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May 25, 2021 3:37 PM EDT

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    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000020314
        C000057077
        C000161524
        C000066744
        C000201773
        C000066743
        C000057076
        C000057078
      
      
      
    
  
  
    
      Goldman Sachs Trust
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71 South Wacker Drive
      Chicago
      
      60606
      312-655-4400
      Goldman Sachs Absolute Return Tracker Fund
      S000020314
      DKFEL85SJZHUKV0SC582
      2021-12-31
      2021-03-31
      N
    
    
      3401086092.81
      17149921.48
      3383936171.33
      0.00000000
      13744431.40000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      112358556.34000000
      
        
        
        
        
        
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CBRE Group, Inc.
        52990016II9MJ2OSWA10
        CBRE Group, Inc., Class A
        12504L109
        
          
        
        3612.00000000
        NS
        USD
        285745.32000000
        0.008444169911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MonotaRO Co. Ltd.
        N/A
        MonotaRO Co. Ltd.
        N/A
        
          
        
        406.00000000
        NS
        
        11014.12000000
        0.000325482498
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts, Inc.
        N6EL63S0K3PB1YFTDI24
        Host Hotels & Resorts, Inc.
        44107P104
        
          
        
        28133.00000000
        NS
        USD
        474041.05000000
        0.014008569488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ubisoft Entertainment SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        N/A
        
          
        
        1440.00000000
        NS
        
        109448.21000000
        0.003234346171
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Micro Focus International plc
        213800F8E4X648142844
        Micro Focus International plc
        N/A
        
          
        
        4598.00000000
        NS
        
        35125.47000000
        0.001038006280
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Intercontinental Exchange, Inc.
        45866F104
        
          
        
        652.00000000
        NS
        USD
        72815.36000000
        0.002151794724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pagegroup plc
        213800JK5ZEQW4AB8G71
        Pagegroup plc
        N/A
        
          
        
        14969.00000000
        NS
        
        97108.60000000
        0.002869693607
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Telecom Plus plc
        549300QGHDX5UKE58G86
        Telecom Plus plc
        N/A
        
          
        
        3596.00000000
        NS
        
        62956.43000000
        0.001860449689
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CTS Eventim AG & Co. KGaA
        529900FDHSN08UBJII80
        CTS Eventim AG & Co. KGaA
        N/A
        
          
        
        609.00000000
        NS
        
        35366.11000000
        0.001045117526
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Melrose Industries plc
        213800RGNXXZY2M7TR85
        Melrose Industries plc
        N/A
        
          
        
        29850.00000000
        NS
        
        68639.76000000
        0.002028399961
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Sterling
        N/A
        
          
          
        
        -194.00000000
        NC
        
        5161.86000000
        0.000152540111
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Sterling
                
                  
                
              
            
            2021-12-15
            -24218475.00000000
            GBP
            5161.86000000
          
        
        
          N
          N
          N
        
      
      
        Clarkson plc
        2138007G6BGTEHI3OT22
        Clarkson plc
        N/A
        
          
        
        1296.00000000
        NS
        
        49133.30000000
        0.001451957055
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp.
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp.
        68389X105
        
          
        
        130499.00000000
        NS
        USD
        9157114.83000000
        0.270605424167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hitachi Metals Ltd.
        N/A
        Hitachi Metals Ltd.
        N/A
        
          
        
        1900.00000000
        NS
        
        31363.20000000
        0.000926825992
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        22.00000000
        NC
        USD
        4180.00000000
        0.000123524788
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3010.00000000
            USD
            2021-04-30
            XXXX
            -29553.50000000
          
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Co. (The)
        N/A
        Kraft Heinz Co. (The)
        500754106
        
          
        
        17666.00000000
        NS
        USD
        706640.00000000
        0.020882190568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TOTO Ltd.
        N/A
        TOTO Ltd.
        N/A
        
          
        
        800.00000000
        NS
        
        49236.81000000
        0.001455015919
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Suisan Kaisha Ltd.
        529900MPH5BMANQ3EC50
        Nippon Suisan Kaisha Ltd.
        N/A
        
          
        
        15583.00000000
        NS
        
        74913.21000000
        0.002213789096
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance, Inc.
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance, Inc.
        931427108
        
          
        
        12752.00000000
        NS
        USD
        700084.80000000
        0.020688475330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Euroswiss
        N/A
        
          
          
        
        -79.00000000
        NC
        
        -1970.23000000
        -0.00005822302
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Euroswiss
                
                  
                
              
            
            2021-12-13
            -19894175.00000000
            CHF
            -1970.23000000
          
        
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        Orange SA
        N/A
        
          
        
        8223.00000000
        NS
        
        101191.92000000
        0.002990361368
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Maruha Nichiro Corp.
        529900HGXVKT576NWZ27
        Maruha Nichiro Corp.
        N/A
        
          
        
        2274.00000000
        NS
        
        53917.33000000
        0.001593331767
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eaton Corp. plc
        549300VDIGTMXUNT7H71
        Eaton Corp. plc
        N/A
        
          
        
        2715.00000000
        NS
        USD
        375430.20000000
        0.011094482312
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MEIJI Holdings Co. Ltd.
        5299002D52YIP6DWMV49
        MEIJI Holdings Co. Ltd.
        N/A
        
          
        
        335.00000000
        NS
        
        21542.44000000
        0.000636608934
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Match Group, Inc.
        15OMOPB0A8K0EFUVD031
        Match Group, Inc.
        57667L107
        
          
        
        25131.00000000
        NS
        USD
        3452496.78000000
        0.102026060930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mizuho Financial Group, Inc.
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group, Inc.
        N/A
        
          
        
        6043.00000000
        NS
        
        87384.12000000
        0.002582321757
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Monster Beverage Corp.
        52990090AP0E7HCB6F33
        Monster Beverage Corp.
        61174X109
        
          
        
        493.00000000
        NS
        USD
        44907.37000000
        0.001327074972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ashmore Group plc
        549300U3L59WB4YI2X12
        Ashmore Group plc
        N/A
        
          
        
        12918.00000000
        NS
        
        69668.32000000
        0.002058795333
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Yaoko Co. Ltd.
        353800Y2SZOLTECIV233
        Yaoko Co. Ltd.
        N/A
        
          
        
        785.00000000
        NS
        
        48262.93000000
        0.001426236416
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B103
        
          
        
        145591.00000000
        NS
        USD
        5919730.06000000
        0.174936221024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cadence Design Systems, Inc.
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems, Inc.
        127387108
        
          
        
        9807.00000000
        NS
        USD
        1343460.93000000
        0.039701130930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui & Co. Ltd.
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co. Ltd.
        N/A
        
          
        
        5381.00000000
        NS
        
        112303.33000000
        0.003318718921
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yaskawa Electric Corp.
        3538003K39GR98R0CK58
        Yaskawa Electric Corp.
        N/A
        
          
        
        1800.00000000
        NS
        
        89932.07000000
        0.002657617208
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co.
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co.
        039483102
        
          
        
        2195.00000000
        NS
        USD
        125115.00000000
        0.003697321511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Sterling
        N/A
        
          
          
        
        -98.00000000
        NC
        
        841.67000000
        0.000024872514
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Sterling
                
                  
                
              
            
            2021-06-16
            -12238362.50000000
            GBP
            841.67000000
          
        
        
          N
          N
          N
        
      
      
        Pool Corp.
        5493005VZK1KMN6CO617
        Pool Corp.
        73278L105
        
          
        
        703.00000000
        NS
        USD
        242703.72000000
        0.007172231026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Euronext NV
        724500QJ4QSZ3H9QU415
        Euronext NV
        N/A
        
          
        
        2170.00000000
        NS
        
        218409.89000000
        0.006454314707
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -96.00000000
        NC
        USD
        -240.00000000
        -0.00000709233
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3940.00000000
            USD
            2021-03-31
            XXXX
            460488.00000000
          
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp.
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp.
        30231G102
        
          
        
        18440.00000000
        NS
        USD
        1029505.20000000
        0.030423304337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spirent Communications plc
        213800HKCUNWP1916L38
        Spirent Communications plc
        N/A
        
          
        
        13602.00000000
        NS
        
        44713.80000000
        0.001321354710
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Alphabet, Inc.
        5493006MHB84DD0ZWV18
        Alphabet, Inc., Class A
        02079K305
        
          
        
        8071.00000000
        NS
        USD
        16646598.92000000
        0.491930050603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Electric Co.
        3C7474T6CDKPR9K6YT90
        General Electric Co.
        369604103
        
          
        
        53689.00000000
        NS
        USD
        704936.57000000
        0.020831851852
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nichirei Corp.
        529900MX3GPXXKO0MT06
        Nichirei Corp.
        N/A
        
          
        
        397.00000000
        NS
        
        10202.87000000
        0.000301508937
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TI Fluid Systems plc
        5493001T9RXVD6OAWY46
        TI Fluid Systems plc
        N/A
        
          
        
        19954.00000000
        NS
        
        74273.18000000
        0.002194875323
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Coats Group plc
        2138003SPYWGAITNFY17
        Coats Group plc
        N/A
        
          
        
        82452.00000000
        NS
        
        64683.42000000
        0.001911484635
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Experian plc
        635400RXXHHYT1JTSZ26
        Experian plc
        N/A
        
          
        
        365.00000000
        NS
        
        12574.61000000
        0.000371597139
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        MorphoSys AG
        529900493806K77LRE72
        MorphoSys AG
        N/A
        
          
        
        1698.00000000
        NS
        
        147905.75000000
        0.004370819735
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Expeditors International of Washington, Inc.
        984500B055A804AB6E40
        Expeditors International of Washington, Inc.
        302130109
        
          
        
        2115.00000000
        NS
        USD
        227764.35000000
        0.006730751954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walmart, Inc.
        Y87794H0US1R65VBXU25
        Walmart, Inc.
        931142103
        
          
        
        23081.00000000
        NS
        USD
        3135092.23000000
        0.092646316930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
        
        5321.00000000
        NS
        USD
        292442.16000000
        0.008642070807
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evonik Industries AG
        41GUOJQTALQHLF39XJ34
        Evonik Industries AG
        N/A
        
          
        
        965.00000000
        NS
        
        34146.49000000
        0.001009076066
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Euroswiss
        N/A
        
          
          
        
        -107.00000000
        NC
        
        -1561.95000000
        -0.00004615778
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Euroswiss
                
                  
                
              
            
            2021-06-14
            -26950625.00000000
            CHF
            -1561.95000000
          
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp.
        549300XTO5VR8SKV1V74
        Valero Energy Corp.
        91913Y100
        
          
        
        3118.00000000
        NS
        USD
        223248.80000000
        0.006597311199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moneysupermarket.com Group plc
        54930016B7VO33FBE722
        Moneysupermarket.com Group plc
        N/A
        
          
        
        7272.00000000
        NS
        
        26735.71000000
        0.000790077254
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PayPal Holdings, Inc.
        5493005X2GO78EFZ3E94
        PayPal Holdings, Inc.
        70450Y103
        
          
        
        42871.00000000
        NS
        USD
        10410793.64000000
        0.307653369120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NY Harbor ULSD
        N/A
        
          
          
        
        71.00000000
        NC
        USD
        -394714.56000000
        -0.01166436185
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                NY Harbor ULSD
                
                  
                
              
            
            2021-04-30
            5291559.00000000
            USD
            -394714.56000000
          
        
        
          N
          N
          N
        
      
      
        Zenkoku Hosho Co. Ltd.
        353800VOQEKTSCSL9O03
        Zenkoku Hosho Co. Ltd.
        N/A
        
          
        
        1000.00000000
        NS
        
        46026.57000000
        0.001360148881
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Group Corp.
        5493003BZYYYCDIO0R13
        SoftBank Group Corp.
        N/A
        
          
        
        325.00000000
        NS
        
        27669.73000000
        0.000817678839
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Puma SE
        529900GRZ2BQY5ZM9N49
        Puma SE
        N/A
        
          
        
        257.00000000
        NS
        
        25196.68000000
        0.000744596786
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        PALTAC Corp.
        N/A
        PALTAC Corp.
        N/A
        
          
        
        210.00000000
        NS
        
        11382.12000000
        0.000336357408
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Just Group plc
        5493006456YEZEELRR90
        Just Group plc
        N/A
        
          
        
        191106.00000000
        NS
        
        265968.17000000
        0.007859727741
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Oji Holdings Corp.
        529900LVC9GIIYUGE243
        Oji Holdings Corp.
        N/A
        
          
        
        8552.00000000
        NS
        
        55451.05000000
        0.001638655317
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Microchip Technology, Inc.
        5493007PTFULNYZJ1R12
        Microchip Technology, Inc.
        595017104
        
          
        
        34206.00000000
        NS
        USD
        5309455.32000000
        0.156901757337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amphenol Corp.
        549300D3L3G0R4U4VT04
        Amphenol Corp., Class A
        032095101
        
          
        
        6884.00000000
        NS
        USD
        454137.48000000
        0.013420391431
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OMXS30 Index
        N/A
        
          
          
        
        305.00000000
        NC
        
        92841.70000000
        0.002743600803
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              NASDAQ OMX Commodities Clearing
              5493008EIVLUXM0PQX05
            
            Long
            
              
                OMXS30 Index
                SE0000337842
              
            
            2021-04-16
            66711125.00000000
            SEK
            92841.70000000
          
        
        
          N
          N
          N
        
      
      
        BAWAG Group AG
        529900S9YO2JHTIIDG38
        BAWAG Group AG
        N/A
        
          
        
        2916.00000000
        NS
        
        150410.07000000
        0.004444825859
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        AMETEK, Inc.
        549300WZDEF9KKE40E98
        AMETEK, Inc.
        031100100
        
          
        
        507.00000000
        NS
        USD
        64759.11000000
        0.001913721380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rank Group plc
        213800TXKD6XZWOFTE12
        Rank Group plc
        N/A
        
          
        
        2323.00000000
        NS
        
        6015.92000000
        0.000177778766
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TBC Bank Group plc
        213800T6NS9N2WQ3B328
        TBC Bank Group plc
        N/A
        
          
        
        3664.00000000
        NS
        
        49717.38000000
        0.001469217428
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        T&D Holdings, Inc.
        3538008ARJ1MACEWA242
        T&D Holdings, Inc.
        N/A
        
          
        
        10286.00000000
        NS
        
        132356.40000000
        0.003911314909
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Computacenter plc
        549300XSXUZ1I19DB105
        Computacenter plc
        N/A
        
          
        
        874.00000000
        NS
        
        28552.16000000
        0.000843755867
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chubb Ltd.
        E0JAN6VLUDI1HITHT809
        Chubb Ltd.
        N/A
        
          
        
        24972.00000000
        NS
        USD
        3944826.84000000
        0.116575095990
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Schroders plc
        2138001YYBULX5SZ2H24
        Schroders plc
        N/A
        
          
        
        1671.00000000
        NS
        
        80620.69000000
        0.002382453034
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Central Glass Co. Ltd.
        N/A
        Central Glass Co. Ltd.
        N/A
        
          
        
        1987.00000000
        NS
        
        42356.51000000
        0.001251693526
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE/JSE Top 40 Index
        N/A
        
          
          
        
        170.00000000
        NC
        
        -123699.05000000
        -0.00365547822
        N/A
        DE
        
        ZA
        N
        
        1
        
          
            
              JSE Clear
              213800PJDCEXAVMM3J32
            
            Long
            
              
                FTSE/JSE Top 40 Index
                TOP40 Index
              
            
            2021-06-17
            104006000.00000000
            ZAR
            -123699.05000000
          
        
        
          N
          N
          N
        
      
      
        JTC plc
        213800DVUG4KLF2ASK33
        JTC plc
        N/A
        
          
        
        645.00000000
        NS
        
        5491.34000000
        0.000162276701
        Long
        EC
        CORP
        JE
        N
        
        2
        
          N
          N
          N
        
      
      
        Amano Corp.
        N/A
        Amano Corp.
        N/A
        
          
        
        1732.00000000
        NS
        
        42130.68000000
        0.001245019937
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Euroswiss
        N/A
        
          
          
        
        -109.00000000
        NC
        
        -245.13000000
        -0.00000724393
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Euroswiss
                
                  
                
              
            
            2021-09-13
            -27448925.00000000
            CHF
            -245.13000000
          
        
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        CNH Industrial NV
        N/A
        
          
        
        12043.00000000
        NS
        
        186428.10000000
        0.005509208524
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Aluminum Base Metal
        N/A
        
          
        
        -216.00000000
        NC
        USD
        -169115.28000000
        -0.00499759071
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2021-04-21
            -11848950.00000000
            USD
            -169115.28000000
          
        
        
          N
          N
          N
        
      
      
        NVIDIA Corp.
        549300S4KLFTLO7GSQ80
        NVIDIA Corp.
        67066G104
        
          
        
        412.00000000
        NS
        USD
        219979.16000000
        0.006500688809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Faurecia SE
        969500F0VMZLK2IULV85
        Faurecia SE
        N/A
        
          
        
        2690.00000000
        NS
        
        143138.57000000
        0.004229942964
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Aviva plc
        YF0Y5B0IB8SM0ZFG9G81
        Aviva plc
        N/A
        
          
        
        71358.00000000
        NS
        
        402223.14000000
        0.011886250793
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Amazon.com, Inc.
        ZXTILKJKG63JELOEG630
        Amazon.com, Inc.
        023135106
        
          
        
        8550.00000000
        NS
        USD
        26454384.00000000
        0.781763681718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Matsui Securities Co. Ltd.
        3538007PRKOSDN175V58
        Matsui Securities Co. Ltd.
        N/A
        
          
        
        4000.00000000
        NS
        
        32610.12000000
        0.000963674205
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nihon Unisys Ltd.
        N/A
        Nihon Unisys Ltd.
        N/A
        
          
        
        3006.00000000
        NS
        
        92964.49000000
        0.002747229418
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Medipal Holdings Corp.
        353800PJDODZEA4NP730
        Medipal Holdings Corp.
        N/A
        
          
        
        3170.00000000
        NS
        
        60932.04000000
        0.001800626161
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ube Industries Ltd.
        529900XMRZ2VNF3ZPS69
        Ube Industries Ltd.
        N/A
        
          
        
        2079.00000000
        NS
        
        44355.66000000
        0.001310771177
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Advantest Corp.
        353800EMK32PDKS9XR54
        Advantest Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        8783.22000000
        0.000259556314
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Zinc Base Metal
        N/A
        
          
          
        
        75.00000000
        NC
        USD
        2240.25000000
        0.000066202489
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2021-04-21
            5263593.75000000
            USD
            2240.25000000
          
        
        
          N
          N
          N
        
      
      
        FleetCor Technologies, Inc.
        549300DG6RR0NQSFLN74
        FleetCor Technologies, Inc.
        339041105
        
          
        
        2753.00000000
        NS
        USD
        739538.39000000
        0.021854383550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xylem, Inc.
        549300DF5MV96DRYLQ48
        Xylem, Inc.
        98419M100
        
          
        
        4224.00000000
        NS
        USD
        444280.32000000
        0.013129098703
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J Front Retailing Co. Ltd.
        N/A
        J Front Retailing Co. Ltd.
        N/A
        
          
        
        3718.00000000
        NS
        
        35466.76000000
        0.001048091873
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        35433052.89999999
        PA
        USD
        478415.19000000
        0.014137831382
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLTN.I
                USJPGSGLTN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            35433053.00000000
            USD
            478415.19000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        RBOB Gasoline
        N/A
        
          
          
        
        60.00000000
        NC
        USD
        -216885.60000000
        -0.00640926982
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                RBOB Gasoline
                
                  
                
              
            
            2021-04-30
            4942980.00000000
            USD
            -216885.60000000
          
        
        
          N
          N
          N
        
      
      
        Anglo American plc
        549300S9XF92D1X8ME43
        Anglo American plc
        N/A
        
          
        
        714.00000000
        NS
        
        27965.84000000
        0.000826429299
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Hilton Food Group plc
        213800JY7VJFS2OOX355
        Hilton Food Group plc
        N/A
        
          
        
        30.00000000
        NS
        
        441.99000000
        0.000013061416
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ninety One plc
        549300G0TJCT3K15ZG14
        Ninety One plc
        N/A
        
          
        
        20504.00000000
        NS
        
        67408.12000000
        0.001992003294
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Infomart Corp.
        N/A
        Infomart Corp.
        N/A
        
          
        
        4500.00000000
        NS
        
        38901.26000000
        0.001149586104
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -12271.89000000
        -0.00036265134
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1935779.82000000
            USD
            141370000.00000000
            INR
            2021-04-29
            -12271.89000000
          
        
        
          N
          N
          N
        
      
      
        Antofagasta plc
        213800MY6QVH4FVLD628
        Antofagasta plc
        N/A
        
          
        
        650.00000000
        NS
        
        15140.53000000
        0.000447423628
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings, Inc.
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings, Inc.
        43300A203
        
          
        
        1372.00000000
        NS
        USD
        165902.24000000
        0.004902640936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NVR, Inc.
        529900RWXR4JI3JYTV70
        NVR, Inc.
        62944T105
        
          
        
        71.00000000
        NS
        USD
        334476.03000000
        0.009884229875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Calbee, Inc.
        529900CIHZID6O8LJH81
        Calbee, Inc.
        N/A
        
          
        
        200.00000000
        NS
        
        5098.25000000
        0.000150660347
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        N/A
        
          
        
        16634.00000000
        NS
        
        203169.16000000
        0.006003930030
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Yokohama Rubber Co. Ltd. (The)
        52990036XNWY2FMYWB76
        Yokohama Rubber Co. Ltd. (The)
        N/A
        
          
        
        6426.00000000
        NS
        
        115437.58000000
        0.003411340349
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wienerberger AG
        529900VXIFBHO0SW2I31
        Wienerberger AG
        N/A
        
          
        
        6962.00000000
        NS
        
        254542.02000000
        0.007522069185
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Credit Saison Co. Ltd.
        529900SV58ZWTGRH3A66
        Credit Saison Co. Ltd.
        N/A
        
          
        
        2529.00000000
        NS
        
        30482.80000000
        0.000900808953
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        N/A
        
          
        
        7625.00000000
        NS
        
        371958.48000000
        0.010991888178
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        RWE AG
        529900GB7KCA94ACC940
        RWE AG
        N/A
        
          
        
        3137.00000000
        NS
        
        123101.47000000
        0.003637818911
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        650275.80000000
        0.019216550403
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            4266680000.00000000
            JPY
            39191836.24000000
            USD
            2021-04-23
            650275.80000000
          
        
        
          N
          N
          N
        
      
      
        Zalando SE
        529900YRFFGH5AXU4S86
        Zalando SE
        N/A
        
          
        
        4010.00000000
        NS
        
        392930.21000000
        0.011611631842
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund - Institutional Shares
        38141W273
        
          
        
        1541624499.98000000
        NS
        USD
        1541624499.98000000
        45.55713884443
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENEOS Holdings, Inc.
        3538001KQ5SAOZSQTT44
        ENEOS Holdings, Inc.
        N/A
        
          
        
        19993.00000000
        NS
        
        90705.69000000
        0.002680478750
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Subaru Corp.
        549300N244BVAEE6HH86
        Subaru Corp.
        N/A
        
          
        
        5500.00000000
        NS
        
        109926.25000000
        0.003248472915
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Park24 Co. Ltd.
        549300LFG2WZWCWM4M68
        Park24 Co. Ltd.
        N/A
        
          
        
        1000.00000000
        NS
        
        18768.79000000
        0.000554643735
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Azbil Corp.
        N/A
        Azbil Corp.
        N/A
        
          
        
        283.00000000
        NS
        
        12201.42000000
        0.000360568857
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lixil Corp.
        353800KB8G4F9WUJJ886
        Lixil Corp.
        N/A
        
          
        
        4592.00000000
        NS
        
        127792.03000000
        0.003776431455
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sony Group Corp.
        529900R5WX9N2OI2N910
        Sony Group Corp.
        N/A
        
          
        
        2839.00000000
        NS
        
        300461.23000000
        0.008879045430
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freenet AG
        5299003GLDODCVP8DO20
        Freenet AG
        N/A
        
          
        
        2272.00000000
        NS
        
        54426.59000000
        0.001608381105
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co.
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co.
        110122108
        
          
        
        42907.00000000
        NS
        USD
        2708718.91000000
        0.080046394874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ain Holdings, Inc.
        N/A
        Ain Holdings, Inc.
        N/A
        
          
        
        340.00000000
        NS
        
        21985.18000000
        0.000649692514
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Waters Corp.
        5T547R1474YC9HOD8Q74
        Waters Corp.
        941848103
        
          
        
        5658.00000000
        NS
        USD
        1607833.86000000
        0.047513717120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly and Co.
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly and Co.
        532457108
        
          
        
        11142.00000000
        NS
        USD
        2081548.44000000
        0.061512638968
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp.
        235851102
        
          
        
        679.00000000
        NS
        USD
        152829.32000000
        0.004516318046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toray Industries, Inc.
        35380099TCYR5FHT0A11
        Toray Industries, Inc.
        N/A
        
          
        
        10327.00000000
        NS
        
        66673.43000000
        0.001970292187
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Iida Group Holdings Co. Ltd.
        35380051BV8PV1I4S949
        Iida Group Holdings Co. Ltd.
        N/A
        
          
        
        3748.00000000
        NS
        
        90816.65000000
        0.002683757772
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CNP Assurances
        969500QKVPV2H8UXM738
        CNP Assurances
        N/A
        
          
        
        17648.00000000
        NS
        
        334727.67000000
        0.009891666185
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Hays plc
        213800QC8AWD4BO8TH08
        Hays plc
        N/A
        
          
        
        48986.00000000
        NS
        
        100930.23000000
        0.002982628066
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        N/A
        
          
        
        169.00000000
        NS
        
        377107.51000000
        0.011144049145
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        J M Smucker Co. (The)
        5493000WDH6A0LHDJD55
        J M Smucker Co. (The)
        832696405
        
          
        
        8130.00000000
        NS
        USD
        1028688.90000000
        0.030399181542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marshalls plc
        213800S21IFC367J5V62
        Marshalls plc
        N/A
        
          
        
        10533.00000000
        NS
        
        99377.46000000
        0.002936741562
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Canadian Bankers Acceptance
        N/A
        
          
          
        
        48.00000000
        NC
        
        2865.46000000
        0.000084678311
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2021-06-14
            11945400.00000000
            CAD
            2865.46000000
          
        
        
          N
          N
          N
        
      
      
        Alphabet, Inc.
        5493006MHB84DD0ZWV18
        Alphabet, Inc., Class C
        02079K107
        
          
        
        7189.00000000
        NS
        USD
        14871381.07000000
        0.439469904781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Weir Group plc (The)
        549300KDR56WHY9I3D10
        Weir Group plc (The)
        N/A
        
          
        
        3834.00000000
        NS
        
        93972.39000000
        0.002777014259
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IBEX 35 Index
        N/A
        
          
          
        
        62.00000000
        NC
        
        -3124.97000000
        -0.00009234719
        N/A
        DE
        
        ES
        N
        
        1
        
          
            
              BME Clearing
              5299009QA8BBE2OOB349
            
            Long
            
              
                IBEX 35 Index
                ES0SI0000005
              
            
            2021-04-16
            5323754.00000000
            EUR
            -3124.97000000
          
        
        
          N
          N
          N
        
      
      
        Cummins, Inc.
        ZUNI8PYC725B6H8JU438
        Cummins, Inc.
        231021106
        
          
        
        2113.00000000
        NS
        USD
        547499.43000000
        0.016179366343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intel Corp.
        KNX4USFCNGPY45LOCE31
        Intel Corp.
        458140100
        
          
        
        101107.00000000
        NS
        USD
        6470848.00000000
        0.191222519349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Television Holdings, Inc.
        N/A
        Nippon Television Holdings, Inc.
        N/A
        
          
        
        13624.00000000
        NS
        
        179051.78000000
        0.005291228053
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Boston Scientific Corp.
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp.
        101137107
        
          
        
        127316.00000000
        NS
        USD
        4920763.40000000
        0.145415372833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit, Inc.
        VI90HBPH7XSFMB9E4M29
        Intuit, Inc.
        461202103
        
          
        
        6055.00000000
        NS
        USD
        2319428.30000000
        0.068542318252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liontrust Asset Management plc
        549300XVXU6S7PLCL855
        Liontrust Asset Management plc
        N/A
        
          
        
        1134.00000000
        NS
        
        22207.40000000
        0.000656259423
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        JDE Peet's NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        N/A
        
          
        
        2878.00000000
        NS
        
        105507.89000000
        0.003117904258
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Jeronimo Martins SGPS SA
        259400A8SZP10GB5IB19
        Jeronimo Martins SGPS SA
        N/A
        
          
        
        16079.00000000
        NS
        
        270581.35000000
        0.007996053598
        Long
        EC
        CORP
        PT
        N
        
        1
        
          N
          N
          N
        
      
      
        International Business Machines Corp.
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp.
        459200101
        
          
        
        11133.00000000
        NS
        USD
        1483583.58000000
        0.043841949282
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        Marriott International, Inc., Class A
        571903202
        
          
        
        1864.00000000
        NS
        USD
        276077.04000000
        0.008158458848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock, Inc.
        549300LRIF3NWCU26A80
        BlackRock, Inc.
        09247X101
        
          
        
        889.00000000
        NS
        USD
        670270.44000000
        0.019807419704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        888 Holdings plc
        213800H84UJQYSVF9750
        888 Holdings plc
        N/A
        
          
        
        19668.00000000
        NS
        
        107016.97000000
        0.003162499662
        Long
        EC
        CORP
        GI
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Centamin plc
        213800PDI9G7OUKLPV84
        Centamin plc
        N/A
        
          
        
        98842.00000000
        NS
        
        141672.42000000
        0.004186616201
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Biogen, Inc.
        W8J5WZB5IY3K0NDQT671
        Biogen, Inc.
        09062X103
        
          
        
        2071.00000000
        NS
        USD
        579362.25000000
        0.017120956799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prysmian SpA
        529900X0H1IO3RS1A464
        Prysmian SpA
        N/A
        
          
        
        9142.00000000
        NS
        
        296841.71000000
        0.008772083602
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc., Class A
        21036P108
        
          
        
        1042.00000000
        NS
        USD
        237576.00000000
        0.007020699799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546104
        
          
        
        9671.00000000
        NS
        USD
        788573.34000000
        0.023303434227
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halma plc
        2138007FRGLUR9KGBT40
        Halma plc
        N/A
        
          
        
        331.00000000
        NS
        
        10829.22000000
        0.000320018447
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity National Financial, Inc.
        549300CAZYIH39SYQ287
        Fidelity National Financial, Inc.
        31620R303
        
          
        
        104495.00000000
        NS
        USD
        4248766.70000000
        0.125556939755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Glanbia plc
        635400SRMCBHVMSKJS84
        Glanbia plc
        N/A
        
          
        
        10484.00000000
        NS
        
        155597.06000000
        0.004598108596
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        N/A
        
          
        
        3407.00000000
        NS
        
        233202.56000000
        0.006891458591
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Solvay SA
        549300MMVL80RTBP3O28
        Solvay SA
        N/A
        
          
        
        1473.00000000
        NS
        
        183323.14000000
        0.005417452656
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        N/A
        
          
        
        4396.00000000
        NS
        
        434694.74000000
        0.012845831540
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sanne Group plc
        2138005UBLKEZRITH576
        Sanne Group plc
        N/A
        
          
        
        3623.00000000
        NS
        
        32693.73000000
        0.000966144996
        Long
        EC
        CORP
        JE
        N
        
        2
        
          N
          N
          N
        
      
      
        Howden Joinery Group plc
        213800KC1LJOJTY3JP45
        Howden Joinery Group plc
        N/A
        
          
        
        10092.00000000
        NS
        
        101975.94000000
        0.003013530245
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SBA Communications Corp.
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp.
        78410G104
        
          
        
        3864.00000000
        NS
        USD
        1072453.20000000
        0.031692477212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Next plc
        213800WQD8ECPZP9PH98
        Next plc
        N/A
        
          
        
        556.00000000
        NS
        
        60260.50000000
        0.001780781224
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Diploma plc
        2138008OGI7VYG8FGR19
        Diploma plc
        N/A
        
          
        
        1161.00000000
        NS
        
        40820.18000000
        0.001206292847
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Republic Services, Inc.
        NKNQHM6BLECKVOQP7O46
        Republic Services, Inc.
        760759100
        
          
        
        971.00000000
        NS
        USD
        96468.85000000
        0.002850788109
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd.
        549300N24XF2VV0B3570
        Everest Re Group Ltd.
        N/A
        
          
        
        2006.00000000
        NS
        USD
        497106.86000000
        0.014690196115
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CH Robinson Worldwide, Inc.
        529900WNWN5L0OVDHA79
        CH Robinson Worldwide, Inc.
        12541W209
        
          
        
        5426.00000000
        NS
        USD
        517803.18000000
        0.015301801032
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oxford Instruments plc
        213800J364EZD6UCE231
        Oxford Instruments plc
        N/A
        
          
        
        480.00000000
        NS
        
        12599.58000000
        0.000372335037
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SPDR Bloomberg Barclays Convertible Securities ETF
        549300IXKU3G7R6DMX93
        SPDR Bloomberg Barclays Convertible Securities ETF
        78464A359
        
          
        
        504292.00000000
        NS
        USD
        42032738.20000000
        1.242125621520
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P/TSX 60 Index
        N/A
        
          
          
        
        52.00000000
        NC
        
        -42916.99000000
        -0.00126825648
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                S&P/TSX 60 Index
                XC0009654721
              
            
            2021-06-17
            11555440.00000000
            CAD
            -42916.99000000
          
        
        
          N
          N
          N
        
      
      
        Mettler-Toledo International, Inc.
        5493000BD5GJNUDIUG10
        Mettler-Toledo International, Inc.
        592688105
        
          
        
        5059.00000000
        NS
        USD
        5846635.71000000
        0.172776181759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intermediate Capital Group plc
        549300OGASR5WRKJ8R68
        Intermediate Capital Group plc
        N/A
        
          
        
        3452.00000000
        NS
        
        87644.08000000
        0.002590003935
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Corp.
        V82KK8NH1P0JS71FJC05
        Sumitomo Corp.
        N/A
        
          
        
        9040.00000000
        NS
        
        129377.37000000
        0.003823280447
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Airlines Co. Ltd.
        3538002MH5L1QZZ93477
        Japan Airlines Co. Ltd.
        N/A
        
          
        
        4300.00000000
        NS
        
        96302.61000000
        0.002845875487
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833100
        
          
        
        233195.00000000
        NS
        USD
        28484769.25000000
        0.841764377571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ResMed, Inc.
        529900T3QE5253CCXF22
        ResMed, Inc.
        761152107
        
          
        
        931.00000000
        NS
        USD
        180632.62000000
        0.005337944064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daito Trust Construction Co. Ltd.
        353800QQ4DRI3KXS3038
        Daito Trust Construction Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        23238.72000000
        0.000686736357
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke Philips NV
        H1FJE8H61JGM1JSGM897
        Koninklijke Philips NV
        N/A
        
          
        
        5106.00000000
        NS
        
        291171.63000000
        0.008604524886
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Brenntag SE
        NNROIXVWJ7CPSR27SV97
        Brenntag SE
        N/A
        
          
        
        5617.00000000
        NS
        
        479854.21000000
        0.014180356416
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Iwatani Corp.
        353800TSKIDNENNV2L96
        Iwatani Corp.
        N/A
        
          
        
        800.00000000
        NS
        
        49447.04000000
        0.001461228507
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Moody's Corp.
        549300GCEDD8YCF5WU84
        Moody's Corp.
        615369105
        
          
        
        4601.00000000
        NS
        USD
        1373904.61000000
        0.040600783833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        British American Tobacco plc
        213800FKA5MF17RJKT63
        British American Tobacco plc
        N/A
        
          
        
        13181.00000000
        NS
        
        501016.00000000
        0.014805716616
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        thyssenkrupp AG
        549300UDG16DOYUPR330
        thyssenkrupp AG
        N/A
        
          
        
        2824.00000000
        NS
        
        37717.40000000
        0.001114601401
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Aedifica SA
        529900DTKNXL0AXQFN28
        Aedifica SA
        N/A
        
          
        
        330.00000000
        NS
        
        37841.14000000
        0.001118258090
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Cerner Corp.
        549300L4UJ40IEVVI304
        Cerner Corp.
        156782104
        
          
        
        4929.00000000
        NS
        USD
        354296.52000000
        0.010469952802
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TS Tech Co. Ltd.
        N/A
        TS Tech Co. Ltd.
        N/A
        
          
        
        3208.00000000
        NS
        
        47932.01000000
        0.001416457272
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -128.00000000
        NC
        USD
        -667520.00000000
        -0.01972614039
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3920.00000000
            USD
            2021-04-30
            XXXX
            457441.19000000
          
        
        
          N
          N
          N
        
      
      
        Toyo Tire Corp.
        529900Y41RD7VQM9RF75
        Toyo Tire Corp.
        N/A
        
          
        
        600.00000000
        NS
        
        10657.86000000
        0.000314954522
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        Fiserv, Inc.
        337738108
        
          
        
        9656.00000000
        NS
        USD
        1149450.24000000
        0.033967846371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Drax Group plc
        549300YPSNTXR4ZHSR98
        Drax Group plc
        N/A
        
          
        
        22072.00000000
        NS
        
        127799.53000000
        0.003776653090
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bund
        N/A
        
          
          
        
        -35.00000000
        NC
        
        30215.77000000
        0.000892917846
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                Federal Republic of Germany
                Euro-Bund
                
                  
                
              
            
            2021-06-08
            -5991300.00000000
            EUR
            30215.77000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Schatz
        N/A
        
          
          
        
        -82.00000000
        NC
        
        740.64000000
        0.000021886937
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                Federal Republic of Germany
                Euro-Schatz
                
                  
                
              
            
            2021-06-08
            -9191380.00000000
            EUR
            740.64000000
          
        
        
          N
          N
          N
        
      
      
        Devon Energy Corp.
        54930042348RKR3ZPN35
        Devon Energy Corp.
        25179M103
        
          
        
        6478.00000000
        NS
        USD
        141544.30000000
        0.004182830078
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextEra Energy, Inc.
        N/A
        NextEra Energy, Inc.
        65339F101
        
          
        
        77176.00000000
        NS
        USD
        5835277.36000000
        0.172440526787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group plc
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group plc
        N/A
        
          
        
        6636.00000000
        NS
        
        311364.48000000
        0.009201251567
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Recruit Holdings Co. Ltd.
        353800R2LRSMVVC4I806
        Recruit Holdings Co. Ltd.
        N/A
        
          
        
        3689.00000000
        NS
        
        181152.82000000
        0.005353316694
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Komatsu Ltd.
        5493004LQ0B4T7QPQV17
        Komatsu Ltd.
        N/A
        
          
        
        5200.00000000
        NS
        
        161144.41000000
        0.004762040471
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JSR Corp.
        353800TL8FC0AWR22506
        JSR Corp.
        N/A
        
          
        
        1494.00000000
        NS
        
        45214.06000000
        0.001336138086
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Southwest Airlines Co.
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co.
        844741108
        
          
        
        66159.00000000
        NS
        USD
        4039668.54000000
        0.119377799564
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entain plc
        213800GNI3K45LQR8L28
        Entain plc
        N/A
        
          
        
        2922.00000000
        NS
        
        61106.94000000
        0.001805794699
        Long
        EC
        CORP
        IM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Toho Gas Co. Ltd.
        353800BCVTE4F8012906
        Toho Gas Co. Ltd.
        N/A
        
          
        
        1200.00000000
        NS
        
        74050.38000000
        0.002188291275
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sartorius Stedim Biotech
        52990006IVXY7GCSSR39
        Sartorius Stedim Biotech
        N/A
        
          
        
        64.00000000
        NS
        
        26339.10000000
        0.000778356879
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Rengo Co. Ltd.
        N/A
        Rengo Co. Ltd.
        N/A
        
          
        
        2945.00000000
        NS
        
        25612.54000000
        0.000756886025
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Inchcape plc
        213800RGEH1MPPNM2T57
        Inchcape plc
        N/A
        
          
        
        5343.00000000
        NS
        
        55433.71000000
        0.001638142896
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sun Communities, Inc.
        549300H5GEOJYN41ZG57
        Sun Communities, Inc.
        866674104
        
          
        
        25666.00000000
        NS
        USD
        3850926.64000000
        0.113800215046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Corp.
        549300DDU6FDRBIELS05
        Fox Corp., Class A
        35137L105
        
          
        
        26632.00000000
        NS
        USD
        961681.52000000
        0.028419020670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jack Henry & Associates, Inc.
        529900X1QS8C54W0JB21
        Jack Henry & Associates, Inc.
        426281101
        
          
        
        2958.00000000
        NS
        USD
        448787.76000000
        0.013262299797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        La Francaise des Jeux SAEM
        969500R4CLSQFTYYI535
        La Francaise des Jeux SAEM
        N/A
        
          
        
        8038.00000000
        NS
        
        365263.28000000
        0.010794035747
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Boerse AG
        529900G3SW56SHYNPR95
        Deutsche Boerse AG
        N/A
        
          
        
        2101.00000000
        NS
        
        349120.90000000
        0.010317006064
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Vistry Group plc
        2138001KOWN7CG9SLK53
        Vistry Group plc
        N/A
        
          
        
        2584.00000000
        NS
        
        38803.32000000
        0.001146691841
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Sterling
        N/A
        
          
          
        
        -318.00000000
        NC
        
        9863.03000000
        0.000291466195
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Sterling
                
                  
                
              
            
            2022-09-21
            -39628762.50000000
            GBP
            9863.03000000
          
        
        
          N
          N
          N
        
      
      
        Interpump Group SpA
        815600C79D0F31F4D395
        Interpump Group SpA
        N/A
        
          
        
        2284.00000000
        NS
        
        115112.63000000
        0.003401737626
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        SBI Holdings, Inc.
        353800L6LMHYIPSMRQ17
        SBI Holdings, Inc.
        N/A
        
          
        
        1300.00000000
        NS
        
        35326.45000000
        0.001043945518
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Compass Group plc
        2138008M6MH9OZ6U2T68
        Compass Group plc
        N/A
        
          
        
        8203.00000000
        NS
        
        165731.63000000
        0.004897599174
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nitto Denko Corp.
        3538009GX5P09USH2J25
        Nitto Denko Corp.
        N/A
        
          
        
        482.00000000
        NS
        
        41317.37000000
        0.001220985500
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        TOPIX Index
        N/A
        
          
          
        
        207.00000000
        NC
        
        1100026.88000000
        0.032507317641
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Long
            
              
                TOPIX Index
                JP9010100007
              
            
            2021-06-10
            4044780000.00000000
            JPY
            1100026.88000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Sterling
        N/A
        
          
          
        
        -359.00000000
        NC
        
        23797.19000000
        0.000703239919
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Sterling
                
                  
                
              
            
            2023-03-15
            -44673062.50000000
            GBP
            23797.19000000
          
        
        
          N
          N
          N
        
      
      
        Vodafone Group plc
        213800TB53ELEUKM7Q61
        Vodafone Group plc
        N/A
        
          
        
        268025.00000000
        NS
        
        488764.02000000
        0.014443653640
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Metso Outotec OYJ
        549300R0VN9C371W0E07
        Metso Outotec OYJ
        N/A
        
          
        
        3463.00000000
        NS
        
        38611.16000000
        0.001141013247
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Fair Isaac Corp.
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp.
        303250104
        
          
        
        9163.00000000
        NS
        USD
        4453676.15000000
        0.131612297765
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gartner, Inc.
        PP55B5R38BFB8O8HH686
        Gartner, Inc.
        366651107
        
          
        
        15662.00000000
        NS
        USD
        2859098.10000000
        0.084490308186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Ohka Kogyo Co. Ltd.
        N/A
        Tokyo Ohka Kogyo Co. Ltd.
        N/A
        
          
        
        120.00000000
        NS
        
        7530.74000000
        0.000222543795
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Nickel Base Metal
        N/A
        
