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      | $-150.31      | -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      | $55.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RBOB Gasoline                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $-8603.34     | -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      | $-115.69      | -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      | $-253.32      | -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      | $783.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Overstock.com, Inc.                                                        | Overstock.com, Inc.                                                                             | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     10484 | NS      | $253817.64    | 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      | $829.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tobira Therapeutics, Inc.                                                  | Tobira Therapeutics, Inc., CVR                                                                  | CUSIP: 888CVR990<br>LEI: 54930086LNMGJM5NB025 | Long             |  | CORP              | US        |      6900 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American Airlines Group, Inc.                                              | American Airlines Group, Inc. Escrow                                                            | CUSIP: 001ESC102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14383 | NS      | $143.83       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $386.30       | 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      | $-136.96      | -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      | $126.74       | 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      | $61.82        | 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      | $-388.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SOFR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $-508.48      | -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      | $-184.31      | -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      | $-60.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Live Cattle                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        11 | NC      | $6421.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                   | Bristol-Myers Squibb Co.                                                                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6872 | NS      | $499250.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2628.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                 | Alibaba Group Holding Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |     23212 | NS      | $319134.11    | 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      | $-272.10      | -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      | $-253.18      | -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      | $346.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                            | Eli Lilly & Co.                                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1769 | NS      | $608801.35    | 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      | $6.29         | 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      | $820.66       | 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      | $3.78         | 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      | $-2069.18     | -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      | $-2594.99     | -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      | $19.42        | 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      | $8.10         | 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      | $98.95        | 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      | $277.77       | 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      | $20.80        | 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      | $49.28        | 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      | $42.19        | 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      | $430.19       | 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      | $-115.50      | -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      | $-916.51      | -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      | $232.47       | 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      | $33.13        | 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      | $-819.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                                           | Clorox Co. (The)                                                                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |     -4274 | NS      | $-618405.06   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-187.69      | -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      | $4422.89      | 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      | $256.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                                  | Pan American Silver Corp.                                                                       | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |    -16773 | NS      | $-305771.79   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-750.20      | -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      | $1232.89      | 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      | $15.20        | 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      | $-233.26      | -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      | $7.28         | 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      | $57.85        | 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      | $4303.73      | 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      | $423.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                            | BlackRock, Inc.                                                                                 | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       753 | NS      | $571685.13    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $70.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LHC Group, Inc.                                                            | LHC Group, Inc.                                                                                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      4640 | NS      | $735904.00    | 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      | $160.65       | 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      | $115.06       | 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      | $137.48       | 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      | $130.64       | 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      | $207.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                    | Vale SA                                                                                         | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |       467 | NS      | $8723.56      | 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      | $-1224.67     | -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      | $3056.77      | 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      | $5.85         | 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      | $1134.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $738.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABIOMED, Inc.                                                              | ABIOMED, Inc., CVR                                                                              | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             |  | CORP              | US        |      3300 | NS      | $5775.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $627.62       | 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      | $-15.44       | -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      | $-360.19      | -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      | $-335.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-126.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Euro-BTP                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         1 | NC      | $-489.65      | -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      | $251.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yandex NV                                                                  | Yandex NV, Class A                                                                              | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |      1193 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $26.67        | 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      | $87.63        | 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      | $116.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                | Apple, Inc.                                                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      6970 | NS      | $1005701.30   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-93.56       | -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      | $340.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                                                | Brenntag SE                                                                                     | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |      5452 | NS      | $406981.21    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2916.56      | 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      | $227.64       | 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      | $-10.58       | -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      | $376.15       | 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      | $36.47        | 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      | $-300.74      | -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      | $3.14         | 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      | $25.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comtech Telecommunications Corp.                                           | Comtech Telecommunications Corp.                                                                | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      3250 | NS      | $51545.00     | 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      | $-245.74      | -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      | $-157.34      | -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      | $-1151.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                       | NextEra Energy, Inc.                                                                            | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5675 | NS      | $423525.25    | 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      | $149.53       | 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      | $-1.31        | -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      | $87.11        | 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      | $95.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VK Co. Ltd.                                                                | VK Co. Ltd.                                                                                     | CUSIP: 560317208<br>LEI: 2138009IXUP41SPL5B50 | Long             | EC               | CORP              | VG        |      1305 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-188.46      | -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      | $-317.14      | -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      | $-806.91      | -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      | $-969.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clementia Pharmaceuticals, Inc.                                            | Clementia Pharmaceuticals, Inc., CVR                                                            | CUSIP: 185CVR016<br>LEI: N/A                  | Long             |  | CORP              | CA        |      3200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-91.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Foreign Exchange CAD/USD                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -6 | NC      | $-11282.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | 3 Month SONIA                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $-16.72       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | 3 Month SOFR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $-720.98      | -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      | $-92.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Soybean                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $12194.86     | 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      | $-57.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                               | JD.com, Inc., Class A                                                                           | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |       723 | NS      | $21468.31     | 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      | $-117.73      | -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      | $8.97         | 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      | $192.01       | 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      | $-1357.72     | -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      | $86.27        | 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      | $4388.01      | 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      | $-3660.86     | -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      | $700.13       | 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      | $-272.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                 | Digital Realty Trust, Inc.                                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |     -5101 | NS      | $-584676.62   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2.67        | -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      | $40.29        | 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      | $101.43       | 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      | $-52.04       | -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      | $318.46       | 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      | $106.04       | 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      | $-127.53      | -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      | $113.77       | 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      | $-259.03      | -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      | $-180.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                        | Expedia Group, Inc.                                                                             | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       462 | NS      | $52806.60     | 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      | $-376.47      | -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      | $-30.83       | -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      | $509.83       | 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      | $176.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                      | Cheniere Energy, Inc.                                                                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4033 | NS      | $616202.07    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1.33         | 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      | $-288.30      | -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      | $211.08       | 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      | $-545.78      | -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      | $-139.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                      | Albertsons Cos., Inc., Class A                                                                  | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      7200 | NS      | $152640.00    | 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      | $-36.24       | -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      | $77.99        | 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      | $21.66        | 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      | $-536.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                                         | Atlas Air Worldwide Holdings, Inc.                                                              | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      4077 | NS      | $416710.17    | 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      | $-620.74      | -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      | $-131.92      | -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      | $64.23        | 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      | $-195.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Canada 10 Year Bond                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -2 | NC      | $60.89        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | EURO STOXX 50 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         5 | NC      | $549.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexion Therapeutics, Inc.                                                 | Flexion Therapeutics, Inc., CVR                                                                 | CUSIP: 339CVR011<br>LEI: N/A                  | Long             |  | CORP              | US        |     18500 | NS      | $12025.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $167.45       | 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      | $3750.64      | 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      | $892.52       | 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      | $-69.89       | -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      | $77.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Croda International plc                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       939 | NS      | $6001.11      | 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      | $51.52        | 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      | $-361.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seacoast Banking Corp. of Florida                                          | Seacoast Banking Corp. of Florida                                                               | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Short            | EC               | CORP              | US        |      -964 | NS      | $-30954.04    | -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      | $3008.18      | 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      | $342.67       | 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      | $167.45       | 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      | $-33.63       | -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      | $181.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                                             | Spectrum Brands Holdings, Inc.                                                                  | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      3036 | NS      | $206083.68    | 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      | $-26.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GenOn Energy, Inc.                                                         | GenOn Energy, Inc. Escrow                                                                       | CUSIP: 3724ESC94<br>LEI: 54930052FQLRHOTY0J14 | Long             | DBT              | CORP              | US        |    354000 | PA      | $0.00         | 0.00%             | 2018-10-15      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | Smith & Nephew plc                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     48917 | NS      | $-39551.06    | -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      | $-652.47      | -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      | $184.01       | 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      | $-205.48      | -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      | $-3.09        | -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      | $48.61        | 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      | $71.26        | 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      | $-3.52        | -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      | $61.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                                     | Petroleo Brasileiro SA                                                                          | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      6339 | NS      | $73532.40     | 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      | $-123.04      | -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      | $-355.54      | -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      | $-131.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-108.87      | -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      | $14.81        | 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      | $172.70       | 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      | $-54.79       | -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      | $930.10       | 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      | $-93.23       | -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      | $-972.58      | -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      | $219.13       | 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      | $-91.96       | -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      | $111.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Television GmbH                                                     | Deluxe Television GmbH                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |     16063 | NS      | $1606.32      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $176.13       | 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      | $612.39       | 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      | $1026.34      | 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      | $200.67       | 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      | $-261.54      | -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      | $-125.62      | -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      | $-6.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                   | Equitable Holdings, Inc.                                                                        | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     19095 | NS      | $612376.65    | 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      | $293.72       | 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      | $26.37        | 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      | $105.43       | 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      | $-339.62      | -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      | $103.56       | 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      | $145.49       | 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      | $-458.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seritage Growth Properties                                                 | Seritage Growth Properties, Class A                                                             | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |     15529 | NS      | $188677.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Meltwater NV                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     47387 | NS      | $770.98       | 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      | $-140.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SPI 200 Index                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         2 | NC      | $3095.03      | 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      | $-8.70        | -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      | $38.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 100 oz Gold                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $-2043.86     | -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      | $133.47       | 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      | $27.32        | 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      | $-33.20       | -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      | $303.94       | 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      | $158.73       | 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      | $13.02        | 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      | $2779.80      | 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      | $221.43       | 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      | $-45.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                    | Vale SA                                                                                         | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      8825 | NS      | $164851.00    | 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      | $-235.33      | -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      | $37.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                              | Netflix, Inc.                                                                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |      -419 | NS      | $-148267.34   | -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      | $190.22       | 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      | $169.41       | 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      | $-660.85      | -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      | $46.44        | 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      | $211.38       | 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      | $184.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SONIA                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -1 | NC      | $-418.22      | -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      | $-645.59      | -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      | $-28.50       | -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      | $-277.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $469.28       | 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      | $115.63       | 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      | $34.21        | 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      | $203.33       | 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      | $-161.02      | -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      | $-103.32      | -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      | $-688.43      | -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      | $-70.70       | -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      | $-45.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Electricite de France SA                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     20841 | NS      | $16588.07     | 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      | $-58.36       | -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      | $25.58        | 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      | $51.17        | 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      | $166.78       | 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      | $-130.46      | -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      | $-85.63       | -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      | $2.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capri Holdings Ltd.                                                        | Capri Holdings Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |      1624 | NS      | $107979.76    | 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      | $-117.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEXA Group Ltd.                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1166 | NS      | $10707.49     | 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      | $168.89       | 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      | $-19250.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | EMIS Group plc                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      3785 | NS      | $112.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MaxLinear, Inc.                                                            | MaxLinear, Inc.                                                                                 | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Short            | EC               | CORP              | US        |      -292 | NS      | $-12030.40    | -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      | $-7.47        | -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      | $-521.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | LVMH Moet Hennessy Louis Vuitton SE                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       292 | NS      | $69367.59     | 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      | $10.52        | 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      | $-20.95       | -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      | $36.30        | 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      | $250.18       | 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      | $-48.61       | -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      | $528.78       | 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      | $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      | $-80.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Lean Hogs                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $57.40        | 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      | $321.46       | 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      | $29.57        | 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      | $-31.53       | -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      | $-11.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fix Price Group plc                                                        | Fix Price Group plc                                                                             | CUSIP: 33835G205<br>LEI: 549300EXJV1RPGZNH608 | Long             | EC               | CORP              | CY        |       144 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $311.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $81.41        | 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      | $-289.76      | -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      | $-1555.95     | -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      | $72.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Pfizer, Inc.                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -3476 | NS      | $24774.89     | 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      | $12.04        | 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      | $-20.95       | -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      | $98.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altaba, Inc.                                                               | Altaba, Inc. Escrow                                                                             | CUSIP: 021ESC017<br>LEI: 549300ZJC0V1K2ZCKG85 | Long             | EC               | CORP              | US        |    128456 | NS      | $423904.80    | 0.29%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1175.39      | 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      | $201.47       | 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      | $510.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GenOn Energy, Inc.                                                         | GenOn Energy, Inc. Escrow                                                                       | CUSIP: 3724ESC78<br>LEI: 54930052FQLRHOTY0J14 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $0.00         | 0.00%             | 2020-10-15      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-83.95       | -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      | $-39.64       | -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      | $87.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $22.30        | 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      | $-912.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                        | Toll Brothers, Inc.                                                                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Short            | EC               | CORP              | US        |     -5835 | NS      | $-347124.15   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-247.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | HeidelbergCement AG                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      8582 | NS      | $71863.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                | Baidu, Inc., Class A                                                                            | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |      1931 | NS      | $32460.19     | 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      | $278.14       | 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      | $-2841.55     | -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      | $66.18        | 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      | $-416.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SOFR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $-991.74      | -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      | $165.94       | 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      | $-1804.76     | -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      | $-19.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Elis SA                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     28685 | NS      | $104985.40    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Hermes International                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       136 | NS      | $92385.68     | 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      | $-66.99       | -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      | $-17.32       | -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      | $47.83        | 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      | $-112.53      | -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      | $-135.88      | -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      | $-108.93      | -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      | $-210.62      | -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      | $35.04        | 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      | $642.82       | 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      | $82.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                                          | Liberty Media Corp-Liberty Braves, Class C                                                      | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4304 | NS      | $149262.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health, Inc.                                                       | Signify Health, Inc., Class A                                                                   | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18353 | NS      | $522326.38    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Soybean Meal                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $15654.80     | 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      | $566.96       | 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      | $4316.85      | 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      | $117.67       | 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      | $2365.78      | 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      | $475.97       | 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      | $-126.82      | -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      | $668.09       | 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      | $132.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adamas Pharmaceuticals, Inc.                                               | Adamas Pharmaceuticals, Inc., CVR                                                               | CUSIP: 005CVR014<br>LEI: 529900JBG6S9MXH83I79 | Long             |  | CORP              | US        |     12300 | NS      | $615.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $27.51        | 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      | $-57.25       | -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      | $-214.66      | -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      | $783.49       | 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      | $-358.30      | -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      | $-317.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SAP SE                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      4835 | NS      | $-19199.51    | -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      | $-133.02      | -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      | $28.15        | 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      | $276.26       | 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      | $-394.78      | -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      | $231.80       | 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      | $-192.42      | -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      | $-679.58      | -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      | $264.42       | 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      | $149.78       | 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      | $-174.47      | -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      | $101.74       | 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      | $-22.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                | Baidu, Inc.                                                                                     | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |       637 | NS      | $85791.16     | 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      | $169.64       | 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      | $444.67       | 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      | $-62.54       | -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      | $36.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Grifols SA                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -2433 | NS      | $8668.13      | 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      | $130.39       | 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      | $-137.48      | -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      | $-180.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Aspen Pharmacare Holdings Ltd.                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      6692 | NS      | $-10980.39    | -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      | $-97.74       | -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      | $620.69       | 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      | $-4813.35     | -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      | $190.29       | 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      | $-472.80      | -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      | $1000.31      | 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      | $78.50        | 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      | $-6.03        | -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      | $-115.24      | -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      | $233.57       | 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      | $-468.46      | -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      | $30.14        | 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      | $108.14       | 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      | $1147.74      | 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      | $-3810.16     | -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      | $56.25        | 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      | $-468.21      | -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      | $1710.01      | 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      | $-204.52      | -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      | $114.75       | 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      | $-450.97      | -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      | $736.53       | 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      | $-77.33       | -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      | $96.11        | 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      | $202.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ForgeRock, Inc.                                                            | ForgeRock, Inc., Class A                                                                        | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16828 | NS      | $334204.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-294.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month Euro EURIBOR                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -13 | NC      | $1170.19      | 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      | $95.94        | 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      | $-17.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                                  | Pan American Silver Corp., CVR                                                                  | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             |  | CORP              | CA        |     39600 | NS      | $24948.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4, Inc.                                                              | KnowBe4, Inc., Class A                                                                          | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13349 | NS      | $332256.61    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1298.23     | -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      | $75.18        | 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      | $39.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Pharmaceuticals Holding Co. Ltd.                                  | Shanghai Pharmaceuticals Holding Co. Ltd., Class H                                              | CUSIP: N/A<br>LEI: 30030029J1KKCBY19820       | Long             | EC               | CORP              | CN        |     30284 | NS      | $53396.61     | 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      | $462.