          
          
        
        -36.00000000
        NC
        USD
        86667.12000000
        0.002561133414
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2021-05-19
            -3466044.00000000
            USD
            86667.12000000
          
        
        
          N
          N
          N
        
      
      
        Trimble, Inc.
        549300E2MI7NSZFQWS19
        Trimble, Inc.
        896239100
        
          
        
        7478.00000000
        NS
        USD
        581713.62000000
        0.017190443038
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        As One Corp.
        N/A
        As One Corp.
        N/A
        
          
        
        68.00000000
        NS
        
        8559.61000000
        0.000252948329
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -19635.96000000
        -0.00058026981
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            2690000.00000000
            GBP
            3689020.27000000
            USD
            2021-04-23
            -19635.96000000
          
        
        
          N
          N
          N
        
      
      
        Daimler AG
        529900R27DL06UVNT076
        Daimler AG (Registered)
        N/A
        
          
        
        13593.00000000
        NS
        
        1213171.94000000
        0.035850910849
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ross Stores, Inc.
        549300ENZFLPGRDFZQ60
        Ross Stores, Inc.
        778296103
        
          
        
        34802.00000000
        NS
        USD
        4173107.82000000
        0.123321115077
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABIOMED, Inc.
        5493001EZN4ZTB4Z5887
        ABIOMED, Inc.
        003654100
        
          
        
        4256.00000000
        NS
        USD
        1356514.88000000
        0.040086893230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elisa OYJ
        743700TU2S3DXWGU7H32
        Elisa OYJ
        N/A
        
          
        
        1765.00000000
        NS
        
        105871.32000000
        0.003128644118
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        GS Yuasa Corp.
        353800MW7O6PQQHLDR79
        GS Yuasa Corp.
        N/A
        
          
        
        2286.00000000
        NS
        
        62233.41000000
        0.001839083447
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Snap-on, Inc.
        HHWAT5TDOYZMM26KKQ73
        Snap-on, Inc.
        833034101
        
          
        
        4675.00000000
        NS
        USD
        1078709.50000000
        0.031877359541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brewin Dolphin Holdings plc
        213800PS7FS5UYOWAC49
        Brewin Dolphin Holdings plc
        N/A
        
          
        
        15144.00000000
        NS
        
        64802.04000000
        0.001914990021
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        American Express Co.
        R4PP93JZOLY261QX3811
        American Express Co.
        025816109
        
          
        
        39408.00000000
        NS
        USD
        5573867.52000000
        0.164715504010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        WTI Crude Oil
        N/A
        
          
          
        
        164.00000000
        NC
        USD
        -869652.64000000
        -0.02569943982
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                WTI Crude Oil
                
                  
                
              
            
            2021-04-20
            9730120.00000000
            USD
            -869652.64000000
          
        
        
          N
          N
          N
        
      
      
        EssilorLuxottica SA
        549300M3VH1A3ER1TB49
        EssilorLuxottica SA
        N/A
        
          
        
        2302.00000000
        NS
        
        375011.92000000
        0.011082121559
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Corbion NV
        724500BKS1TSAVLTWG46
        Corbion NV
        N/A
        
          
        
        567.00000000
        NS
        
        31458.80000000
        0.000929651104
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Hokkaido Electric Power Co., Inc.
        353800XDXIIZDHUO0J51
        Hokkaido Electric Power Co., Inc.
        N/A
        
          
        
        7310.00000000
        NS
        
        33428.67000000
        0.000987863491
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamada Holdings Co. Ltd.
        353800MDZ4K1DQKLO464
        Yamada Holdings Co. Ltd.
        N/A
        
          
        
        21880.00000000
        NS
        
        118244.27000000
        0.003494281925
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Valeo SA
        5493006IH2N2WMIBB742
        Valeo SA
        N/A
        
          
        
        1688.00000000
        NS
        
        57269.36000000
        0.001692388895
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Neste OYJ
        5493009GY1X8GQ66AM14
        Neste OYJ
        N/A
        
          
        
        676.00000000
        NS
        
        35899.47000000
        0.001060879052
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kroger Co. (The)
        6CPEOKI6OYJ13Q6O7870
        Kroger Co. (The)
        501044101
        
          
        
        47279.00000000
        NS
        USD
        1701571.21000000
        0.050283785622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allstate Corp. (The)
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp. (The)
        020002101
        
          
        
        16845.00000000
        NS
        USD
        1935490.50000000
        0.057196424577
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        N/A
        
          
        
        45.00000000
        NS
        
        12373.83000000
        0.000365663812
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
        
        8309.00000000
        NS
        USD
        486907.40000000
        0.014388787948
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marks & Spencer Group plc
        213800EJP14A79ZG1X44
        Marks & Spencer Group plc
        N/A
        
          
        
        33795.00000000
        NS
        
        70245.57000000
        0.002075853870
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Faurecia SE
        969500F0VMZLK2IULV85
        Faurecia SE
        N/A
        
          
        
        573.00000000
        NS
        
        30586.70000000
        0.000903879342
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Man Group plc
        2549003YWC1DW6LALB09
        Man Group plc
        N/A
        
          
        
        36345.00000000
        NS
        
        80653.86000000
        0.002383433253
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Maruichi Steel Tube Ltd.
        N/A
        Maruichi Steel Tube Ltd.
        N/A
        
          
        
        148.00000000
        NS
        
        3383.13000000
        0.000099976176
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        83466.00000000
        NS
        USD
        13717637.10000000
        0.405375172741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citrix Systems, Inc.
        HCTKJGUQOPZ5NBK7NP58
        Citrix Systems, Inc.
        177376100
        
          
        
        3490.00000000
        NS
        USD
        489856.40000000
        0.014475934982
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Gas Co. Ltd.
        353800678EIJLOQSWZ83
        Tokyo Gas Co. Ltd.
        N/A
        
          
        
        2790.00000000
        NS
        
        62157.70000000
        0.001836846112
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck & Co., Inc.
        4YV9Y5M8S0BRK1RP0397
        Merck & Co., Inc.
        58933Y105
        
          
        
        29755.00000000
        NS
        USD
        2293812.95000000
        0.067785349186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mastercard, Inc.
        AR5L2ODV9HN37376R084
        Mastercard, Inc., Class A
        57636Q104
        
          
        
        28736.00000000
        NS
        USD
        10231452.80000000
        0.302353598944
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        Barclays plc
        N/A
        
          
        
        137199.00000000
        NS
        
        351355.73000000
        0.010383048385
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Lloyds Banking Group plc
        549300PPXHEU2JF0AM85
        Lloyds Banking Group plc
        N/A
        
          
        
        398508.00000000
        NS
        
        233774.61000000
        0.006908363460
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        DTE Energy Co.
        549300IX8SD6XXD71I78
        DTE Energy Co.
        233331107
        
          
        
        7263.00000000
        NS
        USD
        966995.82000000
        0.028576065594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cranswick plc
        549300LDZLPU51XOSK43
        Cranswick plc
        N/A
        
          
        
        2605.00000000
        NS
        
        130577.96000000
        0.003858759544
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206R102
        
          
        
        60549.00000000
        NS
        USD
        1832818.23000000
        0.054162316816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Autobacs Seven Co. Ltd.
        5299006NCUSCPURTQB07
        Autobacs Seven Co. Ltd.
        N/A
        
          
        
        3703.00000000
        NS
        
        50281.82000000
        0.001485897412
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kansai Paint Co. Ltd.
        549300ERRV6FTKH9NN70
        Kansai Paint Co. Ltd.
        N/A
        
          
        
        900.00000000
        NS
        
        24074.02000000
        0.000711420629
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kagome Co. Ltd.
        549300QC5KRGKXSZKO90
        Kagome Co. Ltd.
        N/A
        
          
        
        1045.00000000
        NS
        
        33197.19000000
        0.000981022936
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Zinc Base Metal
        N/A
        
          
          
        
        -75.00000000
        NC
        USD
        -80856.00000000
        -0.00238940677
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2021-04-21
            -5263593.75000000
            USD
            -80856.00000000
          
        
        
          N
          N
          N
        
      
      
        Rexel SA
        969500N6AVPA51648T62
        Rexel SA
        N/A
        
          
        
        11212.00000000
        NS
        
        221931.84000000
        0.006558393207
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        N/A
        
          
        
        15254.00000000
        NS
        
        15.67000000
        0.000000463070
        Long
        
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Akzo Nobel NV
        724500XYIJUGXAA5QD70
        Akzo Nobel NV
        N/A
        
          
        
        979.00000000
        NS
        
        109301.34000000
        0.003230005959
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Nabtesco Corp.
        529900DVHQXYRTGW7739
        Nabtesco Corp.
        N/A
        
          
        
        862.00000000
        NS
        
        39443.50000000
        0.001165610047
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Delivery Hero SE
        529900C3EX1FZGE48X78
        Delivery Hero SE
        N/A
        
          
        
        236.00000000
        NS
        
        30589.66000000
        0.000903966814
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Bottlers Japan Holdings, Inc.
        353800XN1G90665VTQ16
        Coca-Cola Bottlers Japan Holdings, Inc.
        N/A
        
          
        
        1400.00000000
        NS
        
        24433.15000000
        0.000722033417
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        N/A
        
          
        
        12728.00000000
        NS
        
        775508.36000000
        0.022917345976
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sankyo Co. Ltd.
        3538009H2R9ZBZAOAK48
        Sankyo Co. Ltd.
        N/A
        
          
        
        466.00000000
        NS
        
        12358.25000000
        0.000365203401
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Silver
        N/A
        
          
          
        
        48.00000000
        NC
        USD
        -617652.48000000
        -0.01825248612
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Silver
                
                  
                
              
            
            2021-05-26
            5876400.00000000
            USD
            -617652.48000000
          
        
        
          N
          N
          N
        
      
      
        Sanwa Holdings Corp.
        5299003X6BCA4ROO5A70
        Sanwa Holdings Corp.
        N/A
        
          
        
        5236.00000000
        NS
        
        68588.69000000
        0.002026890772
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        39807220.78000000
        PA
        
        -900173.99000000
        -0.02660138798
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                EURO STOXX Index
                EURO STOXX Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-06-15
            0.00000000
            USD
            0.00000000
            USD
            39807221.00000000
            EUR
            -900173.99000000
          
        
        
          N
          N
          N
        
      
      
        Vivo Energy plc
        213800TR7V9QN896AU56
        Vivo Energy plc
        N/A
        
          
        
        35813.00000000
        NS
        
        47890.65000000
        0.001415235027
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7367.04000000
        0.000217706234
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            5570000.00000000
            NZD
            3897348.50000000
            USD
            2021-04-23
            7367.04000000
          
        
        
          N
          N
          N
        
      
      
        Pentair plc
        549300EVR9D56WPSRP15
        Pentair plc
        N/A
        
          
        
        13970.00000000
        NS
        USD
        870610.40000000
        0.025727742957
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Petrofac Ltd.
        2138004624W8CKCSJ177
        Petrofac Ltd.
        N/A
        
          
        
        163414.00000000
        NS
        
        215397.59000000
        0.006365297071
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Remy Cointreau SA
        5493004V6A3Z027YT216
        Remy Cointreau SA
        N/A
        
          
        
        71.00000000
        NS
        
        13113.72000000
        0.000387528586
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Natural Gas
        N/A
        
          
          
        
        -210.00000000
        NC
        USD
        -101379.60000000
        -0.00299590757
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Natural Gas
                
                  
                
              
            
            2021-04-28
            -5466300.00000000
            USD
            -101379.60000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Eurodollar
        N/A
        
          
          
        
        -158.00000000
        NC
        USD
        37883.45000000
        0.001119508409
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                3 Month Eurodollar
                
                  
                
              
            
            2023-03-13
            -39263000.00000000
            USD
            37883.45000000
          
        
        
          N
          N
          N
        
      
      
        Las Vegas Sands Corp.
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp.
        517834107
        
          
        
        66599.00000000
        NS
        USD
        4046555.24000000
        0.119581311086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BE Semiconductor Industries NV
        7245007A1YFLI2GNYX06
        BE Semiconductor Industries NV
        N/A
        
          
        
        8579.00000000
        NS
        
        716627.58000000
        0.021177337388
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        13591960.89000000
        PA
        USD
        -779667.09000000
        -0.02304024220
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                Alerian MLP Total Return Index
                Alerian MLP Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-05-17
            0.00000000
            USD
            0.00000000
            USD
            13591960.89000000
            USD
            -779667.09000000
          
        
        
          N
          N
          N
        
      
      
        Yamaha Motor Co. Ltd.
        3538004LR5NXILJDHY88
        Yamaha Motor Co. Ltd.
        N/A
        
          
        
        2900.00000000
        NS
        
        71370.61000000
        0.002109100360
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Industria de Diseno Textil SA
        549300TTCXZOGZM2EY83
        Industria de Diseno Textil SA
        N/A
        
          
        
        5183.00000000
        NS
        
        171246.11000000
        0.005060559695
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Lasertec Corp.
        N/A
        Lasertec Corp.
        N/A
        
          
        
        102.00000000
        NS
        
        13470.27000000
        0.000398065132
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Legal & General Group plc
        213800JH9QQWHLO99821
        Legal & General Group plc
        N/A
        
          
        
        86699.00000000
        NS
        
        332882.51000000
        0.009837139152
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Holdings, Inc.
        353800P843RLCDBLNT17
        Sumitomo Mitsui Trust Holdings, Inc.
        N/A
        
          
        
        2258.00000000
        NS
        
        78780.52000000
        0.002328073462
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        N/A
        
          
        
        5434.00000000
        NS
        
        320886.12000000
        0.009482629215
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fancl Corp.
        3538004V8SS9O9BA8I42
        Fancl Corp.
        N/A
        
          
        
        1200.00000000
        NS
        
        40557.37000000
        0.001198526448
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tesla, Inc.
        54930043XZGB27CTOV49
        Tesla, Inc.
        88160R101
        
          
        
        462.00000000
        NS
        USD
        308583.66000000
        0.009119074485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toda Corp.
        N/A
        Toda Corp.
        N/A
        
          
        
        514.00000000
        NS
        
        3771.15000000
        0.000111442704
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ZOZO, Inc.
        549300GC7XPQMZA0OW13
        ZOZO, Inc.
        N/A
        
          
        
        1842.00000000
        NS
        
        54568.16000000
        0.001612564694
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alfresa Holdings Corp.
        N/A
        Alfresa Holdings Corp.
        N/A
        
          
        
        2772.00000000
        NS
        
        53517.39000000
        0.001581512986
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Canon Marketing Japan, Inc.
        529900WMTZBIIROD5K97
        Canon Marketing Japan, Inc.
        N/A
        
          
        
        2931.00000000
        NS
        
        65235.91000000
        0.001927811480
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IPG Photonics Corp.
        5493002KZ51CADQ94G15
        IPG Photonics Corp.
        44980X109
        
          
        
        206.00000000
        NS
        USD
        43453.64000000
        0.001284115237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kering SA
        549300VGEJKB7SVUZR78
        Kering SA
        N/A
        
          
        
        484.00000000
        NS
        
        333987.95000000
        0.009869806435
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Marui Group Co. Ltd.
        52990081ZYFHQZEEMU57
        Marui Group Co. Ltd.
        N/A
        
          
        
        1600.00000000
        NS
        
        30156.30000000
        0.000891160426
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG (Registered)
        N/A
        
          
        
        12362.00000000
        NS
        
        678190.09000000
        0.020041456329
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Canadian Bankers Acceptance
        N/A
        
          
          
        
        55.00000000
        NC
        
        -1884.34000000
        -0.00005568485
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2021-12-13
            13679187.50000000
            CAD
            -1884.34000000
          
        
        
          N
          N
          N
        
      
      
        Arista Networks, Inc.
        635400H1WKBLOQERUU95
        Arista Networks, Inc.
        040413106
        
          
        
        13122.00000000
        NS
        USD
        3961400.58000000
        0.117064872959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atmos Energy Corp.
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp.
        049560105
        
          
        
        3410.00000000
        NS
        USD
        337078.50000000
        0.009961136467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regions Financial Corp.
        CW05CS5KW59QTC0DG824
        Regions Financial Corp.
        7591EP100
        
          
        
        126621.00000000
        NS
        USD
        2615989.86000000
        0.077306123033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Serco Group plc
        549300PT2CIHYN5GWJ21
        Serco Group plc
        N/A
        
          
        
        31265.00000000
        NS
        
        59232.96000000
        0.001750415994
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Rinnai Corp.
        N/A
        Rinnai Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        22432.39000000
        0.000662908189
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Under Armour, Inc.
        549300D4549QKWETZ406
        Under Armour, Inc., Class C
        904311206
        
          
        
        3578.00000000
        NS
        USD
        66049.88000000
        0.001951865421
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group plc
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group plc
        N/A
        
          
        
        3879.00000000
        NS
        
        182109.68000000
        0.005381593232
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimizu Corp.
        353800BRAE0QFP3ZLY22
        Shimizu Corp.
        N/A
        
          
        
        1400.00000000
        NS
        
        11336.00000000
        0.000334994498
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        38173.29000000
        0.001128073582
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            442620000.00000000
            JPY
            4036426.14000000
            USD
            2021-04-23
            38173.29000000
          
        
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        Ipsen SA
        N/A
        
          
        
        4390.00000000
        NS
        
        376331.35000000
        0.011121112543
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimano, Inc.
        529900L32YT3P9DECR10
        Shimano, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        23884.04000000
        0.000705806457
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dentsu Group, Inc.
        5299007PBBE83ZLJZG91
        Dentsu Group, Inc.
        N/A
        
          
        
        3309.00000000
        NS
        
        106518.43000000
        0.003147767115
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co.
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co.
        075887109
        
          
        
        21160.00000000
        NS
        USD
        5145054.00000000
        0.152043470665
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Sanso Holdings Corp.
        353800F1K6653B4VPY57
        Nippon Sanso Holdings Corp.
        N/A
        
          
        
        623.00000000
        NS
        
        11878.36000000
        0.000351021987
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nucor Corp.
        549300GGJCRSI2TIEJ46
        Nucor Corp.
        670346105
        
          
        
        10441.00000000
        NS
        USD
        838099.07000000
        0.024766988133
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synthomer plc
        213800EHT3TI1KPQQJ56
        Synthomer plc
        N/A
        
          
        
        1335.00000000
        NS
        
        8538.00000000
        0.000252309723
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Honda Motor Co. Ltd.
        549300P7ZYCQJ36CCS16
        Honda Motor Co. Ltd.
        N/A
        
          
        
        9041.00000000
        NS
        
        272545.74000000
        0.008054104043
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Estate Co. Ltd.
        353800KOFMRGOXSJ5Z65
        Mitsubishi Estate Co. Ltd.
        N/A
        
          
        
        3800.00000000
        NS
        
        66543.66000000
        0.001966457303
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Juniper Networks, Inc.
        AUHIXNGG7U2U7JEHM527
        Juniper Networks, Inc.
        48203R104
        
          
        
        32516.00000000
        NS
        USD
        823630.28000000
        0.024339415352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai Nippon Printing Co. Ltd.
        529900S7NFNQ4FT6OP83
        Dai Nippon Printing Co. Ltd.
        N/A
        
          
        
        846.00000000
        NS
        
        17745.34000000
        0.000524399371
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ageas SA/NV
        5493005DJBML6LY3RV36
        Ageas SA/NV
        N/A
        
          
        
        5268.00000000
        NS
        
        318114.45000000
        0.009400722528
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        43.00000000
        NC
        USD
        107.50000000
        0.000003176773
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3650.00000000
            USD
            2021-03-31
            XXXX
            -7065.14000000
          
        
        
          N
          N
          N
        
      
      
        Orion OYJ
        74370029VAHCXDR7B745
        Orion OYJ, Class B
        N/A
        
          
        
        7549.00000000
        NS
        
        302463.61000000
        0.008938218532
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlantia SpA
        8156008DEC771409C487
        Atlantia SpA
        N/A
        
          
        
        7885.00000000
        NS
        
        147561.73000000
        0.004360653467
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Aptiv plc
        N/A
        Aptiv plc
        N/A
        
          
        
        22404.00000000
        NS
        USD
        3089511.60000000
        0.091299346192
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Nihon Kohden Corp.
        N/A
        Nihon Kohden Corp.
        N/A
        
          
        
        4500.00000000
        NS
        
        131491.53000000
        0.003885756803
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie Generale des Etablissements Michelin SCA
        549300SOSI58J6VIW052
        Cie Generale des Etablissements Michelin SCA
        N/A
        
          
        
        5049.00000000
        NS
        
        756190.04000000
        0.022346462867
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        LKQ Corp.
        DS830JTTZQN6GK0I2E41
        LKQ Corp.
        501889208
        
          
        
        13552.00000000
        NS
        USD
        573656.16000000
        0.016952333937
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Parcel Service, Inc.
        D01LMJZU09ULLNCY6Z23
        United Parcel Service, Inc., Class B
        911312106
        
          
        
        8825.00000000
        NS
        USD
        1500161.75000000
        0.044331857164
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thales SA
        529900FNDVTQJOVVPZ19
        Thales SA
        N/A
        
          
        
        725.00000000
        NS
        
        71955.82000000
        0.002126394126
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Genuine Parts Co.
        549300D46DQVEU651W04
        Genuine Parts Co.
        372460105
        
          
        
        4115.00000000
        NS
        USD
        475652.85000000
        0.014056200410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L Brands, Inc.
        GR3KVMWVCR54YWQNXU90
        L Brands, Inc.
        501797104
        
          
        
        8512.00000000
        NS
        USD
        526552.32000000
        0.015560350235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capita plc
        CMIGEWPLHL4M7ZV0IZ88
        Capita plc
        N/A
        
          
        
        61476.00000000
        NS
        
        36929.23000000
        0.001091309886
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co.
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co.
        42824C109
        
          
        
        47082.00000000
        NS
        USD
        741070.68000000
        0.021899664842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rightmove plc
        2138001JXGCFKBXYB828
        Rightmove plc
        N/A
        
          
        
        21588.00000000
        NS
        
        173236.06000000
        0.005119365473
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Severn Trent plc
        213800RPBXRETY4A4C59
        Severn Trent plc
        N/A
        
          
        
        3177.00000000
        NS
        
        101052.22000000
        0.002986233039
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Grainger plc
        2138007CEIRKZMNI2979
        Grainger plc
        N/A
        
          
        
        12342.00000000
        NS
        
        45385.73000000
        0.001341211172
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        N/A
        
          
        
        9853.00000000
        NS
        
        121410.76000000
        0.003587856089
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Rathbone Brothers plc
        213800MBTHM6UE8ZQP29
        Rathbone Brothers plc
        N/A
        
          
        
        531.00000000
        NS
        
        12882.22000000
        0.000380687440
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        N/A
        
          
        
        7970.00000000
        NS
        
        816301.90000000
        0.024122851574
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        N/A
        
          
        
        10502.00000000
        NS
        USD
        626654.34000000
        0.018518503549
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        N/A
        
          
        
        4358.00000000
        NS
        
        265760.95000000
        0.007853604103
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Teradyne, Inc.
        C3X4YJ278QNZHRJULN75
        Teradyne, Inc.
        880770102
        
          
        
        2186.00000000
        NS
        USD
        265992.48000000
        0.007860446135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Assurant, Inc.
        H3F39CAXWQRVWURFXL38
        Assurant, Inc.
        04621X108
        
          
        
        2866.00000000
        NS
        USD
        406312.82000000
        0.012007106500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitton SE
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        N/A
        
          
        
        111.00000000
        NS
        
        74142.63000000
        0.002191017390
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Globe Life, Inc.
        5493001JFHKQOPP6XA71
        Globe Life, Inc.
        37959E102
        
          
        
        4324.00000000
        NS
        USD
        417828.12000000
        0.012347399562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ocado Group plc
        213800LO8F61YB8MBC74
        Ocado Group plc
        N/A
        
          
        
        3014.00000000
        NS
        
        84504.10000000
        0.002497213177
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        First Republic Bank
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank
        33616C100
        
          
        
        22413.00000000
        NS
        USD
        3737367.75000000
        0.110444392588
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Panasonic Corp.
        254900GE1G59KGWPHX32
        Panasonic Corp.
        N/A
        
          
        
        5922.00000000
        NS
        
        76686.68000000
        0.002266197591
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO STOXX 50 Index
        N/A
        
          
          
        
        2898.00000000
        NC
        
        2528024.72000000
        0.074706631331
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                EURO STOXX 50 Index
                EU0009658145
              
            
            2021-06-18
            112036680.00000000
            EUR
            2528024.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 2 Year Note
        N/A
        
          
          
        
        209.00000000
        NC
        USD
        -42315.40000000
        -0.00125047866
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 2 Year Note
                
                  
                
              
            
            2021-06-30
            46135116.87000000
            USD
            -42315.40000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Lead Base Metal
        N/A
        
          
          
        
        88.00000000
        NC
        USD
        -210946.04000000
        -0.00623374760
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2021-04-21
            4305400.00000000
            USD
            -210946.04000000
          
        
        
          N
          N
          N
        
      
      
        Nihon M&A Center, Inc.
        N/A
        Nihon M&A Center, Inc.
        N/A
        
          
        
        354.00000000
        NS
        
        9601.75000000
        0.000283745009
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Prudential plc
        5493001Z3ZE83NGK8Y12
        Prudential plc
        N/A
        
          
        
        918.00000000
        NS
        
        19555.74000000
        0.000577899198
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group, Inc. (The)
        416515104
        
          
        
        13661.00000000
        NS
        USD
        912418.19000000
        0.026963221048
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SEB SA
        969500WP61NBK098AC47
        SEB SA
        N/A
        
          
        
        1783.00000000
        NS
        
        314109.22000000
        0.009282362435
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Progressive Corp. (The)
        529900TACNVLY9DCR586
        Progressive Corp. (The)
        743315103
        
          
        
        22971.00000000
        NS
        USD
        2196257.31000000
        0.064902444928
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rakuten Group, Inc.
        529900IMXUCQKUL1H943
        Rakuten Group, Inc.
        N/A
        
          
        
        3633.00000000
        NS
        
        43402.93000000
        0.001282616686
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Glencore plc
        2138002658CPO9NBH955
        Glencore plc
        N/A
        
          
        
        79760.00000000
        NS
        
        313170.35000000
        0.009254617526
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Jupiter Fund Management plc
        5493003DJ1G01IMQ7S28
        Jupiter Fund Management plc
        N/A
        
          
        
        14615.00000000
        NS
        
        56132.99000000
        0.001658807588
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Nexstar Media Group, Inc.
        52990083ZRR5UT591988
        Nexstar Media Group, Inc., Class A
        65336K103
        
          
        
        31978.00000000
        NS
        USD
        4490670.54000000
        0.132705533220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HelloFresh SE
        391200ZAF4V6XD2M9G57
        HelloFresh SE
        N/A
        
          
        
        5375.00000000
        NS
        
        400479.92000000
        0.011834736227
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Raiffeisen Bank International AG
        9ZHRYM6F437SQJ6OUG95
        Raiffeisen Bank International AG
        N/A
        
          
        
        16867.00000000
        NS
        
        370278.75000000
        0.010942249831
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp.
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp.
        929740108
        
          
        
        5720.00000000
        NS
        USD
        452795.20000000
        0.013380725199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        88120.86000000
        0.002604093444
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            584310000.00000000
            JPY
            5366280.74000000
            USD
            2021-04-23
            88120.86000000
          
        
        
          N
          N
          N
        
      
      
        Koninklijke KPN NV
        549300YO0JZHAL7FVP81
        Koninklijke KPN NV
        N/A
        
          
        
        37686.00000000
        NS
        
        127832.76000000
        0.003777635083
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        -439.00000000
        NC
        USD
        359736.02000000
        0.010630697560
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                United States of America
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            2021-06-21
            -57536437.50000000
            USD
            359736.02000000
          
        
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG (Registered)
        N/A
        
          
        
        4525.00000000
        NS
        
        286762.68000000
        0.008474234308
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Croda International plc
        2138004WCNBFJEEOXV26
        Croda International plc
        N/A
        
          
        
        144.00000000
        NS
        
        12599.47000000
        0.000372331786
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076102
        
          
        
        12206.00000000
        NS
        USD
        3725881.50000000
        0.110104957994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Mills, Inc.
        2TGYMUGI08PO8X8L6150
        General Mills, Inc.
        370334104
        
          
        
        14262.00000000
        NS
        USD
        874545.84000000
        0.025844040659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp. Japan
        529900MIMKY9RU60Z323
        Oracle Corp. Japan
        N/A
        
          
        
        600.00000000
        NS
        
        58737.22000000
        0.001735766191
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiichi Sankyo Co. Ltd.
        353800XGIU2IHQGC9504
        Daiichi Sankyo Co. Ltd.
        N/A
        
          
        
        8583.00000000
        NS
        
        250415.68000000
        0.007400130124
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        St James's Place plc
        213800M993ICXOMBCP87
        St James's Place plc
        N/A
        
          
        
        7921.00000000
        NS
        
        139063.49000000
        0.004109518707
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Illumina, Inc.
        SQ95QG8SR5Q56LSNF682
        Illumina, Inc.
        452327109
        
          
        
        2602.00000000
        NS
        USD
        999324.12000000
        0.029531411628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -35063.01000000
        -0.00103616050
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            3412656.14000000
            USD
            49369190000.00000000
            IDR
            2021-04-29
            -35063.01000000
          
        
        
          N
          N
          N
        
      
      
        Newmont Corp.
        549300VSP3RIX7FGDZ51
        Newmont Corp.
        651639106
        
          
        
        5550.00000000
        NS
        USD
        334498.50000000
        0.009884893894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        16850000.00000000
        PA
        USD
        34542.30000000
        0.001020772799
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American Investment Grade Index Series 36-V1
                Markit CDX North American Investment Grade Index Series 36-V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2026-06-20
            365232.00000000
            USD
            0.00000000
            USD
            16850000.00000000
            USD
            34542.30000000
          
        
        
          N
          N
          N
        
      
      
        Toyobo Co. Ltd.
        5299005EWBCNUAZ4PM62
        Toyobo Co. Ltd.
        N/A
        
          
        
        2210.00000000
        NS
        
        28511.38000000
        0.000842550762
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Invesco Emerging Markets Sovereign Debt ETF
        549300VQ5VGUIVZMPZ95
        Invesco Emerging Markets Sovereign Debt ETF
        46138E784
        
          
        
        147559.00000000
        NS
        USD
        3950154.43000000
        0.116732533653
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Izumi Co. Ltd.
        N/A
        Izumi Co. Ltd.
        N/A
        
          
        
        500.00000000
        NS
        
        19633.95000000
        0.000580210411
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kobayashi Pharmaceutical Co. Ltd.
        529900WBSL04KD6TKP95
        Kobayashi Pharmaceutical Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        18680.06000000
        0.000552021641
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        N/A
        
          
        
        2934.00000000
        NS
        
        446951.40000000
        0.013208032816
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Advance Auto Parts, Inc.
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts, Inc.
        00751Y106
        
          
        
        3237.00000000
        NS
        USD
        593957.13000000
        0.017552255714
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        N/A
        
          
        
        1658.00000000
        NS
        
        84022.90000000
        0.002482993051
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Kamigumi Co. Ltd.
        N/A
        Kamigumi Co. Ltd.
        N/A
        
          
        
        1817.00000000
        NS
        
        34470.11000000
        0.001018639485
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Aegon NV
        O4QK7KMMK83ITNTHUG69
        Aegon NV
        N/A
        
          
        
        73833.00000000
        NS
        
        350801.32000000
        0.010366664802
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        M&G plc
        254900TWUJUQ44TQJY84
        M&G plc
        N/A
        
          
        
        107284.00000000
        NS
        
        306582.09000000
        0.009059925320
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        88.92000000
        0.000002627709
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            47220000.00000000
            TWD
            1663144.55000000
            USD
            2021-04-29
            88.92000000
          
        
        
          N
          N
          N
        
      
      
        Skyworks Solutions, Inc.
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions, Inc.
        83088M102
        
          
        
        24192.00000000
        NS
        USD
        4438748.16000000
        0.131171154988
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TechnipFMC plc
        549300D5I93QWCJTCK36
        TechnipFMC plc
        N/A
        
          
        
        4507.00000000
        NS
        
        34382.40000000
        0.001016047533
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Trane Technologies plc
        549300BURLR9SLYY2705
        Trane Technologies plc
        N/A
        
          
        
        315.00000000
        NS
        USD
        52151.40000000
        0.001541146090
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Dentsply Sirona, Inc.
        9NHEHR1SOZCYXDO8HO28
        Dentsply Sirona, Inc.
        24906P109
        
          
        
        16324.00000000
        NS
        USD
        1041634.44000000
        0.030781740176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fuji Corp.
        353800G4VS3QLM6BSX66
        Fuji Corp.
        N/A
        
          
        
        2936.00000000
        NS
        
        75371.99000000
        0.002227346681
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -12579.58000000
        -0.00037174400
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            96960000.00000000
            TWD
            3402284.33000000
            USD
            2021-04-29
            -12579.58000000
          
        
        
          N
          N
          N
        
      
      
        American Water Works Co., Inc.
        549300DXHIJQMD5WFW18
        American Water Works Co., Inc.
        030420103
        
          
        
        1107.00000000
        NS
        USD
        165961.44000000
        0.004904390378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rheinmetall AG
        5299001OU9CSE29O6S05
        Rheinmetall AG
        N/A
        
          
        
        704.00000000
        NS
        
        71402.02000000
        0.002110028569
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Relo Group, Inc.
        353800T595XRZDA8IB59
        Relo Group, Inc.
        N/A
        
          
        
        2800.00000000
        NS
        
        59482.00000000
        0.001757775471
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lincoln National Corp.
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp.
        534187109
        
          
        
        8654.00000000
        NS
        USD
        538884.58000000
        0.015924785596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Siemens Gamesa Renewable Energy SA
        9598004BR8D81D3M1D64
        Siemens Gamesa Renewable Energy SA
        N/A
        
          
        
        1117.00000000
        NS
        
        43322.19000000
        0.001280230707
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Hachijuni Bank Ltd. (The)
        FE70I3MHDCWOZWK19W48
        Hachijuni Bank Ltd. (The)
        N/A
        
          
        
        3833.00000000
        NS
        
        13957.53000000
        0.000412464340
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VeriSign, Inc.
        LMPL4N8ZOJRMF0KOF759
        VeriSign, Inc.
        92343E102
        
          
        
        17532.00000000
        NS
        USD
        3484660.32000000
        0.102976538077
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hologic, Inc.
        549300DYP6F5ZJL0LB74
        Hologic, Inc.
        436440101
        
          
        
        76112.00000000
        NS
        USD
        5661210.56000000
        0.167296611796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Persol Holdings Co. Ltd.
        3538000H6OI725NB2008
        Persol Holdings Co. Ltd.
        N/A
        
          
        
        1320.00000000
        NS
        
        25946.40000000
        0.000766752051
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LXI REIT plc
        2138008YZGXOKAXQVI45
        LXI REIT plc
        N/A
        
          
        
        33617.00000000
        NS
        
        58411.64000000
        0.001726144851
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Enphase Energy, Inc.
        5493008U7KIGMI59Z314
        Enphase Energy, Inc.
        29355A107
        
          
        
        3540.00000000
        NS
        USD
        574046.40000000
        0.016963866070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hermes International
        969500Y4IJGHJE2MTJ13
        Hermes International
        N/A
        
          
        
        20.00000000
        NS
        
        22119.95000000
        0.000653675154
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Canadian Bankers Acceptance
        N/A
        
          
          
        
        42.00000000
        NC
        
        818.63000000
        0.000024191650
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2021-09-13
            10450650.00000000
            CAD
            818.63000000
          
        
        
          N
          N
          N
        
      
      
        Mitsui Mining & Smelting Co. Ltd.
        35380021EYAHSQM25559
        Mitsui Mining & Smelting Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        6959.75000000
        0.000205670250
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ultra Electronics Holdings plc
        213800E68EATZGAJIP64
        Ultra Electronics Holdings plc
        N/A
        
          
        
        2503.00000000
        NS
        
        70018.39000000
        0.002069140387
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cincinnati Financial Corp.
        254900Q4WEDMZBOZ0002
        Cincinnati Financial Corp.
        172062101
        
          
        
        848.00000000
        NS
        USD
        87420.32000000
        0.002583391517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Resona Holdings, Inc.
        52990067JE75XZCYYT81
        Resona Holdings, Inc.
        N/A
        
          
        
        24561.00000000
        NS
        
        103168.65000000
        0.003048776477
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        304.00000000
        NC
        USD
        760.00000000
        0.000022459052
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3250.00000000
            USD
            2021-03-31
            XXXX
            -294352.46000000
          
        
        
          N
          N
          N
        
      
      
        Sangetsu Corp.
        N/A
        Sangetsu Corp.
        N/A
        
          
        
        865.00000000
        NS
        
        13138.81000000
        0.000388270030
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CarMax, Inc.
        N/A
        CarMax, Inc.
        143130102
        
          
        
        2199.00000000
        NS
        USD
        291719.34000000
        0.008620710475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LondonMetric Property plc
        213800OCERWWPQDURL87
        LondonMetric Property plc
        N/A
        
          
        
        1063.00000000
        NS
        
        3129.73000000
        0.000092487855
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Amundi SA
        96950010FL2T1TJKR531
        Amundi SA
        N/A
        
          
        
        1690.00000000
        NS
        
        135067.86000000
        0.003991442307
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Hitachi Ltd.
        549300T6IPOCDWLKC615
        Hitachi Ltd.
        N/A
        
          
        
        4862.00000000
        NS
        
        220386.59000000
        0.006512728929
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WW Grainger, Inc.
        549300TWZSP6O1IH2V34
        WW Grainger, Inc.
        384802104
        
          
        
        210.00000000
        NS
        USD
        84195.30000000
        0.002488087710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        11275.67000000
        0.000333211663
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            680000.00000000
            EUR
            809009.40000000
            USD
            2021-04-23
            11275.67000000
          
        
        
          N
          N
          N
        
      
      
        Travelers Cos., Inc. (The)
        549300Y650407RU8B149
        Travelers Cos., Inc. (The)
        89417E109
        
          
        
        4624.00000000
        NS
        USD
        695449.60000000
        0.020551498751
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        N/A
        
          
        
        51144.00000000
        NS
        
        508747.59000000
        0.015034195807
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi HC Capital, Inc.
        353800MZ3QX9RLMH7B09
        Mitsubishi HC Capital, Inc.
        N/A
        
          
        
        8283.00000000
        NS
        
        50070.26000000
        0.001479645521
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tsumura & Co.
        N/A
        Tsumura & Co.
        N/A
        
          
        
        1180.00000000
        NS
        
        42245.23000000
        0.001248405048
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        Eiffage SA
        N/A
        
          
        
        3350.00000000
        NS
        
        334961.94000000
        0.009898589188
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Church & Dwight Co., Inc.
        POOXSI30AWAQGYJZC921
        Church & Dwight Co., Inc.
        171340102
        
          
        
        1542.00000000
        NS
        USD
        134693.70000000
        0.003980385361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill, Inc.
        N/A
        Chipotle Mexican Grill, Inc.
        169656105
        
          
        
        833.00000000
        NS
        USD
        1183543.06000000
        0.034975336415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe, Inc.
        FU4LY2G4933NH2E1CP29
        Adobe, Inc.
        00724F101
        
          
        
        26135.00000000
        NS
        USD
        12423794.95000000
        0.367140345472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Chemical Co. Ltd.
        353800RSAU9BD8U4DM91
        Sumitomo Chemical Co. Ltd.
        N/A
        
          
        
        8010.00000000
        NS
        
        41558.10000000
        0.001228099405
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Liquide SA
        969500MMPQVHK671GT54
        Air Liquide SA
        N/A
        
          
        
        2103.00000000
        NS
        
        343369.33000000
        0.010147039205
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Post Insurance Co. Ltd.
        54930042SK2Z708BA841
        Japan Post Insurance Co. Ltd.
        N/A
        
          
        
        4988.00000000
        NS
        
        102466.64000000
        0.003028031109
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        A2A SpA
        81560076E3944316DB24
        A2A SpA
        N/A
        
          
        
        128038.00000000
        NS
        
        233042.22000000
        0.006886720322
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Lead Base Metal
        N/A
        
          
          
        
        -77.00000000
        NC
        USD
        -75793.41000000
        -0.00223980022
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2021-05-19
            -3784068.75000000
            USD
            -75793.41000000
          
        
        
          N
          N
          N
        
      
      
        Imperial Brands plc
        549300DFVPOB67JL3A42
        Imperial Brands plc
        N/A
        
          
        
        27100.00000000
        NS
        
        555575.03000000
        0.016418011507
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        OSG Corp.
        353800IWJAOVAFO6X450
        OSG Corp.
        N/A
        
          
        
        2300.00000000
        NS
        
        41048.94000000
        0.001213053022
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Altria Group, Inc.
        XSGZFLO9YTNO9VCQV219
        Altria Group, Inc.
        02209S103
        
          
        
        9158.00000000
        NS
        USD
        468523.28000000
        0.013845511743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nidec Corp.
        353800IF171MZTNL6Y31
        Nidec Corp.
        N/A
        
          
        
        230.00000000
        NS
        
        28043.40000000
        0.000828721305
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PerkinElmer, Inc.
        549300IKL1SDPFI7N655
        PerkinElmer, Inc.
        714046109
        
          
        
        2576.00000000
        NS
        USD
        330475.04000000
        0.009765995079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kawasaki Heavy Industries Ltd.
        5493008FFSI8SQ74AT93
        Kawasaki Heavy Industries Ltd.
        N/A
        
          
        
        2698.00000000
        NS
        
        66877.86000000
        0.001976333376
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fujitsu General Ltd.
        N/A
        Fujitsu General Ltd.
        N/A
        
          
        
        1153.00000000
        NS
        
        32205.91000000
        0.000951729239
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kainos Group plc
        213800H2PQMIF3OVZY47
        Kainos Group plc
        N/A
        
          
        
        1913.00000000
        NS
        
        39347.95000000
        0.001162786412
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Standard Life Aberdeen plc
        0TMBS544NMO7GLCE7H90
        Standard Life Aberdeen plc
        N/A
        
          
        
        1366.00000000
        NS
        
        5457.22000000
        0.000161268408
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Santen Pharmaceutical Co. Ltd.
        529900TPT3I7C17MIM03
        Santen Pharmaceutical Co. Ltd.
        N/A
        
          
        
        679.00000000
        NS
        
        9364.25000000
        0.000276726555
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Casio Computer Co. Ltd.
        353800JRMIABSXKHV344
        Casio Computer Co. Ltd.
        N/A
        
          
        
        2200.00000000
        NS
        
        41574.82000000
        0.001228593504
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Safestore Holdings plc
        213800WGA3YSJC1YOH73
        Safestore Holdings plc
        N/A
        
          
        
        2198.00000000
        NS
        
        24104.95000000
        0.000712334653
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Eurodollar
        N/A
        
          
          
        
        -31.00000000
        NC
        USD
        5715.56000000
        0.000168902713
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                3 Month Eurodollar
                
                  
                
              
            
            2022-12-19
            -7711637.50000000
            USD
            5715.56000000
          
        
        
          N
          N
          N
        
      
      
        Toyo Suisan Kaisha Ltd.
        N/A
        Toyo Suisan Kaisha Ltd.
        892306101
        
          
        
        1182.00000000
        NS
        
        49607.44000000
        0.001465968549
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        General Dynamics Corp.
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp.
        369550108
        
          
        
        3161.00000000
        NS
        USD
        573911.16000000
        0.016959869540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shionogi & Co. Ltd.
        35380049VXDTHZI3DY35
        Shionogi & Co. Ltd.
        N/A
        
          
        
        504.00000000
        NS
        
        27208.38000000
        0.000804045307
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dollar General Corp.
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp.
        256677105
        
          
        
        2979.00000000
        NS
        USD
        603604.98000000
        0.017837363042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp.
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp.
        751212101
        
          
        