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Schneider Electric SE                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -2682 | NS      | $-61043.11    | -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      | $-226.58      | -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      | $323.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Copper                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $5521.04      | 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      | $-1775.18     | -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      | $60.84        | 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      | $-324.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Orpea SA                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      5136 | NS      | $-115675.38   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | U.S. Treasury 10 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-720.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                 | Alibaba Group Holding Ltd.                                                                      | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       652 | NS      | $71850.40     | 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      | $3873.58      | 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      | $-106.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | FinTech Acquisition Corp. III                                                                   | CUSIP: 31811A119<br>LEI: N/A                  | N/A              | DE               |  | US        |      1770 | NS      | $4.60         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $723.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sendas Distribuidora SA                                                    | Sendas Distribuidora SA                                                                         | CUSIP: 81689T104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      1071 | NS      | $20659.59     | 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      | $170.04       | 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      | $3516.11      | 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      | $-14.46       | -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      | $-309.07      | -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      | $-388.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                               | Samsung Electronics Co. Ltd.                                                                    | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       382 | NS      | $473436.87    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                                         | Kinross Gold Corp., CVR                                                                         | CUSIP: N/A<br>LEI: 549300UEBMAQDN0K0R06       | Long             |  | CORP              | CA        |      4800 | NS      | $3.61         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Paramount Global                                                           | Paramount Global, Class B                                                                       | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |    -20515 | NS      | $-475127.40   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-281.75      | -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      | $263.46       | 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      | $-27.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Entertainment Services Group, Inc.                                  | Deluxe Entertainment Services Group, Inc., 1st Lien Term Loan                                   | CUSIP: 24802JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14440 | PA      | $5775.97      | 0.00%             | 2024-03-25      | Variable      | 9.73%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $66.92        | 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      | $-24.29       | -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      | $-221.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trean Insurance Group, Inc.                                                | Trean Insurance Group, Inc.                                                                     | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5371 | NS      | $32709.39     | 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      | $161.24       | 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      | $-8.88        | -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      | $317.60       | 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      | $24.52        | 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      | $4465.77      | 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      | $-50.45       | -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      | $-52.40       | -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      | $757.43       | 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      | $-836.04      | -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      | $3026.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evoqua Water Technologies Corp.                                            | Evoqua Water Technologies Corp.                                                                 | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      3200 | NS      | $155232.00    | 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      | $-280.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                               | Wal-Mart de Mexico SAB de CV                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     48867 | NS      | $191414.46    | 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      | $-84.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                | Deere & Co.                                                                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1029 | NS      | $435102.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinopharm Group Co. Ltd.                                                   | Sinopharm Group Co. Ltd., Class H                                                               | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |     16945 | NS      | $41532.06     | 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      | $641.17       | 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      | $-100.42      | -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      | $390.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yandex NV                                                                  | Yandex NV, Class A                                                                              | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Long             | EC               | CORP              | NL        |       235 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $121.73       | 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      | $3239.52      | 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      | $125.36       | 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      | $10.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X5 Retail Group NV                                                         | X5 Retail Group NV                                                                              | CUSIP: 98387E205<br>LEI: 213800J17UJJJDGUVF56 | Long             | EC               | CORP              | NL        |      4390 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Credit Acceptance Corp.                                                    | Credit Acceptance Corp.                                                                         | CUSIP: 225310101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1276 | NS      | $-590328.64   | -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      | $29.73        | 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      | $-24.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                     | Eurofins Scientific SE                                                                          | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |     11557 | NS      | $828981.18    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-583.19      | -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      | $100.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coupa Software, Inc.                                                       | Coupa Software, Inc.                                                                            | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     12427 | NS      | $993165.84    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $250.16       | 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      | $0.47         | 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      | $319.69       | 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      | $-120.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duck Creek Technologies, Inc.                                              | Duck Creek Technologies, Inc.                                                                   | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $12304.50     | 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      | $316.96       | 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      | $570.85       | 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      | $598.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                   | International Flavors & Fragrances, Inc.                                                        | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |     -3919 | NS      | $-440730.74   | -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      | $227.89       | 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      | $-196.98      | -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      | $-526.21      | -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      | $58.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                 | MSCI, Inc.                                                                                      | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1787 | NS      | $949897.72    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-189.03      | -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      | $546.42       | 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      | $195.81       | 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      | $-2153.57     | -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      | $2341.01      | 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      | $927.18       | 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      | $151.88       | 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      | $-382.09      | -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      | $274.04       | 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      | $-79.89       | -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      | $27.86        | 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      | $408.43       | 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      | $34.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Link Administration Holdings Ltd.                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      8774 | NS      | $-8608.44     | -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      | $-214.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                | Apple, Inc.                                                                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      2180 | NS      | $314552.20    | 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      | $3337.05      | 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      | $224.58       | 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      | $17.60        | 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      | $67.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SONIA                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $583.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | FCOJ-A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $2269.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Siltronic AG                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1051 | NS      | $-62761.24    | -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      | $44.91        | 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      | $8.59         | 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      | $114.26       | 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      | $-118.98      | -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      | $247.31       | 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      | $375.83       | 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      | $-1.10        | -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      | $-201.00      | -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      | $36.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Telecom Italia SpA                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     54427 | NS      | $2485.16      | 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      | $84.63        | 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      | $-22.64       | -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      | $971.45       | 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      | $194.27       | 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      | $-86.78       | -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      | $250.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SGX FTSE Taiwan Index                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         2 | NC      | $-2331.80     | -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      | $10.94        | 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      | $-101.27      | -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      | $142.07       | 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      | $-124.59      | -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      | $-358.53      | -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      | $206.48       | 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      | $-276.17      | -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      | $-104.91      | -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      | $-257.66      | -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      | $81.62        | 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      | $-65.20       | -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      | $-41.44       | -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      | $86.71        | 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      | $358.08       | 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      | $-435.49      | -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      | $-778.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Danone SA                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     19891 | NS      | $-41254.92    | -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      | $-1.18        | -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      | $8.29         | 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      | $-59.25       | -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      | $-5.34        | -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      | $-12.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                       | Vornado Realty Trust                                                                            | CUSIP: 929042109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -19216 | NS      | $-468678.24   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $86.86        | 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      | $-27.93       | -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      | $1547.55      | 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      | $1335.76      | 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      | $-65.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Air Liquide SA                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -3706 | NS      | $-72483.45    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd.                                                   | Tower Semiconductor Ltd.                                                                        | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     18130 | NS      | $757652.70    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $59.05        | 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      | $-123.30      | -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      | $303.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Deutsche Post AG (Registered)                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -7570 | NS      | $9116.06      | 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      | $-29919.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                                                  | Church & Dwight Co., Inc.                                                                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |     -7111 | NS      | $-574995.46   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3.50        | -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      | $1395.81      | 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      | $-525.38      | -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      | $-26.87       | -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      | $-227.28      | -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      | $-107.14      | -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      | $-255.10      | -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      | $19.95        | 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      | $5548.58      | 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      | $-200.47      | -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      | $-557.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SONIA                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -2 | NC      | $-1930.86     | -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      | $-244.72      | -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      | $139.07       | 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      | $8.48         | 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      | $120.02       | 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      | $-1481.71     | -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      | $-1013.93     | -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      | $-598.53      | -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      | $-365.70      | -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      | $136.58       | 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      | $51.78        | 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      | $-661.21      | -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      | $146.62       | 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      | $91.27        | 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      | $1521.97      | 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      | $-717.08      | -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      | $121.19       | 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      | $-179.58      | -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      | $-751.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-40.34       | -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      | $-108.72      | -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      | $-1140.75     | -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      | $927.52       | 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      | $1237.53      | 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      | $-37.58       | -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      | $38.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Vinci SA                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -3743 | NS      | $-58382.76    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | NAVER Corp.                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       471 | NS      | $-1609.20     | -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      | $1717.06      | 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      | $187.62       | 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      | $-95.53       | -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      | $546.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontline plc                                                              | Frontline plc                                                                                   | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Short            | EC               | CORP              | CY        |     -3412 | NS      | $-47187.96    | -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      | $134.35       | 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      | $632.38       | 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      | $652.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1Life Healthcare, Inc.                                                     | 1Life Healthcare, Inc.                                                                          | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38839 | NS      | $621035.61    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-56.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Engie SA                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    -19480 | NS      | $-15256.53    | -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      | $317.03       | 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      | $-248.37      | -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      | $-4.92        | -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      | $213.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SOFR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-164.62      | -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      | $54.83        | 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      | $-144.16      | -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      | $-39.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shaw Communications, Inc.                                                  | Shaw Communications, Inc., Class B                                                              | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |     56721 | NS      | $1688137.69   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-496.12      | -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      | $55.15        | 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      | $562.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                       | Meta Platforms, Inc., Class A                                                                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      8741 | NS      | $1302146.77   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | 3 Month Canadian Bankers Acceptance                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -6 | NC      | $-634.64      | -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      | $-55.69       | -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      | $1767.61      | 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      | $-158.72      | -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      | $66.13        | 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      | $188.11       | 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      | $-139.86      | -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      | $203.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                        | Teva Pharmaceutical Industries Ltd.                                                             | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      1207 | NS      | $12721.78     | 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      | $387.18       | 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      | $178.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMware, Inc.                                                               | VMware, Inc., Class A                                                                           | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      4750 | NS      | $581732.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-93.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | AXA SA                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    -10760 | NS      | $-59621.72    | -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      | $-515.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SONIA                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $532.93       | 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      | $-937.15      | -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      | $345.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | HSCEI                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         1 | NC      | $-1512.79     | -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      | $4126.26      | 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      | $269.99       | 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      | $177.84       | 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      | $-152.82      | -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      | $-201.90      | -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      | $-113.18      | -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      | $-59.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altra Industrial Motion Corp.                                              | Altra Industrial Motion Corp.                                                                   | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      5256 | NS      | $320983.92    | 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      | $-192.17      | -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      | $925.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Summit Industrial Income REIT                                              | Summit Industrial Income REIT                                                                   | CUSIP: 866120116<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | EC               | CORP              | CA        |     28450 | NS      | $489223.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $544.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | R&Q Insurance Holdings Ltd.                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      5930 | NS      | $-6030.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Foreign Exchange USD/NOK                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $363.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp.                                                              | Sciplay Corp., Class A                                                                          | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |      1357 | NS      | $23055.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                            | ASML Holding NV                                                                                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       118 | NS      | $78074.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | H & M Hennes & Mauritz AB                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    -13794 | NS      | $45953.64     | 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      | $28.42        | 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      | $724.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                                    | Aon plc, Class A                                                                                | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      1285 | NS      | $409503.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                                                  | IAA, Inc.                                                                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     10834 | NS      | $452102.82    | 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      | $-53.41       | -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      | $-131.08      | -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      | $-805.27      | -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      | $112.71       | 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      | $-60.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | TOPIX Index                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         3 | NC      | $3063.63      | 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      | $2931.43      | 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      | $95.52        | 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      | $-205.71      | -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      | $-129.65      | -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      | $277.49       | 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      | $1525.36      | 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      | $1.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Brasileira de Distribuicao                                             | Cia Brasileira de Distribuicao                                                                  | CUSIP: 20440T300<br>LEI: 5299003V5B6KLICZCC14 | Long             | EC               | CORP              | BR        |      1071 | NS      | $4337.55      | 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      | $346.31       | 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      | $-431.13      | -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      | $-66.63       | -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      | $-113.01      | -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      | $-690.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Natural Gas                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $15284.06     | 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      | $10.93        | 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      | $-24.91       | -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      | $-148.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ambit Biosciences Corp.                                                    | Ambit Biosciences Corp., CVR                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |     70000 | NS      | $118300.00    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $122.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SunEdison, Inc.                                                            | SunEdison, Inc.                                                                                 | CUSIP: N/A<br>LEI: 5493004W8FBXFVSWVZ87       | Long             | EC               | CORP              | US        |     16689 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-732.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Platinum                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-3898.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Gerresheimer AG                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1385 | NS      | $4303.58      | 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      | $-124.09      | -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      | $-55.26       | -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      | $172.76       | 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      | $-807.69      | -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      | $24.81        | 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      | $1.73         | 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      | $-1300.43     | -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      | $-39.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                | Baidu, Inc.                                                                                     | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |       166 | NS      | $22356.88     | 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      | $-722.92      | -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      | $-594.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SGX NIFTY 50 Index                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -4 | NC      | $-570.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Telesat Corp.                                                              | Telesat Corp.                                                                                   | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4885 | NS      | $45137.40     | 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      | $53.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                   | Motorola Solutions, Inc.                                                                        | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1951 | NS      | $501426.51    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-277.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Foreign Exchange JPY/USD                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -34 | NC      | $-153566.52   | -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      | $134.12       | 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      | $553.42       | 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      | $232.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1333.06     | -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      | $-377.99      | -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      | $88.44        | 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      | $51.28        | 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      | $1572.58      | 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      | $57.58        | 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      | $665.36       | 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      | $417.36       | 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      | $330.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SOFR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-689.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                                                             | Trex Co., Inc.                                                                                  | CUSIP: 89531P105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -10514 | NS      | $-554298.08   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3827.54      | 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      | $118.04       | 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      | $-214.84      | -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      | $157.20       | 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      | $255.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                          | Ulta Beauty, Inc.                                                                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       662 | NS      | $340241.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $112.92       | 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      | $-506.20      | -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      | $-394.28      | -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      | $427.41       | 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      | $1025.86      | 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      | $1044.14      | 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      | $358.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                     | SAP SE                                                                                          | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     11341 | NS      | $1344362.40   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1760.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                        | Expedia Group, Inc.                                                                             | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2056 | NS      | $235000.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-448.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 2001 Cat RE Ltd.                                                           | 2001 Cat RE Ltd., Series A                                                                      | CUSIP: 90215BAA5<br>LEI: 5493007NG10QO60NSO35 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $699525.00    | 0.48%             | 2024-01-08      | Floating      | 17.10%                | No            |                  2 | On Loan: No      |
| Pershing Square                                                            | Pershing Square, Escrow                                                                         | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6100 | NS      | $610.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Indus Realty Trust, Inc.                                                   | Indus Realty Trust, Inc.                                                                        | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |       300 | NS      | $19230.00     | 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      | $-653.44      | -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      | $149.58       | 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      | $681.72       | 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      | $316.39       | 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      | $-80.58       | -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      | $2338.88      | 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      | $-199.58      | -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      | $45.19        | 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      | $166.79       | 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      | $103.64       | 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      | $-205.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard, Inc.                                                  | Activision Blizzard, Inc.                                                                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     17499 | NS      | $1339898.43   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $127.88       | 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      | $-102.96      | -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      | $-1.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Euro-OAT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -1 | NC      | $-372.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Entertainment Services Group, Inc.                                  | Deluxe Entertainment Services Group, Inc., 2nd Lien Term Loan                                   | CUSIP: 24802JAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150645 | PA      | $0.00         | 0.00%             | 2024-09-25      | Variable      | 10.73%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $40.38        | 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      | $-236.44      | -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      | $-266.09      | -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      | $-34.75       | -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      | $2423.36      | 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      | $205.37       | 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      | $-302.75      | -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      | $-114.34      | -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      | $272.39       | 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        |         4 | NC      | $5824.63      | 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      | $166.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                        | Cisco Systems, Inc.                                                                             | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2976 | NS      | $144841.92    | 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      | $-1914.10     | -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      | $-144.62      | -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      | $-9644.37     | -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      | $-170.26      | -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      | $-98.00       | -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      | $-226.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Anima Holding SpA                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     91776 | NS      | $-16457.63    | -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      | $-238.92      | -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      | $-24.48       | -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      | $-2768.36     | -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      | $1980.74      | 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      | $-114.92      | -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      | $-189.62      | -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      | $-415.20      | -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      | $35.23        | 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      | $1125.75      | 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      | $-129.72      | -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      | $105.53       | 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      | $-521.00      | -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      | $93.50        | 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      | $-203.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Corp.                                                               | Rogers Corp.                                                                                    | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      3650 | NS      | $509503.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-59.88       | -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      | $-196.74      | -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      | $21.17        | 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      | $5.29         | 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      | $-20.47       | -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      | $589.04       | 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      | $-459.67      | -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      | $-54.