        8499.00000000
        NS
        USD
        1046736.84000000
        0.030932523162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GEA Group AG
        549300PHUU0ZZWO8EO07
        GEA Group AG
        N/A
        
          
        
        7919.00000000
        NS
        
        324803.84000000
        0.009598403266
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Autodesk, Inc.
        FRKKVKAIQEF3FCSTPG55
        Autodesk, Inc.
        052769106
        
          
        
        310.00000000
        NS
        USD
        85916.50000000
        0.002538951553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deere & Co.
        PWFTNG3EI0Y73OXWDH08
        Deere & Co.
        244199105
        
          
        
        22157.00000000
        NS
        USD
        8289819.98000000
        0.244975660304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories, Inc.
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories, Inc., Class A
        090572207
        
          
        
        168.00000000
        NS
        USD
        95956.56000000
        0.002835649230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sysco Corp.
        5RGWIFLMGH3YS7KWI652
        Sysco Corp.
        871829107
        
          
        
        14330.00000000
        NS
        USD
        1128344.20000000
        0.033344133661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MarketAxess Holdings, Inc.
        5493002U1CA1XJOVID83
        MarketAxess Holdings, Inc.
        57060D108
        
          
        
        1743.00000000
        NS
        USD
        867874.56000000
        0.025646895096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Aluminum Base Metal
        N/A
        
          
          
        
        168.00000000
        NC
        USD
        118552.56000000
        0.003503392321
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2021-05-19
            9241050.00000000
            USD
            118552.56000000
          
        
        
          N
          N
          N
        
      
      
        Electrocomponents plc
        549300KVXDURRKVW7R37
        Electrocomponents plc
        N/A
        
          
        
        7180.00000000
        NS
        
        98325.36000000
        0.002905650550
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Universal Health Services, Inc.
        549300YGMGQDO0NMJD09
        Universal Health Services, Inc., Class B
        913903100
        
          
        
        6092.00000000
        NS
        USD
        812611.88000000
        0.024013806373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurofins Scientific SE
        529900JEHFM47DYY3S57
        Eurofins Scientific SE
        N/A
        
          
        
        100.00000000
        NS
        
        9558.03000000
        0.000282453022
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Long Bond
        N/A
        
          
          
        
        -145.00000000
        NC
        USD
        779490.11000000
        0.023035012202
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                United States of America
                U.S. Treasury Long Bond
                
                  
                
              
            
            2021-06-21
            -22452343.75000000
            USD
            779490.11000000
          
        
        
          N
          N
          N
        
      
      
        Tesco plc
        2138002P5RNKC5W2JZ46
        Tesco plc
        N/A
        
          
        
        2894.00000000
        NS
        
        9137.02000000
        0.000270011594
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        N/A
        
          
        
        3793.00000000
        NS
        
        48955.99000000
        0.001446717299
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SET50 Index
        N/A
        
          
          
        
        797.00000000
        NC
        
        -1556.60000000
        -0.00004599968
        N/A
        DE
        
        TH
        N
        
        1
        
          
            
              Clearing Company (Thailand)
              5493006L9QU2265UKZ88
            
            Long
            
              
                SET50 Index
                SET50 Index
              
            
            2021-06-29
            153836940.00000000
            THB
            -1556.60000000
          
        
        
          N
          N
          N
        
      
      
        Carl Zeiss Meditec AG
        529900GRL4MZ8NMOOK95
        Carl Zeiss Meditec AG
        N/A
        
          
        
        915.00000000
        NS
        
        137921.88000000
        0.004075782550
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        Randstad NV
        N/A
        
          
        
        7536.00000000
        NS
        
        528988.99000000
        0.015632357208
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Steel Works Ltd. (The)
        529900AWFTILIHHO0936
        Japan Steel Works Ltd. (The)
        N/A
        
          
        
        89.00000000
        NS
        
        2120.22000000
        0.000062655437
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Consolidated Edison, Inc.
        54930033SBW53OO8T749
        Consolidated Edison, Inc.
        209115104
        
          
        
        5106.00000000
        NS
        USD
        381928.80000000
        0.011286524942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nokian Renkaat OYJ
        743700YQIO8Y4L4WKR40
        Nokian Renkaat OYJ
        N/A
        
          
        
        11489.00000000
        NS
        
        416157.53000000
        0.012298031314
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kaken Pharmaceutical Co. Ltd.
        N/A
        Kaken Pharmaceutical Co. Ltd.
        N/A
        
          
        
        739.00000000
        NS
        
        28956.07000000
        0.000855691967
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Knorr-Bremse AG
        5299001GRRO0Z25YZT52
        Knorr-Bremse AG
        N/A
        
          
        
        2221.00000000
        NS
        
        277163.80000000
        0.008190574111
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Electric Glass Co. Ltd.
        529900NCIGSAX4V03234
        Nippon Electric Glass Co. Ltd.
        N/A
        
          
        
        2497.00000000
        NS
        
        58041.82000000
        0.001715216158
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Newell Brands, Inc.
        549300LWGYFM1TVO1Z12
        Newell Brands, Inc.
        651229106
        
          
        
        30912.00000000
        NS
        USD
        827823.36000000
        0.024463326673
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freeport-McMoRan, Inc.
        549300IRDTHJQ1PVET45
        Freeport-McMoRan, Inc.
        35671D857
        
          
        
        4657.00000000
        NS
        USD
        153355.01000000
        0.004531852914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Italgas SpA
        815600F25FF44EF1FA76
        Italgas SpA
        N/A
        
          
        
        14991.00000000
        NS
        
        97352.99000000
        0.002876915670
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Southern Co. (The)
        549300FC3G3YU2FBZD92
        Southern Co. (The)
        842587107
        
          
        
        8166.00000000
        NS
        USD
        507598.56000000
        0.015000240379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSCI, Inc.
        549300HTIN2PD78UB763
        MSCI, Inc.
        55354G100
        
          
        
        137.00000000
        NS
        USD
        57441.36000000
        0.001697471733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co. (The)
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co. (The)
        824348106
        
          
        
        9305.00000000
        NS
        USD
        6867183.05000000
        0.202934768929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Amsterdam Exchange Index
        N/A
        
          
          
        
        51.00000000
        NC
        
        199229.39000000
        0.005887504371
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              LCH Clearnet
              F226TOH6YD6XJB17KS62
            
            Long
            
              
                Amsterdam Exchange Index
                NL0000000107
              
            
            2021-04-16
            7131228.00000000
            EUR
            199229.39000000
          
        
        
          N
          N
          N
        
      
      
        Celanese Corp.
        549300FHJQTDPPN41627
        Celanese Corp.
        150870103
        
          
        
        3810.00000000
        NS
        USD
        570776.10000000
        0.016867224176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        N/A
        
          
        
        15254.00000000
        NS
        
        84567.16000000
        0.002499076688
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Electric Power Development Co. Ltd.
        549300KMHPUAQI8VEH90
        Electric Power Development Co. Ltd.
        N/A
        
          
        
        1153.00000000
        NS
        
        20177.41000000
        0.000596270407
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967424
        
          
        
        17382.00000000
        NS
        USD
        1264540.50000000
        0.037368922933
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brunswick Corp.
        YM4O38W15AX4YLLQKU27
        Brunswick Corp.
        117043109
        
          
        
        43779.00000000
        NS
        USD
        4175203.23000000
        0.123383037344
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3i Group plc
        35GDVHRBMFE7NWATNM84
        3i Group plc
        N/A
        
          
        
        7158.00000000
        NS
        
        113758.50000000
        0.003361721209
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Moncler SpA
        815600EBD7FB00525B20
        Moncler SpA
        N/A
        
          
        
        1411.00000000
        NS
        
        80806.28000000
        0.002387937476
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Fast Retailing Co. Ltd.
        353800ZCXKHDPY0N5218
        Fast Retailing Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        79937.78000000
        0.002362272098
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Associated British Foods plc
        GBQKSY6W7G0OHCQ8OQ72
        Associated British Foods plc
        N/A
        
          
        
        3881.00000000
        NS
        
        128940.53000000
        0.003810371220
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Oki Electric Industry Co. Ltd.
        529900VJ2Q0182B3J852
        Oki Electric Industry Co. Ltd.
        N/A
        
          
        
        9215.00000000
        NS
        
        96001.85000000
        0.002836987612
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -92003.65000000
        -0.00271883526
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            13830043.69000000
            USD
            1009690000.00000000
            INR
            2021-04-29
            -92003.65000000
          
        
        
          N
          N
          N
        
      
      
        Amplifon SpA
        ZYXJDNVM2JI3VBM8G556
        Amplifon SpA
        N/A
        
          
        
        123.00000000
        NS
        
        4576.91000000
        0.000135254028
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Teijin Ltd.
        3538000RF6UCIMPKCO54
        Teijin Ltd.
        N/A
        
          
        
        833.00000000
        NS
        
        14372.12000000
        0.000424716048
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IntegraFin Holdings plc
        213800CYIZKXK9PQYE87
        IntegraFin Holdings plc
        N/A
        
          
        
        12407.00000000
        NS
        
        86706.39000000
        0.002562293897
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sawai Pharmaceutical Co. Ltd.
        N/A
        Sawai Pharmaceutical Co. Ltd.
        N/A
        
          
        
        909.00000000
        NS
        
        43768.48000000
        0.001293419195
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Zensho Holdings Co. Ltd.
        353800DYF3UDM49ITT03
        Zensho Holdings Co. Ltd.
        N/A
        
          
        
        1200.00000000
        NS
        
        30743.68000000
        0.000908518318
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-OAT
        N/A
        
          
          
        
        65.00000000
        NC
        
        -52244.15000000
        -0.00154388698
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                French Republic
                Euro-OAT
                
                  
                
              
            
            2021-06-08
            10520250.00000000
            EUR
            -52244.15000000
          
        
        
          N
          N
          N
        
      
      
        LANXESS AG
        529900PTLRE72EMYIJ77
        LANXESS AG
        N/A
        
          
        
        3524.00000000
        NS
        
        260088.12000000
        0.007685964120
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SPDR Dow Jones International Real Estate ETF
        549300L6MO7H2RBO8F96
        SPDR Dow Jones International Real Estate ETF
        78463X863
        
          
        
        168414.00000000
        NS
        USD
        5801862.30000000
        0.171453065490
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Renault SA
        969500F7JLTX36OUI695
        Renault SA
        N/A
        
          
        
        4112.00000000
        NS
        
        177810.46000000
        0.005254545328
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Mediclinic International plc
        2138002S5BSBIZTD5I60
        Mediclinic International plc
        N/A
        
          
        
        86558.00000000
        NS
        
        341245.22000000
        0.010084268813
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        EDP - Energias de Portugal SA
        529900CLC3WDMGI9VH80
        EDP - Energias de Portugal SA
        N/A
        
          
        
        4806.00000000
        NS
        
        27450.32000000
        0.000811194969
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Sterling
        N/A
        
          
          
        
        -132.00000000
        NC
        
        1456.22000000
        0.000043033317
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Sterling
                
                  
                
              
            
            2021-09-15
            -16484325.00000000
            GBP
            1456.22000000
          
        
        
          N
          N
          N
        
      
      
        ASM International NV
        7245001I22ND6ZFHX623
        ASM International NV
        N/A
        
          
        
        120.00000000
        NS
        
        34793.21000000
        0.001028187537
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Gas Chemical Co., Inc.
        529900G5O4J27ZPLJJ89
        Mitsubishi Gas Chemical Co., Inc.
        N/A
        
          
        
        1431.00000000
        NS
        
        35199.36000000
        0.001040189832
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LyondellBasell Industries NV, Class A
        N/A
        
          
        
        4912.00000000
        NS
        USD
        511093.60000000
        0.015103523651
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Enagas SA
        213800OU3FQKGM4M2U23
        Enagas SA
        N/A
        
          
        
        8648.00000000
        NS
        
        188274.47000000
        0.005563771314
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Under Armour, Inc.
        549300D4549QKWETZ406
        Under Armour, Inc., Class A
        904311107
        
          
        
        3072.00000000
        NS
        USD
        68075.52000000
        0.002011725888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CyberAgent, Inc.
        3538006T5KZABPGS8Q08
        CyberAgent, Inc.
        N/A
        
          
        
        8212.00000000
        NS
        
        148231.00000000
        0.004380431323
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Corteva, Inc.
        549300WZN9I2QKLS0O94
        Corteva, Inc.
        22052L104
        
          
        
        82554.00000000
        NS
        USD
        3848667.48000000
        0.113733453739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hikari Tsushin, Inc.
        3538001SOIIV8U3OXH94
        Hikari Tsushin, Inc.
        N/A
        
          
        
        200.00000000
        NS
        
        40323.37000000
        0.001191611424
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hera SpA
        8156009414FD99443B48
        Hera SpA
        N/A
        
          
        
        90744.00000000
        NS
        
        347956.52000000
        0.010282597022
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        TIS, Inc.
        35380064HYEZXBQHDF07
        TIS, Inc.
        N/A
        
          
        
        582.00000000
        NS
        
        13933.66000000
        0.000411758948
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Exact Sciences Corp.
        549300VM3X1FYD4N9Z14
        Exact Sciences Corp.
        30063P105
        
          
        
        26653.00000000
        NS
        USD
        3512332.34000000
        0.103794284589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corp.
        549300ITS31QK8VRBQ14
        News Corp., Class A
        65249B109
        
          
        
        74147.00000000
        NS
        USD
        1885558.21000000
        0.055720856261
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chiba Bank Ltd. (The)
        FGJPAKKCTZVSKZXNBS63
        Chiba Bank Ltd. (The)
        N/A
        
          
        
        1400.00000000
        NS
        
        9164.97000000
        0.000270837555
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund - Institutional Shares
        38141W273
        
          
        
        8374500.00000000
        NS
        USD
        8374500.00000000
        0.247478072161
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Ricoh Co. Ltd.
        549300HFIB2GRUMDID72
        Ricoh Co. Ltd.
        N/A
        
          
        
        14004.00000000
        NS
        
        142745.13000000
        0.004218316267
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mebuki Financial Group, Inc.
        353800K1RXV3E3JAE812
        Mebuki Financial Group, Inc.
        N/A
        
          
        
        18543.00000000
        NS
        
        43754.89000000
        0.001293017592
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pola Orbis Holdings, Inc.
        353800E8OIV0XYBABS79
        Pola Orbis Holdings, Inc.
        N/A
        
          
        
        1600.00000000
        NS
        
        38588.13000000
        0.001140332679
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        S&P Global, Inc.
        Y6X4K52KMJMZE7I7MY94
        S&P Global, Inc.
        78409V104
        
          
        
        4283.00000000
        NS
        USD
        1511342.21000000
        0.044662255240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        151.00000000
        NC
        USD
        377.50000000
        0.000011155647
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3365.00000000
            USD
            2021-03-31
            XXXX
            -88359.96000000
          
        
        
          N
          N
          N
        
      
      
        BioMerieux
        549300AK8Y0LBIQ4T071
        BioMerieux
        N/A
        
          
        
        27.00000000
        NS
        
        3434.91000000
        0.000101506347
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        37797.33000000
        0.001116963443
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            5460000.00000000
            GBP
            7565404.39000000
            USD
            2021-04-23
            37797.33000000
          
        
        
          N
          N
          N
        
      
      
        Seven Bank Ltd.
        353800WMG1NLGHB7B594
        Seven Bank Ltd.
        N/A
        
          
        
        30900.00000000
        NS
        
        70633.23000000
        0.002087309760
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresenius Medical Care AG & Co. KGaA
        549300CP8NY40UP89Q40
        Fresenius Medical Care AG & Co. KGaA
        N/A
        
          
        
        9879.00000000
        NS
        
        727702.01000000
        0.021504602130
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Clorox Co. (The)
        54930044KVSC06Z79I06
        Clorox Co. (The)
        189054109
        
          
        
        1636.00000000
        NS
        USD
        315551.68000000
        0.009324989125
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SCSK Corp.
        529900SNGFXMSUBB7864
        SCSK Corp.
        N/A
        
          
        
        162.00000000
        NS
        
        9627.85000000
        0.000284516300
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde plc
        8945002PAZHZLBGKGF02
        Linde plc
        N/A
        
          
        
        25220.00000000
        NS
        USD
        7065130.80000000
        0.208784399063
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Intertek Group plc
        2138003GAT25WW1RN369
        Intertek Group plc
        N/A
        
          
        
        1171.00000000
        NS
        
        90420.02000000
        0.002672036806
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        21921.29000000
        0.000647804476
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            6289668.85000000
            USD
            307100000.00000000
            PHP
            2021-04-29
            21921.29000000
          
        
        
          N
          N
          N
        
      
      
        Nasdaq, Inc.
        549300L8X1Q78ERXFD06
        Nasdaq, Inc.
        631103108
        
          
        
        2031.00000000
        NS
        USD
        299491.26000000
        0.008850381474
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoZone, Inc.
        GA3JGKJ41LJKXDN23E90
        AutoZone, Inc.
        053332102
        
          
        
        364.00000000
        NS
        USD
        511165.20000000
        0.015105639530
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alps Alpine Co. Ltd.
        529900PWNU4ASLY9VI90
        Alps Alpine Co. Ltd.
        N/A
        
          
        
        5218.00000000
        NS
        
        69203.53000000
        0.002045060145
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Tobacco, Inc.
        353800Z0ENYBQO0XRJ31
        Japan Tobacco, Inc.
        N/A
        
          
        
        5787.00000000
        NS
        
        111170.62000000
        0.003285245772
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos., Inc. (The)
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos., Inc. (The)
        460690100
        
          
        
        28599.00000000
        NS
        USD
        835090.80000000
        0.024678089589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709108
        
          
        
        386.00000000
        NS
        USD
        36666.14000000
        0.001083535212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ulvac, Inc.
        N/A
        Ulvac, Inc.
        N/A
        
          
        
        1543.00000000
        NS
        
        65162.40000000
        0.001925639158
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Darden Restaurants, Inc.
        CY1NFSCCB5GUXC7WZC70
        Darden Restaurants, Inc.
        237194105
        
          
        
        1098.00000000
        NS
        USD
        155916.00000000
        0.004607533715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Airtel Africa plc
        254900ZNZDQL6OWQH623
        Airtel Africa plc
        N/A
        
          
        
        11000.00000000
        NS
        
        12022.47000000
        0.000355280637
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresnillo plc
        549300JXWH1UV5J0XV81
        Fresnillo plc
        N/A
        
          
        
        772.00000000
        NS
        
        9195.06000000
        0.000271726756
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Finablr plc
        2138005C7F6N115PM802
        Finablr plc
        N/A
        
          
        
        16600.00000000
        NS
        
        0.00000000
        0.000000
        Long
        EC
        CORP
        GB
        N
        
        3
        
          N
          N
          N
        
      
      
        Wizz Air Holdings plc
        213800COXGZCORLJZA85
        Wizz Air Holdings plc
        N/A
        
          
        
        69.00000000
        NS
        
        4585.76000000
        0.000135515558
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4602.73000000
        -0.00013601704
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            1036535.54000000
            USD
            743310000.00000000
            CLP
            2021-04-29
            -4602.73000000
          
        
        
          N
          N
          N
        
      
      
        Gecina SA
        9695003E4MMA10IBTR26
        Gecina SA
        N/A
        
          
        
        529.00000000
        NS
        
        72817.48000000
        0.002151857372
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Kajima Corp.
        N/A
        Kajima Corp.
        N/A
        
          
        
        6071.00000000
        NS
        
        86349.87000000
        0.002551758237
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SPDR Dow Jones REIT ETF
        54930077YVRJPO64VF50
        SPDR Dow Jones REIT ETF
        78464A607
        
          
        
        54112.00000000
        NS
        USD
        5122783.04000000
        0.151385332956
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Invesco Ltd.
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd.
        N/A
        
          
        
        22644.00000000
        NS
        USD
        571081.68000000
        0.016876254488
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-BTP
        N/A
        
          
          
        
        158.00000000
        NC
        
        235889.12000000
        0.006970850159
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Republic of Italy
                Euro-BTP
                
                  
                
              
            
            2021-06-08
            23590980.00000000
            EUR
            235889.12000000
          
        
        
          N
          N
          N
        
      
      
        Penta-Ocean Construction Co. Ltd.
        529900QN42Q9UIW3AS17
        Penta-Ocean Construction Co. Ltd.
        N/A
        
          
        
        8467.00000000
        NS
        
        66542.04000000
        0.001966409430
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rollins, Inc.
        549300F2A0BXT4SGWD84
        Rollins, Inc.
        775711104
        
          
        
        20315.00000000
        NS
        USD
        699242.30000000
        0.020663578288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zillow Group, Inc.
        2549002XEELQDIR6FU05
        Zillow Group, Inc., Class C
        98954M200
        
          
        
        29480.00000000
        NS
        USD
        3821787.20000000
        0.112939104241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Kayaku Co. Ltd.
        N/A
        Nippon Kayaku Co. Ltd.
        N/A
        
          
        
        596.00000000
        NS
        
        5763.85000000
        0.000170329749
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hoya Corp.
        353800X4VR3BHEUCJB42
        Hoya Corp.
        N/A
        
          
        
        1219.00000000
        NS
        
        143472.43000000
        0.004239808989
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fox Corp.
        549300DDU6FDRBIELS05
        Fox Corp., Class B
        35137L204
        
          
        
        26894.00000000
        NS
        USD
        939407.42000000
        0.027760790169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        Live Nation Entertainment, Inc.
        538034109
        
          
        
        10407.00000000
        NS
        USD
        880952.55000000
        0.026033367811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -46.25000000
        -0.00000136675
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            64070000.00000000
            TWD
            2256454.69000000
            USD
            2021-04-29
            -46.25000000
          
        
        
          N
          N
          N
        
      
      
        Konica Minolta, Inc.
        549300SVK6KRUOL1A740
        Konica Minolta, Inc.
        N/A
        
          
        
        18690.00000000
        NS
        
        101791.89000000
        0.003008091312
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135F101
        
          
        
        7607.00000000
        NS
        USD
        3527061.62000000
        0.104229555210
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McKesson Corp.
        549300WZWOM80UCFSF54
        McKesson Corp.
        58155Q103
        
          
        
        7769.00000000
        NS
        USD
        1515265.76000000
        0.044778201575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gap, Inc. (The)
        T2ZG1WRWZ4BUCMQL9224
        Gap, Inc. (The)
        364760108
        
          
        
        20166.00000000
        NS
        USD
        600543.48000000
        0.017746891477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -15620.03000000
        -0.00046159351
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            3124024.18000000
            USD
            2239010000.00000000
            CLP
            2021-04-29
            -15620.03000000
          
        
        
          N
          N
          N
        
      
      
        NH Foods Ltd.
        353800NLDBIOUQILWU82
        NH Foods Ltd.
        N/A
        
          
        
        1384.00000000
        NS
        
        59394.45000000
        0.001755188248
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ibiden Co. Ltd.
        52990051DBFIQEY37C91
        Ibiden Co. Ltd.
        N/A
        
          
        
        184.00000000
        NS
        
        8501.19000000
        0.000251221937
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lintec Corp.
        3538002YOJO0IAM1PD28
        Lintec Corp.
        N/A
        
          
        
        1814.00000000
        NS
        
        41086.47000000
        0.001214162085
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Big Yellow Group plc
        213800W7Q4V2ZI8LIW31
        Big Yellow Group plc
        N/A
        
          
        
        1637.00000000
        NS
        
        25145.94000000
        0.000743097349
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Osaka Gas Co. Ltd.
        353800024KMNOPQRWZ02
        Osaka Gas Co. Ltd.
        N/A
        
          
        
        800.00000000
        NS
        
        15611.78000000
        0.000461349718
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamaguchi Financial Group, Inc.
        353800898JPV95YSY548
        Yamaguchi Financial Group, Inc.
        N/A
        
          
        
        6796.00000000
        NS
        
        45172.88000000
        0.001334921160
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Natwest Group plc
        2138005O9XJIJN4JPN90
        Natwest Group plc
        N/A
        
          
        
        19504.00000000
        NS
        
        52774.52000000
        0.001559560149
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nagase & Co. Ltd.
        N/A
        Nagase & Co. Ltd.
        N/A
        
          
        
        3325.00000000
        NS
        
        52075.90000000
        0.001538914960
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Open House Co. Ltd.
        529900WQOGPBIJEHW865
        Open House Co. Ltd.
        N/A
        
          
        
        900.00000000
        NS
        
        38498.41000000
        0.001137681328
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Electric Industries Ltd.
        5493005SP87FL5TOS202
        Sumitomo Electric Industries Ltd.
        N/A
        
          
        
        1500.00000000
        NS
        
        22555.19000000
        0.000666537099
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IG Group Holdings plc
        2138003A5Q1M7ANOUD76
        IG Group Holdings plc
        N/A
        
          
        
        10303.00000000
        NS
        
        127937.42000000
        0.003780727931
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Helios Towers plc
        213800DGC7GS4XCHCU30
        Helios Towers plc
        N/A
        
          
        
        480.00000000
        NS
        
        1117.09000000
        0.000033011556
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Huhtamaki OYJ
        5493007050SJVMXN6L29
        Huhtamaki OYJ
        N/A
        
          
        
        3693.00000000
        NS
        
        167110.04000000
        0.004938333099
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kobe Bussan Co. Ltd.
        353800CJIFNHN2DXRD59
        Kobe Bussan Co. Ltd.
        N/A
        
          
        
        74.00000000
        NS
        
        1984.10000000
        0.000058632902
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Whirlpool Corp.
        WHENKOULSSK7WUM60H03
        Whirlpool Corp.
        963320106
        
          
        
        2488.00000000
        NS
        USD
        548230.80000000
        0.016200979340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
        
        55638.00000000
        NS
        USD
        6667657.92000000
        0.197038525031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Westrock Co.
        N/A
        Westrock Co.
        96145D105
        
          
        
        8306.00000000
        NS
        USD
        432327.30000000
        0.012775870409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Paper Co.
        824LMFJDH41EY779Q875
        International Paper Co.
        460146103
        
          
        
        7594.00000000
        NS
        USD
        410607.58000000
        0.012134022605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Facebook, Inc.
        BQ4BKCS1HXDV9HN80Z93
        Facebook, Inc., Class A
        30303M102
        
          
        
        92142.00000000
        NS
        USD
        27138583.26000000
        0.801982717343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyota Tsusho Corp.
        549300CEE2ENIUJNXB84
        Toyota Tsusho Corp.
        N/A
        
          
        
        1399.00000000
        NS
        
        58912.59000000
        0.001740948617
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        N/A
        
          
        
        20520.00000000
        NS
        
        572361.24000000
        0.016914067258
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Products and Chemicals, Inc.
        7QEON6Y1RL5XR3R1W237
        Air Products and Chemicals, Inc.
        009158106
        
          
        
        1122.00000000
        NS
        USD
        315663.48000000
        0.009328292970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capital One Financial Corp.
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp.
        14040H105
        
          
        
        40185.00000000
        NS
        USD
        5112737.55000000
        0.151088474815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp.
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp.
        22160K105
        
          
        
        25919.00000000
        NS
        USD
        9135929.12000000
        0.269979357099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omron Corp.
        549300ZHW0TR2QZ0NY83
        Omron Corp.
        N/A
        
          
        
        1000.00000000
        NS
        
        78332.41000000
        0.002314831191
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FUJIFILM Holdings Corp.
        529900UBKMFM0ST6H474
        FUJIFILM Holdings Corp.
        N/A
        
          
        
        2132.00000000
        NS
        
        126828.99000000
        0.003747972289
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Polymetal International plc
        213800JKJ5HJWYS4GR61
        Polymetal International plc
        N/A
        
          
        
        480.00000000
        NS
        
        9390.86000000
        0.000277512917
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Wacoal Holdings Corp.
        3538002U6NJ8QTW6VR34
        Wacoal Holdings Corp.
        N/A
        
          
        
        900.00000000
        NS
        
        20007.08000000
        0.000591236920
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        Carrier Global Corp.
        14448C104
        
          
        
        9754.00000000
        NS
        USD
        411813.88000000
        0.012169670441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RHI Magnesita NV
        724500UWG6A61XNA3Y36
        RHI Magnesita NV
        N/A
        
          
        
        3500.00000000
        NS
        
        203498.87000000
        0.006013673417
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Brother Industries Ltd.
        549300O5FACQ67KI6R92
        Brother Industries Ltd.
        114813108
        
          
        
        4962.00000000
        NS
        
        110208.14000000
        0.003256803155
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde plc
        8945002PAZHZLBGKGF02
        Linde plc
        N/A
        
          
        
        269.00000000
        NS
        
        75455.59000000
        0.002229817176
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamato Kogyo Co. Ltd.
        N/A
        Yamato Kogyo Co. Ltd.
        N/A
        
          
        
        827.00000000
        NS
        
        24601.91000000
        0.000727020509
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Domino's Pizza Group plc
        213800Q6ZKHAOV48JL75
        Domino's Pizza Group plc
        N/A
        
          
        
        13470.00000000
        NS
        
        64438.81000000
        0.001904256071
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        183.00000000
        NC
        USD
        74115.00000000
        0.002190200885
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3305.00000000
            USD
            2021-04-30
            XXXX
            -56460.68000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Sterling
        N/A
        
          
          
        
        -349.00000000
        NC
        
        15723.33000000
        0.000464646175
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Sterling
                
                  
                
              
            
            2022-12-21
            -43461406.25000000
            GBP
            15723.33000000
          
        
        
          N
          N
          N
        
      
      
        Polypipe Group plc
        2138005IF1N2RKJ6KO18
        Polypipe Group plc
        N/A
        
          
        
        485.00000000
        NS
        
        3711.73000000
        0.000109686761
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        HSCEI
        N/A
        
          
          
        
        91.00000000
        NC
        
        127800.48000000
        0.003776681164
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              HKCC & SEOCH
              213800NM8ZN1F16ARD34
            
            Long
            
              
                HSCEI
                HK0000004330
              
            
            2021-04-29
            49790650.00000000
            HKD
            127800.48000000
          
        
        
          N
          N
          N
        
      
      
        Flutter Entertainment plc
        635400EG4YIJLJMZJ782
        Flutter Entertainment plc
        N/A
        
          
        
        103.00000000
        NS
        
        22006.07000000
        0.000650309842
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nokia OYJ
        549300A0JPRWG1KI7U06
        Nokia OYJ
        N/A
        
          
        
        95056.00000000
        NS
        
        379619.04000000
        0.011218268335
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Phoenix Group Holdings plc
        2138001P49OLAEU33T68
        Phoenix Group Holdings plc
        N/A
        
          
        
        15649.00000000
        NS
        
        158212.41000000
        0.004675395810
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        EDP Renovaveis SA
        529900MUFAH07Q1TAX06
        EDP Renovaveis SA
        N/A
        
          
        
        1659.00000000
        NS
        
        35447.18000000
        0.001047513256
        Long
        EC
        CORP
        ES
        N
        
        1
        
          N
          N
          N
        
      
      
        Sekisui House Ltd.
        529900GMNDOYQSAJAE76
        Sekisui House Ltd.
        N/A
        
          
        
        3324.00000000
        NS
        
        71499.72000000
        0.002112915740
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        N/A
        
          
        
        209.00000000
        NS
        
        128235.98000000
        0.003789550792
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Keysight Technologies, Inc.
        549300GLKVIO8YRCYN02
        Keysight Technologies, Inc.
        49338L103
        
          
        
        26812.00000000
        NS
        USD
        3844840.80000000
        0.113620370046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VF Corp.
        CWAJJ9DJ5Z7P057HV541
        VF Corp.
        918204108
        
          
        
        12303.00000000
        NS
        USD
        983255.76000000
        0.029056569338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Burberry Group plc
        213800PE1KEFCNFR1R50
        Burberry Group plc
        N/A
        
          
        
        4173.00000000
        NS
        
        109165.01000000
        0.003225977219
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Investec plc
        2138007Z3U5GWDN3MY22
        Investec plc
        N/A
        
          
        
        87682.00000000
        NS
        
        265051.53000000
        0.007832639759
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Greencore Group plc
        635400GGBEWULJXM5868
        Greencore Group plc
        N/A
        
          
        
        89800.00000000
        NS
        
        194059.75000000
        0.005734734350
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Aon plc
        635400FALWQYX5E6QC64
        Aon plc, Class A
        N/A
        
          
        
        6299.00000000
        NS
        USD
        1449462.89000000
        0.042833635642
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Philip Morris International, Inc.
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International, Inc.
        718172109
        
          
        
        24617.00000000
        NS
        USD
        2184512.58000000
        0.064555371892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486Q101
        
          
        
        2267.00000000
        NS
        USD
        1119127.22000000
        0.033071759139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sage Group plc (The)
        2138005RN5XYLTF8G138
        Sage Group plc (The)
        N/A
        
          
        
        8481.00000000
        NS
        
        71649.18000000
        0.002117332490
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        DS Smith plc
        39RSBE4RCI4M15BLWH36
        DS Smith plc
        N/A
        
          
        
        20756.00000000
        NS
        
        116633.86000000
        0.003446692079
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Victrex plc
        213800UYNPHAUNHPXL67
        Victrex plc
        N/A
        
          
        
        5183.00000000
        NS
        
        157872.67000000
        0.004665356023
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        IDEX Corp.
        549300U5Y5EL6PHYLF13
        IDEX Corp.
        45167R104
        
          
        
        863.00000000
        NS
        USD
        180643.16000000
        0.005338255535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        96.00000000
        NC
        USD
        240.00000000
        0.000007092332
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3605.00000000
            USD
            2021-03-31
            XXXX
            -55658.77000000
          
        
        
          N
          N
          N
        
      
      
        Rentokil Initial plc
        549300VN4WV7Z6T14K68
        Rentokil Initial plc
        N/A
        
          
        
        899.00000000
        NS
        
        6002.08000000
        0.000177369775
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SUMCO Corp.
        353800SUSRUOM0V6KU92
        SUMCO Corp.
        N/A
        
          
        
        636.00000000
        NS
        
        14575.43000000
        0.000430724140
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chemed Corp.
        54930020031IDJT2IM79
        Chemed Corp.
        16359R103
        
          
        
        8858.00000000
        NS
        USD
        4073085.56000000
        0.120365318781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Robert Half International, Inc.
        529900VPCUY9H3HLIC08
        Robert Half International, Inc.
        770323103
        
          
        
        13844.00000000
        NS
        USD
        1080801.08000000
        0.031939168627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        24301.36000000
        0.000718138840
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            3250000.00000000
            CHF
            3464591.61000000
            USD
            2021-04-23
            24301.36000000
          
        
        
          N
          N
          N
        
      
      
        Indivior plc
        213800V3NCQTY7IED471
        Indivior plc
        N/A
        
          
        
        5028.00000000
        NS
        
        8803.13000000
        0.000260144682
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Elis SA
        969500UX71LCE8MAY492
        Elis SA
        N/A
        
          
        
        12447.00000000
        NS
        
        203158.93000000
        0.006003627719
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        GlaxoSmithKline plc
        5493000HZTVUYLO1D793
        GlaxoSmithKline plc
        N/A
        
          
        
        47451.00000000
        NS
        
        840016.61000000
        0.024823654095
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Marathon Oil Corp.
        1FRVQX2CRLGC1XLP5727
        Marathon Oil Corp.
        565849106
        
          
        
        30040.00000000
        NS
        USD
        320827.20000000
        0.009480888047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group plc
        5493003JFSMOJG48V108
        Reckitt Benckiser Group plc
        N/A
        
          
        
        7732.00000000
        NS
        
        692094.13000000
        0.020452339966
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Canon, Inc.
        529900JH1GSC035SSP77
        Canon, Inc.
        N/A
        
          
        
        5125.00000000
        NS
        
        116511.79000000
        0.003443084742
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kikkoman Corp.
        529900T9K5UH9HXOND47
        Kikkoman Corp.
        N/A
        
          
        
        500.00000000
        NS
        
        29817.34000000
        0.000881143688
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ITOCHU Corp.
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp.
        N/A
        
          
        
        4047.00000000
        NS
        
        131389.99000000
        0.003882756155
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NOK Corp.
        N/A
        NOK Corp.
        N/A
        
          
        
        6322.00000000
        NS
        
        86109.71000000
        0.002544661176
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CRH plc
        549300MIDJNNTH068E74
        CRH plc
        N/A
        
          
        
        5293.00000000
        NS
        
        247695.13000000
        0.007319734104
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kingspan Group plc
        635400HM7V74SUB9OG75
        Kingspan Group plc
        N/A
        
          
        
        2338.00000000
        NS
        
        197793.04000000
        0.005845058239
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        21050000.00000000
        PA
        
        32013.66000000
        0.000946047986
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                iTraxx Europe Main35-V1
                iTraxx Europe Main35-V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2026-06-20
            593546.76000000
            USD
            0.00000000
            USD
            21050000.00000000
            EUR
            32013.66000000
          
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        N/A
        
          
        
        251368.00000000
        NS
        
        681100.15000000
        0.020127452632
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Comcast Corp.
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp., Class A
        20030N101
        
          
        
        192104.00000000
        NS
        USD
        10394747.44000000
        0.307179181689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M3, Inc.
        N/A
        M3, Inc.
        N/A
        
          
        
        206.00000000
        NS
        
        14141.50000000
        0.000417900908
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortinet, Inc.
        549300O0QJWDBAS0QX03
        Fortinet, Inc.
        34959E109
        
          
        
        821.00000000
        NS
        USD
        151408.82000000
        0.004474340304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Osaka Cement Co. Ltd.
        5299001WJ26J6HQN5D67
        Sumitomo Osaka Cement Co. Ltd.
        N/A
        
          
        
        556.00000000
        NS
        
        17709.29000000
        0.000523334043
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Spectris plc
        213800Z4CO2CZO3M3T10
        Spectris plc
        N/A
        
          
        
        1121.00000000
        NS
        
        51420.50000000
        0.001519546983
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Conagra Brands, Inc.
        54930035UDEIH090K650
        Conagra Brands, Inc.
        205887102
        
          
        
        13738.00000000
        NS
        USD
        516548.80000000
        0.015264732366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 5 Year Note
        N/A
        
          
          
        
        1.00000000
        NC
        USD
        -1536.46000000
        -0.00004540452
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2021-06-30
            123453.13000000
            USD
            -1536.46000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Canada 10 Year Bond
        N/A
        
          
          
        
        -126.00000000
        NC
        
        97951.77000000
        0.002894610448
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Short
            
              
                Canada
                Canada 10 Year Bond
                
                  
                
              
            
            2021-06-21
            -17507700.00000000
            CAD
            97951.77000000
          
        
        
          N
          N
          N
        
      
      
        Petropavlovsk plc
        213800ZZOU5P76L8XB92
        Petropavlovsk plc
        N/A
        
          
        
        116926.00000000
        NS
        
        38436.91000000
        0.001135863918
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Maeda Corp.
        N/A
        Maeda Corp.
        N/A
        
          
        
        6722.00000000
        NS
        
        58052.11000000
        0.001715520242
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group, Inc.
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group, Inc.
        N/A
        
          
        
        3000.00000000
        NS
        
        108741.91000000
        0.003213474028
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        John Wood Group plc
        549300PLYY6I10B6S323
        John Wood Group plc
        N/A
        
          
        
        114995.00000000
        NS
        
        428732.02000000
        0.012669624907
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Paint Holdings Co. Ltd.
        529900RYRJUN78A7PL87
        Nippon Paint Holdings Co. Ltd.
        N/A
        
          
        
        500.00000000
        NS
        
        7221.84000000
        0.000213415372
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hanesbrands, Inc.
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands, Inc.
        410345102
        
          
        
        24303.00000000
        NS
        USD
        478040.01000000
        0.014126744294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Motorola Solutions, Inc.
        6S552MUG6KGJVEBSEC55
        Motorola Solutions, Inc.
        620076307
        
          
        
        7229.00000000
        NS
        USD
        1359413.45000000
        0.040172549988
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rotork plc
        213800AH5RZIHGWRJ718
        Rotork plc
        N/A
        
          
        
        23531.00000000
        NS
        
        115656.71000000
        0.003417815944
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        IP Group plc
        213800HG22UM138WFG43
        IP Group plc
        N/A
        
          
        
        6582.00000000
        NS
        
        11265.40000000
        0.000332908170
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Watches of Switzerland Group plc
        2138008ZOT5K9PJW7168
        Watches of Switzerland Group plc
        N/A
        
          
        
        4458.00000000
        NS
        
        40577.81000000
        0.001199130478
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cairn Energy plc
        213800ZJEUQ8ZOC9AL24
        Cairn Energy plc
        N/A
        
          
        
        83312.00000000
        NS
        
        195544.43000000
        0.005778608700
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Hakuhodo DY Holdings, Inc.
        N/A
        Hakuhodo DY Holdings, Inc.
        N/A
        
          
        
        3913.00000000
        NS
        
        65355.51000000
        0.001931345826
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lumen Technologies, Inc.
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies, Inc.
        550241103
        
          
        
        87522.00000000
        NS
        USD
        1168418.70000000
        0.034528390632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Buxl
        N/A
        
          
          
        
        -17.00000000
        NC
        
        46293.78000000
        0.001368045307
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                Federal Republic of Germany
                Euro-Buxl
                
                  
                
              
            
            2021-06-08
            -3498600.00000000
            EUR
            46293.78000000
          
        
        
          N
          N
          N
        
      
      
        Mazda Motor Corp.
        52990044YZJLICDQKK92
        Mazda Motor Corp.
        N/A
        
          
        
        1600.00000000
        NS
        
        13109.37000000
        0.000387400037
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimamura Co. Ltd.
        N/A
        Shimamura Co. Ltd.
        N/A
        
          
        
        804.00000000
        NS
        
        92906.70000000
        0.002745521643
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Discovery, Inc.
        5493006ZCRFWKF6B1K26
        Discovery, Inc., Class A
        25470F104
        
          
        
        56943.00000000
        NS
        USD
        2474742.78000000
        0.073132076218
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -9376.61000000
        -0.00027709181
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            495541.76000000
            USD
            640000.00000000
            AUD
            2021-04-23
            -9376.61000000
          
        
        
          N
          N
          N
        
      
      
        Nintendo Co. Ltd.
        353800FEEXU6I9M0ZF27
        Nintendo Co. Ltd.
        N/A
        
          
        
        600.00000000
        NS
        
        338181.31000000
        0.009993726030
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4662.79000000
        0.000137791901
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            3751897.80000000
            USD
            32130000.00000000
            NOK
            2021-04-23
            4662.79000000
          
        
        
          N
          N
          N
        
      
      
        Ulta Beauty, Inc.
        529900CIV6HN8M28YM82
        Ulta Beauty, Inc.
        90384S303
        
          
        
        718.00000000
        NS
        USD
        221984.06000000
        0.006559936380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cardinal Health, Inc.
        CCU46N3GJMF4OK4N7U60
        Cardinal Health, Inc.
        14149Y108
        
          
        
        12553.00000000
        NS
        USD
        762594.75000000
        0.022535730917
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atos SE
        5493001EZOOA66PTBR68
        Atos SE
        N/A
        
          
        
        12741.00000000
        NS
        
        993349.48000000
        0.029354852742
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group, Inc.
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group, Inc.
        744573106
        
          
        
        2560.00000000
        NS
        USD
        154137.60000000
        0.004554979532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corp.
        549300ITS31QK8VRBQ14
        News Corp., Class B
        65249B208
        
          
        
        72034.00000000
        NS
        USD
        1689917.64000000
        0.049939406491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flutter Entertainment plc
        635400EG4YIJLJMZJ782
        Flutter Entertainment plc
        N/A
        
          
        
        854.00000000
        NS
        
        183190.39000000
        0.005413529709
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        65894.62000000
        0.001947277273
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            3900000.00000000
            CHF
            4194242.92000000
            USD
            2021-04-23
            65894.62000000
          
        
        
          N
          N
          N
        
      
      
        Laboratory Corp. of America Holdings
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp. of America Holdings
        50540R409
        
          
        
        2755.00000000
        NS
        USD
        702607.65000000
        0.020763029041
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        N/A
        