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Allianz SE (Registered)                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -2100 | NS      | $-71194.23    | -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      | $103.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                                          | Mystic Re IV Ltd., Series A                                                                     | CUSIP: 62865LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $710625.00    | 0.49%             | 2024-01-08      | Floating      | 14.33%                | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                             | Broadcom, Inc.                                                                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |      -507 | NS      | $-296600.07   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-181.87      | -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      | $651.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                       | JPMorgan Chase & Co.                                                                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2648 | NS      | $370614.08    | 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      | $-29.02       | -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      | $350.93       | 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      | $-29.61       | -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      | $-550.75      | -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      | $87.17        | 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      | $173.30       | 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      | $-221.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Brenntag SE                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      9146 | NS      | $56419.67     | 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      | $196.45       | 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      | $452.55       | 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      | $36.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Professional Holding Corp.                                                 | Professional Holding Corp., Class A                                                             | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |      1100 | NS      | $31515.00     | 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      | $13.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                             | Morgan Stanley                                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3117 | NS      | $303377.61    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Coffee 'C'                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-21455.34    | -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      | $-80.39       | -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      | $-45.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-201.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                          | T-Mobile US, Inc.                                                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      4651 | NS      | $694440.81    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-51.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                      | Quanta Services, Inc.                                                                           | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      4423 | NS      | $673136.37    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-108.79      | -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      | $-1164.80     | -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      | $-127.39      | -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      | $1012.99      | 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      | $157.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Spire Healthcare Group plc                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      9247 | NS      | $3192.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Robusta Coffee                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1769.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                                             | Apollo Global Management, Inc.                                                                  | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9594 | NS      | $679063.32    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-655.23      | -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      | $551.71       | 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      | $243.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $240.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month Canadian Bankers Acceptance                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -10 | NC      | $178.15       | 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      | $-1835.43     | -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      | $241.05       | 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      | $-2328.91     | -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      | $360.75       | 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      | $-311.51      | -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      | $558.25       | 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      | $-127.15      | -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      | $54.65        | 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      | $-117.64      | -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      | $-529.81      | -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      | $130.87       | 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      | $1409.84      | 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      | $-39.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AZEK Co., Inc. (The)                                                       | AZEK Co., Inc. (The)                                                                            | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Short            | EC               | CORP              | US        |    -18658 | NS      | $-450217.54   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                        | Teva Pharmaceutical Industries Ltd.                                                             | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       464 | NS      | $4890.56      | 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      | $370.67       | 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      | $10.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1999.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Canola                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-6264.54     | -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      | $4987.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Australia 3 Year Bond                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         5 | NC      | $-1531.51     | -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      | $152.08       | 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      | $-13.71       | -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      | $-90.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Capital Reinsurance 2020 DAC                                         | Atlas Capital Reinsurance 2020 DAC, Series 2020                                                 | CUSIP: 04921RAA6<br>LEI: 635400TFSTBCGF2IFN67 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $664300.00    | 0.46%             | 2024-06-10      | Floating      | 12.57%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-39.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                               | Lennar Corp., Class A                                                                           | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |     -2240 | NS      | $-229376.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-98.41       | -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      | $198.67       | 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      | $-219.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                           | Roche Holding AG                                                                                | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      4050 | NS      | $1264290.13   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-86.74       | -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      | $-371.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                 | Alibaba Group Holding Ltd.                                                                      | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      7925 | NS      | $873335.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Entain plc                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      4765 | NS      | $385.22       | 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      | $130.39       | 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      | $-348.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Euro-BTP                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -2 | NC      | $4567.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                                                     | Petroleo Brasileiro SA                                                                          | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      4209 | NS      | $48824.40     | 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      | $-55.96       | -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      | $224.26       | 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      | $-82.26       | -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      | $3.69         | 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      | $-224.55      | -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      | $40.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Meituan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -600 | NS      | $-13360.28    | -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      | $1270.58      | 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      | $-34.29       | -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      | $72.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Novozymes A/S                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -3686 | NS      | $-1104.88     | -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      | $179.83       | 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      | $95.67        | 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      | $-2379.17     | -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      | $-426.98      | -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      | $156.66       | 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      | $365.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Nikkei 225 Index                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         1 | NC      | $-39.38       | -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      | $286.94       | 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      | $-11.62       | -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      | $-105.22      | -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      | $-441.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNM Resources, Inc.                                                        | PNM Resources, Inc.                                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     16734 | NS      | $827998.32    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-82.32       | -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      | $-253.64      | -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      | $-43.99       | -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      | $-33.63       | -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      | $-113.82      | -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      | $-119.76      | -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      | $43.46        | 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      | $-460.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evo Payments, Inc.                                                         | Evo Payments, Inc., Class A                                                                     | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     13111 | NS      | $444069.57    | 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      | $278.99       | 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      | $-75.33       | -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      | $239.42       | 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      | $-33.12       | -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      | $-2098.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Group, Inc.                                              | American Airlines Group, Inc.                                                                   | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $12395.52     | 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      | $165.36       | 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      | $-7.56        | -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      | $582.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SGX FTSE China A50 Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         8 | NC      | $-3497.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Tencent Holdings Ltd.                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -6000 | NS      | $-61391.64    | -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      | $-926.82      | -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      | $65.80        | 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      | $85.38        | 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      | $-78.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                                    | IMCD NV                                                                                         | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |      1440 | NS      | $228285.89    | 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      | $608.73       | 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      | $-93.99       | -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      | $455.05       | 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      | $-51.14       | -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      | $-26.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Hannover Rueck SE                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1513 | NS      | $-42922.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnachip Semiconductor Corp.                                              | Magnachip Semiconductor Corp.                                                                   | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |      9900 | NS      | $104940.00    | 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      | $51.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Brasileira de Distribuicao                                             | Cia Brasileira de Distribuicao                                                                  | CUSIP: 20440T300<br>LEI: 5299003V5B6KLICZCC14 | Long             | EC               | CORP              | BR        |      2780 | NS      | $11259.00     | 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      | $-1767.28     | -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      | $-390.35      | -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      | $20.80        | 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      | $29.38        | 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      | $37.28        | 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      | $706.12       | 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      | $-971.71      | -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      | $-129.46      | -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      | $989.41       | 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      | $200.31       | 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      | $328.11       | 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      | $-2506.81     | -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      | $254.77       | 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      | $-395.99      | -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      | $696.43       | 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      | $-39.46       | -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      | $-2297.54     | -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      | $-459.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kellogg Co.                                                                | Kellogg Co.                                                                                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Short            | EC               | CORP              | US        |     -8257 | NS      | $-566265.06   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-70.59       | -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      | $9.69         | 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      | $-17.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Foreign Exchange ZAR/USD                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         2 | NC      | $671.26       | 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      | $36.00        | 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      | $-56.80       | -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      | $-836.62      | -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      | $3016.50      | 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      | $99.79        | 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      | $-434.32      | -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      | $-1008.06     | -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      | $-411.43      | -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      | $90.00        | 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      | $2785.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresh Market, Inc. (The)                                                   | Fresh Market, Inc. (The) Escrow                                                                 | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |     46500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1572.81      | 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      | $201.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Swisscom AG (Registered)                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -519 | NS      | $-19044.23    | -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      | $-33.05       | -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      | $-284.51      | -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      | $-517.46      | -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      | $457.82       | 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      | $-4.48        | -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      | $1.27         | 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      | $576.12       | 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      | $-1486.62     | -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      | $2.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOHO China Ltd.                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     76917 | NS      | $686.66       | 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      | $-38.26       | -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      | $-290.05      | -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      | $191.37       | 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      | $-340.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | FTSE 100 Index                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         2 | NC      | $-2010.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Foreign Exchange MXN/USD                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         4 | NC      | $6292.52      | 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      | $980.83       | 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      | $3818.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                             | BHP Group Ltd.                                                                                  | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      9077 | NS      | $636751.55    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5570.80      | 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      | $129.69       | 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      | $1198.31      | 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      | $25.85        | 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      | $47.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | CAC 40 10 Euro Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         3 | NC      | $953.31       | 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      | $314.92       | 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      | $-182.86      | -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      | $764.20       | 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      | $-87.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                          | Caterpillar, Inc.                                                                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1784 | NS      | $450085.36    | 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      | $-1524.86     | -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      | $-224.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                 | Chubb Ltd.                                                                                      | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |      2182 | NS      | $496383.18    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-36.59       | -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      | $187.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South Jersey Industries, Inc.                                              | South Jersey Industries, Inc.                                                                   | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     32846 | NS      | $1185412.14   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnet Forensics, Inc.                                                     | Magnet Forensics, Inc.                                                                          | CUSIP: 55940P101<br>LEI: 213800DQQ66RWWIDSR27 | Long             | EC               | CORP              | CA        |      2550 | NS      | $84326.03     | 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      | $-338.37      | -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      | $-81.26       | -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      | $-30.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Umpqua Holdings Corp.                                                      | Umpqua Holdings Corp.                                                                           | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     17500 | NS      | $318500.00    | 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      | $16.30        | 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      | $-34.84       | -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      | $1003.52      | 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      | $-2228.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Foreign Exchange AUD/USD                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -119 | NC      | $-344748.88   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-167.71      | -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      | $364.11       | 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      | $72.55        | 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      | $-4.81        | -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      | $-145.42      | -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      | $-257.65      | -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      | $802.03       | 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      | $-6.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paya Holdings, Inc.                                                        | Paya Holdings, Inc.                                                                             | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $17010.00     | 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      | $603.87       | 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      | $41.46        | 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      | $-1320.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Silver                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $728.02       | 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      | $46.99        | 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      | $-520.18      | -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      | $-716.23      | -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      | $-54.78       | -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      | $-645.83      | -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      | $-509.28      | -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      | $-16.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                | Xylem, Inc.                                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |     -1536 | NS      | $-159759.36   | -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      | $434.05       | 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      | $74.85        | 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      | $-29.25       | -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      | $181.44       | 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      | $264.73       | 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      | $-47.69       | -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      | $3967.04      | 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      | $40.66        | 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      | $41.83        | 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      | $856.28       | 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      | $-92.24       | -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      | $338.05       | 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      | $5.65         | 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      | $13.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-368.67      | -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      | $-1454.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $42.19        | 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      | $696.95       | 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      | $-1072.03     | -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      | $423.38       | 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      | $-186.94      | -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      | $-66.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maxar Technologies, Inc.                                                   | Maxar Technologies, Inc.                                                                        | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      6792 | NS      | $350942.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-483.73      | -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      | $-154.43      | -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      | $180.35       | 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      | $146.07       | 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      | $-135.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Foreign Exchange EUR/USD                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -68 | NC      | $-190742.37   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Euro-Bund                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -2 | NC      | $1885.72      | 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      | $-48.33       | -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      | $-725.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Cocoa                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $-3216.02     | -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      | $159.23       | 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      | $-356.19      | -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      | $598.81       | 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      | $337.56       | 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      | $-116.22      | -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      | $84.30        | 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      | $1520.03      | 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      | $-1611.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SONIA                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $-98.92       | -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      | $157.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd.                                               | Dr Reddy's Laboratories Ltd.                                                                    | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |      2631 | NS      | $141547.80    | 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      | $-2716.81     | -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      | $79.10        | 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      | $-332.59      | -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      | $-65.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | MSCI Emerging Markets E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $156.40       | 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      | $-1487.57     | -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      | $217.53       | 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      | $-1118.11     | -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      | $-1694.89     | -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      | $-352.69      | -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      | $-40.74       | -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      | $215.81       | 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      | $1408.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deliveroo plc                                                              | Deliveroo plc                                                                                   | CUSIP: N/A<br>LEI: 984500F6537F74DDEE77       | Long             | EC               | CORP              | GB        |     11689 | NS      | $13396.26     | 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      | $-606.65      | -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      | $-136.04      | -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      | $1165.23      | 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      | $38.07        | 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      | $48.96        | 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      | $-7.15        | -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      | $-16.89       | -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      | $272.49       | 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      | $-282.79      | -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      | $27.23        | 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      | $120.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                                                     | 3M Co.                                                                                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | EC               | CORP              | US        |     -5898 | NS      | $-678741.84   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                                           | ArcelorMittal SA                                                                                | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      4832 | NS      | $149902.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Resolute Forest Products, Inc.                                             | Resolute Forest Products, Inc.                                                                  | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4650 | NS      | $100951.50    | 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      | $-377.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                           | Amazon.com, Inc.                                                                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       500 | NS      | $51565.00     | 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      | $335.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SOFR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18 | NC      | $791.08       | 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      | $49.61        | 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      | $-722.59      | -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      | $41.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Knight, Inc.                                                         | Black Knight, Inc.                                                                              | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      1108 | NS      | $67133.72     | 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      | $47.35        | 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      | $49.35        | 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      | $-219.40      | -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      | $166.80       | 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      | $-110.20      | -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      | $-2607.42     | -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      | $-444.09      | -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      | $-37.55       | -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      | $924.28       | 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      | $-122.83      | -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      | $-502.48      | -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      | $195.14       | 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      | $340.44       | 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      | $477.65       | 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      | $1498.55      | 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      | $-191.73      | -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      | $-317.05      | -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      | $833.12       | 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      | $-161.96      | -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      | $-1406.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Bayerische Motoren Werke AG                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1531 | NS      | $-21834.89    | -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      | $192.29       | 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      | $359.51       | 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      | $615.93       | 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      | $61.49        | 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      | $-235.91      | -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      | $249.58       | 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      | $170.24       | 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      | $23.02        | 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      | $159.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                            | Microsoft Corp.                                                                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2545 | NS      | $630676.45    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Eurofins Scientific SE                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      4514 | NS      | $-27176.33    | -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      | $46.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trupanion, Inc.                                                            | Trupanion, Inc.                                                                                 | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Short            | EC               | CORP              | US        |     -6363 | NS      | $-375544.26   | -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      | $-549.16      | -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      | $-45.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month Euro EURIBOR                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -11 | NC      | $-244.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Deutsche Telekom AG (Registered)                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    -20393 | NS      | $-71559.88    | -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      | $25.33        | 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      | $-32.87       | -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      | $-2197.58     | -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      | $43.39        | 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      | $-434.57      | -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      | $-1766.38     | -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      | $865.13       | 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      | $-150.07      | -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      | $-49.13       | -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      | $632.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | CBOE Volatility Index                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $27453.44     | 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      | $1366.21      | 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      | $-132.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Pushpay Holdings Ltd.                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    100000 | NS      | $1182.58      | 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      | $-1900.77     | -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      | $-143.40      | -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      | $32.35        | 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      | $137.86       | 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      | $-250.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | S&P/TSX 60 Index                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         1 | NC      | $2344.55      | 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      | $-84.38       | -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      | $-1275.74     | -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      | $200.76       | 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      | $739.81       | 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      | $2647.22      | 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      | $198.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Sugar No. 11                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        19 | NC      | $41041.88     | 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      | $59.67        | 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      | $13.92        | 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      | $-246.37      | -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      | $-258.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                                    | Agnico Eagle Mines Ltd.                                                                         | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Short            | EC               | CORP              | CA        |     -3947 | NS      | $-222926.56   | -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      | $-35.97       | -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      | $-613.67      | -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      | $-1897.61     | -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      | $-471.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Distell Group Holdings Ltd.                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     12350 | NS      | $-85.17       | -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      | $-57.15       | -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      | $124.74       | 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      | $-195.95      | -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      | $-55.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month SONIA                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         2 | NC      | $-389.97      | -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      | $275.55       | 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      | $66.26        | 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      | $-233.28      | -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      | $177.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | OZ Minerals Ltd.                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     14500 | NS      | $-79.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Holcim AG                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      7493 | NS      | $61588.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtech plc                                                               | Playtech plc                                                                                    | CUSIP: N/A<br>LEI: 21380068TTB6Z9ZEU548       | Long             | EC               | CORP              | IM        |      8600 | NS      | $60018.28     | 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      | $190.80       | 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      | $-63.05       | -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      | $-145.88      | -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      | $1243.88      | 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      | $-35.89       | -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      | $1759.