          
        
        10765.00000000
        NS
        
        1320399.30000000
        0.039019627828
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Diageo plc
        213800ZVIELEA55JMJ32
        Diageo plc
        N/A
        
          
        
        12850.00000000
        NS
        
        527897.50000000
        0.015600102167
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        Netflix, Inc.
        64110L106
        
          
        
        19842.00000000
        NS
        USD
        10350777.72000000
        0.305879815573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke DSM NV
        724500SNT1MK246AHP04
        Koninklijke DSM NV
        N/A
        
          
        
        182.00000000
        NS
        
        30768.61000000
        0.000909255034
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Hoshizaki Corp.
        5299001QAMLGU3SRBG20
        Hoshizaki Corp.
        N/A
        
          
        
        700.00000000
        NS
        
        62593.71000000
        0.001849730811
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Arthur J Gallagher & Co.
        54930049QLLMPART6V29
        Arthur J Gallagher & Co.
        363576109
        
          
        
        4526.00000000
        NS
        USD
        564709.02000000
        0.016687933560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubu Electric Power Co., Inc.
        529900A76GOP0PGNHT63
        Chubu Electric Power Co., Inc.
        N/A
        
          
        
        1820.00000000
        NS
        
        23451.59000000
        0.000693026960
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NEC Corp.
        5493000QYMPFRTEY4K28
        NEC Corp.
        N/A
        
          
        
        2254.00000000
        NS
        
        133088.62000000
        0.003932953024
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
        
        19686.00000000
        NS
        USD
        1088832.66000000
        0.032176512938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPL Corp.
        9N3UAJSNOUXFKQLF3V18
        PPL Corp.
        69351T106
        
          
        
        6906.00000000
        NS
        USD
        199169.04000000
        0.005885720944
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Aluminum Base Metal
        N/A
        
          
          
        
        216.00000000
        NC
        USD
        700934.72000000
        0.020713591643
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2021-04-21
            11848950.00000000
            USD
            700934.72000000
          
        
        
          N
          N
          N
        
      
      
        Royal Dutch Shell plc
        21380068P1DRHMJ8KU70
        Royal Dutch Shell plc, Class A
        N/A
        
          
        
        42358.00000000
        NS
        
        823395.73000000
        0.024332484075
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        DexCom, Inc.
        549300YSK3QDSFR5EU59
        DexCom, Inc.
        252131107
        
          
        
        216.00000000
        NS
        USD
        77628.24000000
        0.002294021993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CLS Holdings plc
        213800A357TKB2TD9U78
        CLS Holdings plc
        N/A
        
          
        
        1633.00000000
        NS
        
        5155.87000000
        0.000152363098
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Activision Blizzard, Inc.
        549300TPQQDBP9GNOF40
        Activision Blizzard, Inc.
        00507V109
        
          
        
        1110.00000000
        NS
        USD
        103230.00000000
        0.003050589454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co.
        949746101
        
          
        
        199919.00000000
        NS
        USD
        7810835.33000000
        0.230821000590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NET One Systems Co. Ltd.
        N/A
        NET One Systems Co. Ltd.
        N/A
        
          
        
        477.00000000
        NS
        
        15281.99000000
        0.000451603967
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JFE Holdings, Inc.
        N/A
        JFE Holdings, Inc.
        N/A
        
          
        
        1800.00000000
        NS
        
        22208.54000000
        0.000656293111
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyoda Gosei Co. Ltd.
        353800ZV4HXVM4DWPO50
        Toyoda Gosei Co. Ltd.
        N/A
        
          
        
        700.00000000
        NS
        
        18454.03000000
        0.000545342141
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rockwell Automation, Inc.
        VH3R4HHBHH12O0EXZJ88
        Rockwell Automation, Inc.
        773903109
        
          
        
        117.00000000
        NS
        USD
        31056.48000000
        0.000917761991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Lufthansa AG
        529900PH63HYJ86ASW55
        Deutsche Lufthansa AG (Registered)
        N/A
        
          
        
        10976.00000000
        NS
        
        145578.09000000
        0.004302034158
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Perrigo Co. plc
        549300IFOQS6R1QLY196
        Perrigo Co. plc
        N/A
        
          
        
        15554.00000000
        NS
        USD
        629470.38000000
        0.018601721431
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Sterling
        N/A
        
          
          
        
        -255.00000000
        NC
        
        2996.86000000
        0.000088561363
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Sterling
                
                  
                
              
            
            2022-06-15
            -31796906.25000000
            GBP
            2996.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -205.00000000
        NC
        USD
        -512.50000000
        -0.00001514508
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3825.00000000
            USD
            2021-03-31
            XXXX
            1737889.03000000
          
        
        
          N
          N
          N
        
      
      
        Taisei Corp.
        529900TF7XJKIOWMLQ79
        Taisei Corp.
        N/A
        
          
        
        1261.00000000
        NS
        
        48651.04000000
        0.001437705604
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -183.00000000
        NC
        USD
        -721020.00000000
        -0.02130713948
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3865.00000000
            USD
            2021-04-30
            XXXX
            327026.18000000
          
        
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267108
        
          
        
        18561.00000000
        NS
        USD
        370848.78000000
        0.010959095007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bodycote plc
        213800V93QFW53NB7Y29
        Bodycote plc
        N/A
        
          
        
        2212.00000000
        NS
        
        25201.61000000
        0.000744742475
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sirius Real Estate Ltd.
        213800NURUF5W8QSK566
        Sirius Real Estate Ltd.
        N/A
        
          
        
        13196.00000000
        NS
        
        16155.15000000
        0.000477407054
        Long
        EC
        CORP
        GG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Cisco Systems, Inc.
        549300LKFJ962MZ46593
        Cisco Systems, Inc.
        17275R102
        
          
        
        231746.00000000
        NS
        USD
        11983585.66000000
        0.354131551343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -22.00000000
        NC
        USD
        -64900.00000000
        -0.00191788487
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3805.00000000
            USD
            2021-04-30
            XXXX
            194225.50000000
          
        
        
          N
          N
          N
        
      
      
        Kaneka Corp.
        529900FWWCF6RY313R16
        Kaneka Corp.
        N/A
        
          
        
        855.00000000
        NS
        
        35186.28000000
        0.001039803300
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UDG Healthcare plc
        549300IWG5ZPP6B8HH13
        UDG Healthcare plc
        N/A
        
          
        
        25859.00000000
        NS
        
        280016.52000000
        0.008274875938
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sankyu, Inc.
        529900QWTXZZEM1T5G75
        Sankyu, Inc.
        N/A
        
          
        
        980.00000000
        NS
        
        43119.25000000
        0.001274233549
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stellantis NV
        549300LKT9PW7ZIBDF31
        Stellantis NV
        N/A
        
          
        
        33689.00000000
        NS
        
        595924.96000000
        0.017610407815
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Aica Kogyo Co. Ltd.
        N/A
        Aica Kogyo Co. Ltd.
        N/A
        
          
        
        900.00000000
        NS
        
        32504.61000000
        0.000960556238
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DIC Corp.
        549300F1YB9ARLPUKB67
        DIC Corp.
        N/A
        
          
        
        2311.00000000
        NS
        
        59940.35000000
        0.001771320349
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wartsila OYJ Abp
        743700G7A9J1PHM3X223
        Wartsila OYJ Abp
        N/A
        
          
        
        6502.00000000
        NS
        
        68159.40000000
        0.002014204658
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        NGK Spark Plug Co. Ltd.
        549300RG3XQGTFM4HH31
        NGK Spark Plug Co. Ltd.
        N/A
        
          
        
        2102.00000000
        NS
        
        36416.51000000
        0.001076158300
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Koito Manufacturing Co. Ltd.
        N/A
        Koito Manufacturing Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        6728.22000000
        0.000198828218
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PepsiCo, Inc.
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo, Inc.
        713448108
        
          
        
        47535.00000000
        NS
        USD
        6723825.75000000
        0.198698362190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        78.00000000
        NC
        USD
        195.00000000
        0.000005762520
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3170.00000000
            USD
            2021-03-31
            XXXX
            -92358.70000000
          
        
        
          N
          N
          N
        
      
      
        Bandai Namco Holdings, Inc.
        N/A
        Bandai Namco Holdings, Inc.
        N/A
        
          
        
        115.00000000
        NS
        
        8221.05000000
        0.000242943412
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        KOSPI 200 Index
        N/A
        
          
          
        
        63.00000000
        NC
        
        140948.98000000
        0.004165237547
        N/A
        DE
        
        KR
        N
        
        1
        
          
            
              Market Operation Department of KOFEX
              549300TJ3RRV6Q1UEW14
            
            Long
            
              
                KOSPI 200 Index
                KRD020020016
              
            
            2021-06-10
            6530737500.00000000
            KRW
            140948.98000000
          
        
        
          N
          N
          N
        
      
      
        CRH plc
        549300MIDJNNTH068E74
        CRH plc
        N/A
        
          
        
        6456.00000000
        NS
        
        302659.83000000
        0.008944017105
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Corning, Inc.
        549300X2937PB0CJ7I56
        Corning, Inc.
        219350105
        
          
        
        7673.00000000
        NS
        USD
        333852.23000000
        0.009865795721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773100
        
          
        
        5822.00000000
        NS
        USD
        218033.90000000
        0.006443203682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Asics Corp.
        3538002LJMRZ83SU0B85
        Asics Corp.
        N/A
        
          
        
        2400.00000000
        NS
        
        38378.98000000
        0.001134152006
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Seven & i Holdings Co. Ltd.
        52990037G8JRM3TWGY86
        Seven & i Holdings Co. Ltd.
        N/A
        
          
        
        4672.00000000
        NS
        
        188661.96000000
        0.005575222180
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FirstEnergy Corp.
        337932107
        
          
        
        12136.00000000
        NS
        USD
        420997.84000000
        0.012441069177
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hochschild Mining plc
        549300JK10TVQ3CCJQ89
        Hochschild Mining plc
        N/A
        
          
        
        2135.00000000
        NS
        
        5761.29000000
        0.000170254097
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson Matthey plc
        2138001AVBSD1HSC6Z10
        Johnson Matthey plc
        N/A
        
          
        
        8346.00000000
        NS
        
        346692.85000000
        0.010245253824
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Chemical Holdings Corp.
        353800YNKX4RQUGAR072
        Mitsubishi Chemical Holdings Corp.
        N/A
        
          
        
        8588.00000000
        NS
        
        64501.05000000
        0.001906095349
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Benesse Holdings, Inc.
        549300XOPEJA8L2IV934
        Benesse Holdings, Inc.
        N/A
        
          
        
        3295.00000000
        NS
        
        69410.10000000
        0.002051164575
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions Corp.
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp., Class A
        192446102
        
          
        
        58291.00000000
        NS
        USD
        4553692.92000000
        0.134567931823
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hitachi Construction Machinery Co. Ltd.
        5493009B7C53PDH8W826
        Hitachi Construction Machinery Co. Ltd.
        N/A
        
          
        
        1821.00000000
        NS
        
        58354.94000000
        0.001724469287
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46625H100
        
          
        
        101826.00000000
        NS
        USD
        15500971.98000000
        0.458075188040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acciona SA
        54930002KP75TLLLNO21
        Acciona SA
        N/A
        
          
        
        416.00000000
        NS
        
        69902.06000000
        0.002065702674
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Corp.
        KVIPTY4PULAPGC1VVD26
        Mitsubishi Corp.
        N/A
        
          
        
        4235.00000000
        NS
        
        120058.27000000
        0.003547888137
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7408.80000000
        -0.00021894029
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1147940000.00000000
            HUF
            3708939.04000000
            USD
            2021-04-23
            -7408.80000000
          
        
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries, Inc.
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries, Inc.
        446413106
        
          
        
        3949.00000000
        NS
        USD
        812901.65000000
        0.024022369478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        K's Holdings Corp.
        3538003LJ09YLR6NHG27
        K's Holdings Corp.
        N/A
        
          
        
        4027.00000000
        NS
        
        55435.20000000
        0.001638186927
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NTT Data Corp.
        353800SZGJGSLJRRWB43
        NTT Data Corp.
        N/A
        
          
        
        5085.00000000
        NS
        
        78862.83000000
        0.002330505837
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NiSource, Inc.
        549300D8GOWWH0SJB189
        NiSource, Inc.
        65473P105
        
          
        
        6759.00000000
        NS
        USD
        162959.49000000
        0.004815678598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Long Gilt
        N/A
        
          
          
        
        -141.00000000
        NC
        
        178001.36000000
        0.005260186687
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                United Kingdom of Great Britain and Northern Ireland
                Long Gilt
                
                  
                
              
            
            2021-06-28
            -17990190.00000000
            GBP
            178001.36000000
          
        
        
          N
          N
          N
        
      
      
        JB Hunt Transport Services, Inc.
        549300XCD1MPI1C5GK90
        JB Hunt Transport Services, Inc.
        445658107
        
          
        
        2096.00000000
        NS
        USD
        352274.72000000
        0.010410205812
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkshire Hathaway, Inc.
        5493000C01ZX7D35SD85
        Berkshire Hathaway, Inc., Class B
        084670702
        
          
        
        56382.00000000
        NS
        USD
        14403909.54000000
        0.425655473706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telecom Italia SpA
        549300W384M3RI3VXU42
        Telecom Italia SpA
        N/A
        
          
        
        466469.00000000
        NS
        
        252351.77000000
        0.007457344264
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        8786.00000000
        NS
        USD
        682320.76000000
        0.020163523348
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nomura Holdings, Inc.
        549300B3CEAHYG7K8164
        Nomura Holdings, Inc.
        N/A
        
          
        
        17775.00000000
        NS
        
        94180.09000000
        0.002783152081
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever plc
        549300MKFYEKVRWML317
        Unilever plc
        N/A
        
          
        
        11218.00000000
        NS
        
        625962.28000000
        0.018498052218
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Bechtle AG
        529900HA2QT774RUXW59
        Bechtle AG
        N/A
        
          
        
        2416.00000000
        NS
        
        453230.85000000
        0.013393599259
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Vesuvius plc
        213800ORZ521W585SY02
        Vesuvius plc
        N/A
        
          
        
        10806.00000000
        NS
        
        80341.35000000
        0.002374198150
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Gamesys Group plc
        213800J9SZ4YJ2RYMU17
        Gamesys Group plc
        N/A
        
          
        
        2590.00000000
        NS
        
        68983.49000000
        0.002038557659
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        PPG Industries, Inc.
        549300BKPEP01R3V6C59
        PPG Industries, Inc.
        693506107
        
          
        
        4099.00000000
        NS
        USD
        615915.74000000
        0.018201163048
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kurita Water Industries Ltd.
        52990086GS2ON69UMX34
        Kurita Water Industries Ltd.
        N/A
        
          
        
        1840.00000000
        NS
        
        79054.97000000
        0.002336183840
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        T-Mobile US, Inc.
        549300QHIJYOHPACPG31
        T-Mobile US, Inc.
        872590104
        
          
        
        66567.00000000
        NS
        USD
        8340179.43000000
        0.246463851790
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quanta Services, Inc.
        SHVRXXEACT60MMH07S24
        Quanta Services, Inc.
        74762E102
        
          
        
        14715.00000000
        NS
        USD
        1294625.70000000
        0.038257982256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greggs plc
        213800I71QMUFJ64IW20
        Greggs plc
        N/A
        
          
        
        905.00000000
        NS
        
        28012.39000000
        0.000827804916
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Savills plc
        213800WXICGMBWHTA933
        Savills plc
        N/A
        
          
        
        8143.00000000
        NS
        
        128230.96000000
        0.003789402444
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Axalta Coating Systems Ltd.
        529900AGLPA40GV6H619
        Axalta Coating Systems Ltd.
        N/A
        
          
        
        125572.00000000
        NS
        USD
        3714419.76000000
        0.109766247704
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        N/A
        
          
        
        286.00000000
        NS
        
        18689.89000000
        0.000552312131
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Advanced Micro Devices, Inc.
        R2I72C950HOYXII45366
        Advanced Micro Devices, Inc.
        007903107
        
          
        
        122497.00000000
        NS
        USD
        9616014.50000000
        0.284166544909
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renishaw plc
        21380048ADXM6Z67CT18
        Renishaw plc
        N/A
        
          
        
        125.00000000
        NS
        
        11036.40000000
        0.000326140903
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ball Corp.
        0BGI85ALH27ZJP15DY16
        Ball Corp.
        058498106
        
          
        
        55139.00000000
        NS
        USD
        4672478.86000000
        0.138078220847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOITEC
        969500ZR92SQCU9TST26
        SOITEC
        N/A
        
          
        
        197.00000000
        NS
        
        40213.28000000
        0.001188358112
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Ciena Corp.
        W0CZ7N0GH8UIGXDM1H41
        Ciena Corp.
        171779309
        
          
        
        119431.00000000
        NS
        USD
        6535264.32000000
        0.193126110810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Core MSCI Emerging Markets ETF
        5493007C24Z3ZDJ0VD06
        iShares Core MSCI Emerging Markets ETF
        46434G103
        
          
        
        5900027.00000000
        NS
        USD
        379725737.72000000
        11.22142140082
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NOV, Inc.
        549300EHF3IW1AR6U008
        NOV, Inc.
        62955J103
        
          
        
        60812.00000000
        NS
        USD
        834340.64000000
        0.024655921322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AGCO Corp.
        LYOM0B2GCF1JWXK5ZG04
        AGCO Corp.
        001084102
        
          
        
        50748.00000000
        NS
        USD
        7289950.20000000
        0.215428123667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP, Inc.
        WHKXQACZ14C5XRO8LW03
        HP, Inc.
        40434L105
        
          
        
        35793.00000000
        NS
        USD
        1136427.75000000
        0.033583013758
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals, Inc.
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals, Inc.
        92532F100
        
          
        
        3387.00000000
        NS
        USD
        727832.43000000
        0.021508456222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KION Group AG
        5299005KY91C4C6U9H17
        KION Group AG
        N/A
        
          
        
        374.00000000
        NS
        
        36953.30000000
        0.001092021188
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Dowa Holdings Co. Ltd.
        353800ZSQZKFE140A689
        Dowa Holdings Co. Ltd.
        N/A
        
          
        
        381.00000000
        NS
        
        15897.29000000
        0.000469786934
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lowe's Cos., Inc.
        WAFCR4OKGSC504WU3E95
        Lowe's Cos., Inc.
        548661107
        
          
        
        9940.00000000
        NS
        USD
        1890389.20000000
        0.055863618705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Analog Devices, Inc.
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices, Inc.
        032654105
        
          
        
        34200.00000000
        NS
        USD
        5303736.00000000
        0.156732743511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MISUMI Group, Inc.
        353800SJWGE5BEK2V032
        MISUMI Group, Inc.
        N/A
        
          
        
        2100.00000000
        NS
        
        61172.04000000
        0.001807718494
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -126.00000000
        NC
        USD
        -315.00000000
        -0.00000930868
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3885.00000000
            USD
            2021-03-31
            XXXX
            1122486.21000000
          
        
        
          N
          N
          N
        
      
      
        QIAGEN NV
        54930036WK3GMCN17Z57
        QIAGEN NV
        N/A
        
          
        
        331.00000000
        NS
        
        16019.52000000
        0.000473399000
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Frasers Group plc
        213800JEGHHEAXIJDX34
        Frasers Group plc
        N/A
        
          
        
        5999.00000000
        NS
        
        38090.59000000
        0.001125629683
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kakaku.com, Inc.
        353800KA15Y0DCPWYY65
        Kakaku.com, Inc.
        N/A
        
          
        
        4000.00000000
        NS
        
        109489.61000000
        0.003235569598
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Applied Materials, Inc.
        41BNNE1AFPNAZELZ6K07
        Applied Materials, Inc.
        038222105
        
          
        
        5906.00000000
        NS
        USD
        789041.60000000
        0.023317271959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cboe Global Markets, Inc.
        529900RLNSGA90UPEH54
        Cboe Global Markets, Inc.
        12503M108
        
          
        
        1746.00000000
        NS
        USD
        172312.74000000
        0.005092080088
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -43.00000000
        NC
        USD
        -107.50000000
        -0.00000317677
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3890.00000000
            USD
            2021-03-31
            XXXX
            70453.51000000
          
        
        
          N
          N
          N
        
      
      
        Direct Line Insurance Group plc
        213800FF2R23ALJQOP04
        Direct Line Insurance Group plc
        N/A
        
          
        
        33721.00000000
        NS
        
        145566.36000000
        0.004301687520
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Allianz SE
        529900K9B0N5BT694847
        Allianz SE (Registered)
        N/A
        
          
        
        3431.00000000
        NS
        
        872692.50000000
        0.025789271895
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Telefonica Deutschland Holding AG
        391200ECRPJ3SWQJUM30
        Telefonica Deutschland Holding AG
        N/A
        
          
        
        37815.00000000
        NS
        
        110929.45000000
        0.003278118864
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1230.87000000
        -0.00003637391
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            177830000.00000000
            HUF
            574477.04000000
            USD
            2021-04-23
            -1230.87000000
          
        
        
          N
          N
          N
        
      
      
        Toyo Seikan Group Holdings Ltd.
        5299004VWXGQPXR05T33
        Toyo Seikan Group Holdings Ltd.
        N/A
        
          
        
        284.00000000
        NS
        
        3380.44000000
        0.000099896683
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Denso Corp.
        549300RYPA10CQM3QK38
        Denso Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        6666.41000000
        0.000197001647
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Evraz plc
        5493005B7DAN39RXLK23
        Evraz plc
        N/A
        
          
        
        46497.00000000
        NS
        
        370292.80000000
        0.010942665028
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        128.00000000
        NC
        USD
        51840.00000000
        0.001531943788
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3300.00000000
            USD
            2021-04-30
            XXXX
            -90778.04000000
          
        
        
          N
          N
          N
        
      
      
        Tsuruha Holdings, Inc.
        N/A
        Tsuruha Holdings, Inc.
        N/A
        
          
        
        700.00000000
        NS
        
        90326.46000000
        0.002669271978
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Justsystems Corp.
        5299006DS4ZV570NR192
        Justsystems Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        5491.74000000
        0.000162288522
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dixons Carphone plc
        2138001E12GWLLDQQF16
        Dixons Carphone plc
        N/A
        
          
        
        37094.00000000
        NS
        
        73096.35000000
        0.002160098367
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software, Inc.
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software, Inc.
        874054109
        
          
        
        36003.00000000
        NS
        USD
        6361730.10000000
        0.187997934296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANA Holdings, Inc.
        5493008IRKIY0G3TE305
        ANA Holdings, Inc.
        N/A
        
          
        
        1700.00000000
        NS
        
        39555.70000000
        0.001168925712
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Exelon Corp.
        3SOUA6IRML7435B56G12
        Exelon Corp.
        30161N101
        
          
        
        21770.00000000
        NS
        USD
        952219.80000000
        0.028139413741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Henry Schein, Inc.
        VGO3WGL8H45T73F4RR92
        Henry Schein, Inc.
        806407102
        
          
        
        20881.00000000
        NS
        USD
        1445800.44000000
        0.042725405173
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yokogawa Electric Corp.
        529900MV0U7C9WWF4L22
        Yokogawa Electric Corp.
        N/A
        
          
        
        644.00000000
        NS
        
        11896.46000000
        0.000351556867
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hargreaves Lansdown plc
        2138008ZCE93ZDSESG90
        Hargreaves Lansdown plc
        N/A
        
          
        
        6019.00000000
        NS
        
        127889.61000000
        0.003779315079
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Elementis plc
        549300LQIH685LI2ML36
        Elementis plc
        N/A
        
          
        
        100200.00000000
        NS
        
        173360.33000000
        0.005123037824
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Provident Financial plc
        213800U93SZC44VXN635
        Provident Financial plc
        N/A
        
          
        
        26716.00000000
        NS
        
        79925.30000000
        0.002361903297
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nishi-Nippon Financial Holdings, Inc.
        N/A
        Nishi-Nippon Financial Holdings, Inc.
        N/A
        
          
        
        7839.00000000
        NS
        
        56312.33000000
        0.001664107333
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        KDDI Corp.
        5299003FU7V4I45FU310
        KDDI Corp.
        N/A
        
          
        
        5300.00000000
        NS
        
        163296.69000000
        0.004825643325
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chevron Corp.
        N/A
        Chevron Corp.
        166764100
        
          
        
        78471.00000000
        NS
        USD
        8222976.09000000
        0.243000330788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cigna Corp.
        549300VIWYMSIGT1U456
        Cigna Corp.
        125523100
        
          
        
        29111.00000000
        NS
        USD
        7037293.14000000
        0.207961757660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aggreko plc
        2138003R7TGCSVF27H47
        Aggreko plc
        N/A
        
          
        
        10625.00000000
        NS
        
        128371.28000000
        0.003793549094
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kinden Corp.
        N/A
        Kinden Corp.
        N/A
        
          
        
        1727.00000000
        NS
        
        29447.94000000
        0.000870227407
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kose Corp.
        353800NX4GGAVDHHY664
        Kose Corp.
        N/A
        
          
        
        300.00000000
        NS
        
        42518.92000000
        0.001256492966
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toppan Printing Co. Ltd.
        3538003H9W4KIDODQY20
        Toppan Printing Co. Ltd.
        890747108
        
          
        
        892.00000000
        NS
        
        15122.29000000
        0.000446884611
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mohawk Industries, Inc.
        549300JI1115MG3Q6322
        Mohawk Industries, Inc.
        608190104
        
          
        
        6659.00000000
        NS
        USD
        1280592.29000000
        0.037843275557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CTRSI
        N/A
        
          
        
        9033235.14000000
        PA
        USD
        -34198.74000000
        -0.00101062012
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                Bloomberg Roll Select Commodity Index
                Bloomberg Roll Select Commodity Index
              
            
            Y
            
              
                
              
            
            
            2022-02-28
            0.00000000
            USD
            0.00000000
            USD
            9033235.14000000
            USD
            -34198.74000000
          
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        N/A
        
          
        
        11647.00000000
        NS
        
        168674.32000000
        0.004984559739
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Kokuyo Co. Ltd.
        3538001EN1YX65H42410
        Kokuyo Co. Ltd.
        N/A
        
          
        
        3169.00000000
        NS
        
        49169.76000000
        0.001453034499
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Softcat plc
        213800N42YZLR9GLVC42
        Softcat plc
        N/A
        
          
        
        346.00000000
        NS
        
        8647.93000000
        0.000255558307
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P Midcap 400 E-Mini Index
        N/A
        
          
          
        
        42.00000000
        NC
        USD
        -180612.70000000
        -0.00533735540
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                S&P Midcap 400 E-Mini Index
                XC0009692283
              
            
            2021-06-18
            10942260.00000000
            USD
            -180612.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        16291343.50000000
        PA
        
        78030.89000000
        0.002305920858
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                FTSE 100 Total Return Index
                FTSE 100 Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-09-14
            0.00000000
            USD
            0.00000000
            USD
            16291344.00000000
            GBP
            78030.89000000
          
        
        
          N
          N
          N
        
      
      
        F5 Networks, Inc.
        54930015FPK9KT966303
        F5 Networks, Inc.
        315616102
        
          
        
        15966.00000000
        NS
        USD
        3330826.92000000
        0.098430548076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Japan 10 Year Bond
        N/A
        
          
          
        
        -4.00000000
        NC
        
        -4899.54000000
        -0.00014478819
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Short
            
              
                Japan
                Japan 10 Year Bond
                
                  
                
              
            
            2021-06-14
            -603800000.00000000
            JPY
            -4899.54000000
          
        
        
          N
          N
          N
        
      
      
        Sabre Insurance Group plc
        2138006RXRQ8P8VKGV98
        Sabre Insurance Group plc
        N/A
        
          
        
        12807.00000000
        NS
        
        44628.37000000
        0.001318830135
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ebara Corp.
        353800UV8U3SOMCDTI49
        Ebara Corp.
        N/A
        
          
        
        3071.00000000
        NS
        
        125304.77000000
        0.003702929477
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PureTech Health plc
        213800LVPDNO2Z9T9I39
        PureTech Health plc
        N/A
        
          
        
        1314.00000000
        NS
        
        7236.86000000
        0.000213859234
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sega Sammy Holdings, Inc.
        5493006B6WMKNQ8QNP51
        Sega Sammy Holdings, Inc.
        N/A
        
          
        
        1200.00000000
        NS
        
        18756.35000000
        0.000554276116
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sopra Steria Group SACA
        96950020QIOHAAK9V551
        Sopra Steria Group SACA
        N/A
        
          
        
        2212.00000000
        NS
        
        369621.42000000
        0.010922824819
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Brent Crude Oil
        N/A
        
          
          
        
        130.00000000
        NC
        USD
        -604761.30000000
        -0.01787153389
        N/A
        DCO
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                N/A
                Brent Crude Oil
                
                  
                
              
            
            2021-04-30
            8179600.00000000
            USD
            -604761.30000000
          
        
        
          N
          N
          N
        
      
      
        Target Corp.
        8WDDFXB5T1Z6J0XC1L66
        Target Corp.
        87612E106
        
          
        
        4612.00000000
        NS
        USD
        913498.84000000
        0.026995155752
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stanley Black & Decker, Inc.
        549300DJ09SMTO561131
        Stanley Black & Decker, Inc.
        854502101
        
          
        
        2816.00000000
        NS
        USD
        562270.72000000
        0.016615878418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abertis Infraestructuras SA
        549300GKFVWI02JQ5332
        Abertis Infraestructuras SA
        N/A
        
          
        
        2100.00000000
        NS
        
        0.00000000
        0.000000
        Long
        EC
        CORP
        ES
        N
        
        3
        
          N
          N
          N
        
      
      
        Twilio, Inc.
        5493004W8TRGD63APX93
        Twilio, Inc., Class A
        90138F102
        
          
        
        13015.00000000
        NS
        USD
        4434991.40000000
        0.131060137527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        Halliburton Co.
        406216101
        
          
        
        50579.00000000
        NS
        USD
        1085425.34000000
        0.032075821914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Campbell Soup Co.
        5493007JDSMX8Z5Z1902
        Campbell Soup Co.
        134429109
        
          
        
        6559.00000000
        NS
        USD
        329720.93000000
        0.009743710085
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        voestalpine AG
        529900ZAXBMQDIWPNB72
        voestalpine AG
        N/A
        
          
        
        5742.00000000
        NS
        
        237792.10000000
        0.007027085853
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
        
        14334.00000000
        NS
        USD
        759271.98000000
        0.022437538462
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IMCD NV
        724500NSJPNFJPDAUP02
        IMCD NV
        N/A
        
          
        
        189.00000000
        NS
        
        26201.27000000
        0.000774283812
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamato Holdings Co. Ltd.
        N/A
        Yamato Holdings Co. Ltd.
        N/A
        
          
        
        1302.00000000
        NS
        
        35754.58000000
        0.001056597352
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alten SA
        969500Y7G9TY7Y24GN07
        Alten SA
        N/A
        
          
        
        2347.00000000
        NS
        
        275359.70000000
        0.008137260458
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822V101
        
          
        
        35826.00000000
        NS
        USD
        6166729.38000000
        0.182235392979
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDK Global, Inc.
        5493000L10CYRTHIJ385
        CDK Global, Inc.
        12508E101
        
          
        
        57616.00000000
        NS
        USD
        3114720.96000000
        0.092044317691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sojitz Corp.
        5493004SE33MRLPB1W98
        Sojitz Corp.
        N/A
        
          
        
        22971.00000000
        NS
        
        64904.29000000
        0.001918011650
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions, Inc.
        549300KZDJZQ2YIHRC28
        Broadridge Financial Solutions, Inc.
        11133T103
        
          
        
        1052.00000000
        NS
        USD
        161061.20000000
        0.004759581500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toho Holdings Co. Ltd.
        353800Z8BQ3ZHELA4J90
        Toho Holdings Co. Ltd.
        N/A
        
          
        
        3395.00000000
        NS
        
        62401.30000000
        0.001844044829
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co. Ltd.
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co. Ltd.
        N/A
        
          
        
        5326.00000000
        NS
        
        216415.83000000
        0.006395387473
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Accor SA
        969500QZC2Q0TK11NV07
        Accor SA
        N/A
        
          
        
        5946.00000000
        NS
        
        224020.79000000
        0.006620124572
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        JD Sports Fashion plc
        213800HROV6Y9MUU8375
        JD Sports Fashion plc
        N/A
        
          
        
        9470.00000000
        NS
        
        107652.97000000
        0.003181294343
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Lennar Corp.
        529900G61XVRLX5TJX09
        Lennar Corp., Class A
        526057104
        
          
        
        6272.00000000
        NS
        USD
        634914.56000000
        0.018762604489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rubis SCA
        969500MGFIKUGLTC9742
        Rubis SCA
        N/A
        
          
        
        7603.00000000
        NS
        
        359813.24000000
        0.010632979518
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Kuraray Co. Ltd.
        549300W9JPTOE739QZ31
        Kuraray Co. Ltd.
        N/A
        
          
        
        2000.00000000
        NS
        
        22878.34000000
        0.000676086629
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Viscofan SA
        95980020140005684765
        Viscofan SA
        N/A
        
          
        
        2229.00000000
        NS
        
        154067.42000000
        0.004552905616
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -76.00000000
        NC
        USD
        -235220.00000000
        -0.00695107673
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3815.00000000
            USD
            2021-04-30
            XXXX
            440195.37000000
          
        
        
          N
          N
          N
        
      
      
        Nomura Research Institute Ltd.
        5299005F1HCVF4M4QN79
        Nomura Research Institute Ltd.
        N/A
        
          
        
        214.00000000
        NS
        
        6648.53000000
        0.000196473268
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ViacomCBS, Inc.
        5KYC8KF17ROCY24M3H09
        ViacomCBS, Inc.
        92556H206
        
          
        
        14748.00000000
        NS
        USD
        665134.80000000
        0.019655654430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tyson Foods, Inc.
        WD6L6041MNRW1JE49D58
        Tyson Foods, Inc., Class A
        902494103
        
          
        
        10174.00000000
        NS
        USD
        755928.20000000
        0.022338725133
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        N/A
        
          
        
        20500.00000000
        NS
        
        783576.25000000
        0.023155763298
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -30.00000000
        NC
        USD
        -75.00000000
        -0.00000221635
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3760.00000000
            USD
            2021-03-31
            XXXX
            310052.50000000
          
        
        
          N
          N
          N
        
      
      
        OKUMA Corp.
        N/A
        OKUMA Corp.
        N/A
        
          
        
        1153.00000000
        NS
        
        66196.34000000
        0.001956193516
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Akamai Technologies, Inc.
        OC1LZNN2LF5WTJ5RIL89
        Akamai Technologies, Inc.
        00971T101
        
          
        
        3712.00000000
        NS
        USD
        378252.80000000
        0.011177894051
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avery Dennison Corp.
        549300PW7VPFCYKLIV37
        Avery Dennison Corp.
        053611109
        
          
        
        2485.00000000
        NS
        USD
        456370.25000000
        0.013486372877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suzuken Co. Ltd.
        N/A
        Suzuken Co. Ltd.
        N/A
        
          
        
        1498.00000000
        NS
        
        58608.12000000
        0.001731951107
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kesko OYJ
        743700OX6HSVMCAHPB95
        Kesko OYJ, Class B
        N/A
        
          
        
        3941.00000000
        NS
        
        120524.99000000
        0.003561680359
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Yusen KK
        353800YPW4XM0ZN5I149
        Nippon Yusen KK
        N/A
        
          
        
        836.00000000
        NS
        
        28591.56000000
        0.000844920192
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokai Rika Co. Ltd.
        N/A
        Tokai Rika Co. Ltd.
        N/A
        
          
        
        1240.00000000
        NS
        
        21088.65000000
        0.000623198811
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Meggitt plc
        YMFO3TKB4UAWQTDZJJ31
        Meggitt plc
        N/A
        
          
        
        3135.00000000
        NS
        
        20614.73000000
        0.000609193819
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp.
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp.
        28176E108
        
          
        
        18342.00000000
        NS
        USD
        1534124.88000000
        0.045335514688
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -329.00000000
        NC
        USD
        -822.50000000
        -0.00002430601
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3830.00000000
            USD
            2021-03-31
            XXXX
            1854988.73000000
          
        
        
          N
          N
          N
        
      
      
        TV Asahi Holdings Corp.
        N/A
        TV Asahi Holdings Corp.
        N/A
        
          
        
        1843.00000000
        NS
        
        34733.05000000
        0.001026409726
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nikon Corp.
        549300X7LIS9RFELXJ98
        Nikon Corp.
        654111103
        
          
        
        2500.00000000
        NS
        
        23488.46000000
        0.000694116520
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1041.49000000
        -0.00003077747
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            1402666.64000000
            USD
            20740000.00000000
            ZAR
            2021-04-23
            -1041.49000000
          
        
        
          N
          N
          N
        
      
      
        Etablissements Franz Colruyt NV
        5493000O0NZ1BCXO8K39
        Etablissements Franz Colruyt NV
        N/A
        
          
        
        730.00000000
        NS
        
        43520.91000000
        0.001286103159
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Marubeni Corp.
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp.
        N/A
        
          
        
        11832.00000000
        NS
        
        98821.78000000
        0.002920320449
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Corn
        N/A
        
          
          
        
        127.00000000
        NC
        USD
        105962.45000000
        0.003131337136
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Corn
                
                  
                
              
            
            2021-05-14
            3582987.50000000
            USD
            105962.45000000
          
        
        
          N
          N
          N
        
      
      
        Micron Technology, Inc.
        B3DXGBC8GAIYWI2Z0172
        Micron Technology, Inc.
        595112103
        
          
        
        5336.00000000
        NS
        USD
        470688.56000000
        0.013909498766
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lawson, Inc.
        529900IWO8XQO92PR233
        Lawson, Inc.
        N/A
        
          
        
        1031.00000000
        NS
        
        50591.16000000
        0.001495038837
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Zinc Base Metal
        N/A
        
          
          
        
        79.00000000
        NC
        USD
        82904.18000000
        0.002449933326
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2021-05-19
            5554193.75000000
            USD
            82904.18000000
          
        
        
          N
          N
          N
        
      
      
        Suntory Beverage & Food Ltd.
        549300FONLMVK7YYYH41
        Suntory Beverage & Food Ltd.
        N/A
        
          
        
        934.00000000
        NS
        
        34829.50000000
        0.001029259957
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hokuriku Electric Power Co.
        353800Z4ZNGBULYR8W57
        Hokuriku Electric Power Co.
        N/A
        
          
        
        3871.00000000
        NS
        
        26530.58000000
        0.000784015379
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Nickel Base Metal
        N/A
        
          
          
        
        44.00000000
        NC
        USD
        -98475.52000000
        -0.00291008798
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2021-05-19
            4236276.00000000
            USD
            -98475.52000000
          
        
        
          N
          N
          N
        
      
      
        Veolia Environnement SA
        969500LENY69X51OOT31
        Veolia Environnement SA
        N/A
        
          
        
        5476.00000000
        NS
        
        140484.36000000
        0.004151507383
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -78.00000000
        NC
        USD
        -195.00000000
        -0.00000576252
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3860.00000000
            USD
            2021-03-31
            XXXX
            737469.70000000
          
        
        
          N
          N
          N
        
      
      
        Kansas City Southern
        5493008C12PZMWP3WY03
        Kansas City Southern
        485170302
        
          
        
        1062.00000000
        NS
        USD
        280283.04000000
        0.008282751973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Segro plc
        213800XC35KGM9NFC641
        Segro plc
        N/A
        
          
        
        574.00000000
        NS
        
        7417.87000000
        0.000219208330
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Pan Pacific International Holdings Corp.
        529900QLHJM2E18A5763
        Pan Pacific International Holdings Corp.
        N/A
        
          
        
        1051.00000000
        NS
        
        24808.24000000
        0.000733117846
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TAG Immobilien AG
        529900TAE68USJNXLR59
        TAG Immobilien AG
        N/A
        
          
        
        678.00000000
        NS
        
        19352.81000000
        0.000571902335
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Teledyne Technologies, Inc.
        549300VSMO9KYQWDND94
        Teledyne Technologies, Inc.
        879360105
        
          
        
        735.00000000
        NS
        USD
        304032.75000000
        0.008984588792
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DCC plc
        213800UPS1QEE4TD3T45
        DCC plc
        N/A
        
          
        
        764.00000000
        NS
        
        66269.21000000
        0.001958346926
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings, Inc.
        5299009QN2NZ191KLS29
        Tokio Marine Holdings, Inc.
        N/A
        
          
        
        2300.00000000
        NS
        
        109459.57000000
        0.003234681875
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ingersoll Rand, Inc.
        5299004C02FMZCUOIR50
        Ingersoll Rand, Inc.
        45687V106
        
          
        
        4703.00000000
        NS
        USD
        231434.63000000
        0.006839213811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        N/A
        
          
        
        8399.00000000
        NS
        
        697981.91000000
        0.020626332018
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Allegion plc
        N/A
        Allegion plc
        N/A
        
          
        
        4841.00000000
        NS
        USD
        608126.42000000
        0.017970977855
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Resorttrust, Inc.
        353800FM9MYWH105SE11
        Resorttrust, Inc.
        N/A
        
          
        
        2100.00000000
        NS
        
        35183.06000000
        0.001039708145
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IDEXX Laboratories, Inc.
        OGMTXK0LUU1HKV2P0J84
        IDEXX Laboratories, Inc.
        45168D104
        
          
        
        7571.00000000
        NS
        USD
        3704566.01000000
        0.109475055746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Close Brothers Group plc
        213800W73SYHR14I3X91
        Close Brothers Group plc
        N/A
        
          
        
        2321.00000000
        NS
        
        49606.70000000
        0.001465946681
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        T. Rowe Price Group, Inc.
        549300SIV6FPS9Y7IH33
        T. Rowe Price Group, Inc.
        74144T108
        
          
        
        5564.00000000
        NS
        USD
        954782.40000000
        0.028215142120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Viatris, Inc.
        254900ZZTSW7NL773X71
        Viatris, Inc.
        92556V106
        
          
        
        40900.00000000
        NS
        USD
        571373.00000000
        0.016884863397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        Arkema SA
        N/A
        
          
        
        2018.00000000
        NS
        
        244390.66000000
        0.007222082439
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        Carrefour SA
        N/A
        
          
        
        17406.00000000
        NS
        
        315146.23000000
        0.009313007516
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        DuPont de Nemours, Inc.
        5493004JF0SDFLM8GD76
        DuPont de Nemours, Inc.
        26614N102
        
          
        
        98836.00000000
        NS
        USD
        7638046.08000000
        0.225714838971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Caterpillar, Inc.
        WRJR7GS4GTRECRRTVX92
        Caterpillar, Inc.
        149123101
        
          
        
        585.00000000
        NS
        USD
        135643.95000000
        0.004008466564
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Proximus SADP
        549300CWRXC5EP004533
        Proximus SADP
        N/A
        
          
        
        1283.00000000
        NS
        
        27915.42000000
        0.000824939318
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Premier Foods plc
        213800ZD5I8XHNMCJA67
        Premier Foods plc
        N/A
        
          
        
        145582.00000000
        NS
        
        191065.77000000
        0.005646258094
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Iyo Bank Ltd. (The)
        549300WDPFPR0TE6OX32
        Iyo Bank Ltd. (The)
        N/A
        
          
        
        1267.00000000
        NS
        
        7603.72000000
        0.000224700455
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CMS Energy Corp.
        549300IA9XFBAGNIBW29
        CMS Energy Corp.
        125896100
        
          
        
        8493.00000000
        NS
        USD
        519941.46000000
        0.015364990167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp.
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp., Class A
        989207105
        
          
        
        6808.00000000
        NS
        USD
        3303105.44000000
        0.097611339953
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fuji Electric Co. Ltd.
        5299000HVNGZZTYYM906
        Fuji Electric Co. Ltd.
        N/A
        
          
        
        291.00000000
        NS
        
        12175.69000000
        0.000359808500
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SMS Co. Ltd.
        N/A
        SMS Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        9185.82000000
        0.000271453701
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos., Inc.
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos., Inc.
        571748102
        
          
        
        11268.00000000
        NS
        USD
        1372442.40000000
        0.040557573503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CAC 40 10 Euro Index
        N/A
        
          
          
        
        130.00000000
        NC
        
        24130.10000000
        0.000713077870
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              LCH Clearnet
              F226TOH6YD6XJB17KS62
            
            Long
            
              
                CAC 40 10 Euro Index
                FR0003500008
              
            
            2021-04-16
            7885800.00000000
            EUR
            24130.10000000
          
        
        
          N
          N
          N
        
      
      
        Terumo Corp.
        353800JX1R4582QVK932
        Terumo Corp.
        N/A
        
          
        
        1200.00000000
        NS
        
        43425.99000000
        0.001283298141
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -19465.00000000
        -0.00057521770
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            5070000.00000000
            CAD
            4015100.58000000
            USD
            2021-04-23
            -19465.00000000
          
        
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        N/A
        
          
        
        6212.00000000
        NS
        
        264305.69000000
        0.007810599154
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        NTN Corp.
        3538008XP7ZG9BKBQX64
        NTN Corp.
        N/A
        
          
        
        11400.00000000
        NS
        
        35267.51000000
        0.001042203759
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TJX Cos., Inc. (The)
        V167QI9I69W364E2DY52
        TJX Cos., Inc. (The)
        872540109
        
          
        
        77071.00000000
        NS
        USD
        5098246.65000000
        0.150660248653
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        USS Co. Ltd.
        5299000RRQD6UZXG4W72
        USS Co. Ltd.
        N/A
        
          
        
        600.00000000
        NS
        
        11768.00000000
        0.000347760696
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cabot Oil & Gas Corp.
        FCNMH6O7VWU7LHXMK351
        Cabot Oil & Gas Corp.
        127097103
        
          
        
        17741.00000000
        NS
        USD
        333175.98000000
        0.009845811597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co. Ltd.
        5299003D9N4JBS256X18
        Japan Post Holdings Co. Ltd.
        N/A
        
          
        
        8992.00000000
        NS
        
        80138.88000000
        0.002368214881
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services, Inc.
        5493007NKRGM1RJQ1P16
        West Pharmaceutical Services, Inc.
        955306105
        
          
        
        2298.00000000
        NS
        USD
        647530.44000000
        0.019135421214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Horiba Ltd.
        529900OOTWPYSNW0EC84
        Horiba Ltd.
        N/A
        
          
        
        636.00000000
        NS
        
        40245.51000000
        0.001189310553
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ServiceNow, Inc.
        549300HJTQM36M0E1G39
        ServiceNow, Inc.
        81762P102
        
          
        
        10405.00000000
        NS
        USD
        5203644.55000000
        0.153774902555
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameriprise Financial, Inc.
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial, Inc.
        03076C106
        
          
        
        3707.00000000
        NS
        USD
        861692.15000000
        0.025464196319
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gunma Bank Ltd. (The)
        54930054A69VC4I5BP89
        Gunma Bank Ltd. (The)
        N/A
        
          
        
        10456.00000000
        NS
        
        37505.51000000
        0.001108339758
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co. Ltd.
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co. Ltd.
        N/A
        
          
        
        3943.00000000
        NS
        
        143730.91000000
        0.004247447431
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        100 oz Gold
        N/A
        
          
          
        
        -121.00000000
        NC
        USD
        47646.04000000
        0.001408006463
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                100 oz Gold
                
                  
                
              
            
            2021-06-28
            -20671640.00000000
            USD
            47646.04000000
          
        
        
          N
          N
          N
        
      
      
        Nippon Paper Industries Co. Ltd.
        N/A
        Nippon Paper Industries Co. Ltd.
        N/A
        
          
        
        893.00000000
        NS
        
        10711.60000000
        0.000316542613
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        30.00000000
        NC
        USD
        75.00000000
        0.000002216353
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2945.00000000
            USD
            2021-03-31
            XXXX
            -34212.50000000
          
        
        
          N
          N
          N
        
      
      
        SPIE SA
        969500TJNS5GSFWJ8X85
        SPIE SA
        N/A
        
          
        
        7385.00000000
        NS
        
        176671.09000000
        0.005220875366
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        23126536.85999999
        PA
        USD
        -202477.24000000
        -0.00598348283
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLMN.I
                USJPGSGLMN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            23126537.00000000
            USD
            -202477.24000000
          
        
        
          N
          N
          N
        
      
      
        77 Bank Ltd. (The)
        549300U6CT3EHB9XS980
        77 Bank Ltd. (The)
        N/A
        
          
        
        3552.00000000
        NS
        
        50079.58000000
        0.001479920940
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ConvaTec Group plc
        213800LS272L4FIDOH92
        ConvaTec Group plc
        N/A
        
          
        
        48715.00000000
        NS
        
        131697.82000000
        0.003891852958
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        IQVIA Holdings, Inc.
        549300W3R20NM4KQPH86
        IQVIA Holdings, Inc.
        46266C105
        
          
        
        25063.00000000
        NS
        USD
        4840667.82000000
        0.143048437527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aalberts NV
        549300EMP9DT6Q35HZ31
        Aalberts NV
        N/A
        
          
        
        505.00000000
        NS
        
        25539.66000000
        0.000754732320
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Dow, Inc.
        5493003S21INSLK2IP73
        Dow, Inc.
        260557103
        
          
        
        7728.00000000
        NS
        USD
        494128.32000000
        0.014602176134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Procter & Gamble Co. (The)
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co. (The)
        742718109
        
          
        
        63626.00000000
        NS
        USD
        8616869.18000000
        0.254640417068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        H.U. Group Holdings, Inc.
        N/A
        H.U. Group Holdings, Inc.
        N/A
        
          
        
        1631.00000000
        NS
        
        54815.50000000
        0.001619873934
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Worldline SA
        549300CJMQNCA0U4TS33
        Worldline SA
        N/A
        
          
        
        996.00000000
        NS
        
        83382.03000000
        0.002464054455
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        88542.86000000
        0.002616564128
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            13310000.00000000
            PLN
            3456816.93000000
            USD
            2021-04-23
            88542.86000000
          
        
        
          N
          N
          N
        
      
      
        Glory Ltd.
        3538003FKID28TGG5U64
        Glory Ltd.
        N/A
        
          
        
        1197.00000000
        NS
        
        25792.65000000
        0.000762208525
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Agilent Technologies, Inc.
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies, Inc.
        00846U101
        
          
        
        940.00000000
        NS
        USD
        119511.60000000
        0.003531733281
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daifuku Co. Ltd.
        N/A
        Daifuku Co. Ltd.
        N/A
        
          
        
        101.00000000
        NS
        
        9925.19000000
        0.000293303109
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tenaris SA
        549300Y7C05BKC4HZB40
        Tenaris SA
        N/A
        
          
        
        55639.00000000
        NS
        
        629163.94000000
        0.018592665704
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Valmet OYJ
        213800D9O7FUQDH83V62
        Valmet OYJ
        N/A
        
          
        
        1690.00000000
        NS
        
        61534.10000000
        0.001818417868
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Dechra Pharmaceuticals plc
        213800J4UVB5OWG8VX82
        Dechra Pharmaceuticals plc
        N/A
        
          
        
        167.00000000
        NS
        
        7896.76000000
        0.000233360193
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        WH Smith plc
        2138001KJNGUJ34G7X91
        WH Smith plc
        N/A
        
          
        
        2037.00000000
        NS
        
        50469.09000000
        0.001491431500
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Truist Financial Corp.
        549300DRQQI75D2JP341
        Truist Financial Corp.
        89832Q109
        
          
        
        6516.00000000
        NS
        USD
        380013.12000000
        0.011229913945
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Signify NV
        549300072P3J1X8NZO35
        Signify NV
        N/A
        
          
        
        7989.00000000
        NS
        
        410899.75000000
        0.012142656634
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Domino's Pizza, Inc.
        5299004V0Y8MI5D9FF45
        Domino's Pizza, Inc.
        25754A201
        
          
        
        3414.00000000
        NS
        USD
        1255635.06000000
        0.037105754849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        261637218.47999999
        PA
        USD
        615762.35000000
        0.018196630161
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                MSCI World Net Total Return Index
                MSCI World Net Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            261637218.00000000
            USD
            615762.35000000
          
        
        
          N
          N
          N
        
      
      
        Global Payments, Inc.
        549300NOMHGVQBX6S778
        Global Payments, Inc.
        37940X102
        
          
        
        23639.00000000
        NS
        USD
        4765149.62000000
        0.140816770138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Standard Chartered plc
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered plc
        N/A
        
          
        
        29130.00000000
        NS
        
        200575.95000000
        0.005927297083
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Just Eat Takeaway.com NV
        724500FVZIBSSQ7SHI95
        Just Eat Takeaway.com NV
        N/A
        
          
        
        82.00000000
        NS
        
        7546.84000000
        0.000223019573
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        J Sainsbury plc
        213800VGZAAJIKJ9Y484
        J Sainsbury plc
        N/A
        
          
        
        70327.00000000
        NS
        
        235172.69000000
        0.006949678660
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        G4S plc
        549300L3KWKK8X35QR12
        G4S plc
        N/A
        
          
        
        9900.00000000
        NS
        
        33440.48000000
        0.000988212492
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Topcon Corp.
        N/A
        Topcon Corp.
        N/A
        
          
        
        2600.00000000
        NS
        
        31631.84000000
        0.000934764676
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dunelm Group plc
        213800WCOWEI3T5DUV19
        Dunelm Group plc
        N/A
        
          
        
        3667.00000000
        NS
        
        65681.26000000
        0.001940972189
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        N/A
        
          
        
        2332.00000000
        NS
        
        61803.51000000
        0.001826379307
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Meitec Corp.
        N/A
        Meitec Corp.
        N/A
        
          
        
        400.00000000
        NS
        
        22126.43000000
        0.000653866647
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Acom Co. Ltd.
        N/A
        Acom Co. Ltd.
        N/A
        
          
        
        7500.00000000
        NS
        
        34933.19000000
        0.001032324140
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shiga Bank Ltd. (The)
        3538002NUIQ8JFEJNS94
        Shiga Bank Ltd. (The)
        N/A
        
          
        
        1167.00000000
        NS
        
        25282.09000000
        0.000747120770
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Obayashi Corp.
        529900YT4O5S0LCXWD54
        Obayashi Corp.
        N/A
        
          
        
        6544.00000000
        NS
        
        60067.30000000
        0.001775071897
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        First American Financial Corp.
        549300B6VEZK3N0A1P55
        First American Financial Corp.
        31847R102
        
          
        
        67806.00000000
        NS
        USD
        3841209.90000000
        0.113513071923
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Astellas Pharma, Inc.
        529900IB708DY2HBBB35
        Astellas Pharma, Inc.
        N/A
        
          
        
        4006.00000000
        NS
        
        61709.62000000
        0.001823604727
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sofina SA
        5493000GMVR38VUO5D39
        Sofina SA
        N/A
        
          
        
        83.00000000
        NS
        
        28060.88000000
        0.000829237863
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        RSA Insurance Group plc
        549300HOGQ7E0TY86138
        RSA Insurance Group plc
        N/A
        
          
        
        3936.00000000
        NS
        
        36924.40000000
        0.001091167153
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Capcom Co. Ltd.
        529900JJWQKXS3TC8744
        Capcom Co. Ltd.
        N/A
        
          
        
        366.00000000
        NS
        
        11906.35000000
        0.000351849130
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Assura plc
        21380026T19N2Y52XF72
        Assura plc
        N/A
        
          
        
        2627.00000000
        NS
        
        2610.74000000
        0.000077150982
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MetLife, Inc.
        C4BXATY60WC6XEOZDX54
        MetLife, Inc.
        59156R108
        
          
        
        15028.00000000
        NS
        USD
        913552.12000000
        0.026996730249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Nickel Base Metal
        N/A
        
          
          
        
        58.00000000
        NC
        USD
        -696352.64000000
        -0.02057818483
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2021-04-21
            5578440.00000000
            USD
            -696352.64000000
          
        
        
          N
          N
          N
        
      
      
        Estee Lauder Cos., Inc. (The)
        549300VFZ8XJ9NUPU221
        Estee Lauder Cos., Inc. (The), Class A
        518439104
        
          
        
        15313.00000000
        NS
        USD
        4453786.05000000
        0.131615545462
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Union Co. (The)
        28ID94QU1140NC23S047
        Western Union Co. (The)
        959802109
        
          
        
        31873.00000000
        NS
        USD
        785988.18000000
        0.023227039169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        N/A
        
          
        
        19800.00000000
        NS
        
        569872.40000000
        0.016840518589
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG (Registered)
        N/A
        
          
        
        416.00000000
        NS
        
        68353.62000000
        0.002019944128
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ferrexpo plc
        213800CEDKSNUTPAQZ41
        Ferrexpo plc
        N/A
        
          
        
        85949.00000000
        NS
        
        443806.03000000
        0.013115082777
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        AO World plc
        2138005FFOAJIUZY4375
        AO World plc
        N/A
        
          
        
        16730.00000000
        NS
        
        68008.48000000
        0.002009744763
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343V104
        
          
        
        49523.00000000
        NS
        USD
        2879762.45000000
        0.085100968345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        Poste Italiane SpA
        N/A
        
          
        
        28512.00000000
        NS
        
        362090.40000000
        0.010700272749
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Nihon Parkerizing Co. Ltd.
        N/A
        Nihon Parkerizing Co. Ltd.
        N/A
        
          
        
        1400.00000000
        NS
        
        15147.03000000
        0.000447615712
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kellogg Co.
        LONOZNOJYIBXOHXWDB86
        Kellogg Co.
        487836108
        
          
        
        3405.00000000
        NS
        USD
        215536.50000000
        0.006369402053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suez SA
        549300JQIZM6CL7POC81
        Suez SA
        N/A
        
          
        
        16220.00000000
        NS
        
        343523.45000000
        0.010151593665
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953101
        
          
        
        2015.00000000
        NS
        USD
        76549.85000000
        0.002262154075
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hill & Smith Holdings plc
        2138003A3ISGQZBOWI83
        Hill & Smith Holdings plc
        N/A
        
          
        
        3807.00000000
        NS
        
        77240.05000000
        0.002282550440
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ACS Actividades de Construccion y Servicios SA
        95980020140005558665
        ACS Actividades de Construccion y Servicios SA
        N/A
        
          
        
        11156.00000000
        NS
        
        370776.20000000
        0.010956950167
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Franklin Resources, Inc.
        RIFQSET379FOGTEFKS80
        Franklin Resources, Inc.
        354613101
        
          
        
        5280.00000000
        NS
        USD
        156288.00000000
        0.004618526830
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Humana, Inc.
        529900YLDW34GJAO4J06
        Humana, Inc.
        444859102
        
          
        
        12694.00000000
        NS
        USD
        5321959.50000000
        0.157271273172
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Principal Financial Group, Inc.
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group, Inc.
        74251V102
        
          
        
        11982.00000000
        NS
        USD
        718440.72000000
        0.021230918185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DMG Mori Co. Ltd.
        353800P4I3FIXTQV2E13
        DMG Mori Co. Ltd.
        N/A
        
          
        
        4700.00000000
        NS
        
        77238.21000000
        0.002282496066
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amgen, Inc.
        62QBXGPJ34PQ72Z12S66
        Amgen, Inc.
        031162100
        
          
        
        2831.00000000
        NS
        USD
        704381.11000000
        0.020815437240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Materials Corp.
        35380076QOBOSOUBRT89
        Mitsubishi Materials Corp.
        N/A
        
          
        
        1400.00000000
        NS
        
        32784.54000000
        0.000968828557
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Sterling
        N/A
        
          
          
        
        -173.00000000
        NC
        
        121.65000000
        0.000003594925
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Sterling
                
                  
                
              
            
            2022-03-16
            -21580668.75000000
            GBP
            121.65000000
          
        
        
          N
          N
          N
        
      
      
        Otsuka Holdings Co. Ltd.
        N/A
        Otsuka Holdings Co. Ltd.
        N/A
        
          
        
        1201.00000000
        NS
        
        50933.11000000
        0.001505143933
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kyushu Financial Group, Inc.
        N/A
        Kyushu Financial Group, Inc.
        N/A
        
          
        
        2600.00000000
        NS
        
        11162.80000000
        0.000329876198
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        646319.06000000
        0.019099623257
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            39380000.00000000
            EUR
            46844486.88000000
            USD
            2021-04-23
            646319.06000000
          
        
        
          N
          N
          N
        
      
      
        ANDRITZ AG
        549300VZKC61IR5U8G96
        ANDRITZ AG
        N/A
        
          
        
        2423.00000000
        NS
        
        108900.58000000
        0.003218162946
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918104
        
          
        
        126295.00000000
        NS
        USD
        29776572.15000000
        0.879938942178
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Advanced Materials plc
        I4K14LL95N2PHDL7EG85
        Morgan Advanced Materials plc
        N/A
        
          
        
        7720.00000000
        NS
        
        33124.88000000
        0.000978886075
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Beiersdorf AG
        L47NHHI0Z9X22DV46U41
        Beiersdorf AG
        N/A
        
          
        
        3381.00000000
        NS
        
        357239.77000000
        0.010556929915
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp.
        5299000EPC47VJQOFB81
        Renesas Electronics Corp.
        N/A
        
          
        
        6050.00000000
        NS
        
        66240.33000000
        0.001957493482
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Quest Diagnostics, Inc.
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics, Inc.
        74834L100
        
          
        
        6877.00000000
        NS
        USD
        882594.18000000
        0.026081880251
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co.
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co., Class B
        60871R209
        
          
        
        15976.00000000
        NS
        USD
        817172.40000000
        0.024148576055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hokuhoku Financial Group, Inc.
        N/A
        Hokuhoku Financial Group, Inc.
        N/A
        
          
        
        5738.00000000
        NS
        
        53320.95000000
        0.001575707912
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nexon Co. Ltd.
        5299005SFO0GAJFLKN43
        Nexon Co. Ltd.
        N/A
        
          
        
        374.00000000
        NS
        
        12135.57000000
        0.000358622899
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4591.76000000
        -0.00013569286
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1062968.92000000
            USD
            1330000.00000000
            CAD
            2021-04-23
            -4591.76000000
          
        
        
          N
          N
          N
        
      
      
        DXC Technology Co.
        549300DOVZ3EDJB7O259
        DXC Technology Co.
        23355L106
        
          
        
        37767.00000000
        NS
        USD
        1180596.42000000
        0.034888259122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        060505104
        
          
        
        305905.00000000
        NS
        USD
        11835464.45000000
        0.349754364466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Australia 10 Year Bond
        N/A
        
          
          
        
        -86.00000000
        NC
        
        106310.33000000
        0.003141617472
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Short
            
              
                Australia
                Australia 10 Year Bond
                
                  
                
              
            
            2021-06-15
            -11858871.96000000
            AUD
            106310.33000000
          
        
        
          N
          N
          N
        
      
      
        CF Industries Holdings, Inc.
        529900CG8YAQFZ2JMV97
        CF Industries Holdings, Inc.
        125269100
        
          
        
        4792.00000000
        NS
        USD
        217460.96000000
        0.006426272511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anritsu Corp.
        N/A
        Anritsu Corp.
        N/A
        
          
        
        1900.00000000
        NS
        
        41586.71000000
        0.001228944870
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 E-Mini Index
        N/A
        
          
          
        
        -1188.00000000
        NC
        USD
        -581517.80000000
        -0.01718465628
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                S&P 500 E-Mini Index
                US78378X1072
              
            
            2021-06-18
            -235663560.00000000
            USD
            -581517.80000000
          
        
        
          N
          N
          N
        
      
      
        Miura Co. Ltd.
        N/A
        Miura Co. Ltd.
        N/A
        
          
        
        1121.00000000
        NS
        
        60654.30000000
        0.001792418560
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Evergy, Inc.
        549300PGTHDQY6PSUI61
        Evergy, Inc.
        30034W106
        
          
        
        6355.00000000
        NS
        USD
        378313.15000000
        0.011179677477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rio Tinto plc
        213800YOEO5OQ72G2R82
        Rio Tinto plc
        N/A
        
          
        
        7333.00000000
        NS
        
        559421.23000000
        0.016531672043
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tritax Big Box REIT plc
        213800L6X88MIYPVR714
        Tritax Big Box REIT plc
        N/A
        
          
        
        35867.00000000
        NS
        
        88755.22000000
        0.002622839660
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NIKE, Inc.
        787RXPR0UX0O0XUXPZ81
        NIKE, Inc., Class B
        654106103
        
          
        
        69324.00000000
        NS
        USD
        9212466.36000000
        0.272241138531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unicharm Corp.
        353800UQ4BZIJTAQEG85
        Unicharm Corp.
        N/A
        
          
        
        140.00000000
        NS
        
        5878.67000000
        0.000173722839
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ashtead Group plc
        2138007UTBN8X9K1A235
        Ashtead Group plc
        N/A
        
          
        
        3744.00000000
        NS
        
        223500.56000000
        0.006604751055
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Centrica plc
        E26EDV109X6EEPBKVH76
        Centrica plc
        N/A
        
          
        
        240318.00000000
        NS
        
        179408.19000000
        0.005301760462
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Taiyo Yuden Co. Ltd.
        353800V9G3X5PLB9AD43
        Taiyo Yuden Co. Ltd.
        N/A
        
          
        
        81.00000000
        NS
        
        3825.37000000
        0.000113044980
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Trend Micro, Inc.
        3538005O5UJ5RNAGVE16
        Trend Micro, Inc.
        N/A
        
          
        
        1200.00000000
        NS
        
        60237.73000000
        0.001780108339
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pets at Home Group plc
        2138003Y9ULD24PD3J93
        Pets at Home Group plc
        N/A
        
          
        
        12027.00000000
        NS
        
        68579.16000000
        0.002026609147
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sohgo Security Services Co. Ltd.
        N/A
        Sohgo Security Services Co. Ltd.
        N/A
        
          
        
        535.00000000
        NS
        
        25316.55000000
        0.000748139111
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokai Carbon Co. Ltd.
        5299002HKWA5B57KLT43
        Tokai Carbon Co. Ltd.
        N/A
        
          
        
        3033.00000000
        NS
        
        49027.35000000
        0.001448826086
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Inmobiliaria Colonial Socimi SA
        95980020140005007414
        Inmobiliaria Colonial Socimi SA
        N/A
        
          
        
        7285.00000000
        NS
        
        70556.49000000
        0.002085041987
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Playtech plc
        21380068TTB6Z9ZEU548
        Playtech plc
        N/A
        
          
        
        16969.00000000
        NS
        
        103392.66000000
        0.003055396283
        Long
        EC
        CORP
        IM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp. (The)
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp. (The)
        064058100
        
          
        
        92539.00000000
        NS
        USD
        4376169.31000000
        0.129321863310
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nisshin Seifun Group, Inc.
        529900N4QFZS1P6PYX29
        Nisshin Seifun Group, Inc.
        N/A
        
          
        
        2932.00000000
        NS
        
        48991.56000000
        0.001447768442
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rational AG
        529900K139N6UFJ1A758
        Rational AG
        N/A
        
          
        
        42.00000000
        NS
        
        32625.71000000
        0.000964134911
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Civitas Social Housing plc
        213800PGBG84J8GM6F95
        Civitas Social Housing plc
        N/A
        
          
        
        2586.00000000
        NS
        
        3843.05000000
        0.000113567449
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd.
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd.
        N/A
        
          
        
        5585.00000000
        NS
        USD
        721079.35000000
        0.021308893356
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Banco BPM SpA
        815600E4E6DCD2D25E30
        Banco BPM SpA
        N/A
        
          
        
        76788.00000000
        NS
        
        219036.70000000
        0.006472837811
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        CDW Corp.
        9845001B052ABF0B6755
        CDW Corp.
        12514G108
        
          
        
        4073.00000000
        NS
        USD
        675099.75000000
        0.019950132503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADEKA Corp.
        N/A
        ADEKA Corp.
        N/A
        
          
        
        1004.00000000
        NS
        
        19734.87000000
        0.000583192737
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Emerson Electric Co.
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co.
        291011104
        
          
        
        55650.00000000
        NS
        USD
        5020743.00000000
        0.148369908467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aeon Co. Ltd.
        5299009MXFL34SA71416
        Aeon Co. Ltd.
        N/A
        
          
        
        312.00000000
        NS
        
        9319.47000000
        0.000275403244
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Corp.
        353800M1YCTS9JRBJ535
        SoftBank Corp.
        N/A
        
          
        
        3377.00000000
        NS
        
        43933.31000000
        0.001298290150
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        Covestro AG
        N/A
        
          
        
        4905.00000000
        NS
        
        330012.42000000
        0.009752324018
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Telegraph & Telephone Corp.
        353800VHQU5VIXVUA841
        Nippon Telegraph & Telephone Corp.
        N/A
        
          
        
        14277.00000000
        NS
        
        368374.02000000
        0.010885962422
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nitori Holdings Co. Ltd.
        N/A
        Nitori Holdings Co. Ltd.
        N/A
        
          
        
        400.00000000
        NS
        
        77481.72000000
        0.002289692124
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Plus500 Ltd.
        549300X8NGW9C5OJZU13
        Plus500 Ltd.
        N/A
        
          
        
        5855.00000000
        NS
        
        113021.93000000
        0.003339954546
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresenius SE & Co. KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co. KGaA
        N/A
        
          
        
        13886.00000000
        NS
        
        618765.59000000
        0.018285380062
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        3M Co.
        LUZQVYP4VS22CLWDAR65
        3M Co.
        88579Y101
        
          
        
        4777.00000000
        NS
        USD
        920432.36000000
        0.027200050869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tapestry, Inc.
        549300LJNVY5SW3VTN33
        Tapestry, Inc.
        876030107
        
          
        
        8261.00000000
        NS
        USD
        340435.81000000
        0.010060349627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Honeywell International, Inc.
        ISRPG12PN4EIEOEMW547
        Honeywell International, Inc.
        438516106
        
          
        
        27803.00000000
        NS
        USD
        6035197.21000000
        0.178348435207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokuyama Corp.
        529900MHGZKHNMNCQB62
        Tokuyama Corp.
        N/A
        
          
        
        795.00000000
        NS
        
        20114.83000000
        0.000594421081
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TOTAL SE
        529900S21EQ1BO4ESM68
        TOTAL SE
        N/A
        
          
        
        21409.00000000
        NS
        
        998082.69000000
        0.029494725652
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Light Metal Holdings Co. Ltd.
        353800J9KCFJSF2CGT47
        Nippon Light Metal Holdings Co. Ltd.
        N/A
        
          
        
        2405.00000000
        NS
        
        48294.90000000
        0.001427181174
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        N/A
        
          
        
        14739.00000000
        NS
        
        209372.30000000
        0.006187241407
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ContourGlobal plc
        5493002I3A4J5TFOR115
        ContourGlobal plc
        N/A
        
          
        
        14380.00000000
        NS
        
        40513.61000000
        0.001197233279
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        ProSiebenSat.1 Media SE
        529900NY0WWQUKOMWQ37
        ProSiebenSat.1 Media SE
        N/A
        
          
        
        2028.00000000
        NS
        
        41415.99000000
        0.001223899858
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Future plc
        213800K2581YRLEXV353
        Future plc
        N/A
        
          
        
        5258.00000000
        NS
        
        138819.98000000
        0.004102322649
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Soybean
        N/A
        
          
          
        
        97.00000000
        NC
        USD
        344044.45000000
        0.010166989936
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Soybean
                
                  
                
              
            
            2021-05-14
            6968237.50000000
            USD
            344044.45000000
          
        
        
          N
          N
          N
        
      
      
        BT Group plc
        213800LRO7NS5CYQMN21
        BT Group plc
        N/A
        
          
        
        80479.00000000
        NS
        
        171686.92000000
        0.005073586241
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        879382109
        
          
        
        46926.00000000
        NS
        
        210973.70000000
        0.006234564995
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        N/A
        
          
        
        5031.00000000
        NS
        
        522100.11000000
        0.015428781264
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Admiral Group plc
        213800FGVM7Z9EJB2685
        Admiral Group plc
        N/A
        
          
        
        2942.00000000
        NS
        
        125743.75000000
        0.003715901944
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        KBC Group NV
        213800X3Q9LSAKRUWY91
        KBC Group NV
        N/A
        
          
        
        2615.00000000
        NS
        
        190271.12000000
        0.005622775086
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Hasbro, Inc.
        549300NUB6D2R1ITYR45
        Hasbro, Inc.
        418056107
        
          
        
        53141.00000000
        NS
        USD
        5107912.92000000
        0.150945900317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Sindall Group plc
        2138008339ULDGZRB345
        Morgan Sindall Group plc
        N/A
        
          
        
        3486.00000000
        NS
        
        84845.23000000
        0.002507294041
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group, Inc.
        353800578ADEGIJTVW07
        Japan Exchange Group, Inc.
        N/A
        
          
        
        3443.00000000
        NS
        
        80878.00000000
        0.002390056901
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Seagate Technology plc
        396PBGKP6TE3O062MS44
        Seagate Technology plc
        N/A
        
          
        
        5655.00000000
        NS
        USD
        434021.25000000
        0.012825928978
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Cosmos Pharmaceutical Corp.
        N/A
        Cosmos Pharmaceutical Corp.
        N/A
        
          
        
        392.00000000
        NS
        
        61151.10000000
        0.001807099688
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pinnacle West Capital Corp.
        TWSEY0NEDUDCKS27AH81
        Pinnacle West Capital Corp.
        723484101
        
          
        
        1623.00000000
        NS
        USD
        132031.05000000
        0.003901700366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Taiheiyo Cement Corp.
        N/A
        Taiheiyo Cement Corp.
        N/A
        
          
        
        1719.00000000
        NS
        
        45294.71000000
        0.001338521405
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        127050.02000000
        0.003754504032
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            7630000.00000000
            CHF
            8203792.97000000
            USD
            2021-04-23
            127050.02000000
          
        
        
          N
          N
          N
        
      
      
        Sapporo Holdings Ltd.
        353800ITDYV3AD2X5M34
        Sapporo Holdings Ltd.
        N/A
        
          
        
        2166.00000000
        NS
        
        44943.67000000
        0.001328147687
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamaha Corp.
        529900S5TENP3IJS7S02
        Yamaha Corp.
        N/A
        
          
        
        1000.00000000
        NS
        
        54493.14000000
        0.001610347750
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ito En Ltd.
        N/A
        Ito En Ltd.
        N/A
        
          
        
        807.00000000
        NS
        
        49500.44000000
        0.001462806551
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hikma Pharmaceuticals plc
        549300BNS685UXH4JI75
        Hikma Pharmaceuticals plc
        N/A
        
          
        
        340.00000000
        NS
        
        10665.73000000
        0.000315187091
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        STERIS plc
        N/A
        STERIS plc
        N/A
        
          
        
        214.00000000
        NS
        USD
        40762.72000000
        0.001204594824
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line, Inc.
        5299009TWK32WE417T96
        Old Dominion Freight Line, Inc.
        679580100
        
          
        
        3995.00000000
        NS
        USD
        960437.95000000
        0.028382271454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare, Inc.
        529900PH4ZGUH2MNEU89
        HCA Healthcare, Inc.
        40412C101
        
          
        
        28718.00000000
        NS
        USD
        5408748.12000000
        0.159835997080
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unum Group
        549300E32YFDO6TZ8R31
        Unum Group
        91529Y106
        
          
        
        28872.00000000
        NS
        USD
        803507.76000000
        0.023744767020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ecolab, Inc.
        82DYEISM090VG8LTLS26
        Ecolab, Inc.
        278865100
        
          
        
        2563.00000000
        NS
        USD
        548661.41000000
        0.016213704461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        10157.81000000
        0.000300177352
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            1420000.00000000
            GBP
            1967887.12000000
            USD
            2021-04-23
            10157.81000000
          
        
        
          N
          N
          N
        
      
      
        Kyowa Exeo Corp.
        N/A
        Kyowa Exeo Corp.
        N/A
        
          
        
        642.00000000
        NS
        
        16961.94000000
        0.000501248816
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Rubber Industries Ltd.
        353800JD4V72SJ3EOX37
        Sumitomo Rubber Industries Ltd.
        N/A
        
          
        
        11287.00000000
        NS
        
        133621.18000000
        0.003948690910
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Anthem, Inc.
        8MYN82XMYQH89CTMTH67
        Anthem, Inc.
        036752103
        
          
        
        25365.00000000
        NS
        USD
        9104766.75000000
        0.269058465911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masco Corp.
        5GCSNMQXHEYA1JO8QN11
        Masco Corp.
        574599106
        
          
        
        11959.00000000
        NS
        USD
        716344.10000000
        0.021168960161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuitive Surgical, Inc.
        54930052SRG011710797
        Intuitive Surgical, Inc.
        46120E602
        
          
        
        86.00000000
        NS
        USD
        63548.84000000
        0.001877956225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Corp.
        549300ZFEEJ2IP5VME73
        State Street Corp.
        857477103
        
          
        
        7450.00000000
        NS
        USD
        625874.50000000
        0.018495458197
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AGC, Inc.
        JE4WFFEELMVPFZ0G1E77
        AGC, Inc.
        N/A
        
          
        
        1200.00000000
        NS
        
        50370.08000000
        0.001488505617
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pilot Corp.
        N/A
        Pilot Corp.
        N/A
        
          
        
        489.00000000
        NS
        
        15631.46000000
        0.000461931289
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        AbbVie, Inc.
        00287Y109
        
          
        
        66686.00000000
        NS
        USD
        7216758.92000000
        0.213265219986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicom Group, Inc.
        HKUPACFHSSASQK8HLS17
        Omnicom Group, Inc.
        681919106
        
          
        
        5418.00000000
        NS
        USD
        401744.70000000
        0.011872112228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jacobs Engineering Group, Inc.
        549300CZ8QS1GE53O776
        Jacobs Engineering Group, Inc.
        469814107
        
          
        
        4293.00000000
        NS
        USD
        554956.11000000
        0.016399721563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seibu Holdings, Inc.
        353800JY9TYV9WTCN620
        Seibu Holdings, Inc.
        N/A
        
          
        
        1000.00000000
        NS
        
        11043.36000000
        0.000326346581
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kyudenko Corp.
        N/A
        Kyudenko Corp.
        N/A
        
          
        
        1809.00000000
        NS
        
        69175.58000000
        0.002044234184
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Etsy, Inc.
        54930089Q7XT501AEA40
        Etsy, Inc.
        29786A106
        
          
        
        636.00000000
        NS
        USD
        128262.12000000
        0.003790323265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Internet AG
        3VEKWPJHTD4NKMBVG947
        United Internet AG (Registered)
        N/A
        
          
        
        1917.00000000
        NS
        
        76959.90000000
        0.002274271620
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sealed Air Corp.
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp.
        81211K100
        
          
        
        3525.00000000
        NS
        USD
        161515.50000000
        0.004773006694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADLER Group SA
        391200OYYFJ3DWAMEC69
        ADLER Group SA
        N/A
        
          
        
        3473.00000000
        NS
        
        95113.04000000
        0.002810722046
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Union Pacific Corp.
        549300LMMRSZZCZ8CL11
        Union Pacific Corp.
        907818108
        
          
        
        4018.00000000
        NS
        USD
        885607.38000000
        0.026170924484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dollar Tree, Inc.
        549300PMSTQITB1WHR43
        Dollar Tree, Inc.
        256746108
        
          
        
        4752.00000000
        NS
        USD
        543913.92000000
        0.016073409558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Takashimaya Co. Ltd.
        353800IFO566STDN4V78
        Takashimaya Co. Ltd.
        N/A
        
          
        
        4975.00000000
        NS
        
        53264.79000000
        0.001574048306
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        76.00000000
        NC
        USD
        17480.00000000
        0.000516558206
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3080.00000000
            USD
            2021-04-30
            XXXX
            -66075.42000000
          
        
        
          N
          N
          N
        
      
      
        FP Corp.
        N/A
        FP Corp.
        N/A
        
          
        
        121.00000000
        NS
        
        4930.06000000
        0.000145690100
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp.
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp.
        56585A102
        
          
        
        5138.00000000
        NS
        USD
        274831.62000000
        0.008121654962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Hang Seng Index
        N/A
        
          
          
        
        60.00000000
        NC
        
        23838.71000000
        0.000704466892
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              HKCC & SEOCH
              213800NM8ZN1F16ARD34
            
            Long
            
              
                Hang Seng Index
                HK0000004322
              
            
            2021-04-29
            84948000.00000000
            HKD
            23838.71000000
          
        
        
          N
          N
          N
        
      
      
        Bunzl plc
        213800Q1Q9DV4L78UM09
        Bunzl plc
        N/A
        
          
        
        2093.00000000
        NS
        
        66991.77000000
        0.001979699574
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NASDAQ 100 E-Mini Index
        N/A
        
          
          
        
        39.00000000
        NC
        USD
        16693.85000000
        0.000493326385
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                NASDAQ 100 E-Mini Index
                US6311011026
              
            
            2021-06-18
            10210005.00000000
            USD
            16693.85000000
          
        
        
          N
          N
          N
        
      
      
        Pearson plc
        2138004JBXWWJKIURC57
        Pearson plc
        N/A
        
          
        
        7389.00000000
        NS
        
        78788.78000000
        0.002328317557
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Daikin Industries Ltd.
        549300Y7FWSTSHMW5Y57
        Daikin Industries Ltd.
        N/A
        
          
        
        899.00000000
        NS
        
        181740.76000000
        0.005370691135
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Western Digital Corp.
        549300QQXOOYEF89IC56
        Western Digital Corp.
        958102105
        
          
        
        8390.00000000
        NS
        USD
        560032.50000000
        0.016549735918
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Baker Hughes Co.
        N/A
        Baker Hughes Co.
        05722G100
        
          
        
        9597.00000000
        NS
        USD
        207391.17000000
        0.006128696272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals, Inc.
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals, Inc.
        75886F107
        
          
        
        67.00000000
        NS
        USD
        31700.38000000
        0.000936790128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        N/A
        
          
        
        2954.00000000
        NS
        
        39625.62000000
        0.001170991945
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings, Inc.
        09857L108
        
          
        
        2669.00000000
        NS
        USD
        6218342.96000000
        0.183760645743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        56613139.18999999
        PA
        USD
        585832.63000000
        0.017312165488
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLHN.I
                USJPGSGLHN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            56613139.00000000
            USD
            585832.63000000
          
        
        
          N
          N
          N
        
      
      
        Discovery, Inc.
        5493006ZCRFWKF6B1K26
        Discovery, Inc., Class C
        25470F302
        
          
        
        159078.00000000
        NS
        USD
        5868387.42000000
        0.173418974912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NetApp, Inc.
        QTX3D84DZDD5JYOCYH15
        NetApp, Inc.
        64110D104
        
          
        
        29251.00000000
        NS
        USD
        2125670.17000000
        0.062816497190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo, Inc.
        254900YAUJV2EUEVBR11
        Qorvo, Inc.
        74736K101
        
          
        
        5381.00000000
        NS
        USD
        983108.70000000
        0.029052223512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Rentals, Inc.
        5323X5O7RN0NKFCDRY08
        United Rentals, Inc.
        911363109
        
          
        
        3050.00000000
        NS
        USD
        1004395.50000000
        0.029681277930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SG Holdings Co. Ltd.
        N/A
        SG Holdings Co. Ltd.
        N/A
        
          
        
        2211.00000000
        NS
        
        50763.05000000
        0.001500118425
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Low Sulphur Gasoil
        N/A
        
          
          
        
        85.00000000
        NC
        USD
        -312545.85000000
        -0.00923616268
        N/A
        DCO
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                N/A
                Low Sulphur Gasoil
                
                  
                
              
            
            2021-05-12
            4235125.00000000
            USD
            -312545.85000000
          
        
        
          N
          N
          N
        
      
      
        Tractor Supply Co.
        549300OJ9VZHZRO6I137
        Tractor Supply Co.
        892356106
        
          
        
        3837.00000000
        NS
        USD
        679455.96000000
        0.020078864541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE 100 Index
        N/A
        
          
          
        
        619.00000000
        NC
        
        -514255.86000000
        -0.01519697281
        N/A
        DE
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                FTSE 100 Index
                GB0001383545
              
            
            2021-06-18
            41346105.00000000
            GBP
            -514255.86000000
          
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co. Ltd.
        353800DRBDH1LUTNAY26
        Nissan Motor Co. Ltd.
        N/A
        
          
        
        16600.00000000
        NS
        
        92738.42000000
        0.002740548736
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Copper
        N/A
        
          
          
        
        74.00000000
        NC
        USD
        412970.49000000
        0.012203849868
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Copper
                
                  
                
              
            
            2021-05-26
            7374100.00000000
            USD
            412970.49000000
          
        
        
          N
          N
          N
        
      
      
        Sysmex Corp.
        5299001ZO4CKWACMZI55
        Sysmex Corp.
        N/A
        
          
        
        89.00000000
        NS
        
        9606.99000000
        0.000283899858
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hershey Co. (The)
        21X2CX66SU2BR6QTAD08
        Hershey Co. (The)
        427866108
        
          
        
        9082.00000000
        NS
        USD
        1436409.12000000
        0.042447878661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        DAX Index
        N/A
        
          
          
        
        45.00000000
        NC
        
        561823.00000000
        0.016602647672
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                DAX Index
                DE0008469008
              
            
            2021-06-18
            16907625.00000000
            EUR
            561823.00000000
          
        
        
          N
          N
          N
        
      
      
        Hirogin Holdings, Inc.
        N/A
        Hirogin Holdings, Inc.
        N/A
        
          
        
        1020.00000000
        NS
        
        6239.76000000
        0.000184393548
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamazaki Baking Co. Ltd.
        N/A
        Yamazaki Baking Co. Ltd.
        984632109
        
          
        
        5087.00000000
        NS
        
        82191.40000000
        0.002428869690
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        John Laing Group plc
        213800GLLXRSIIKN6I12
        John Laing Group plc
        N/A
        
          
        
        374.00000000
        NS
        
        1615.06000000
        0.000047727259
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Tate & Lyle plc
        2138008K14474WPKZ244
        Tate & Lyle plc
        N/A
        
          
        
        6834.00000000
        NS
        
        72097.20000000
        0.002130572101
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fujitsu Ltd.
        3538000246DHJLRTUZ24
        Fujitsu Ltd.
        N/A
        
          
        
        1263.00000000
        NS
        
        183783.79000000
        0.005431065501
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tyler Technologies, Inc.
        25490040SMU4Z8LBCW70
        Tyler Technologies, Inc.
        902252105
        
          
        
        33.00000000
        NS
        USD
        14009.49000000
        0.000413999830
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nielsen Holdings plc
        549300ZVCBHQE0XHG367
        Nielsen Holdings plc
        N/A
        
          
        
        20867.00000000
        NS
        USD
        524805.05000000
        0.015508715987
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Copart, Inc.
        549300KVYX3JWMYEHU61
        Copart, Inc.
        217204106
        
          
        
        3693.00000000
        NS
        USD
        401096.73000000
        0.011852963817
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HeidelbergCement AG
        LZ2C6E0W5W7LQMX5ZI37
        HeidelbergCement AG
        N/A
        
          
        
        5461.00000000
        NS
        
        496175.33000000
        0.014662668114
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        EOG Resources, Inc.
        XWTZDRYZPBUHIQBKDB46
        EOG Resources, Inc.
        26875P101
        
          
        
        6494.00000000
        NS
        USD
        471009.82000000
        0.013918992444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences, Inc.
        549300WTZWR07K8MNV44
        Gilead Sciences, Inc.
        375558103
        
          
        
        8999.00000000
        NS
        USD
        581605.37000000
        0.017187244101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp.
        I1BZKREC126H0VB1BL91
        Duke Energy Corp.
        26441C204
        
          
        
        3736.00000000
        NS
        USD
        360636.08000000
        0.010657295579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        UnitedHealth Group, Inc.
        91324P102
        
          
        