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                        | First Horizon Corp.                                                                             | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     50795 | NS      | $1256160.35   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $146.64       | 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      | $31.90        | 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      | $-200.59      | -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      | $556.93       | 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      | $318.43       | 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      | $250.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Euro-Bobl                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -2 | NC      | $190.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd.                                                             | AIA Group Ltd.                                                                                  | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     77699 | NS      | $878592.94    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-404.24      | -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      | $6.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                             | Tapestry, Inc.                                                                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      7785 | NS      | $354762.45    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerresheimer AG                                                            | Gerresheimer AG                                                                                 | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |      3705 | NS      | $273999.92    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                              | Honeywell International, Inc.                                                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1955 | NS      | $407578.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | 3 Month SOFR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $-1081.36     | -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      | $-1213.12     | -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      | $-200.35      | -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      | $-17.21       | -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      | $472.55       | 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      | $-336.30      | -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      | $-1691.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | U.S. Treasury 5 Year Note                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-188.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | MFE-MediaForEurope NV                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       557 | NS      | $-65.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ITV plc                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    164997 | NS      | $-3860.76     | -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      | $-2078.97     | -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      | $-137.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                         | MercadoLibre, Inc.                                                                              | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       489 | NS      | $577846.41    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-276.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 Month Canadian Bankers Acceptance                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -3 | NC      | $412.34       | 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      | $-99.23       | -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      | $-170.78      | -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      | $423.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                        | SVB Financial Group                                                                             | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Short            | EC               | CORP              | US        |     -1144 | NS      | $-345991.36   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                                  | Nestle SA (Registered)                                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     12835 | NS      | $1565986.26   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                                     | SGS SA (Registered)                                                                             | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |       153 | NS      | $373111.01    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $350.49       | 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      | $-48.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Stroeer SE & Co. KGaA                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      3183 | NS      | $-39092.43    | -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      | $-54.86       | -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      | $56.53        | 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      | $-10.85       | -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      | $-188.70      | -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      | $-514.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial, Inc.                                                      | Virtu Financial, Inc., Class A                                                                  | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Short            | EC               | CORP              | US        |    -24707 | NS      | $-477092.17   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8185.47      | 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      | $-152.93      | -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      | $180.36       | 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      | $48.47        | 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      | $743.17       | 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      | $2826.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamana Gold, Inc.                                                          | Yamana Gold, Inc.                                                                               | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |    107005 | NS      | $645240.15    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                       | SoftBank Group Corp.                                                                            | CUSIP: 83404D109<br>LEI: 5493003BZYYYCDIO0R13 | Short            | EC               | CORP              | JP        |    -15741 | NS      | $-372274.65   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals plc                                                  | Hikma Pharmaceuticals plc                                                                       | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |      8121 | NS      | $171792.56    | 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      | $901.46       | 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      | $119.95       | 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      | $-111.82      | -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      | $4598.82      | 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      | $-128.17      | -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      | $-192.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ritchie Bros Auctioneers, Inc.                                             | Ritchie Bros Auctioneers, Inc.                                                                  | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |     -5690 | NS      | $-344074.30   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-148.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                       | Alliant Energy Corp.                                                                            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      8325 | NS      | $449799.75    | 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      | $-52.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Wheat                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-2724.95     | -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      | $1083.40      | 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      | $93.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                      | Elevance Health, Inc.                                                                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1034 | NS      | $516989.66    | 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      | $-345.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | S&P 500 E-Mini Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -9 | NC      | $-38320.92    | -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      | $-394.43      | -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      | $282.25       | 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      | $2552.73      | 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      | $-24.20       | -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      | $-2455.93     | -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      | $12806.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Instruments Corp.                                                 | National Instruments Corp.                                                                      | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      1750 | NS      | $94500.00     | 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      | $471.01       | 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      | $-18.90       | -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      | $803.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Hypera SA                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     14712 | NS      | $15841.94     | 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      | $101.40       | 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      | $144.01       | 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      | $-433.55      | -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      | $-533.38      | -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      | $154.85       | 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      | $1390.70      | 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      | $-105.55      | -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      | $76.41        | 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      | $277.62       | 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      | $-209.46      | -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      | $220.29       | 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      | $-131.70      | -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      | $19.79        | 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      | $-64.66       | -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      | $-3712.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                     | Booking Holdings, Inc.                                                                          | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       202 | NS      | $491688.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-212.26      | -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      | $313.52       | 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      | $-3.62        | -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      | $-141.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                            | Intercontinental Exchange, Inc.                                                                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |      -100 | NS      | $-10755.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                                             | Signature Bank                                                                                  | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Short            | EC               | CORP              | US        |     -3297 | NS      | $-425148.15   | -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      | $-69.69       | -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      | $-5.42        | -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      | $-246.77      | -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      | $3494.91      | 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      | $-490.54      | -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      | $-113.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adamas Pharmaceuticals, Inc.                                               | Adamas Pharmaceuticals, Inc., CVR                                                               | CUSIP: 005CVR022<br>LEI: 529900JBG6S9MXH83I79 | Long             |  | CORP              | US        |     12300 | NS      | $615.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1479.24     | -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      | $-350.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Myovant Sciences Ltd.                                                      | Myovant Sciences Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      5389 | NS      | $144856.32    | 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      | $-282.93      | -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      | $15.29        | 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      | $-112.55      | -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      | $191.59       | 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      | $13.87        | 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      | $1012.64      | 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      | $133.14       | 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      | $13.75        | 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      | $351.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings, Inc.                                               | Southwest Gas Holdings, Inc.                                                                    | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $87009.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                             | Alphabet, Inc., Class A                                                                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2060 | NS      | $203610.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Alliance Aviation Services Ltd.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     11500 | NS      | $-1246.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Chr Hansen Holding A/S                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      2405 | NS      | $314.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | NY Harbor ULSD                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-5697.18     | -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      | $-4610.99     | -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      | $69.91        | 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      | $4309.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Motion Technology Corp.                                            | Silicon Motion Technology Corp.                                                                 | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |       751 | NS      | $48139.10     | 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      | $-75.16       | -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      | $5042.87      | 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      | $-137.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Rapeseed                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-3270.08     | -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      | $-314.70      | -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      | $-189.03      | -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      | $100.35       | 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      | $-180.72      | -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      | $62.25        | 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      | $1719.00      | 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      | $143.87       | 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      | $15.10        | 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      | $-33.23       | -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      | $-1002.67     | -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      | $367.75       | 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      | $4038.23      | 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      | $333.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co.                                                         | General Motors Co.                                                                              | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      9922 | NS      | $390133.04    | 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      | $38.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zogenix, Inc.                                                              | Zogenix, Inc., CVR                                                                              | CUSIP: 989CVR014<br>LEI: 54930089H3HF4C32SK78 | Long             |  | CORP              | US        |      6450 | NS      | $8062.50      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $79.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd.                                               | Dr Reddy's Laboratories Ltd.                                                                    | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |       591 | NS      | $31795.80     | 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      | $524.27       | 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      | $-60.30       | -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      | $-39.67       | -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      | $228.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                             | Thermo Fisher Scientific, Inc.                                                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       494 | NS      | $281743.02    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1708.64      | 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      | $-54.59       | -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      | $62.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Bureau Veritas SA                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     27976 | NS      | $105548.20    | 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      | $-8.38        | -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      | $9935.70      | 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      | $442.20       | 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      | $1080.73      | 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      | $82.21        | 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      | $273.31       | 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      | $-243.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Merck & Co., Inc.                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     -2078 | NS      | $3090.22      | 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      | $-751.31      | -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      | $13.40        | 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      | $970.93       | 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      | $5972.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Telefonica SA                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    -29933 | NS      | $-85.58       | -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      | $-478.56      | -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      | $-5.51        | -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      | $493.40       | 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      | $-290.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Ryanair Holdings plc                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     15570 | NS      | $47927.24     | 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      | $419.14       | 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      | $35.62        | 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      | $-2222.56     | -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      | $-769.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                  | Prosus NV                                                                                       | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     19926 | NS      | $1608930.10   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-285.