        32325.00000000
        NS
        USD
        12027162.75000000
        0.355419314699
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Motors Co.
        54930070NSV60J38I987
        General Motors Co.
        37045V100
        
          
        
        213118.00000000
        NS
        USD
        12245760.28000000
        0.361879174428
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avast plc
        213800IR8G8LCZH4BO27
        Avast plc
        N/A
        
          
        
        477.00000000
        NS
        
        2998.08000000
        0.000088597415
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BHP Group plc
        549300C116EOWV835768
        BHP Group plc
        N/A
        
          
        
        1133.00000000
        NS
        
        32621.37000000
        0.000964006658
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Invesco Senior Loan ETF
        549300SIHU6DQELRNG59
        Invesco Senior Loan ETF
        46138G508
        
          
        
        3470484.00000000
        NS
        USD
        76801810.92000000
        2.269599869249
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific, Inc.
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific, Inc.
        883556102
        
          
        
        336.00000000
        NS
        USD
        153343.68000000
        0.004531518097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nissan Chemical Corp.
        3538002E4L1CUGJFFU25
        Nissan Chemical Corp.
        N/A
        
          
        
        800.00000000
        NS
        
        42801.96000000
        0.001264857190
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        N/A
        
          
        
        30291.00000000
        NS
        
        94047.09000000
        0.002779221747
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG (Registered)
        N/A
        
          
        
        16316.00000000
        NS
        
        328823.48000000
        0.009717189194
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Russell 2000 E-Mini Index
        N/A
        
          
          
        
        154.00000000
        NC
        USD
        -975069.90000000
        -0.02881466583
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                Russell 2000 E-Mini Index
                US1248351090
              
            
            2021-06-18
            17113250.00000000
            USD
            -975069.90000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        82800000.00000000
        PA
        
        999608.52000000
        0.029539816042
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                iTraxx Europe Crossover35-V1
                iTraxx Europe Crossover35-V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2026-06-20
            10671563.45000000
            USD
            0.00000000
            USD
            82800000.00000000
            EUR
            999608.52000000
          
        
        
          N
          N
          N
        
      
      
        FedEx Corp.
        549300E707U7WNPZN687
        FedEx Corp.
        31428X106
        
          
        
        2768.00000000
        NS
        USD
        786222.72000000
        0.023233970151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FDM Group Holdings plc
        213800YR62D7GUZLMZ71
        FDM Group Holdings plc
        N/A
        
          
        
        3492.00000000
        NS
        
        48399.31000000
        0.001430266634
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Synopsys, Inc.
        QG7T915N9S0NY5UKNE63
        Synopsys, Inc.
        871607107
        
          
        
        454.00000000
        NS
        USD
        112492.12000000
        0.003324297927
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        O'Reilly Automotive, Inc.
        549300K2RLMQL149Q332
        O'Reilly Automotive, Inc.
        67103H107
        
          
        
        853.00000000
        NS
        USD
        432684.25000000
        0.012786418776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sompo Holdings, Inc.
        353800CWW4SRGEYEB512
        Sompo Holdings, Inc.
        N/A
        
          
        
        2091.00000000
        NS
        
        80119.03000000
        0.002367628286
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dover Corp.
        549300FMC2ALGA7N9E80
        Dover Corp.
        260003108
        
          
        
        5628.00000000
        NS
        USD
        771767.64000000
        0.022806802520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nisshinbo Holdings, Inc.
        353800YAM89GL5GPHB47
        Nisshinbo Holdings, Inc.
        N/A
        
          
        
        10154.00000000
        NS
        
        75716.58000000
        0.002237529792
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Voya Financial, Inc.
        549300T065Z4KJ686G75
        Voya Financial, Inc.
        929089100
        
          
        
        54171.00000000
        NS
        USD
        3447442.44000000
        0.101876698183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        N/A
        
          
        
        180.00000000
        NS
        
        20030.17000000
        0.000591919261
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Visa, Inc.
        549300JZ4OKEHW3DPJ59
        Visa, Inc., Class A
        92826C839
        
          
        
        55919.00000000
        NS
        USD
        11839729.87000000
        0.349880413534
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wendel SE
        969500M98ZMIZYJD5O34
        Wendel SE
        N/A
        
          
        
        1284.00000000
        NS
        
        159344.59000000
        0.004708853297
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp.
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp.
        701094104
        
          
        
        1626.00000000
        NS
        USD
        512889.18000000
        0.015156585527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DiaSorin SpA
        8156002878BDF0EE4348
        DiaSorin SpA
        N/A
        
          
        
        135.00000000
        NS
        
        21660.09000000
        0.000640085654
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        PZ Cussons plc
        XB3CXKKKED7OMV80FY35
        PZ Cussons plc
        N/A
        
          
        
        18863.00000000
        NS
        
        69298.83000000
        0.002047876392
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        81849781.25000000
        PA
        USD
        -402480.82000000
        -0.01189386559
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                MSCI Daily TR Net Growth World Index
                MSCI Daily TR Net Growth World Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-25
            0.00000000
            USD
            0.00000000
            USD
            81849781.00000000
            USD
            -402480.82000000
          
        
        
          N
          N
          N
        
      
      
        Crown Holdings, Inc.
        NYLWZIOY8PUNIT4JOE22
        Crown Holdings, Inc.
        228368106
        
          
        
        45015.00000000
        NS
        USD
        4368255.60000000
        0.129088002220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barratt Developments plc
        2138006R85VEOF5YNK29
        Barratt Developments plc
        N/A
        
          
        
        14639.00000000
        NS
        
        150577.01000000
        0.004449759167
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Illinois Tool Works, Inc.
        76NA4I14SZCFAYMNSV04
        Illinois Tool Works, Inc.
        452308109
        
          
        
        3935.00000000
        NS
        USD
        871681.20000000
        0.025759386580
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fuji Oil Holdings, Inc.
        N/A
        Fuji Oil Holdings, Inc.
        N/A
        
          
        
        1331.00000000
        NS
        
        35469.04000000
        0.001048159250
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        McDonald's Corp.
        UE2136O97NLB5BYP9H04
        McDonald's Corp.
        580135101
        
          
        
        6210.00000000
        NS
        USD
        1391909.40000000
        0.041132850311
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Albemarle Corp.
        HDBLS2Q6GV1LSKQPBS54
        Albemarle Corp.
        012653101
        
          
        
        824.00000000
        NS
        USD
        120394.64000000
        0.003557828336
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        C&C Group plc
        635400LNUHA2LDXXV850
        C&C Group plc
        N/A
        
          
        
        8866.00000000
        NS
        
        34267.82000000
        0.001012661535
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        PVH Corp.
        123WALMHY1GZXG2YDL90
        PVH Corp.
        693656100
        
          
        
        12940.00000000
        NS
        USD
        1367758.00000000
        0.040419142996
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kinder Morgan, Inc.
        549300WR7IX8XE0TBO16
        Kinder Morgan, Inc.
        49456B101
        
          
        
        22602.00000000
        NS
        USD
        376323.30000000
        0.011120874654
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paragon Banking Group plc
        213800S1TDKIB1IUTS72
        Paragon Banking Group plc
        N/A
        
          
        
        19146.00000000
        NS
        
        120787.16000000
        0.003569427846
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        alstria office REIT-AG
        529900QIJIGPI0DRL085
        alstria office REIT-AG
        N/A
        
          
        
        3404.00000000
        NS
        
        55013.22000000
        0.001625716834
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Aflac, Inc.
        549300N0B7DOGLXWPP39
        Aflac, Inc.
        001055102
        
          
        
        30134.00000000
        NS
        USD
        1542258.12000000
        0.045575863193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HollyFrontier Corp.
        549300J3U2WK73C9ZK26
        HollyFrontier Corp.
        436106108
        
          
        
        6448.00000000
        NS
        USD
        230709.44000000
        0.006817783442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Firstgroup plc
        549300DEJZCPWA4HKM93
        Firstgroup plc
        N/A
        
          
        
        70246.00000000
        NS
        
        89142.26000000
        0.002634277228
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Biffa plc
        2138008RB4WDK7HYYS91
        Biffa plc
        N/A
        
          
        
        15761.00000000
        NS
        
        57796.79000000
        0.001707975182
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Leidos Holdings, Inc.
        549300IUTGTP6EJP8124
        Leidos Holdings, Inc.
        525327102
        
          
        
        8906.00000000
        NS
        USD
        857469.68000000
        0.025339416483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev SA/NV
        5493008H3828EMEXB082
        Anheuser-Busch InBev SA/NV
        N/A
        
          
        
        3283.00000000
        NS
        
        206378.73000000
        0.006098777268
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Bakelite Co. Ltd.
        N/A
        Sumitomo Bakelite Co. Ltd.
        N/A
        
          
        
        846.00000000
        NS
        
        34695.96000000
        0.001025313665
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Varta AG
        529900E7KB95KOXBWP63
        Varta AG
        N/A
        
          
        
        282.00000000
        NS
        
        41505.20000000
        0.001226536137
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Crest Nicholson Holdings plc
        213800ROIFXRRRKVQD25
        Crest Nicholson Holdings plc
        N/A
        
          
        
        20129.00000000
        NS
        
        113002.64000000
        0.003339384500
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        GMO internet, Inc.
        529900BFZEY3BESHBW90
        GMO internet, Inc.
        N/A
        
          
        
        668.00000000
        NS
        
        19212.68000000
        0.000567761300
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498101
        
          
        
        11851.00000000
        NS
        USD
        1282041.18000000
        0.037886092263
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IWG plc
        2138003LWDII27UTAG52
        IWG plc
        N/A
        
          
        
        13360.00000000
        NS
        
        62724.80000000
        0.001853604702
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Catalent, Inc.
        N/A
        Catalent, Inc.
        148806102
        
          
        
        1109.00000000
        NS
        USD
        116788.79000000
        0.003451270475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        205.00000000
        NC
        USD
        512.50000000
        0.000015145084
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3275.00000000
            USD
            2021-03-31
            XXXX
            -222241.65000000
          
        
        
          N
          N
          N
        
      
      
        Charter Communications, Inc.
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications, Inc., Class A
        16119P108
        
          
        
        938.00000000
        NS
        USD
        578764.76000000
        0.017103300142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stora Enso OYJ
        7437000ZP669LKUTZ738
        Stora Enso OYJ, Class R
        N/A
        
          
        
        6371.00000000
        NS
        
        118850.78000000
        0.003512205135
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Accenture plc
        N/A
        Accenture plc, Class A
        N/A
        
          
        
        41297.00000000
        NS
        USD
        11408296.25000000
        0.337130952606
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Siemens Energy AG
        5299005CHJZ14D4FDJ62
        Siemens Energy AG
        N/A
        
          
        
        2356.00000000
        NS
        
        84571.79000000
        0.002499213511
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd.
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd.
        N/A
        
          
        
        1398.00000000
        NS
        
        59178.41000000
        0.001748803966
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortum OYJ
        635400IUIZZIUJSAMF76
        Fortum OYJ
        N/A
        
          
        
        4562.00000000
        NS
        
        121846.69000000
        0.003600738425
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        COMSYS Holdings Corp.
        529900BXEDA1UA6QX260
        COMSYS Holdings Corp.
        N/A
        
          
        
        866.00000000
        NS
        
        26710.79000000
        0.000789340834
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PulteGroup, Inc.
        N/A
        PulteGroup, Inc.
        745867101
        
          
        
        10674.00000000
        NS
        USD
        559744.56000000
        0.016541226892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        XP Power Ltd.
        213800I7RWQ3FV72EZ26
        XP Power Ltd.
        N/A
        
          
        
        1089.00000000
        NS
        
        70529.73000000
        0.002084251192
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Leggett & Platt, Inc.
        DKOVQUCDW4ZLYCUD4T55
        Leggett & Platt, Inc.
        524660107
        
          
        
        9636.00000000
        NS
        USD
        439883.40000000
        0.012999163628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp.
        549300EJG376EN5NQE29
        CVS Health Corp.
        126650100
        
          
        
        16404.00000000
        NS
        USD
        1234072.92000000
        0.036468563752
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DaVita, Inc.
        M2XHYMU3TZNEZURC6H66
        DaVita, Inc.
        23918K108
        
          
        
        5598.00000000
        NS
        USD
        603296.46000000
        0.017828245849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nifco, Inc.
        353800JMDOH68J9I5140
        Nifco, Inc.
        N/A
        
          
        
        1700.00000000
        NS
        
        62176.83000000
        0.001837411430
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        16058.09000000
        0.000474538797
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            3400000.00000000
            EUR
            4004726.72000000
            USD
            2021-04-23
            16058.09000000
          
        
        
          N
          N
          N
        
      
      
        Hulic Co. Ltd.
        N/A
        Hulic Co. Ltd.
        N/A
        
          
        
        5600.00000000
        NS
        
        66198.86000000
        0.001956267986
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BorgWarner, Inc.
        549300DSFX2IE88NSX47
        BorgWarner, Inc.
        099724106
        
          
        
        8964.00000000
        NS
        USD
        415571.04000000
        0.012280699722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skylark Holdings Co. Ltd.
        353800P64XSC0Q9CEB70
        Skylark Holdings Co. Ltd.
        N/A
        
          
        
        2300.00000000
        NS
        
        34477.59000000
        0.001018860529
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fastenal Co.
        529900PP0C7H2HHPSJ32
        Fastenal Co.
        311900104
        
          
        
        16218.00000000
        NS
        USD
        815441.04000000
        0.024097411969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FinecoBank Banca Fineco SpA
        549300L7YCATGO57ZE10
        FinecoBank Banca Fineco SpA
        N/A
        
          
        
        15548.00000000
        NS
        
        254361.94000000
        0.007516747572
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Seiko Epson Corp.
        549300NIOFQDR749W206
        Seiko Epson Corp.
        N/A
        
          
        
        5019.00000000
        NS
        
        81935.54000000
        0.002421308672
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        N/A
        
          
        
        1738.00000000
        NS
        
        295506.84000000
        0.008732636345
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co.
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co.
        723787107
        
          
        
        2636.00000000
        NS
        USD
        418649.52000000
        0.012371673069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electronic Arts, Inc.
        549300O7A67PUEYKDL45
        Electronic Arts, Inc.
        285512109
        
          
        
        14257.00000000
        NS
        USD
        1929970.09000000
        0.057033288817
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        B&M European Value Retail SA
        213800UK7ZRLY2K1X530
        B&M European Value Retail SA
        N/A
        
          
        
        15151.00000000
        NS
        
        110231.95000000
        0.003257506773
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Entergy Corp.
        4XM3TW50JULSLG8BNC79
        Entergy Corp.
        29364G103
        
          
        
        7219.00000000
        NS
        USD
        718073.93000000
        0.021220079033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mondi plc
        213800LOZA69QFDC9N34
        Mondi plc
        N/A
        
          
        
        2538.00000000
        NS
        
        64702.03000000
        0.001912034587
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Suzuki Motor Corp.
        353800D83H0V3ZV1SV24
        Suzuki Motor Corp.
        N/A
        
          
        
        2200.00000000
        NS
        
        100208.53000000
        0.002961300832
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        QUALCOMM, Inc.
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM, Inc.
        747525103
        
          
        
        67900.00000000
        NS
        USD
        9002861.00000000
        0.266047009877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -218023.23000000
        -0.00644288836
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            9303958.39000000
            USD
            13010000.00000000
            NZD
            2021-04-23
            -218023.23000000
          
        
        
          N
          N
          N
        
      
      
        AJ Bell plc
        213800VNKA7DPWXWJJ36
        AJ Bell plc
        N/A
        
          
        
        14549.00000000
        NS
        
        84086.14000000
        0.002484861881
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MINEBEA MITSUMI, Inc.
        353800CCB0CZ75YZ4010
        MINEBEA MITSUMI, Inc.
        N/A
        
          
        
        670.00000000
        NS
        
        17196.51000000
        0.000508180684
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SCREEN Holdings Co. Ltd.
        353800ND89FTQ9XQ0R07
        SCREEN Holdings Co. Ltd.
        N/A
        
          
        
        1266.00000000
        NS
        
        112084.63000000
        0.003312256033
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CMC Markets plc
        213800VB75KAZBFH5U07
        CMC Markets plc
        N/A
        
          
        
        14660.00000000
        NS
        
        97615.63000000
        0.002884677046
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Lam Research Corp.
        549300I4GMO6D34U1T02
        Lam Research Corp.
        512807108
        
          
        
        10358.00000000
        NS
        USD
        6165495.92000000
        0.182198942528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spirax-Sarco Engineering plc
        213800WFVZQMHOZP2W17
        Spirax-Sarco Engineering plc
        N/A
        
          
        
        72.00000000
        NS
        
        11312.52000000
        0.000334300631
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Shin-Etsu Chemical Co. Ltd.
        353800PX8Q64N86H5W41
        Shin-Etsu Chemical Co. Ltd.
        N/A
        
          
        
        73.00000000
        NS
        
        12366.23000000
        0.000365439221
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Dainippon Pharma Co. Ltd.
        529900D60UKVYLJ2OJ79
        Sumitomo Dainippon Pharma Co. Ltd.
        N/A
        
          
        
        2974.00000000
        NS
        
        51878.79000000
        0.001533090087
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsui Chemicals, Inc.
        353800H2UB5ZEZRZQC02
        Mitsui Chemicals, Inc.
        N/A
        
          
        
        1158.00000000
        NS
        
        36648.09000000
        0.001083001810
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security, Inc.
        54930032LHW54PQUJD44
        Fortune Brands Home & Security, Inc.
        34964C106
        
          
        
        3382.00000000
        NS
        USD
        324063.24000000
        0.009576517510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AES Corp. (The)
        2NUNNB7D43COUIRE5295
        AES Corp. (The)
        00130H105
        
          
        
        212575.00000000
        NS
        USD
        5699135.75000000
        0.168417353680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        N/A
        
          
        
        1112.00000000
        NS
        
        425986.38000000
        0.012588487442
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Lead Base Metal
        N/A
        
          
          
        
        -88.00000000
        NC
        USD
        78928.96000000
        0.002332460070
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2021-04-21
            -4305400.00000000
            USD
            78928.96000000
          
        
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        NRG Energy, Inc.
        629377508
        
          
        
        12196.00000000
        NS
        USD
        460155.08000000
        0.013598219845
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bollore SA
        969500LEKCHH6VV86P94
        Bollore SA
        N/A
        
          
        
        39094.00000000
        NS
        
        188663.26000000
        0.005575260597
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Auto Trader Group plc
        213800QLK9BZILB1DI86
        Auto Trader Group plc
        N/A
        
          
        
        15725.00000000
        NS
        
        120233.83000000
        0.003553076178
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fujitec Co. Ltd.
        353800YTI2P5MIZAV086
        Fujitec Co. Ltd.
        N/A
        
          
        
        579.00000000
        NS
        
        12365.95000000
        0.000365430947
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mosaic Co. (The)
        2YD5STGSJNMUB7H76907
        Mosaic Co. (The)
        61945C103
        
          
        
        16844.00000000
        NS
        USD
        532438.84000000
        0.015734305053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Continental AG
        529900A7YD9C0LLXM621
        Continental AG
        N/A
        
          
        
        4279.00000000
        NS
        
        566430.61000000
        0.016738808929
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sampo OYJ
        743700UF3RL386WIDA22
        Sampo OYJ, Class A
        N/A
        
          
        
        6431.00000000
        NS
        
        289975.03000000
        0.008569163699
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Centene Corp.
        549300Z7JJ4TQSQGT333
        Centene Corp.
        15135B101
        
          
        
        10665.00000000
        NS
        USD
        681600.15000000
        0.020142228324
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kingfisher plc
        213800KBMEV7I92FY281
        Kingfisher plc
        N/A
        
          
        
        36565.00000000
        NS
        
        160265.89000000
        0.004736078988
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Vectura Group plc
        213800SR8BL1K6EPX533
        Vectura Group plc
        N/A
        
          
        
        4716.00000000
        NS
        
        7515.71000000
        0.000222099638
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Koei Tecmo Holdings Co. Ltd.
        N/A
        Koei Tecmo Holdings Co. Ltd.
        N/A
        
          
        
        274.00000000
        NS
        
        12335.59000000
        0.000364533767
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        M&T Bank Corp.
        549300WYXDDBYRASEG81
        M&T Bank Corp.
        55261F104
        
          
        
        1815.00000000
        NS
        USD
        275172.15000000
        0.008131718095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -53811.53000000
        -0.00159020523
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            3533064.38000000
            USD
            11630000.00000000
            ILS
            2021-04-23
            -53811.53000000
          
        
        
          N
          N
          N
        
      
      
        Taisho Pharmaceutical Holdings Co. Ltd.
        N/A
        Taisho Pharmaceutical Holdings Co. Ltd.
        N/A
        
          
        
        476.00000000
        NS
        
        30759.57000000
        0.000908987889
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp.
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp.
        03073E105
        
          
        
        4218.00000000
        NS
        USD
        498019.26000000
        0.014717158799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Motor Co.
        20S05OYHG0MQM4VUIC57
        Ford Motor Co.
        345370860
        
          
        
        61684.00000000
        NS
        USD
        755629.00000000
        0.022329883358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -185037.91000000
        -0.00546812648
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            9718432.61000000
            USD
            12550000.00000000
            AUD
            2021-04-23
            -185037.91000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        135800000.00000000
        PA
        USD
        777182.75000000
        0.022966826519
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American High Yield Index Series 36-V1
                Markit CDX North American High Yield Index Series 36-V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2026-06-20
            11545633.68000000
            USD
            0.00000000
            USD
            135800000.00000000
            USD
            777182.75000000
          
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy, Inc.
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy, Inc.
        15189T107
        
          
        
        21523.00000000
        NS
        USD
        487495.95000000
        0.014406180415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citizens Financial Group, Inc.
        2138004JDDA4ZQUPFW65
        Citizens Financial Group, Inc.
        174610105
        
          
        
        9187.00000000
        NS
        USD
        405606.05000000
        0.011986220468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flowserve Corp.
        6Y0GK87T6V7NJKZJVM41
        Flowserve Corp.
        34354P105
        
          
        
        5253.00000000
        NS
        USD
        203868.93000000
        0.006024609202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Lead Base Metal
        N/A
        
          
          
        
        89.00000000
        NC
        USD
        -74589.12000000
        -0.00220421178
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2021-05-19
            4373793.75000000
            USD
            -74589.12000000
          
        
        
          N
          N
          N
        
      
      
        Daido Steel Co. Ltd.
        N/A
        Daido Steel Co. Ltd.
        N/A
        
          
        
        581.00000000
        NS
        
        26955.79000000
        0.000796580923
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitchells & Butlers plc
        213800JHYNDNB1NS2W10
        Mitchells & Butlers plc
        N/A
        
          
        
        6102.00000000
        NS
        
        27108.85000000
        0.000801104058
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Bouygues SA
        969500MOCLNQFNZN0D63
        Bouygues SA
        N/A
        
          
        
        4731.00000000
        NS
        
        189498.65000000
        0.005599947528
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Genus plc
        54930022EOITNKSIGH56
        Genus plc
        N/A
        
          
        
        145.00000000
        NS
        
        9709.82000000
        0.000286938627
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eastman Chemical Co.
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co.
        277432100
        
          
        
        6105.00000000
        NS
        USD
        672282.60000000
        0.019866881819
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Land Securities Group plc
        213800V8IAVKS37D6B88
        Land Securities Group plc
        N/A
        
          
        
        4057.00000000
        NS
        
        38576.51000000
        0.001139989291
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Packaging Corp. of America
        549300XZP8MFZFY8TJ84
        Packaging Corp. of America
        695156109
        
          
        
        3868.00000000
        NS
        USD
        520168.64000000
        0.015371703651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Repsol SA
        BSYCX13Y0NOTV14V9N85
        Repsol SA
        N/A
        
          
        
        6943.00000000
        NS
        
        86176.29000000
        0.002546628708
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Energean plc
        549300RVMKU0CYUZBB05
        Energean plc
        N/A
        
          
        
        373.00000000
        NS
        
        4369.82000000
        0.000129134232
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        IMI plc
        2138002W9Q21PF751R30
        IMI plc
        N/A
        
          
        
        3894.00000000
        NS
        
        71583.14000000
        0.002115380916
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokyo Century Corp.
        35380096ZLHOF84DXR74
        Tokyo Century Corp.
        N/A
        
          
        
        400.00000000
        NS
        
        26951.58000000
        0.000796456512
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Texas Instruments, Inc.
        WDJNR2L6D8RWOEB8T652
        Texas Instruments, Inc.
        882508104
        
          
        
        36996.00000000
        NS
        USD
        6991874.04000000
        0.206619560358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Airport Terminal Co. Ltd.
        353800W9WEQSGUY2EO26
        Japan Airport Terminal Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        9864.01000000
        0.000291495155
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Iron Mountain, Inc.
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain, Inc.
        46284V101
        
          
        
        10729.00000000
        NS
        USD
        397080.29000000
        0.011734272453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bridgestone Corp.
        549300DHPOF90OYYD780
        Bridgestone Corp.
        N/A
        
          
        
        2200.00000000
        NS
        
        89440.85000000
        0.002643100976
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SSE plc
        549300KI75VYLLMSK856
        SSE plc
        N/A
        
          
        
        18411.00000000
        NS
        
        369159.03000000
        0.010909160554
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Shinsei Bank Ltd.
        549300PZYOQ2NW83V760
        Shinsei Bank Ltd.
        N/A
        
          
        
        297.00000000
        NS
        
        4799.84000000
        0.000141841918
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Nickel Base Metal
        N/A
        
          
          
        
        -58.00000000
        NC
        USD
        124405.36000000
        0.003676350666
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2021-04-21
            -5578440.00000000
            USD
            124405.36000000
          
        
        
          N
          N
          N
        
      
      
        Avon Rubber plc
        213800JM1AN62REBWA71
        Avon Rubber plc
        N/A
        
          
        
        173.00000000
        NS
        
        7530.88000000
        0.000222547932
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        salesforce.com, Inc.
        RCGZFPDMRW58VJ54VR07
        salesforce.com, Inc.
        79466L302
        
          
        
        44644.00000000
        NS
        USD
        9458724.28000000
        0.279518401089
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verbund AG
        5299006UDSEJCTTEJS30
        Verbund AG
        N/A
        
          
        
        2243.00000000
        NS
        
        162929.42000000
        0.004814789988
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        AEON Financial Service Co. Ltd.
        35380044PRFENBU7WT74
        AEON Financial Service Co. Ltd.
        N/A
        
          
        
        3576.00000000
        NS
        
        48095.02000000
        0.001421274443
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Travis Perkins plc
        2138001I27OUBAF22K83
        Travis Perkins plc
        N/A
        
          
        
        3637.00000000
        NS
        
        77329.60000000
        0.002285196767
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity National Information Services, Inc.
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services, Inc.
        31620M106
        
          
        
        7433.00000000
        NS
        USD
        1045154.13000000
        0.030885751890
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp.
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp.
        N/A
        
          
        
        12975.00000000
        NS
        
        198297.59000000
        0.005859968390
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Games Workshop Group plc
        213800RP9QJQYGWHNT41
        Games Workshop Group plc
        N/A
        
          
        
        609.00000000
        NS
        
        83669.76000000
        0.002472557275
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Mail plc
        213800TCZZU84G8Z2M70
        Royal Mail plc
        N/A
        
          
        
        32603.00000000
        NS
        
        226908.88000000
        0.006705471631
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mochida Pharmaceutical Co. Ltd.
        3538008YGVRYRM8B7Q95
        Mochida Pharmaceutical Co. Ltd.
        N/A
        
          
        
        253.00000000
        NS
        
        9819.31000000
        0.000290174208
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hannover Rueck SE
        529900KIN5BE45V5KB18
        Hannover Rueck SE
        N/A
        
          
        
        1134.00000000
        NS
        
        207077.08000000
        0.006119414478
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        DR Horton, Inc.
        529900ZIUEYVSB8QDD25
        DR Horton, Inc.
        23331A109
        
          
        
        70935.00000000
        NS
        USD
        6321727.20000000
        0.186815793204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Align Technology, Inc.
        549300N5YSE0U3LCP840
        Align Technology, Inc.
        016255101
        
          
        
        178.00000000
        NS
        USD
        96392.34000000
        0.002848527132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ferguson plc
        213800DU1LGY3R2S2X42
        Ferguson plc
        N/A
        
          
        
        2575.00000000
        NS
        
        307596.78000000
        0.009089910814
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -672.17000000
        -0.00001986355
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            2547115.55000000
            USD
            37680000.00000000
            ZAR
            2021-04-23
            -672.17000000
          
        
        
          N
          N
          N
        
      
      
        Skechers USA, Inc.
        529900D2R54KZPA4XR56
        Skechers USA, Inc., Class A
        830566105
        
          
        
        101536.00000000
        NS
        USD
        4235066.56000000
        0.125152081646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co. Ltd.
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co. Ltd.
        N/A
        
          
        
        241.00000000
        NS
        
        19399.40000000
        0.000573279134
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Metal Mining Co. Ltd.
        353800CF81IXL9974H84
        Sumitomo Metal Mining Co. Ltd.
        N/A
        
          
        
        805.00000000
        NS
        
        34884.89000000
        0.001030896808
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amada Co. Ltd.
        529900QF5O6TQGCPDX85
        Amada Co. Ltd.
        N/A
        
          
        
        5300.00000000
        NS
        
        59188.43000000
        0.001749100071
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bobl
        N/A
        
          
          
        
        273.00000000
        NC
        
        -81828.88000000
        -0.00241815672
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Bobl
                
                  
                
              
            
            2021-06-08
            36863190.00000000
            EUR
            -81828.88000000
          
        
        
          N
          N
          N
        
      
      
        Diversified Gas & Oil plc
        213800YR9TFRVHPGOS67
        Diversified Gas & Oil plc
        N/A
        
          
        
        69142.00000000
        NS
        
        105812.09000000
        0.003126893790
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -94996.77000000
        -0.00280728610
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            23848800.05000000
            USD
            29850000.00000000
            CAD
            2021-04-23
            -94996.77000000
          
        
        
          N
          N
          N
        
      
      
        GMO Payment Gateway, Inc.
        353800Q6U21E2PM83F86
        GMO Payment Gateway, Inc.
        N/A
        
          
        
        81.00000000
        NS
        
        10763.04000000
        0.000318062736
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        OSB Group plc
        213800ZBKL9BHSL2K459
        OSB Group plc
        N/A
        
          
        
        17523.00000000
        NS
        
        102931.06000000
        0.003041755363
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE/MIB Index
        N/A
        
          
          
        
        58.00000000
        NC
        
        125621.66000000
        0.003712294016
        N/A
        DE
        
        IT
        N
        
        1
        
          
            
              Cassa di Compensazione e Garanzia
              8156006407E264D2C725
            
            Long
            
              
                FTSE/MIB Index
                IT0003465736
              
            
            2021-06-18
            7074260.00000000
            EUR
            125621.66000000
          
        
        
          N
          N
          N
        
      
      
        ASR Nederland NV
        7245000G0HS48PZWUD53
        ASR Nederland NV
        N/A
        
          
        
        9246.00000000
        NS
        
        413250.24000000
        0.012212116868
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        TeamViewer AG
        3912000FZ0R0KEK9JS42
        TeamViewer AG
        N/A
        
          
        
        8244.00000000
        NS
        
        352565.25000000
        0.010418791376
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        N/A
        
          
        
        103.00000000
        NS
        
        17618.57000000
        0.000520653142
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        QinetiQ Group plc
        213800S8OBDOZMCMUW34
        QinetiQ Group plc
        N/A
        
          
        
        3714.00000000
        NS
        
        16182.59000000
        0.000478217944
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Benefit One, Inc.
        N/A
        Benefit One, Inc.
        N/A
        
          
        
        1436.00000000
        NS
        
        38226.70000000
        0.001129651922
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TechnoPro Holdings, Inc.
        3538001DJ8I5PJQNHU53
        TechnoPro Holdings, Inc.
        N/A
        
          
        
        500.00000000
        NS
        
        41837.40000000
        0.001236353107
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Zoetis, Inc.
        549300HD9Q1LOC9KLJ48
        Zoetis, Inc.
        98978V103
        
          
        
        31378.00000000
        NS
        USD
        4941407.44000000
        0.146025432804
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        29444U700
        
          
        
        1334.00000000
        NS
        USD
        906573.06000000
        0.026790489362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        eBay, Inc.
        OML71K8X303XQONU6T67
        eBay, Inc.
        278642103
        
          
        
        6382.00000000
        NS
        USD
        390833.68000000
        0.011549676477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        A O Smith Corp.
        549300XG4US7UJNECY36
        A O Smith Corp.
        831865209
        
          
        
        10558.00000000
        NS
        USD
        713826.38000000
        0.021094558048
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyota Industries Corp.
        35380000WKGEAHEMW830
        Toyota Industries Corp.
        N/A
        
          
        
        120.00000000
        NS
        
        10723.13000000
        0.000316883341
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Best Buy Co., Inc.
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co., Inc.
        086516101
        
          
        
        7472.00000000
        NS
        USD
        857860.32000000
        0.025350960436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2021-04-30
      Goldman Sachs Trust
      Peter Fortner
      Peter Fortner
      Assistant Treasurer
    
  
  XXXX

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – 32.3%
	Automobiles & Components – 0.7%
	22,404	Aptiv plc*	$ 3,089,512
	5,031	Bayerische Motoren Werke AG	522,100
	8,964	BorgWarner, Inc.	415,571
	2,200	Bridgestone Corp.	89,441
	5,049	Cie Generale des Etablissements Michelin SCA	756,190
	4,279	Continental AG	566,431
	13,593	Daimler AG (Registered)	1,213,172
	100	Denso Corp.	6,666
	3,263	Faurecia SE	173,726
	61,684	Ford Motor Co.*	755,629
	213,118	General Motors Co.	12,245,760
	9,041	Honda Motor Co. Ltd.	272,546
	100	Koito Manufacturing Co. Ltd.	6,728
	1,600	Mazda Motor Corp.	13,109
	2,102	NGK Spark Plug Co. Ltd.	36,416
	1,700	Nifco, Inc.	62,177
	16,600	Nissan Motor Co. Ltd.	92,738
	6,322	NOK Corp.	86,110
	11,489	Nokian Renkaat OYJ	416,157
	4,112	Renault SA*	177,810
	33,689	Stellantis NV	595,925
	5,500	Subaru Corp.	109,926
	1,500	Sumitomo Electric Industries Ltd.	22,555
	11,287	Sumitomo Rubber Industries Ltd.	133,621
	2,200	Suzuki Motor Corp.	100,209
	462	Tesla, Inc.*	308,584
	19,954	TI Fluid Systems plc	74,273
	1,240	Tokai Rika Co. Ltd.	21,089
	600	Toyo Tire Corp.	10,658
	700	Toyoda Gosei Co. Ltd.	18,454
	120	Toyota Industries Corp.	10,723
	3,208	TS Tech Co. Ltd.	47,932
	1,688	Valeo SA	57,269
	2,900	Yamaha Motor Co. Ltd.	71,371
	6,426	Yokohama Rubber Co. Ltd. (The)	115,438

			22,696,016

	Banks – 1.6%
	3,552	77 Bank Ltd. (The)	50,080
	76,788	Banco BPM SpA	219,037
	305,905	Bank of America Corp.	11,835,464
	137,199	Barclays plc	351,356
	2,916	BAWAG Group AG	150,410
	12,728	BNP Paribas SA	775,508
	30,291	CaixaBank SA	94,047
	1,400	Chiba Bank Ltd. (The)	9,165
	17,382	Citigroup, Inc.	1,264,540
	9,187	Citizens Financial Group, Inc.	405,606
	2,321	Close Brothers Group plc	49,607
	11,647	Credit Agricole SA	168,674
	5,822	Fifth Third Bancorp	218,034
	15,548	FinecoBank Banca Fineco SpA*	254,362
	22,413	First Republic Bank	3,737,368
	10,456	Gunma Bank Ltd. (The)	37,505
	3,833	Hachijuni Bank Ltd. (The)	13,958
	1,020	Hirogin Holdings, Inc.	6,240
	5,738	Hokuhoku Financial Group, Inc.	53,321
	16,634	ING Groep NV	203,169
	251,368	Intesa Sanpaolo SpA	681,100
	1,267	Iyo Bank Ltd. (The)	7,604



Shares		Description	Value

	Common Stocks – (continued)
	Banks – (continued)
	101,826	JPMorgan Chase & Co.	$ 15,500,972
	2,615	KBC Group NV	190,271
	18,561	KeyCorp	370,849
	2,600	Kyushu Financial Group, Inc.	11,163
	398,508	Lloyds Banking Group plc	233,775
	1,815	M&T Bank Corp.	275,172
	18,543	Mebuki Financial Group, Inc.	43,755
	6,043	Mizuho Financial Group, Inc.	87,384
	19,504	Natwest Group plc	52,775
	7,839	Nishi-Nippon Financial Holdings, Inc.	56,312
	17,523	OSB Group plc*	102,931
	19,146	Paragon Banking Group plc	120,787
	16,867	Raiffeisen Bank International AG	370,279
	126,621	Regions Financial Corp.	2,615,990
	24,561	Resona Holdings, Inc.	103,169
	30,900	Seven Bank Ltd.	70,633
	1,167	Shiga Bank Ltd. (The)	25,282
	297	Shinsei Bank Ltd.	4,800
	29,130	Standard Chartered plc	200,576
	3,000	Sumitomo Mitsui Financial Group, Inc.	108,742
	2,258	Sumitomo Mitsui Trust Holdings, Inc.	78,780
	2,267	SVB Financial Group*	1,119,127
	3,664	TBC Bank Group plc*	49,717
	6,516	Truist Financial Corp.	380,013
	19,686	US Bancorp	1,088,833
	199,919	Wells Fargo & Co.	7,810,835
	6,796	Yamaguchi Financial Group, Inc.	45,173
	5,321	Zions Bancorp NA	292,442

			51,996,692

	Capital Goods – 1.6%
	4,777	3M Co.	920,432
	10,558	A O Smith Corp.	713,826
	505	Aalberts NV	25,540
	11,156	ACS Actividades de Construccion y Servicios SA	370,776
	1,200	AGC, Inc.	50,370
	50,748	AGCO Corp.	7,289,950
	900	Aica Kogyo Co. Ltd.	32,505
	4,841	Allegion plc	608,126
	5,300	Amada Co. Ltd.	59,188
	507	AMETEK, Inc.	64,759
	2,423	ANDRITZ AG	108,901
	3,744	Ashtead Group plc	223,501
	173	Avon Rubber plc	7,531
	2,212	Bodycote plc	25,202
	4,731	Bouygues SA	189,499
	5,617	Brenntag SE	479,854
	2,093	Bunzl plc	66,992
	9,754	Carrier Global Corp.	411,814
	585	Caterpillar, Inc.	135,644
	1,987	Central Glass Co. Ltd.	42,357
	5,434	Cie de Saint-Gobain	320,886
	12,043	CNH Industrial NV	186,428
	866	COMSYS Holdings Corp.	26,711
	2,113	Cummins, Inc.	547,499
	101	Daifuku Co. Ltd.	9,925
	899	Daikin Industries Ltd.	181,741
	764	DCC plc	66,269

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Capital Goods – (continued)
	22,157	Deere & Co.	$ 8,289,820
	1,161	Diploma plc	40,820
	4,700	DMG Mori Co. Ltd.	77,238
	5,628	Dover Corp.	771,768
	2,715	Eaton Corp. plc	375,430
	3,071	Ebara Corp.	125,305
	3,350	Eiffage SA	334,962
	7,180	Electrocomponents plc	98,325
	55,650	Emerson Electric Co.	5,020,743
	16,218	Fastenal Co.	815,441
	2,575	Ferguson plc	307,597
	5,253	Flowserve Corp.	203,869
	3,382	Fortune Brands Home & Security, Inc.	324,063
	2,936	Fuji Corp.	75,372
	291	Fuji Electric Co. Ltd.	12,176
	579	Fujitec Co. Ltd.	12,366
	7,919	GEA Group AG	324,804
	3,161	General Dynamics Corp.	573,911
	53,689	General Electric Co.	704,937
	1,197	Glory Ltd.	25,793
	2,286	GS Yuasa Corp.	62,233
	1,821	Hitachi Construction Machinery Co. Ltd.	58,355
	27,803	Honeywell International, Inc.	6,035,197
	700	Hoshizaki Corp.	62,594
	10,092	Howden Joinery Group plc	101,976
	3,949	Huntington Ingalls Industries, Inc.	812,902
	863	IDEX Corp.	180,643
	3,935	Illinois Tool Works, Inc.	871,681
	189	IMCD NV	26,201
	3,894	IMI plc	71,583
	4,703	Ingersoll Rand, Inc.*	231,435
	2,284	Interpump Group SpA	115,113
	4,047	ITOCHU Corp.	131,390
	89	Japan Steel Works Ltd. (The)	2,120
	374	John Laing Group plc	1,615
	10,502	Johnson Controls International plc	626,654
	6,071	Kajima Corp.	86,350
	2,698	Kawasaki Heavy Industries Ltd.	66,878
	1,727	Kinden Corp.	29,448
	2,338	Kingspan Group plc	197,793
	374	KION Group AG	36,953
	2,221	Knorr-Bremse AG	277,164
	5,200	Komatsu Ltd.	161,144
	1,840	Kurita Water Industries Ltd.	79,055
	642	Kyowa Exeo Corp.	16,962
	1,809	Kyudenko Corp.	69,176
	4,592	Lixil Corp.	127,792
	6,722	Maeda Corp.	58,052
	11,832	Marubeni Corp.	98,822
	11,959	Masco Corp.	716,344
	3,135	Meggitt plc	20,615
	29,850	Melrose Industries plc	68,640
	3,463	Metso Outotec OYJ	38,611
	670	MINEBEA MITSUMI, Inc.	17,197
	2,100	MISUMI Group, Inc.	61,172
	4,235	Mitsubishi Corp.	120,058
	12,975	Mitsubishi Electric Corp.	198,298
	5,381	Mitsui & Co. Ltd.	112,303
	1,121	Miura Co. Ltd.	60,654
	406	MonotaRO Co. Ltd.	11,014



Shares		Description	Value

	Common Stocks – (continued)
	Capital Goods – (continued)
	7,720	Morgan Advanced Materials plc	$ 33,125
	3,486	Morgan Sindall Group plc	84,845
	862	Nabtesco Corp.	39,443
	3,325	Nagase & Co. Ltd.	52,076
	230	Nidec Corp.	28,043
	10,154	Nisshinbo Holdings, Inc.	75,717
	11,400	NTN Corp.	35,268
	6,544	Obayashi Corp.	60,067
	1,153	OKUMA Corp.	66,196
	2,300	OSG Corp.	41,049
	1,626	Parker-Hannifin Corp.	512,889
	13,970	Pentair plc	870,610
	8,467	Penta-Ocean Construction Co. Ltd.	66,542
	485	Polypipe Group plc	3,712
	9,142	Prysmian SpA	296,842
	3,714	QinetiQ Group plc	16,183
	14,715	Quanta Services, Inc.	1,294,626
	42	Rational AG	32,626
	11,212	Rexel SA	221,932
	704	Rheinmetall AG	71,402
	117	Rockwell Automation, Inc.	31,056
	23,531	Rotork plc	115,657
	5,236	Sanwa Holdings Corp.	68,589
	2,934	Schneider Electric SE	446,951
	1,400	Shimizu Corp.	11,336
	416	Siemens AG (Registered)	68,354
	2,356	Siemens Energy AG*	84,572
	1,117	Siemens Gamesa Renewable Energy SA*	43,322
	7,989	Signify NV	410,900
	4,675	Snap-on, Inc.	1,078,709
	22,971	Sojitz Corp.	64,904
	72	Spirax-Sarco Engineering plc	11,313
	2,816	Stanley Black & Decker, Inc.	562,271
	9,040	Sumitomo Corp.	129,377
	1,261	Taisei Corp.	48,651
	735	Teledyne Technologies, Inc.*	304,033
	725	Thales SA	71,956
	514	Toda Corp.	3,771
	800	TOTO Ltd.	49,237
	1,399	Toyota Tsusho Corp.	58,913
	315	Trane Technologies plc	52,151
	3,637	Travis Perkins plc	77,330
	2,503	Ultra Electronics Holdings plc	70,018
	3,050	United Rentals, Inc.*	1,004,395
	1,690	Valmet OYJ	61,534
	282	Varta AG*	41,505
	10,806	Vesuvius plc	80,341
	7,970	Vinci SA	816,302
	6,502	Wartsila OYJ Abp	68,159
	3,834	Weir Group plc (The)	93,972
	5,720	Westinghouse Air Brake Technologies Corp.	452,795
	210	WW Grainger, Inc.	84,195
	1,089	XP Power Ltd.	70,530
	4,224	Xylem, Inc.	444,280
	1,800	Yaskawa Electric Corp.	89,932

			54,877,657

	Commercial & Professional Services – 0.2%
	10,625	Aggreko plc	128,371
	1,436	Benefit One, Inc.	38,227
	15,761	Biffa plc	57,797

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Commercial & Professional Services – (continued)
	3,693	Copart, Inc.*	$ 401,097
	846	Dai Nippon Printing Co. Ltd.	17,745
	12,447	Elis SA*	203,159
	365	Experian plc	12,575
	9,900	G4S plc	33,440
	48,986	Hays plc	100,930
	1,171	Intertek Group plc	90,420
	4,293	Jacobs Engineering Group, Inc.	554,956
	3,169	Kokuyo Co. Ltd.	49,170
	8,906	Leidos Holdings, Inc.	857,470
	400	Meitec Corp.	22,126
	20,867	Nielsen Holdings plc	524,805
	354	Nihon M&A Center, Inc.	9,602
	14,969	Pagegroup plc	97,109
	1,000	Park24 Co. Ltd.	18,769
	1,320	Persol Holdings Co. Ltd.	25,946
	489	Pilot Corp.	15,631
	7,536	Randstad NV	528,989
	3,689	Recruit Holdings Co. Ltd.	181,153
	899	Rentokil Initial plc	6,002
	971	Republic Services, Inc.	96,469
	13,844	Robert Half International, Inc.	1,080,801
	20,315	Rollins, Inc.	699,242
	31,265	Serco Group plc	59,233
	300	SMS Co. Ltd.	9,186
	535	Sohgo Security Services Co. Ltd.	25,317
	7,385	SPIE SA	176,671
	500	TechnoPro Holdings, Inc.	41,837
	892	Toppan Printing Co. Ltd.	15,122

			6,179,367

	Consumer Durables & Apparel – 1.2%
	2,400	Asics Corp.	38,379
	115	Bandai Namco Holdings, Inc.	8,221
	14,639	Barratt Developments plc	150,577
	43,779	Brunswick Corp.	4,175,203
	4,173	Burberry Group plc	109,165
	2,200	Casio Computer Co. Ltd.	41,575
	82,452	Coats Group plc	64,683
	20,129	Crest Nicholson Holdings plc	113,003
	70,935	DR Horton, Inc.	6,321,727
	2,302	EssilorLuxottica SA	375,012
	1,153	Fujitsu General Ltd.	32,206
	609	Games Workshop Group plc	83,670
	24,303	Hanesbrands, Inc.	478,040
	53,141	Hasbro, Inc.	5,107,913
	20	Hermes International	22,120
	3,748	Iida Group Holdings Co. Ltd.	90,817
	484	Kering SA	333,988
	9,636	Leggett & Platt, Inc.	439,883
	6,272	Lennar Corp. Class A	634,915
	111	LVMH Moet Hennessy Louis Vuitton SE	74,143
	6,659	Mohawk Industries, Inc.*	1,280,592
	1,411	Moncler SpA	80,806
	30,912	Newell Brands, Inc.	827,823
	69,324	NIKE, Inc. Class B	9,212,466
	2,500	Nikon Corp.	23,488
	71	NVR, Inc.*	334,476
	900	Open House Co. Ltd.	38,498
	5,922	Panasonic Corp.	76,687
	10,674	PulteGroup, Inc.	559,745
	257	Puma SE	25,197



Shares		Description	Value

	Common Stocks – (continued)
	Consumer Durables & Apparel – (continued)
	12,940	PVH Corp.	$ 1,367,758
	8,499	Ralph Lauren Corp.	1,046,737
	200	Rinnai Corp.	22,432
	865	Sangetsu Corp.	13,139
	466	Sankyo Co. Ltd.	12,358
	1,783	SEB SA	314,109
	1,200	Sega Sammy Holdings, Inc.	18,756
	3,324	Sekisui House Ltd.	71,500
	100	Shimano, Inc.	23,884
	101,536	Skechers USA, Inc. Class A*	4,235,067
	2,839	Sony Group Corp.	300,461
	8,261	Tapestry, Inc.*	340,436
	3,072	Under Armour, Inc. Class A*	68,076
	3,578	Under Armour, Inc. Class C*	66,050
	12,303	VF Corp.	983,256
	2,584	Vistry Group plc	38,803
	900	Wacoal Holdings Corp.	20,007
	2,488	Whirlpool Corp.	548,231
	1,000	Yamaha Corp.	54,493

			40,700,571

	Consumer Services – 0.3%
	19,668	888 Holdings plc	107,017
	5,946	Accor SA*	224,021
	3,295	Benesse Holdings, Inc.	69,410
	833	Chipotle Mexican Grill, Inc.*	1,183,543
	8,203	Compass Group plc	165,732
	1,098	Darden Restaurants, Inc.	155,916
	13,470	Domino’s Pizza Group plc	64,439
	3,414	Domino’s Pizza, Inc.	1,255,635
	2,922	Entain plc	61,107
	957	Flutter Entertainment plc	205,196
	2,590	Gamesys Group plc	68,984
	905	Greggs plc	28,012
	1,372	Hilton Worldwide Holdings, Inc.*	165,902
	8,038	La Francaise des Jeux SAEM	365,263
	66,599	Las Vegas Sands Corp.	4,046,555
	1,864	Marriott International, Inc. Class A*	276,077
	6,210	McDonald’s Corp.	1,391,909
	2,015	MGM Resorts International	76,550
	6,102	Mitchells & Butlers plc*	27,109
	16,969	Playtech plc	103,393
	2,323	Rank Group plc	6,016
	2,100	Resorttrust, Inc.	35,183
	2,300	Skylark Holdings Co. Ltd.	34,478
	11,851	Yum! Brands, Inc.	1,282,041
	1,200	Zensho Holdings Co. Ltd.	30,744

			11,430,232

	Diversified Financials – 1.5%
	7,158	3i Group plc	113,759
	7,500	Acom Co. Ltd.	34,933
	3,576	AEON Financial Service Co. Ltd.	48,095
	14,549	AJ Bell plc	84,086
	39,408	American Express Co.	5,573,868
	3,707	Ameriprise Financial, Inc.	861,692
	1,690	Amundi SA	135,068
	12,918	Ashmore Group plc	69,668
	92,539	Bank of New York Mellon Corp. (The)	4,376,169

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Diversified Financials – (continued)
	56,382	Berkshire Hathaway, Inc. Class B*	$ 14,403,910
	889	BlackRock, Inc.	670,270
	15,144	Brewin Dolphin Holdings plc	64,802
	40,185	Capital One Financial Corp.	5,112,738
	1,746	Cboe Global Markets, Inc.	172,313
	14,660	CMC Markets plc	97,616
	2,529	Credit Saison Co. Ltd.	30,483
	2,101	Deutsche Boerse AG	349,121
	386	Discover Financial Services	36,666
	2,170	Euronext NV	218,410
	5,280	Franklin Resources, Inc.	156,288
	6,019	Hargreaves Lansdown plc	127,890
	10,303	IG Group Holdings plc	127,937
	12,407	IntegraFin Holdings plc	86,706
	652	Intercontinental Exchange, Inc.	72,815
	3,452	Intermediate Capital Group plc	87,644
	22,644	Invesco Ltd.	571,082
	87,682	Investec plc	265,052
	6,582	IP Group plc*	11,265
	3,443	Japan Exchange Group, Inc.	80,878
	645	JTC plc	5,491
	14,615	Jupiter Fund Management plc	56,133
	1,134	Liontrust Asset Management plc	22,207
	107,284	M&G plc	306,582
	36,345	Man Group plc	80,654
	1,743	MarketAxess Holdings, Inc.	867,875
	4,000	Matsui Securities Co. Ltd.	32,610
	8,283	Mitsubishi HC Capital, Inc.	50,070
	4,601	Moody’s Corp.	1,373,905
	8,786	Morgan Stanley	682,321
	137	MSCI, Inc.	57,441
	2,031	Nasdaq, Inc.	299,491
	20,504	Ninety One plc	67,408
	17,775	Nomura Holdings, Inc.	94,180
	5,855	Plus500 Ltd.	113,022
	26,716	Provident Financial plc	79,925
	531	Rathbone Brothers plc	12,882
	4,283	S&P Global, Inc.	1,511,342
	3,623	Sanne Group plc	32,694
	1,300	SBI Holdings, Inc.	35,326
	1,671	Schroders plc	80,621
	83	Sofina SA	28,061
	7,921	St James’s Place plc	139,063
	1,366	Standard Life Aberdeen plc	5,457
	7,450	State Street Corp.	625,875
	145,591	Synchrony Financial	5,919,730
	5,564	T. Rowe Price Group, Inc.	954,782
	400	Tokyo Century Corp.	26,952
	54,171	Voya Financial, Inc.	3,447,442
	1,284	Wendel SE	159,345
	1,000	Zenkoku Hosho Co. Ltd.	46,027

			51,256,138

	Energy – 0.6%
	9,597	Baker Hughes Co.	207,391
	17,741	Cabot Oil & Gas Corp.	333,176
	83,312	Cairn Energy plc	195,544
	78,471	Chevron Corp.	8,222,976
	14,334	ConocoPhillips	759,272
	6,478	Devon Energy Corp.	141,544
	69,142	Diversified Gas & Oil plc	105,812
	19,993	ENEOS Holdings, Inc.	90,706



Shares		Description	Value

	Common Stocks – (continued)
	Energy – (continued)
	373	Energean plc*	$ 4,370
	9,853	Eni SpA	121,411
	6,494	EOG Resources, Inc.	471,010
	18,440	Exxon Mobil Corp.	1,029,505
	50,579	Halliburton Co.	1,085,425
	6,448	HollyFrontier Corp.	230,709
	800	Iwatani Corp.	49,447
	114,995	John Wood Group plc	428,732
	22,602	Kinder Morgan, Inc.	376,323
	30,040	Marathon Oil Corp.	320,827
	5,138	Marathon Petroleum Corp.	274,832
	676	Neste OYJ	35,900
	60,812	NOV, Inc.	834,341
	1,658	OMV AG	84,023
	163,414	Petrofac Ltd.	215,398
	9,671	Phillips 66	788,573
	2,636	Pioneer Natural Resources Co.	418,650
	6,943	Repsol SA	86,176
	42,358	Royal Dutch Shell plc Class A	823,396
	4,507	TechnipFMC plc*	34,382
	55,639	Tenaris SA	629,164
	21,409	TOTAL SE	998,083
	3,118	Valero Energy Corp.	223,249

			19,620,347

	Food & Staples Retailing – 0.5%
	312	Aeon Co. Ltd.	9,320
	340	Ain Holdings, Inc.	21,985
	17,406	Carrefour SA	315,146
	392	Cosmos Pharmaceutical Corp.	61,151
	25,919	Costco Wholesale Corp.	9,135,929
	730	Etablissements Franz Colruyt NV	43,521
	70,327	J Sainsbury plc	235,173
	16,079	Jeronimo Martins SGPS SA	270,581
	3,941	Kesko OYJ Class B	120,525
	74	Kobe Bussan Co. Ltd.	1,984
	20,520	Koninklijke Ahold Delhaize NV	572,361
	47,279	Kroger Co. (The)	1,701,571
	1,031	Lawson, Inc.	50,591
	4,672	Seven & i Holdings Co. Ltd.	188,662
	14,330	Sysco Corp.	1,128,344
	2,894	Tesco plc	9,137
	700	Tsuruha Holdings, Inc.	90,327
	12,752	Walgreens Boots Alliance, Inc.	700,085
	23,081	Walmart, Inc.	3,135,092
	785	Yaoko Co. Ltd.	48,263

			17,839,748

	Food, Beverage & Tobacco – 0.6%
	9,158	Altria Group, Inc.	468,523
	3,283	Anheuser-Busch InBev SA/NV	206,379
	2,195	Archer-Daniels-Midland Co.	125,115
	1,398	Asahi Group Holdings Ltd.	59,178
	3,881	Associated British Foods plc	128,941
	13,181	British American Tobacco plc	501,016
	8,866	C&C Group plc	34,268
	200	Calbee, Inc.	5,098
	6,559	Campbell Soup Co.	329,721
	1,400	Coca-Cola Bottlers Japan Holdings, Inc.	24,433
	13,738	Conagra Brands, Inc.	516,549

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Food, Beverage & Tobacco – (continued)
	1,042	Constellation Brands, Inc. Class A	$ 237,576
	2,605	Cranswick plc	130,578
	3,407	Danone SA	233,203
	12,850	Diageo plc	527,898
	1,331	Fuji Oil Holdings, Inc.	35,469
	14,262	General Mills, Inc.	874,546
	10,484	Glanbia plc	155,597
	89,800	Greencore Group plc	194,060
	9,082	Hershey Co. (The)	1,436,409
	30	Hilton Food Group plc	442
	27,100	Imperial Brands plc	555,575
	807	Ito En Ltd.	49,500
	8,130	J M Smucker Co. (The)	1,028,689
	5,787	Japan Tobacco, Inc.	111,171
	2,878	JDE Peet’s NV*	105,508
	1,045	Kagome Co. Ltd.	33,197
	3,405	Kellogg Co.	215,537
	500	Kikkoman Corp.	29,817
	17,666	Kraft Heinz Co. (The)	706,640
	2,274	Maruha Nichiro Corp.	53,917
	335	MEIJI Holdings Co. Ltd.	21,542
	15,976	Molson Coors Beverage Co. Class B	817,172
	493	Monster Beverage Corp.*	44,907
	1,384	NH Foods Ltd.	59,394
	397	Nichirei Corp.	10,203
	15,583	Nippon Suisan Kaisha Ltd.	74,913
	2,932	Nisshin Seifun Group, Inc.	48,992
	47,535	PepsiCo, Inc.	6,723,826
	24,617	Philip Morris International, Inc.	2,184,513
	145,582	Premier Foods plc*	191,066
	71	Remy Cointreau SA	13,114
	2,166	Sapporo Holdings Ltd.	44,944
	934	Suntory Beverage & Food Ltd.	34,830
	6,834	Tate & Lyle plc	72,097
	1,182	Toyo Suisan Kaisha Ltd.	49,607
	10,174	Tyson Foods, Inc. Class A	755,928
	2,229	Viscofan SA	154,067
	5,087	Yamazaki Baking Co. Ltd.	82,191

			20,497,856

	Health Care Equipment & Services – 2.6%
	55,638	Abbott Laboratories	6,667,658
	4,256	ABIOMED, Inc.*	1,356,515
	2,772	Alfresa Holdings Corp.	53,517
	178	Align Technology, Inc.*	96,392
	4,218	AmerisourceBergen Corp.	498,019
	123	Amplifon SpA	4,577
	25,365	Anthem, Inc.	9,104,767
	68	As One Corp.	8,560
	21,160	Becton Dickinson and Co.	5,145,054
	27	BioMerieux	3,435
	127,316	Boston Scientific Corp.*	4,920,763
	12,553	Cardinal Health, Inc.	762,595
	915	Carl Zeiss Meditec AG	137,922
	10,665	Centene Corp.*	681,600
	4,929	Cerner Corp.	354,297
	8,858	Chemed Corp.	4,073,086
	29,111	Cigna Corp.	7,037,293
	48,715	ConvaTec Group plc	131,698
	16,404	CVS Health Corp.	1,234,073
	679	Danaher Corp.	152,829
	5,598	DaVita, Inc.*	603,296



Shares		Description	Value

	Common Stocks – (continued)
	Health Care Equipment & Services – (continued)
	16,324	Dentsply Sirona, Inc.	$ 1,041,634
	216	DexCom, Inc.*	77,628
	135	DiaSorin SpA	21,660
	18,342	Edwards Lifesciences Corp.*	1,534,125
	9,879	Fresenius Medical Care AG & Co. KGaA	727,702
	13,886	Fresenius SE & Co. KGaA	618,766
	1,631	H.U. Group Holdings, Inc.	54,815
	28,718	HCA Healthcare, Inc.	5,408,748
	20,881	Henry Schein, Inc.*	1,445,800
	76,112	Hologic, Inc.*	5,661,211
	1,219	Hoya Corp.	143,472
	12,694	Humana, Inc.	5,321,959
	7,571	IDEXX Laboratories, Inc.*	3,704,566
	86	Intuitive Surgical, Inc.*	63,549
	5,106	Koninklijke Philips NV	291,172
	2,755	Laboratory Corp. of America Holdings*	702,608
	206	M3, Inc.	14,142
	7,769	McKesson Corp.	1,515,266
	86,558	Mediclinic International plc	341,245
	3,170	Medipal Holdings Corp.	60,932
	4,500	Nihon Kohden Corp.	131,492
	6,877	Quest Diagnostics, Inc.	882,594
	931	ResMed, Inc.	180,633
	214	STERIS plc	40,763
	1,498	Suzuken Co. Ltd.	58,608
	89	Sysmex Corp.	9,607
	1,200	Terumo Corp.	43,426
	3,395	Toho Holdings Co. Ltd.	62,401
	25,859	UDG Healthcare plc	280,017
	32,325	UnitedHealth Group, Inc.	12,027,163
	6,092	Universal Health Services, Inc. Class B	812,612
	2,298	West Pharmaceutical Services, Inc.	647,530

			86,955,792

	Household & Personal Products – 0.5%
	3,381	Beiersdorf AG	357,240
	1,542	Church & Dwight Co., Inc.	134,694
	1,636	Clorox Co. (The)	315,552
	15,313	Estee Lauder Cos., Inc. (The) Class A	4,453,786
	1,200	Fancl Corp.	40,557
	200	Kobayashi Pharmaceutical Co. Ltd.	18,680
	300	Kose Corp.	42,519
	1,112	L’Oreal SA	425,986
	1,600	Pola Orbis Holdings, Inc.	38,588
	63,626	Procter & Gamble Co. (The)	8,616,869
	18,863	PZ Cussons plc	69,299
	7,732	Reckitt Benckiser Group plc	692,094
	140	Unicharm Corp.	5,879
	11,218	Unilever plc	625,962

			15,837,705

	Insurance – 1.0%
	2,942	Admiral Group plc	125,744
	73,833	Aegon NV	350,801
	30,134	Aflac, Inc.	1,542,258
	5,268	Ageas SA/NV	318,114
	3,431	Allianz SE (Registered)	872,693

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Insurance – (continued)
	16,845	Allstate Corp. (The)	$ 1,935,491
	6,299	Aon plc Class A	1,449,463
	4,526	Arthur J Gallagher & Co.	564,709
	9,246	ASR Nederland NV	413,250
	2,866	Assurant, Inc.	406,313
	71,358	Aviva plc	402,223
	24,972	Chubb Ltd.	3,944,827
	848	Cincinnati Financial Corp.	87,420
	17,648	CNP Assurances	334,728
	33,721	Direct Line Insurance Group plc	145,566
	2,006	Everest Re Group Ltd.	497,107
	104,495	Fidelity National Financial, Inc.	4,248,767
	67,806	First American Financial Corp.	3,841,210
	4,324	Globe Life, Inc.	417,828
	1,134	Hannover Rueck SE	207,077
	13,661	Hartford Financial Services Group, Inc. (The)	912,418
	8,992	Japan Post Holdings Co. Ltd.	80,139
	4,988	Japan Post Insurance Co. Ltd.	102,467
	191,106	Just Group plc*	265,968
	86,699	Legal & General Group plc	332,883
	8,654	Lincoln National Corp.	538,885
	11,268	Marsh & McLennan Cos., Inc.	1,372,442
	15,028	MetLife, Inc.	913,552
	7,625	NN Group NV	371,958
	15,649	Phoenix Group Holdings plc	158,212
	28,512	Poste Italiane SpA	362,090
	11,982	Principal Financial Group, Inc.	718,441
	22,971	Progressive Corp. (The)	2,196,257
	918	Prudential plc	19,556
	3,936	RSA Insurance Group plc	36,924
	12,807	Sabre Insurance Group plc	44,628
	6,431	Sampo OYJ Class A	289,975
	2,091	Sompo Holdings, Inc.	80,119
	10,286	T&D Holdings, Inc.	132,356
	2,300	Tokio Marine Holdings, Inc.	109,460
	4,624	Travelers Cos., Inc. (The)	695,450
	28,872	Unum Group	803,508

			32,643,277

	Materials – 1.7%
	1,004	ADEKA Corp.	19,735
	2,103	Air Liquide SA	343,369
	1,122	Air Products and Chemicals, Inc.	315,663
	979	Akzo Nobel NV	109,301
	824	Albemarle Corp.	120,395
	714	Anglo American plc	27,966
	650	Antofagasta plc	15,141
	19,800	ArcelorMittal SA	569,872
	2,018	Arkema SA	244,391
	2,485	Avery Dennison Corp.	456,370
	125,572	Axalta Coating Systems Ltd.*	3,714,420
	55,139	Ball Corp.	4,672,479
	8,399	BASF SE	697,982
	1,133	BHP Group plc	32,621
	3,810	Celanese Corp.	570,776
	98,842	Centamin plc	141,672
	4,792	CF Industries Holdings, Inc.	217,461
	567	Corbion NV	31,459
	82,554	Corteva, Inc.	3,848,668
	4,905	Covestro AG	330,012
	11,749	CRH plc	550,355
	144	Croda International plc	12,599



Shares		Description	Value

	Common Stocks – (continued)
	Materials – (continued)
	45,015	Crown Holdings, Inc.	$ 4,368,256
	581	Daido Steel Co. Ltd.	26,956
	2,311	DIC Corp.	59,940
	7,728	Dow, Inc.	494,128
	381	Dowa Holdings Co. Ltd.	15,897
	20,756	DS Smith plc	116,634
	98,836	DuPont de Nemours, Inc.	7,638,046
	6,105	Eastman Chemical Co.	672,283
	2,563	Ecolab, Inc.	548,661
	100,200	Elementis plc	173,360
	965	Evonik Industries AG	34,147
	46,497	Evraz plc	370,293
	85,949	Ferrexpo plc	443,806
	121	FP Corp.	4,930
	4,657	Freeport-McMoRan, Inc.	153,355
	772	Fresnillo plc	9,195
	79,760	Glencore plc	313,170
	5,461	HeidelbergCement AG	496,175
	3,807	Hill & Smith Holdings plc	77,240
	1,900	Hitachi Metals Ltd.	31,363
	2,135	Hochschild Mining plc	5,761
	3,693	Huhtamaki OYJ	167,110
	7,594	International Paper Co.	410,608
	1,800	JFE Holdings, Inc.	22,209
	8,346	Johnson Matthey plc	346,693
	1,494	JSR Corp.	45,214
	855	Kaneka Corp.	35,186
	900	Kansai Paint Co. Ltd.	24,074
	182	Koninklijke DSM NV	30,769
	2,000	Kuraray Co. Ltd.	22,878
	3,524	LANXESS AG	260,088
	25,489	Linde plc	7,140,587
	1,814	Lintec Corp.	41,086
	4,912	LyondellBasell Industries NV Class A	511,094
	10,533	Marshalls plc	99,377
	148	Maruichi Steel Tube Ltd.	3,383
	8,588	Mitsubishi Chemical Holdings Corp.	64,501
	1,431	Mitsubishi Gas Chemical Co., Inc.	35,199
	1,400	Mitsubishi Materials Corp.	32,785
	1,158	Mitsui Chemicals, Inc.	36,648
	200	Mitsui Mining & Smelting Co. Ltd.	6,960
	2,538	Mondi plc	64,702
	16,844	Mosaic Co. (The)	532,439
	5,550	Newmont Corp.	334,499
	1,400	Nihon Parkerizing Co. Ltd.	15,147
	596	Nippon Kayaku Co. Ltd.	5,764
	2,405	Nippon Light Metal Holdings Co. Ltd.	48,295
	500	Nippon Paint Holdings Co. Ltd.	7,222
	893	Nippon Paper Industries Co. Ltd.	10,712
	623	Nippon Sanso Holdings Corp.	11,878
	800	Nissan Chemical Corp.	42,802
	482	Nitto Denko Corp.	41,317
	10,441	Nucor Corp.	838,099
	8,552	Oji Holdings Corp.	55,451
	3,868	Packaging Corp. of America	520,169
	116,926	Petropavlovsk plc*	38,437
	480	Polymetal International plc	9,391
	4,099	PPG Industries, Inc.	615,916

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Materials – (continued)
	2,945	Rengo Co. Ltd.	$ 25,613
	3,500	RHI Magnesita NV	203,499
	7,333	Rio Tinto plc	559,421
	3,525	Sealed Air Corp.	161,516
	9,305	Sherwin-Williams Co. (The)	6,867,183
	73	Shin-Etsu Chemical Co. Ltd.	12,366
	10,515	Smurfit Kappa Group plc	493,475
	1,473	Solvay SA	183,323
	6,371	Stora Enso OYJ Class R	118,851
	846	Sumitomo Bakelite Co. Ltd.	34,696
	8,010	Sumitomo Chemical Co. Ltd.	41,558
	805	Sumitomo Metal Mining Co. Ltd.	34,885
	556	Sumitomo Osaka Cement Co. Ltd.	17,709
	1,335	Synthomer plc	8,538
	1,719	Taiheiyo Cement Corp.	45,295
	833	Teijin Ltd.	14,372
	2,824	thyssenkrupp AG*	37,717
	3,033	Tokai Carbon Co. Ltd.	49,027
	795	Tokuyama Corp.	20,115
	120	Tokyo Ohka Kogyo Co. Ltd.	7,531
	10,327	Toray Industries, Inc.	66,673
	284	Toyo Seikan Group Holdings Ltd.	3,380
	2,210	Toyobo Co. Ltd.	28,511
	2,079	Ube Industries Ltd.	44,356
	5,183	Victrex plc	157,873
	5,742	voestalpine AG	237,792
	8,306	Westrock Co.	432,327
	6,962	Wienerberger AG	254,542
	827	Yamato Kogyo Co. Ltd.	24,602

			55,811,738

	Media & Entertainment – 3.6%
	1,110	Activision Blizzard, Inc.	103,230
	8,071	Alphabet, Inc. Class A*	16,646,599
	7,189	Alphabet, Inc. Class C*	14,871,381
	15,725	Auto Trader Group plc	120,234
	39,094	Bollore SA	188,663
	366	Capcom Co. Ltd.	11,906
	938	Charter Communications, Inc. Class A*	578,765
	192,104	Comcast Corp. Class A	10,394,747
	609	CTS Eventim AG & Co. KGaA*	35,366
	8,212	CyberAgent, Inc.	148,231
	3,309	Dentsu Group, Inc.	106,518
	56,943	Discovery, Inc. Class A*^(a)	2,474,743
	159,078	Discovery, Inc. Class C*	5,868,387
	14,257	Electronic Arts, Inc.	1,929,970
	92,142	Facebook, Inc. Class A*	27,138,583
	26,632	Fox Corp. Class A	961,681
	26,894	Fox Corp. Class B	939,407
	5,258	Future plc	138,820
	3,913	Hakuhodo DY Holdings, Inc.	65,355
	28,599	Interpublic Group of Cos., Inc. (The)	835,091
	4,000	Kakaku.com, Inc.	109,490
	274	Koei Tecmo Holdings Co. Ltd.	12,336
	10,407	Live Nation Entertainment, Inc.*	880,953
	25,131	Match Group, Inc.*	3,452,497
	19,842	Netflix, Inc.*	10,350,778
	74,147	News Corp. Class A	1,885,558
	72,034	News Corp. Class B	1,689,918



Shares		Description	Value

	Common Stocks – (continued)
	Media & Entertainment – (continued)
	374	Nexon Co. Ltd.	$ 12,136
	31,978	Nexstar Media Group, Inc. Class A	4,490,671
	600	Nintendo Co. Ltd.	338,181
	13,624	Nippon Television Holdings, Inc.	179,052
	5,418	Omnicom Group, Inc.	401,745
	7,389	Pearson plc	78,789
	2,028	ProSiebenSat.1 Media SE	41,416
	4,358	Publicis Groupe SA	265,761
	21,588	Rightmove plc	173,236
	36,003	Take-Two Interactive Software, Inc.*	6,361,730
	1,843	TV Asahi Holdings Corp.	34,733
	1,440	Ubisoft Entertainment SA*	109,448
	14,748	ViacomCBS, Inc.	665,135
	29,480	Zillow Group, Inc. Class C*	3,821,787

			118,913,027

	Pharmaceuticals, Biotechnology & Life Sciences – 1.7%
	66,686	AbbVie, Inc.	7,216,759
	940	Agilent Technologies, Inc.	119,512
	2,831	Amgen, Inc.	704,381
	45	Argenx SE*	12,374
	4,006	Astellas Pharma, Inc.	61,710
	4,525	Bayer AG (Registered)	286,763
	2,071	Biogen, Inc.*	579,362
	168	Bio-Rad Laboratories, Inc. Class A*	95,956
	42,907	Bristol-Myers Squibb Co.	2,708,719
	1,109	Catalent, Inc.*	116,789
	5,326	Chugai Pharmaceutical Co. Ltd.	216,416
	8,583	Daiichi Sankyo Co. Ltd.	250,416
	167	Dechra Pharmaceuticals plc	7,897
	11,142	Eli Lilly and Co.	2,081,548
	100	Eurofins Scientific SE	9,558
	26,653	Exact Sciences Corp.*	3,512,332
	145	Genus plc	9,710
	8,999	Gilead Sciences, Inc.	581,605
	47,451	GlaxoSmithKline plc	840,017
	340	Hikma Pharmaceuticals plc	10,666
	2,602	Illumina, Inc.*	999,324
	5,028	Indivior plc*	8,803
	4,390	Ipsen SA	376,331
	25,063	IQVIA Holdings, Inc.*	4,840,668
	83,466	Johnson & Johnson	13,717,637
	739	Kaken Pharmaceutical Co. Ltd.	28,956
	29,755	Merck & Co., Inc.	2,293,813
	103	Merck KGaA	17,619
	5,059	Mettler-Toledo International, Inc.*	5,846,636
	253	Mochida Pharmaceutical Co. Ltd.	9,819
	1,698	MorphoSys AG*	147,906
	7,549	Orion OYJ Class B	302,464
	1,201	Otsuka Holdings Co. Ltd.	50,933
	2,576	PerkinElmer, Inc.	330,475
	15,554	Perrigo Co. plc	629,470
	1,314	PureTech Health plc*	7,237
	331	QIAGEN NV*	16,019
	67	Regeneron Pharmaceuticals, Inc.*	31,700
	4,396	Sanofi	434,695
	679	Santen Pharmaceutical Co. Ltd.	9,364

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Pharmaceuticals, Biotechnology & Life Sciences – (continued)
	64	Sartorius Stedim Biotech	$ 26,339
	909	Sawai Pharmaceutical Co. Ltd.	43,768
	504	Shionogi & Co. Ltd.	27,208
	2,974	Sumitomo Dainippon Pharma Co. Ltd.	51,879
	476	Taisho Pharmaceutical Holdings Co. Ltd.	30,760
	3,943	Takeda Pharmaceutical Co. Ltd.	143,731
	336	Thermo Fisher Scientific, Inc.	153,344
	1,180	Tsumura & Co.	42,245
	4,716	Vectura Group plc*	7,516
	3,387	Vertex Pharmaceuticals, Inc.*	727,832
	40,900	Viatris, Inc.*	571,373
	5,658	Waters Corp.*	1,607,834
	31,378	Zoetis, Inc.	4,941,407

			57,897,595

	Real Estate – 0.4%
	3,473	ADLER Group SA	95,113
	330	Aedifica SA (REIT)	37,841
	3,404	alstria office REIT-AG (REIT)	55,013
	2,627	Assura plc (REIT)	2,611
	1,637	Big Yellow Group plc (REIT)	25,146
	3,612	CBRE Group, Inc. Class A*	285,745
	2,586	Civitas Social Housing plc (REIT)	3,843
	1,633	CLS Holdings plc	5,156
	35,826	Crown Castle International Corp. (REIT)	6,166,729
	200	Daito Trust Construction Co. Ltd.	23,239
	1,334	Equinix, Inc. (REIT)	906,573
	529	Gecina SA (REIT)	72,817
	12,342	Grainger plc	45,386
	28,133	Host Hotels & Resorts, Inc. (REIT)	474,041
	5,600	Hulic Co. Ltd.	66,199
	7,285	Inmobiliaria Colonial Socimi SA (REIT)	70,556
	10,729	Iron Mountain, Inc. (REIT)	397,080
	13,360	IWG plc	62,725
	4,057	Land Securities Group plc (REIT)	38,577
	1,063	LondonMetric Property plc (REIT)	3,130
	33,617	LXI REIT plc (REIT)	58,412
	3,800	Mitsubishi Estate Co. Ltd.	66,544
	2,800	Relo Group, Inc.	59,482
	2,198	Safestore Holdings plc (REIT)	24,105
	8,143	Savills plc	128,231
	3,864	SBA Communications Corp. (REIT)	1,072,453
	574	Segro plc (REIT)	7,418
	13,196	Sirius Real Estate Ltd.	16,155
	25,666	Sun Communities, Inc. (REIT)	3,850,927
	678	TAG Immobilien AG*	19,353
	35,867	Tritax Big Box REIT plc (REIT)	88,755
	286	Vonovia SE	18,690

			14,248,045

	Retailing – 1.8%
	3,237	Advance Auto Parts, Inc.	593,957



Shares		Description	Value

	Common Stocks – (continued)
	Retailing – (continued)
	8,550	Amazon.com, Inc.*	$ 26,454,384
	16,730	AO World plc*	68,008
	3,703	Autobacs Seven Co. Ltd.	50,282
	364	AutoZone, Inc.*	511,165
	15,151	B&M European Value Retail SA	110,232
	7,472	Best Buy Co., Inc.	857,860
	2,669	Booking Holdings, Inc.*	6,218,343
	2,199	CarMax, Inc.*	291,719
	236	Delivery Hero SE*	30,590
	37,094	Dixons Carphone plc	73,096
	2,979	Dollar General Corp.	603,605
	4,752	Dollar Tree, Inc.*	543,914
	3,667	Dunelm Group plc	65,681
	6,382	eBay, Inc.	390,834
	636	Etsy, Inc.*	128,262
	100	Fast Retailing Co. Ltd.	79,938
	5,999	Frasers Group plc*	38,091
	20,166	Gap, Inc. (The)	600,543
	4,115	Genuine Parts Co.	475,653
	5,375	HelloFresh SE*	400,480
	200	Hikari Tsushin, Inc.	40,323
	12,206	Home Depot, Inc. (The)	3,725,882
	5,343	Inchcape plc	55,434
	5,183	Industria de Diseno Textil SA	171,246
	500	Izumi Co. Ltd.	19,634
	3,718	J Front Retailing Co. Ltd.	35,467
	9,470	JD Sports Fashion plc	107,653
	82	Just Eat Takeaway.com NV*	7,547
	36,565	Kingfisher plc	160,266
	4,027	K’s Holdings Corp.	55,435
	8,512	L Brands, Inc.*	526,552
	13,552	LKQ Corp.*	573,656
	9,940	Lowe’s Cos., Inc.	1,890,389
	33,795	Marks & Spencer Group plc	70,246
	1,600	Marui Group Co. Ltd.	30,156
	7,272	Moneysupermarket.com Group plc	26,736
	556	Next plc	60,260
	400	Nitori Holdings Co. Ltd.	77,482
	3,014	Ocado Group plc*	84,504
	853	O’Reilly Automotive, Inc.*	432,684
	210	PALTAC Corp.	11,382
	1,051	Pan Pacific International Holdings Corp.	24,808
	12,027	Pets at Home Group plc	68,579
	703	Pool Corp.	242,704
	180	Prosus NV	20,030
	3,633	Rakuten Group, Inc.	43,403
	34,802	Ross Stores, Inc.	4,173,108
	804	Shimamura Co. Ltd.	92,907
	4,975	Takashimaya Co. Ltd.	53,265
	4,612	Target Corp.	913,499
	77,071	TJX Cos., Inc. (The)	5,098,247
	3,837	Tractor Supply Co.	679,456
	718	Ulta Beauty, Inc.*	221,984
	600	USS Co. Ltd.	11,768
	35,813	Vivo Energy plc	47,891
	4,458	Watches of Switzerland Group plc*	40,578
	2,037	WH Smith plc	50,469
	21,880	Yamada Holdings Co. Ltd.	118,244
	4,010	Zalando SE*	392,930

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Retailing – (continued)
	1,842	ZOZO, Inc.	$ 54,568

			59,098,009

	Semiconductors & Semiconductor Equipment – 1.9%
	122,497	Advanced Micro Devices, Inc.*	9,616,015
	100	Advantest Corp.	8,783
	34,200	Analog Devices, Inc.	5,303,736
	5,906	Applied Materials, Inc.	789,042
	120	ASM International NV	34,793
	209	ASML Holding NV	128,236
	8,579	BE Semiconductor Industries NV	716,628
	7,607	Broadcom, Inc.	3,527,062
	3,540	Enphase Energy, Inc.*	574,046
	6,212	Infineon Technologies AG	264,306
	101,107	Intel Corp.	6,470,848
	10,358	Lam Research Corp.	6,165,496
	102	Lasertec Corp.	13,470
	34,206	Microchip Technology, Inc.	5,309,455
	5,336	Micron Technology, Inc.*	470,689
	412	NVIDIA Corp.	219,979
	5,381	Qorvo, Inc.*	983,109
	67,900	QUALCOMM, Inc.	9,002,861
	6,050	Renesas Electronics Corp.*	66,240
	1,266	SCREEN Holdings Co. Ltd.	112,085
	24,192	Skyworks Solutions, Inc.	4,438,748
	197	SOITEC*	40,213
	20,500	STMicroelectronics NV	783,576
	636	SUMCO Corp.	14,575
	2,186	Teradyne, Inc.	265,993
	36,996	Texas Instruments, Inc.	6,991,874
	1,543	Ulvac, Inc.	65,162

			62,377,020

	Software & Services – 4.6%
	41,297	Accenture plc Class A	11,408,296
	26,135	Adobe, Inc.*	12,423,795
	169	Adyen NV*	377,108
	3,712	Akamai Technologies, Inc.*	378,253
	2,347	Alten SA*	275,360
	12,741	Atos SE	993,349
	310	Autodesk, Inc.*	85,917
	477	Avast plc	2,998
	2,416	Bechtle AG	453,231
	1,052	Broadridge Financial Solutions, Inc.	161,061
	9,807	Cadence Design Systems, Inc.*	1,343,461
	1,738	Capgemini SE	295,507
	61,476	Capita plc*	36,929
	57,616	CDK Global, Inc.	3,114,721
	3,490	Citrix Systems, Inc.	489,856
	58,291	Cognizant Technology Solutions Corp. Class A	4,553,693
	874	Computacenter plc	28,552
	37,767	DXC Technology Co.	1,180,596
	9,163	Fair Isaac Corp.*	4,453,676
	3,492	FDM Group Holdings plc	48,399
	7,433	Fidelity National Information Services, Inc.	1,045,154
	16,600	Finablr plc*^(b)	—
	9,656	Fiserv, Inc.*	1,149,450
	2,753	FleetCor Technologies, Inc.*	739,538
	821	Fortinet, Inc.*	151,409



Shares		Description	Value

	Common Stocks – (continued)
	Software & Services – (continued)
	1,263	Fujitsu Ltd.	$ 183,784
	15,662	Gartner, Inc.*	2,859,098
	23,639	Global Payments, Inc.	4,765,150
	668	GMO internet, Inc.	19,213
	81	GMO Payment Gateway, Inc.	10,763
	4,500	Infomart Corp.	38,901
	11,133	International Business Machines Corp.	1,483,584
	6,055	Intuit, Inc.	2,319,428
	2,958	Jack Henry & Associates, Inc.	448,788
	100	Justsystems Corp.	5,492
	1,913	Kainos Group plc	39,348
	28,736	Mastercard, Inc. Class A	10,231,453
	4,598	Micro Focus International plc	35,125
	126,295	Microsoft Corp.	29,776,572
	2,254	NEC Corp.	133,089
	477	NET One Systems Co. Ltd.	15,282
	3,006	Nihon Unisys Ltd.	92,965
	214	Nomura Research Institute Ltd.	6,649
	5,085	NTT Data Corp.	78,863
	130,499	Oracle Corp.	9,157,115
	600	Oracle Corp. Japan	58,737
	42,871	PayPal Holdings, Inc.*	10,410,794
	8,481	Sage Group plc (The)	71,649
	44,644	salesforce.com, Inc.*	9,458,724
	10,765	SAP SE	1,320,399
	162	SCSK Corp.	9,628
	10,405	ServiceNow, Inc.*	5,203,645
	346	Softcat plc	8,648
	2,212	Sopra Steria Group SACA	369,621
	454	Synopsys, Inc.*	112,492
	8,244	TeamViewer AG*	352,565
	582	TIS, Inc.	13,934
	1,200	Trend Micro, Inc.	60,238
	13,015	Twilio, Inc. Class A*	4,434,991
	33	Tyler Technologies, Inc.*	14,009
	17,532	VeriSign, Inc.*	3,484,660
	55,919	Visa, Inc. Class A	11,839,730
	31,873	Western Union Co. (The)	785,988
	996	Worldline SA*	83,382

			154,984,805

	Technology Hardware & Equipment – 2.2%
	5,218	Alps Alpine Co. Ltd.	69,204
	1,732	Amano Corp.	42,131
	6,884	Amphenol Corp. Class A	454,137
	1,900	Anritsu Corp.	41,587
	233,195	Apple, Inc.	28,484,769
	13,122	Arista Networks, Inc.*	3,961,401
	283	Azbil Corp.	12,201
	4,962	Brother Industries Ltd.	110,208
	2,931	Canon Marketing Japan, Inc.	65,236
	5,125	Canon, Inc.	116,512
	4,073	CDW Corp.	675,100
	119,431	Ciena Corp.*	6,535,264
	231,746	Cisco Systems, Inc.	11,983,586
	7,673	Corning, Inc.	333,852
	15,966	F5 Networks, Inc.*	3,330,827
	2,132	FUJIFILM Holdings Corp.	126,829
	331	Halma plc	10,829
	47,082	Hewlett Packard Enterprise Co.	741,071
	4,862	Hitachi Ltd.	220,387
	636	Horiba Ltd.	40,246
	35,793	HP, Inc.	1,136,428

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Technology Hardware & Equipment – (continued)
	184	Ibiden Co. Ltd.	$ 8,501
	206	IPG Photonics Corp.*	43,454
	32,516	Juniper Networks, Inc.	823,630
	26,812	Keysight Technologies, Inc.*	3,844,841
	18,690	Konica Minolta, Inc.	101,792
	7,229	Motorola Solutions, Inc.	1,359,413
	241	Murata Manufacturing Co. Ltd.	19,399
	29,251	NetApp, Inc.	2,125,670
	2,497	Nippon Electric Glass Co. Ltd.	58,042
	95,056	Nokia OYJ	379,619
	9,215	Oki Electric Industry Co. Ltd.	96,002
	1,000	Omron Corp.	78,332
	480	Oxford Instruments plc	12,600
	125	Renishaw plc	11,036
	14,004	Ricoh Co. Ltd.	142,745
	5,655	Seagate Technology plc	434,021
	5,019	Seiko Epson Corp.	81,936
	1,121	Spectris plc	51,420
	13,602	Spirent Communications plc	44,714
	81	Taiyo Yuden Co. Ltd.	3,825
	5,585	TE Connectivity Ltd.	721,079
	2,600	Topcon Corp.	31,632
	7,478	Trimble, Inc.*	581,714
	8,390	Western Digital Corp.	560,033
	644	Yokogawa Electric Corp.	11,896
	6,808	Zebra Technologies Corp. Class A*	3,303,105

			73,422,256

	Telecommunication Services – 0.5%
	11,000	Airtel Africa plc	12,022
	60,549	AT&T, Inc.	1,832,818
	80,479	BT Group plc	171,687
	16,316	Deutsche Telekom AG (Registered)	328,824
	1,765	Elisa OYJ	105,871
	2,272	Freenet AG	54,427
	480	Helios Towers plc*	1,117
	5,300	KDDI Corp.	163,297
	37,686	Koninklijke KPN NV	127,833
	87,522	Lumen Technologies, Inc.	1,168,419
	14,277	Nippon Telegraph & Telephone Corp.	368,374
	8,223	Orange SA	101,192
	1,283	Proximus SADP	27,915
	3,377	SoftBank Corp.	43,933
	325	SoftBank Group Corp.	27,670
	466,469	Telecom Italia SpA	252,352
	37,815	Telefonica Deutschland Holding AG	110,929
	46,926	Telefonica SA	210,974
	66,567	T-Mobile US, Inc.*	8,340,179
	1,917	United Internet AG (Registered)	76,960
	49,523	Verizon Communications, Inc.	2,879,762
	268,025	Vodafone Group plc	488,764

			16,895,319

	Transportation – 0.3%
	2,100	Abertis Infraestructuras SA^(b)	—
	1,700	ANA Holdings, Inc.*	39,556
	7,885	Atlantia SpA	147,562
	5,426	CH Robinson Worldwide, Inc.	517,803
	1,296	Clarkson plc	49,133



Shares		Description	Value

	Common Stocks – (continued)
	Transportation – (continued)
	10,976	Deutsche Lufthansa AG (Registered)*	$ 145,578
	12,362	Deutsche Post AG (Registered)	678,190
	2,115	Expeditors International of Washington, Inc.	227,764
	2,768	FedEx Corp.	786,223
	70,246	Firstgroup plc*	89,142
	4,300	Japan Airlines Co. Ltd.	96,303
	200	Japan Airport Terminal Co. Ltd.	9,864
	2,096	JB Hunt Transport Services, Inc.	352,275
	1,817	Kamigumi Co. Ltd.	34,470
	1,062	Kansas City Southern	280,283
	836	Nippon Yusen KK	28,592
	3,995	Old Dominion Freight Line, Inc.	960,438
	32,603	Royal Mail plc	226,909
	980	Sankyu, Inc.	43,119
	1,000	Seibu Holdings, Inc.	11,043
	2,211	SG Holdings Co. Ltd.	50,763
	66,159	Southwest Airlines Co.	4,039,668
	4,018	Union Pacific Corp.	885,607
	8,825	United Parcel Service, Inc. Class B	1,500,162
	69	Wizz Air Holdings plc*	4,586
	1,302	Yamato Holdings Co. Ltd.	35,755

			11,240,788

	Utilities – 0.7%
	128,038	A2A SpA	233,042
	416	Acciona SA	69,902
	212,575	AES Corp. (The)	5,699,136
	1,107	American Water Works Co., Inc.	165,961
	3,410	Atmos Energy Corp.	337,079
	21,523	CenterPoint Energy, Inc.	487,496
	240,318	Centrica plc	179,408
	1,820	Chubu Electric Power Co., Inc.	23,452
	8,493	CMS Energy Corp.	519,941
	5,106	Consolidated Edison, Inc.	381,929
	14,380	ContourGlobal plc	40,514
	22,072	Drax Group plc	127,800
	7,263	DTE Energy Co.	966,996
	3,736	Duke Energy Corp.	360,636
	8,309	Edison International	486,907
	4,806	EDP - Energias de Portugal SA	27,450
	1,659	EDP Renovaveis SA	35,447
	1,153	Electric Power Development Co. Ltd.	20,177
	2,954	Electricite de France SA	39,626
	8,648	Enagas SA	188,274
	2,332	Endesa SA	61,804
	51,144	Enel SpA	508,748
	14,739	Engie SA	209,372
	7,219	Entergy Corp.	718,074
	6,355	Evergy, Inc.	378,313
	21,770	Exelon Corp.	952,220
	12,136	FirstEnergy Corp.	420,998
	4,562	Fortum OYJ	121,847
	90,744	Hera SpA	347,957
	7,310	Hokkaido Electric Power Co., Inc.	33,429
	3,871	Hokuriku Electric Power Co.	26,531
	3,793	Iberdrola SA	48,956
	14,991	Italgas SpA	97,353

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Utilities – (continued)
	77,176	NextEra Energy, Inc.	$ 5,835,277
	6,759	NiSource, Inc.	162,960
	12,196	NRG Energy, Inc.	460,155
	800	Osaka Gas Co. Ltd.	15,612
	1,623	Pinnacle West Capital Corp.	132,031
	6,906	PPL Corp.	199,169
	2,560	Public Service Enterprise Group, Inc.	154,138
	7,603	Rubis SCA	359,813
	3,137	RWE AG	123,101
	3,177	Severn Trent plc	101,052
	15,254	Snam SpA	84,567
	8,166	Southern Co. (The)	507,599
	18,411	SSE plc	369,159
	16,220	Suez SA	343,523
	3,596	Telecom Plus plc	62,956
	1,200	Toho Gas Co. Ltd.	74,050
	2,790	Tokyo Gas Co. Ltd.	62,158
	5,476	Veolia Environnement SA	140,484
	2,243	Verbund AG Class A	162,929

			23,667,508

	TOTAL COMMON STOCKS (Cost $915,009,227)		$ 1,081,087,508



	Exchange-Traded Funds – 15.3%
	147,559	Invesco Emerging Markets Sovereign Debt ETF^(a)	$ 3,950,154
	3,470,484	Invesco Senior Loan ETF	76,801,811
	5,900,027	iShares Core MSCI Emerging Markets ETF	379,725,738
	504,292	SPDR Bloomberg Barclays Convertible Securities ETF	42,032,738
	168,414	SPDR Dow Jones International Real Estate ETF^(a)	5,801,862
	54,112	SPDR Dow Jones REIT ETF^(a)	5,122,783

	TOTAL EXCHANGE-TRADED FUNDS (Cost $446,333,211)		$ 513,435,086



Units		Description	Expiration Month	Value

*Right^ – 0.0%**
Utilities – 0.0%
	15,254	Snam SpA	04/2021	$ 16
(Cost $0)



Shares		Dividend Rate	Value

	Investment Company^(c) – 46.0%
	Goldman Sachs Financial Square Government Fund — Institutional Shares
	1,541,673,111	0.036%	$ 1,541,673,111
	(Cost $1,541,673,111)

	TOTAL INVESTMENTS BEFORE SECURITIES- LENDING REINVESTMENT VEHICLE (Cost $2,903,015,549)		$ 3,136,195,721



Shares	Dividend Rate	Value

Securities Lending Reinvestment Vehicle^(c) – 0.2%
Goldman Sachs Financial Square Government Fund — Institutional Shares
8,374,500	0.036%	$ 8,374,500
(Cost $8,374,500)

TOTAL INVESTMENTS – 93.8% (Cost $2,911,390,049)		$3,144,570,221

OTHER ASSETS IN EXCESS OF LIABILITIES – 6.2%		207,960,463

NET ASSETS – 100.0%		$3,352,530,684



The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.



*		Security is currently in default and/or non-income producing.

(a)		All or a portion of security is on loan.

(b)		Significant unobservable inputs were used in the valuation of this portfolio security; i.e., Level 3.

(c)		Represents an Affiliated Issuer.



Investment Abbreviations:
REIT		— Real Estate Investment Trust
SPDR		— Standard and Poor’s Depositary Receipts

Currency Abbreviations:
AUD		— Australian Dollar
CAD		— Canadian Dollar
CHF		— Swiss Franc
CLP		— Chilean Peso
EUR		— Euro
GBP		— British Pound
HUF		— Hungarian Forint
IDR		— Indonesian Rupiah
ILS		— Israel New Shekel
INR		— Indian Rupee
JPY		— Japanese Yen
NOK		— Norwegian Krone
NZD		— New Zealand Dollar
PHP		— Philippines Peso
PLN		— Polish Zloty
TWD		— Taiwan Dollar
USD		— United States Dollar
ZAR		— South African Rand



For information on the mutual funds, please call our toll-free Shareholder Services Line at 1-800-526-7384 or visit us on the web at www.GSAMFUNDS.com.

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At March 31, 2021, the Fund had the following forward foreign currency exchange contracts:

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN


Counterparty	Currency Purchased		Currency Sold		Settlement Date		Unrealized Gain

JPMorgan Chase Bank NA	NOK	32,130,000	USD	3,751,898		04/23/2021	$	4,663
	PHP	491,070,000	USD	10,068,063		04/29/2021		24,521
	USD	15,862,628	CHF	14,780,000		04/23/2021		217,246
	USD	51,658,223	EUR	43,460,000		04/23/2021		673,653
	USD	9,533,292	GBP	6,880,000		04/23/2021		47,955
	USD	48,594,543	JPY	5,293,610,000		04/23/2021		776,570
	USD	3,897,349	NZD	5,570,000		04/23/2021		7,367
	USD	3,456,817	PLN	13,310,000		04/23/2021		88,543
	USD	1,663,145	TWD	47,220,000		04/29/2021		89

TOTAL							$	1,840,607

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS


Counterparty	Currency Purchased		Currency Sold		Settlement Date		Unrealized Loss

JPMorgan Chase Bank NA	AUD	13,190,000	USD	10,213,975		04/23/2021	$	(194,415	)
	CAD	31,180,000	USD	24,911,769		04/23/2021		(99,589	)
	CLP	2,982,320,000	USD	4,160,559		04/29/2021		(20,223	)
	IDR	49,369,190,000	USD	3,412,656		04/29/2021		(35,063	)
	ILS	11,630,000	USD	3,533,064		04/23/2021		(53,811	)
	INR	1,151,060,000	USD	15,765,824		04/29/2021		(104,276	)
	NZD	13,010,000	USD	9,303,958		04/23/2021		(218,023	)
	USD	4,015,101	CAD	5,070,000		04/23/2021		(19,465	)
	USD	3,689,020	GBP	2,690,000		04/23/2021		(19,636	)
	USD	4,283,416	HUF	1,325,770,000		04/23/2021		(8,640	)
	USD	5,658,739	TWD	161,030,000		04/29/2021		(12,625	)
	ZAR	58,420,000	USD	3,949,783		04/23/2021		(1,713	)

TOTAL							$	(787,479	)

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

FUTURES CONTRACTS — At March 31, 2021, the Fund had the following futures contracts:


Description	Number of Contracts	Expiration Date		Notional Amount			Unrealized Appreciation/ (Depreciation)

Long position contracts:
3 Month Canadian Bankers Acceptance	48		06/14/2021	$	9,505,371		$	2,865
3 Month Canadian Bankers Acceptance	42		09/13/2021		8,315,947			819
3 Month Canadian Bankers Acceptance	55		12/13/2021		10,885,006			(1,884	)
Amsterdam Exchange Index	51		04/16/2021		8,362,791			199,229
Brent Crude Oil	130		04/30/2021		8,179,600			(604,761	)
CAC 40 10 Euro Index	130		04/16/2021		9,247,678			24,130
Copper	74		05/26/2021		7,374,100			412,970
Corn	127		05/14/2021		3,582,988			105,962
DAX Index	45		06/18/2021		19,827,572			561,823
EURO STOXX 50 Index	2,983		06/18/2021		135,239,026			2,528,429
Euro-Bobl	273		06/08/2021		43,229,463			(81,829	)
Euro-BTP	158		06/08/2021		27,665,143			235,889
Euro-OAT	65		06/08/2021		12,337,097			(52,244	)
FTSE 100 Index	619		06/18/2021		56,999,741			(514,256	)
FTSE/JSE Top 40 Index	170		06/17/2021		7,046,477			(123,699	)
FTSE/MIB Index	58		06/18/2021		8,295,985			125,622
Hang Seng Index	60		04/29/2021		10,927,053			23,839
HSCEI	91		04/29/2021		6,404,684			127,800
IBEX 35 Index	62		04/16/2021		6,243,166			(3,125	)
KOSPI 200 Index	63		06/10/2021		5,770,477			140,949
LME Aluminum Base Metal	216		04/21/2021		11,848,950			700,935
LME Aluminum Base Metal	168		05/19/2021		9,241,050			118,553
LME Lead Base Metal	88		04/21/2021		4,305,400			(210,946	)
LME Lead Base Metal	89		05/19/2021		4,373,794			(74,589	)
LME Nickel Base Metal	58		04/21/2021		5,578,440			(696,353	)
LME Nickel Base Metal	44		05/19/2021		4,236,276			(98,476	)
LME Zinc Base Metal	75		04/21/2021		5,263,594			2,240
LME Zinc Base Metal	79		05/19/2021		5,554,194			82,904
Low Sulphur Gasoil	85		05/12/2021		4,235,125			(312,546	)
NASDAQ 100 E-Mini Index	39		06/18/2021		10,210,005			16,694
NY Harbor ULSD	71		04/30/2021		5,291,559			(394,715	)
OMXS30 Index	305		04/16/2021		7,638,576			92,842
RBOB Gasoline	60		04/30/2021		4,942,980			(216,886	)
Russell 2000 E-Mini Index	154		06/18/2021		17,113,250			(975,070	)
S&P Midcap 400 E-Mini Index	42		06/18/2021		10,942,260			(180,613	)
S&P/TSX 60 Index	52		06/17/2021		9,195,066			(42,917	)
SET50 Index	797		06/29/2021		4,922,782			(1,557	)
Silver	48		05/26/2021		5,876,400			(617,652	)
Soybean	97		05/14/2021		6,968,238			344,044
TOPIX Index	207		06/10/2021		36,529,962			1,100,027
U.S. Treasury 2 Year Note	209		06/30/2021		46,135,117			(42,315	)
U.S. Treasury 5 Year Note	1		06/30/2021		123,453			(1,535	)
WTI Crude Oil	164		04/20/2021		9,730,120			(869,652	)

Total							$	830,945

Short position contracts:
100 oz Gold	(121)		06/28/2021	$	(20,671,640	)	$	47,646
3 Month Eurodollar	(31)		12/19/2022		(7,711,638	)		5,716
3 Month Eurodollar	(158)		03/13/2023		(39,263,000	)		37,883
3 Month Euroswiss	(107)		06/14/2021		(28,514,654	)		(1,562	)
3 Month Euroswiss	(109)		09/13/2021		(29,041,872	)		(245	)
3 Month Euroswiss	(79)		12/13/2021		(21,048,696	)		(1,970	)
3 Month Sterling	(98)		06/16/2021		(16,871,807	)		842
3 Month Sterling	(132)		09/15/2021		(22,725,291	)		1,456
3 Month Sterling	(194)		12/15/2021		(33,387,590	)		5,162
3 Month Sterling	(153)		03/16/2022		(26,311,676	)		669
3 Month Sterling	(232)		06/15/2022		(39,881,451	)		3,229

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

FUTURES CONTRACTS (continued)


Description	Number of Contracts	Expiration Date		Notional Amount			Unrealized Appreciation/ (Depreciation)

Short position contracts: (continued)
3 Month Sterling	(296)		09/21/2022	$	(50,852,626	)	$	9,895
3 Month Sterling	(349)		12/21/2022		(59,915,895	)		15,723
3 Month Sterling	(359)		03/15/2023		(61,586,285	)		23,797
Australia 10 Year Bond	(86)		06/15/2021		(9,007,406	)		106,310
Canada 10 Year Bond	(126)		06/21/2021		(13,931,487	)		97,952
Euro-Bund	(35)		06/08/2021		(7,025,998	)		30,216
Euro-Buxl	(17)		06/08/2021		(4,102,808	)		46,294
Euro-Schatz	(121)		06/08/2021		(15,905,201	)		1,135
Japan 10 Year Bond	(4)		06/14/2021		(5,453,150	)		(4,900	)
LME Aluminum Base Metal	(216)		04/21/2021		(11,848,950	)		(169,115	)
LME Lead Base Metal	(88)		04/21/2021		(4,305,400	)		78,929
LME Lead Base Metal	(77)		05/19/2021		(3,784,069	)		(75,793	)
LME Nickel Base Metal	(58)		04/21/2021		(5,578,440	)		124,405
LME Nickel Base Metal	(36)		05/19/2021		(3,466,044	)		86,667
LME Zinc Base Metal	(75)		04/21/2021		(5,263,594	)		(80,856	)
Long Gilt	(141)		06/28/2021		(24,801,276	)		178,001
Natural Gas	(210)		04/28/2021		(5,466,300	)		(101,380	)
S&P 500 E-Mini Index	(1,188)		06/18/2021		(235,663,560	)		(581,518	)
U.S. Treasury 10 Year Note	(485)		06/21/2021		(63,565,312	)		355,167
U.S. Treasury Long Bond	(145)		06/21/2021		(22,452,344	)		779,490

Total							$	1,019,245

Total Futures Contracts							$	1,850,190

SWAP CONTRACTS — At March 31, 2021, the Fund had the following swap contracts:

CENTRALLY CLEARED CREDIT DEFAULT SWAP CONTRACTS


Reference Obligation/Index^(a)	Financing Rate Received (Paid) by the Fund		Credit Spread at March 31, 2021^(b)		Termination Date		Notional Amount (000’s)		Value		Upfront Premium (Received) Paid		Unrealized Appreciation/ (Depreciation)

Protection Sold:
iTraxx Europe Crossover Index		5.000%		2.525%		06/20/2026	EUR	82,800	$	11,671,172	$	10,671,563	$	999,609
iTraxx Europe Index		1.000		0.521		06/20/2026		21,050		625,560		593,547		32,013
Markit CDX North America High Yield Index		5.000		3.076		06/20/2026	USD	135,800		12,322,816		11,545,634		777,182
Markit CDX North America Investment Grade Index		1.000		0.538		06/20/2026		16,850		399,775		365,232		34,543

TOTAL									$	25,019,323	$	23,175,976	$	1,843,347

(a)

Payments received quarterly.

(b)

Credit spread on the referenced obligation, together with the period of expiration, are indicators of payment/performance risk. The likelihood of a credit event occurring which would require a fund or its counterparty to make a payment or otherwise be required to perform under the swap contract is generally greater as the credit spread and term of the swap contract increase.

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS


Referenced Obligation/Index	Financing Rate Received (Paid) by the Fund		Counterparty	Termination Date		Notional Amount (000’s)		Unrealized Appreciation/ (Depreciation)^(a)

Alerian MLP Index Total Return^(b)		(0.106)%	Bank of America NA		05/17/2021	USD	13,592	$	(779,668	)
Bloomberg Roll Select Commodity Index Total Return^(c)		(0.000)	JPMorgan Chase Bank NA		02/28/2022		8,993		(34,199	)
Euro Stoxx Gross Total Return Index^(d)		0.548			06/16/2021	EUR	39,807		(900,173	)
FTSE 100 Total Return Index^(d)		0.051			09/15/2021	GBP	16,291		78,031
J.P. Morgan Bespoke Global Healthcare Sector Index^(b)		(0.106)			08/24/2021	USD	56,613		585,832
J.P. Morgan Bespoke Global Materials Sector Index^(b)		(0.106)			08/24/2021		23,127		(202,477	)
J.P. Morgan Bespoke Global Technology Sector Index^(b)		(0.106)			08/24/2021		35,433		478,415
MSCI The World Growth Net Return Index^(b)		(0.106)			08/25/2021		81,850		(402,481	)
MSCI The World Net Return Index^(d)		0.106			08/25/2021		261,637		615,763

TOTAL								$	(560,957	)

(a)

There are no upfront payments on the swap contracts listed above; therefore the unrealized gains (losses) on the swap contracts are equal to their value.

(b)

Payments made monthly.

(c)

Payments made weekly.

(d)

Payments received monthly.

PURCHASED OPTIONS CONTRACTS and WRITTEN OPTIONS CONTRACTS — At March 31, 2021, the Fund had the following purchased & written options contracts:

EXCHANGE TRADED INDEX OPTIONS


Description	Exercise Price		Expiration Date		Number of Contracts		Notional Amount			Value			Premiums Paid (Received) by the Fund			Unrealized Appreciation/ Depreciation

Purchased options contracts:
Puts
S&P 500 Index		3,010 USD		04/30/2021		22	$	8,740,358		$	4,180		$	33,734		$	(29,554	)
		3,080 USD		04/30/2021		76		30,193,964			17,480			83,555			(66,075	)
		3,300 USD		04/30/2021		128		50,852,992			51,840			142,618			(90,778	)
		3,305 USD		04/30/2021		184		73,101,176			74,520			130,996			(56,476	)
		3,445 USD		04/30/2021		226		89,787,314			101,700			143,742			(42,042	)

Total purchased options contracts						636				$	249,720		$	534,645		$	(284,925	)

Written options contracts:
Puts
S&P 500 Index		3,805 USD		04/30/2021		22	$	(8,740,358	)	$	(64,900	)	$	(259,126	)	$	194,226
		3,815 USD		04/30/2021		76		(30,193,964	)		(235,220	)		(675,415	)		440,195
		3,865 USD		04/30/2021		184		(73,101,176	)		(724,960	)		(1,051,836	)		326,876
		3,920 USD		04/30/2021		128		(50,852,992	)		(667,520	)		(1,124,961	)		457,441
		3,925 USD		04/30/2021		226		(89,787,314	)		(1,209,100	)		(1,123,028	)		(86,072	)

Total written options contracts						636				$	(2,901,700	)	$	(4,234,366	)	$	1,332,666

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments

March 31, 2021 (Unaudited)



Shares		Dividend Rate	Value

	Investment Company^(a) – 66.6%
	Goldman Sachs Financial Square Government Fund — Institutional Shares
	21,709,882	0.036%	$21,709,882

	TOTAL INVESTMENTS – 66.6% (Cost $21,709,882)		$21,709,882

	OTHER ASSETS IN EXCESS OF LIABILITIES – 33.4%		10,866,654

	NET ASSETS – 100.0%		$32,576,536



The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.

(a)		Represents an Affiliated Issuer.



Currency Abbreviations:
AUD		— Australian Dollar
BRL		— Brazilian Real
CAD		— Canadian Dollar
CHF		— Swiss Franc
CLP		— Chilean Peso
COP		— Colombian Peso
CZK		— Czech Koruna
EUR		— Euro
GBP		— British Pound
HUF		— Hungarian Forint
IDR		— Indonesian Rupiah
ILS		— Israel New Shekel
INR		— Indian Rupee
JPY		— Japanese Yen
KRW		— South Korean Won
MXN		— Mexican Peso
NOK		— Norwegian Krone
NZD		— New Zealand Dollar
PEN		— Peru Nuevo Sol
PHP		— Philippines Peso
PLN		— Polish Zloty
RUB		— Russian Ruble
SEK		— Swedish Krona
THB		— Thailand Baht
TWD		— Taiwan Dollar
USD		— United States Dollar
ZAR		— South African Rand



For information on the mutual funds, please call our toll-free Shareholder Services Line at 1-800-526-7384 or visit us on the web at www.GSAMFUNDS.com.

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At March 31, 2021, the Fund had the following forward foreign currency exchange contracts:

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN


Counterparty	Currency Purchased		Currency Sold		Settlement Date		Unrealized Gain

Morgan Stanley Co., Inc.	MXN	12,860,000	USD	627,029		04/23/2021	$	912
	PHP	75,140,000	USD	1,539,878		04/29/2021		4,416
	USD	99,853	BRL	550,000		04/29/2021		2,279
	USD	133,596	CLP	95,650,000		04/29/2021		805
	USD	704,884	COP	2,507,680,000		04/29/2021		20,270
	USD	476,541	CZK	10,470,000		04/23/2021		6,102
	USD	463,647	ILS	1,530,000		04/23/2021		5,929
	USD	160,429	INR	11,790,000		04/29/2021		12
	USD	234,215	PEN	870,000		04/29/2021		1,812
	USD	698,366	PLN	2,710,000		04/23/2021		12,565
	USD	249,968	SEK	2,180,000		04/23/2021		311
	USD	1,279,418	THB	39,530,000		04/23/2021		14,562

TOTAL							$	69,975

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS



Counterparty	Currency Purchased		Currency Sold		Settlement Date		Unrealized Loss

Morgan Stanley Co., Inc.	IDR	16,276,250,000	USD	1,125,097		04/29/2021	$	(11,557	)
	INR	293,730,000	USD	4,022,714		04/29/2021		(26,166	)
	NOK	1,980,000	USD	232,023		04/23/2021		(526	)
	RUB	46,330,000	USD	622,478		04/29/2021		(11,325	)
	SEK	8,340,000	USD	974,288		04/23/2021		(19,176	)
	USD	883,609	HUF	273,490,000		04/23/2021		(1,789	)
	USD	240,651	KRW	272,220,000		04/29/2021		(749	)
	USD	1,437,639	NOK	12,310,000		04/23/2021		(1,616	)
	USD	242,372	TWD	6,890,000		04/29/2021		(289	)
	ZAR	18,590,000	USD	1,256,768		04/23/2021		(442	)

TOTAL							$	(73,635	)

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

FUTURES CONTRACTS — At March 31, 2021, the Fund had the following futures contracts:


Description	Number of Contracts	Expiration Date		Notional Amount		Unrealized Appreciation/ (Depreciation)

Long position contracts:
100 oz Gold	1		06/28/2021	$	170,840	$	(3,203	)
3 Month Canadian Bankers Acceptance	2		06/14/2021		396,057		55
3 Month Canadian Bankers Acceptance	2		09/13/2021		395,997		(5	)
3 Month Canadian Bankers Acceptance	2		12/13/2021		395,818		(14	)
Amsterdam Exchange Index	1		04/16/2021		163,976		3,902
Australia 10 Year Bond	42		06/15/2021		4,398,966		(32,383	)
Brent Crude Oil	24		07/30/2021		1,480,320		(67,928	)
CAC 40 10 Euro Index	2		04/16/2021		142,272		373
Canada 10 Year Bond	159		06/21/2021		17,580,210		(44,622	)
Cocoa	63		09/15/2021		1,513,260		(94,454	)
Coffee “C”	31		09/20/2021		1,479,862		(72,784	)
Copper	15		09/28/2021		1,496,250		(23,054	)
Corn	65		09/14/2021		1,612,000		(3,092	)
Cotton No. 2	39		12/08/2021		1,561,950		(61,760	)
DAX Index	1		06/18/2021		440,613		12,498
EURO STOXX 50 Index	10		06/18/2021		453,366		7,862
Euro-BTP	2		06/08/2021		350,192		695
Feeder Cattle	13		05/27/2021		973,375		16,693
Foreign Exchange AUD/USD	8		06/14/2021		607,880		(12,411	)
Foreign Exchange CAD/USD	21		06/15/2021		1,671,285		(3,645	)
Foreign Exchange NZD/USD	7		06/14/2021		488,810		(15,643	)
FTSE 100 Index	2		06/18/2021		184,167		(797	)
FTSE/JSE Top 40 Index	2		06/17/2021		82,900		(1,462	)
FTSE/MIB Index	1		06/18/2021		143,034		2,162
Hang Seng Index	1		04/29/2021		182,118		361
HSCEI	1		04/29/2021		70,381		1,404
IBEX 35 Index	1		04/16/2021		100,696		(46	)
Japan 10 Year Bond	9		06/14/2021		12,269,587		(31,117	)
KC HRW Wheat	53		09/14/2021		1,560,188		(101,133	)
KOSPI 200 Index	1		06/10/2021		91,595		2,239
Lean Hogs	38		08/13/2021		1,548,500		80,116
Live Cattle	32		08/31/2021		1,558,720		46,617
LME Aluminum Base Metal	43		04/21/2021		2,358,819		135,507
LME Aluminum Base Metal	14		05/19/2021		770,088		45,413
LME Aluminum Base Metal	17		06/16/2021		938,719		81,298
LME Aluminum Base Metal	33		07/21/2021		1,827,994		83,937
LME Aluminum Base Metal	30		08/18/2021		1,665,188		23,150
LME Lead Base Metal	4		04/21/2021		195,700		(11,172	)
LME Lead Base Metal	3		05/19/2021		147,431		(2,514	)
LME Nickel Base Metal	3		04/21/2021		288,540		(42,375	)
LME Nickel Base Metal	1		05/19/2021		96,279		(2,238	)
LME Zinc Base Metal	33		04/21/2021		2,315,981		54,211
LME Zinc Base Metal	9		05/19/2021		632,756		3,329
LME Zinc Base Metal	13		06/16/2021		915,444		20,010
LME Zinc Base Metal	24		07/21/2021		1,693,050		37,844
LME Zinc Base Metal	24		08/18/2021		1,695,300		20,720
Low Sulphur Gasoil	30		08/12/2021		1,510,500		(102,060	)
NASDAQ 100 E-Mini Index	1		06/18/2021		261,795		6,233
Natural Gas	56		07/28/2021		1,538,880		(54,505	)
NY Harbor ULSD	20		07/30/2021		1,498,140		(80,401	)
OMXS30 Index	5		04/16/2021		125,223		1,555
RBOB Gasoline	19		07/30/2021		1,529,686		(22,972	)
Russell 2000 E-Mini Index	1		06/18/2021		111,125		(6,327	)
S&P 500 E-Mini Index	5		06/18/2021		991,850		2,448
S&P/TSX 60 Index	1		06/17/2021		176,828		(607	)

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

FUTURES CONTRACTS (continued)


Description	Number of Contracts	Expiration Date		Notional Amount			Unrealized Appreciation/ (Depreciation)

Long position contracts: (continued)
SET50 Index	11		06/29/2021	$	67,943		$	421
Silver	3		05/26/2021		367,275			(11,768	)
Soybean	26		11/12/2021		1,633,125			14,106
Soybean Oil	57		12/14/2021		1,577,646			(18,888	)
Sugar No. 11	93		09/30/2021		1,539,485			(63,744	)
TOPIX Index	1		06/10/2021		176,473			5,334
U.S. Treasury 2 Year Note	1		06/30/2021		220,742			(33	)
Wheat	51		09/14/2021		1,575,262			(53,187	)
WTI Crude Oil	25		07/20/2021		1,470,750			(79,190	)

Total							$	(411,041	)

Short position contracts:
3 Month Eurodollar	(1)		12/19/2022	$	(248,762	)	$	98
3 Month Eurodollar	(5)		03/13/2023		(1,242,500	)		1,238
3 Month Euroswiss	(3)		06/14/2021		(799,476	)		(82	)
3 Month Euroswiss	(3)		09/13/2021		(799,318	)		53
3 Month Euroswiss	(3)		12/13/2021		(799,318	)		(59	)
3 Month Sterling	(3)		06/16/2021		(516,484	)		29
3 Month Sterling	(4)		09/15/2021		(688,645	)		54
3 Month Sterling	(7)		12/15/2021		(1,204,707	)		188
3 Month Sterling	(5)		03/16/2022		(859,859	)		45
3 Month Sterling	(7)		06/15/2022		(1,203,320	)		60
3 Month Sterling	(9)		09/21/2022		(1,546,195	)		223
3 Month Sterling	(10)		12/21/2022		(1,716,788	)		571
3 Month Sterling	(11)		03/15/2023		(1,887,045	)		622
Brent Crude Oil	(20)		04/30/2021		(1,258,400	)		63,900
CBOE Volatility Index	(35)		04/21/2021		(725,690	)		244,770
CBOE Volatility Index	(31)		05/19/2021		(702,950	)		188,013
CBOE Volatility Index	(34)		06/16/2021		(803,988	)		94,611
Cocoa	(82)		05/13/2021		(1,925,360	)		154,792
Coffee “C”	(36)		05/18/2021		(1,667,250	)		133,821
Copper	(11)		05/26/2021		(1,096,150	)		25,477
Corn	(71)		05/14/2021		(2,003,088	)		(57,999	)
Cotton No. 2	(45)		05/06/2021		(1,819,800	)		133,938
Euro-Bund	(120)		06/08/2021		(24,089,135	)		(9,797	)
Euro-Buxl	(1)		06/08/2021		(241,342	)		1,730
Euro-OAT	(1)		06/08/2021		(189,802	)		820
Euro-Schatz	(7)		06/08/2021		(920,136	)		64
Foreign Exchange CHF/USD	(29)		06/14/2021		(3,842,862	)		81,089
Foreign Exchange EUR/USD	(22)		06/14/2021		(3,229,462	)		65,617
Foreign Exchange GBP/USD	(9)		06/14/2021		(775,575	)		4,800
Foreign Exchange JPY/USD	(6)		06/14/2021		(677,812	)		4,256
KC HRW Wheat	(43)		05/14/2021		(1,240,012	)		92,487
Lean Hogs	(52)		06/14/2021		(2,189,200	)		(172,794	)
Live Cattle	(56)		06/30/2021		(2,746,240	)		(85,646	)
LME Aluminum Base Metal	(43)		04/21/2021		(2,358,819	)		(146,968	)
LME Aluminum Base Metal	(36)		05/19/2021		(1,980,225	)		(63,423	)
LME Aluminum Base Metal	(17)		06/16/2021		(938,719	)		(82,637	)
LME Aluminum Base Metal	(33)		07/21/2021		(1,827,994	)		(33,780	)
LME Aluminum Base Metal	(3)		08/18/2021		(166,519	)		(44	)
LME Lead Base Metal	(4)		04/21/2021		(195,700	)		3,959
LME Lead Base Metal	(4)		05/19/2021		(196,575	)		(1,505	)
LME Nickel Base Metal	(3)		04/21/2021		(288,540	)		22,893
LME Nickel Base Metal	(1)		05/19/2021		(96,279	)		15
LME Zinc Base Metal	(33)		04/21/2021		(2,315,981	)		(47,393	)
LME Zinc Base Metal	(28)		05/19/2021		(1,968,575	)		(13,971	)

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

FUTURES CONTRACTS (continued)


Description	Number of Contracts	Expiration Date		Notional Amount			Unrealized Appreciation/ (Depreciation)

Short position contracts: (continued)
LME Zinc Base Metal	(13)		06/16/2021	$	(915,444	)	$	(49,656	)
LME Zinc Base Metal	(24)		07/21/2021		(1,693,050	)		(18,690	)
LME Zinc Base Metal	(2)		08/18/2021		(141,275	)		(410	)
Long Gilt	(57)		06/28/2021		(10,026,048	)		61,302
Low Sulphur Gasoil	(28)		05/12/2021		(1,395,100	)		100,194
Natural Gas	(51)		04/28/2021		(1,327,530	)		45,429
NY Harbor ULSD	(20)		04/30/2021		(1,490,580	)		72,756
RBOB Gasoline	(12)		04/30/2021		(988,596	)		28,241
Soybean	(14)		05/14/2021		(1,005,725	)		(16,982	)
Soybean Oil	(49)		05/14/2021		(1,556,436	)		(66,082	)
Sugar No. 11	(86)		04/30/2021		(1,422,646	)		114,784
U.S. Treasury 5 Year Note	(8)		06/30/2021		(987,625	)		4,291
U.S. Treasury 10 Year Note	(28)		06/21/2021		(3,669,750	)		(2,786	)
U.S. Treasury Long Bond	(5)		06/21/2021		(774,219	)		20,423
Wheat	(50)		05/14/2021		(1,546,875	)		80,506
WTI Crude Oil	(26)		04/20/2021		(1,542,580	)		108,879

Total							$	1,086,334

Total Futures Contracts							$	675,293

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

SWAP CONTRACTS — At March 31, 2021, the Fund had the following swap contracts:

CENTRALLY CLEARED CREDIT DEFAULT SWAP CONTRACTS


Reference Obligation/Index^(a)	Financing Rate Received (Paid) by the Fund		Credit Spread at March 31, 2021^(b)		Termination Date	Notional Amount (000’s)		Value		Upfront Premium (Received) Paid		Unrealized Appreciation/ (Depreciation)

Protection Sold:
iTraxx Europe Crossover Index		5.000%		2.525%	06/20/2026	EUR	200	$	28,191	$	25,725	$	2,466
iTraxx Europe Index		1.000		0.521	06/20/2026		700		20,802		19,705		1,097
Markit CDX North America High Yield Index		5.000		3.076	06/20/2026	USD	200		18,149		16,994		1,155
Markit CDX North America Investment Grade Index		1.000		0.538	06/20/2026		550		13,049		11,914		1,135

TOTAL								$	80,191	$	74,338	$	5,853

(a)

Payments received quarterly.

(b)

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS


Referenced Obligation/Index	Financing Rate Received (Paid) by the Fund		Counterparty	Termination Date		Notional Amount (000’s)		Unrealized Appreciation/ (Depreciation)^(a)

A basket (MLGSFDJP) of common stocks^(b)*		(0.075)%	Bank of America NA		01/28/2022	JPY	2,755,192	$	(344,308	)
A basket (MLGSFDUS) of common stock^(b)*		(0.107)			09/01/2021	USD	43,169		78,625
Russell 1000 Index Total Return^(c)		0.107			09/01/2021		26,798		(65,723	)
S&P 500 Total Return Index^(c)		0.107			09/01/2021		13,794		(8,450	)
TOPIX Total Return Index^(c)		0.075			01/28/2022	JPY	2,567,616		241,609
A basket (JPGSFDEU) of common stocks^(b)*		(0.550)	JPMorgan Chase Bank NA		06/16/2021	EUR	10,924		87,737
A basket (JPGSFDUK) of common stocks^(b)*		(0.049)			05/05/2021	GBP	2,881		1,259
Euro Stoxx Gross Total Return Index^(c)		0.550			06/16/2021	EUR	10,189		(94,940	)
FTSE 100 Total Return Index^(c)		0.049			05/05/2021	GBP	2,374		10,969

TOTAL								$	(93,222	)

(a)

There are no upfront payments on the swap contracts listed above; therefore the unrealized gains (losses) on the swap contracts are equal to their value.

(b)

Payments made weekly.

(c)

Payments received weekly.

The components of the basket shown below.

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDJP) of common stocks

Common Stocks	Sector	Shares		Value		Weight

Nippon Telegraph & Telephone Corp	Communication Services		367	$	1,043,707		4.52	%
Sony Group Corp	Consumer Discretionary		78		903,722		3.91
SoftBank Corp	Communication Services		595		855,843		3.70
Fujitsu Ltd	Information Technology		40		645,002		2.79
East Japan Railway Co	Industrials		62		485,237		2.10
Shiseido Co Ltd	Consumer Staples		60		446,405		1.93
Nitori Holdings Co Ltd	Consumer Discretionary		20		425,445		1.84
Kao Corp	Consumer Staples		57		419,056		1.81
Nintendo Co Ltd	Communication Services		6		400,530		1.73
Kobe Bussan Co Ltd	Consumer Staples		98		291,976		1.26
Daiichi Sankyo Co Ltd	Health Care		86		276,617		1.20
Aeon Co Ltd	Consumer Staples		79		260,719		1.13
Capcom Co Ltd	Communication Services		68		244,851		1.06
Kirin Holdings Co Ltd	Consumer Staples		110		232,641		1.01
Chugai Pharmaceutical Co Ltd	Health Care		50		226,573		0.98
Trend Micro Inc/Japan	Information Technology		40		220,671		0.95
Ricoh Co Ltd	Information Technology		196		220,510		0.95
Recruit Holdings Co Ltd	Industrials		37		202,231		0.88
Daikin Industries Ltd	Industrials		9		201,158		0.87
Pan Pacific International Holdings Corp	Consumer Discretionary		76		197,788		0.86
Kakaku.com Inc	Communication Services		65		196,694		0.85
Cosmos Pharmaceutical Corp	Consumer Staples		11		189,470		0.82
Nikon Corp	Consumer Discretionary		176		182,481		0.79
Sumitomo Rubber Industries Ltd	Consumer Discretionary		136		177,687		0.77
CyberAgent Inc	Communication Services		87		173,796		0.75
Daito Trust Construction Co Ltd	Real Estate		13		167,365		0.72
Kajima Corp	Industrials		106		167,243		0.72
Shimamura Co Ltd	Consumer Discretionary		13		162,585		0.70
Hikari Tsushin Inc	Consumer Discretionary		7		160,334		0.69
Casio Computer Co Ltd	Consumer Discretionary		75		155,363		0.67
Tsuruha Holdings Inc	Consumer Staples		11		153,376		0.66
Hoya Corp	Health Care		12		153,280		0.66
Honda Motor Co Ltd	Consumer Discretionary		45		150,976		0.65
MEIJI Holdings Co Ltd	Consumer Staples		20		142,592		0.62
Mitsubishi Electric Corp	Industrials		79		133,141		0.58
NET One Systems Co Ltd	Information Technology		37		131,555		0.57
Fancl Corp	Consumer Staples		35		131,317		0.57
Oracle Corp Japan	Information Technology		12		130,531		0.56
Nihon Unisys Ltd	Information Technology		38		129,713		0.56
Nihon Kohden Corp	Health Care		39		127,429		0.55
Otsuka Corp	Information Technology		24		125,978		0.55
Japan Post Bank Co Ltd	Financials		116		123,226		0.53
Shimizu Corp	Industrials		137		122,886		0.53
Pola Orbis Holdings Inc	Consumer Staples		46		122,397		0.53
Hoshizaki Corp	Industrials		12		119,948		0.52
Komatsu Ltd	Industrials		35		119,070		0.52
Tokio Marine Holdings Inc	Financials		23		118,764		0.51
Koei Tecmo Holdings Co Ltd	Communication Services		24		117,380		0.51
Hitachi Ltd	Information Technology		23		116,858		0.51
Obayashi Corp	Industrials		115		116,590		0.50
Welcia Holdings Co Ltd	Consumer Staples		29		109,838		0.48
Fast Retailing Co Ltd	Consumer Discretionary		1		109,772		0.48
Seven & i Holdings Co Ltd	Consumer Staples		24		109,298		0.47
Japan Airlines Co Ltd	Industrials		43		106,149		0.46
Iida Group Holdings Co Ltd	Consumer Discretionary		39		105,538		0.46
Bridgestone Corp	Consumer Discretionary		23		102,880		0.45
Yaskawa Electric Corp	Industrials		18		100,012		0.43
Lixil Corp	Industrials		32		97,545		0.42
Kobayashi Pharmaceutical Co Ltd	Consumer Staples		9		96,759		0.42
Sega Sammy Holdings Inc	Consumer Discretionary		54		93,609		0.41
Asahi Intecc Co Ltd	Health Care		31		93,132		0.40
Nippon Express Co Ltd	Industrials		11		92,121		0.40
Ebara Corp	Industrials		20		88,233		0.38
Suntory Beverage & Food Ltd	Consumer Staples		21		87,876		0.38
Sompo Holdings Inc	Financials		21		87,619		0.38
T&D Holdings Inc	Financials		61		87,576		0.38
Omron Corp	Information Technology		10		86,056		0.37
Penta-Ocean Construction Co Ltd	Industrials		98		85,056		0.37
Japan Exchange Group Inc	Financials		33		84,439		0.37
SCREEN Holdings Co Ltd	Information Technology		9		84,351		0.37
Toho Gas Co Ltd	Utilities		12		83,306		0.36
H.U. Group Holdings Inc	Health Care		22		83,170		0.36
Fujitsu General Ltd	Consumer Discretionary		26		81,566		0.35
DMG Mori Co Ltd	Industrials		45		80,777		0.35
Furukawa Electric Co Ltd	Industrials		27		80,056		0.35
TIS Inc	Information Technology		30		78,553		0.34

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDJP) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Yamaha Motor Co Ltd	Consumer Discretionary		28	$	77,129		0.33	%
Seven Bank Ltd	Financials		302		76,384		0.33
Lawson Inc	Consumer Staples		14		74,375		0.32
Mitsubishi