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Low Sulphur Gasoil                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-6201.28     | -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      | $3504.59      | 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      | $92.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                 | Visa, Inc., Class A                                                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2623 | NS      | $603840.83    | 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      | $204.05       | 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      | $-68.17       | -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      | $-137.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cowen, Inc.                                                                | Cowen, Inc., Class A                                                                            | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      1500 | NS      | $58320.00     | 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      | $947.18       | 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      | $-176.26      | -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      | $-2546.75     | -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      | $30.92        | 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      | $-216.25      | -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      | $45.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Foreign Exchange NZD/USD                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -3 | NC      | $-6699.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                                 | Grifols SA                                                                                      | CUSIP: 398438408<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |      3800 | NS      | $34618.00     | 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      | $608.36       | 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      | $47.73        | 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      | $21.58        | 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      | $-326.80      | -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      | $-95.62       | -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      | $-12.87       | -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      | $-3401.64     | -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      | $450.07       | 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      | $-97.42       | -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      | $-12.73       | -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      | $179.79       | 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      | $-242.15      | -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      | $-101.61      | -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      | $26.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garrett Motion, Inc.                                                       | Garrett Motion, Inc., Series A                                                                  | CUSIP: 366505204<br>LEI: 549300LS5WT7EMBNV724 | Long             | EP               | CORP              | US        |      3982 | NS      | $35360.16     | 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      | $355.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASOS plc                                                                   | ASOS plc                                                                                        | CUSIP: N/A<br>LEI: 213800H8DBB8JSKDW630       | Long             | EC               | CORP              | GB        |      1085 | NS      | $11738.86     | 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      | $4406.49      | 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      | $153.47       | 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      | $-45.18       | -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      | $206.49       | 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      | $77.89        | 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      | $1854.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Aareal Bank AG                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     16787 | NS      | $10279.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                         | DT Midstream, Inc.                                                                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6339 | NS      | $346489.74    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-33.87       | -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      | $-144.56      | -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      | $-112.73      | -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      | $-412.83      | -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      | $-259.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | adidas AG                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      3447 | NS      | $-92204.52    | -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      | $-208.66      | -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      | $874.31       | 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      | $-988.24      | -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      | $138.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                      | Targa Resources Corp.                                                                           | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      4613 | NS      | $346067.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $44.45        | 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      | $2.36         | 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      | $18.69        | 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      | $401.34       | 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      | $-2104.60     | -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      | $144.35       | 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      | $58.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                               | Lennar Corp., Class B                                                                           | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2800 | NS      | $241808.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                              | Owens Corning                                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Short            | EC               | CORP              | US        |     -3835 | NS      | $-370652.75   | -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      | $145.33       | 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      | $548.77       | 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      | $180.56       | 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      | $154.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Amundi SA                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     28394 | NS      | $178827.82    | 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      | $324.95       | 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      | $314.92       | 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      | $1417.39      | 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      | $-433.54      | -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      | $48.85        | 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      | $-29.94       | -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      | $108.00       | 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      | $-351.61      | -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      | $66.39        | 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      | $-108.64      | -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      | $-251.48      | -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      | $295.97       | 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      | $-221.99      | -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      | $84.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Micro Focus International plc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     22135 | NS      | $3245.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MoneyGram International, Inc.                                              | MoneyGram International, Inc.                                                                   | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     60996 | NS      | $656926.92    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sendas Distribuidora SA                                                    | Sendas Distribuidora SA                                                                         | CUSIP: 81689T104<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3045 | NS      | $58738.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                                                        | STORE Capital Corp.                                                                             | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     28402 | NS      | $914828.42    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $34.08        | 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      | $-55.22       | -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      | $-53.03       | -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      | $151.43       | 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      | $-50.25       | -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      | $-19.61       | -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      | $256.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                                | LUKOIL PJSC                                                                                     | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |       661 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-148.05      | -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      | $42.23        | 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      | $-1892.81     | -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      | $-20.12       | -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      | $-412.89      | -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      | $2.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                         | Lam Research Corp.                                                                              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       617 | NS      | $308561.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Artemis Gold, Inc.                                                         | Artemis Gold, Inc.                                                                              | CUSIP: 04302L100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       605 | NS      | $2155.27      | 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      | $434.98       | 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      | $16.07        | 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      | $7.07         | 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      | $34.34        | 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      | $98.83        | 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      | $-140.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Robusta Coffee                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $2779.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Orange Belgium SA                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1002 | NS      | $-653.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds Treasury Securities Portfolio | Morgan Stanley Institutional Liquidity Funds Treasury Securities Portfolio, Institutional Class | CUSIP: 61747C525<br>LEI: 549300OJY9IZ31SGS926 | Long             | STIV             | RF                | US        |  72343538 | NS      | $72343537.90  | 50.09%            |  |  |  | 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      | $-225.42      | -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      | $72.83        | 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      | $-31.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Achillion Pharmaceuticals, Inc.                                            | Achillion Pharmaceuticals, Inc., CVR                                                            | CUSIP: 004CVR031<br>LEI: 529900LZPJ796VSWZM38 | Long             |  | CORP              | US        |     23300 | NS      | $11650.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6.04        | -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      | $73.64        | 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      | $5819.04      | 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      | $2473.24      | 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      | $141.30       | 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      | $278.40       | 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      | $194.15       | 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      | $-982.15      | -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      | $-2347.22     | -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      | $546.94       | 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      | $-689.60      | -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      | $446.47       | 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      | $-16.62       | -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      | $-221.54      | -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      | $2291.41      | 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      | $-6.23        | -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      | $239.24       | 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      | $-26.77       | -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      | $-72.04       | -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      | $-22.83       | -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      | $39.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $51.98        | 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      | $92.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Lean Hogs                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $6142.20      | 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      | $176.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                              | Wayfair, Inc., Class A                                                                          | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |     -5164 | NS      | $-312422.00   | -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      | $993.09       | 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      | $-49.47       | -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      | $-530.13      | -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      | $-76.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Low Sulphur Gasoil                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-8376.28     | -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      | $-165.18      | -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      | $16.66        | 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      | $-2413.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Endosurgery, Inc.                                                   | Apollo Endosurgery, Inc.                                                                        | CUSIP: 03767D108<br>LEI: 549300OD82W5UIMD4H13 | Long             | EC               | CORP              | US        |     27477 | NS      | $270098.91    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre, Inc.                                                         | MercadoLibre, Inc.                                                                              | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       111 | NS      | $131167.59    | 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      | $48.72        | 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      | $382.78       | 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      | $40.09        | 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      | $206.89       | 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      | $-1712.83     | -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      | $-275.83      | -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      | $-163.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Corn                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $-564.94      | -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      | $299.72       | 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      | $93.18        | 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      | $-11.60       | -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      | $2093.85      | 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      | $-4.46        | -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      | $298.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Canada 10 Year Bond                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         3 | NC      | $-2585.00     | -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      | $686.23       | 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      | $38.73        | 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      | $-11.96       | -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      | $243.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aralez Pharmaceuticals, Inc.                                               | Aralez Pharmaceuticals, Inc.                                                                    | CUSIP: 03852X100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       345 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $796.20       | 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      | $-1.34        | -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      | $-464.29      | -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      | $-148.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akouos, Inc.                                                               | Akouos, Inc., CVR                                                                               | CUSIP: 009CVR036<br>LEI: N/A                  | Long             |  | CORP              | US        |     38850 | NS      | $29137.50     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | Forward Foreign Currency Contract                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $159.65       | 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      | $392.90       | 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      | $-162.69      | -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      | $29.31        | 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      | $5968.45      | 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      | $-0.97        | -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      | $-10.94       | -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      | $-48.61       | -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      | $-485.50      | -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      | $-50.93       | -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      | $620.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | Autogrill SpA                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     11929 | NS      | $4437.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iRobot Corp.                                                               | iRobot Corp.                                                                                    | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      1175 | NS      | $52875.00     | 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      | $524.22       | 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      | $36.03        | 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      | $517.88       | 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      | $-150.85      | -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      | $179.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                 | eBay, Inc.                                                                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      4439 | NS      | $219730.50    | 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      | $107.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.                                       | Sportsman's Warehouse Holdings, Inc.                                                            | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     29045 | NS      | $273894.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | Foreign Exchange GBP/USD                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -21 | NC      | $-8728.30     | -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      | $-215.13      | -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      | $650.93       | 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      | $239.78       | 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      | $890.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Neuberger Berman Alternative Funds

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasurer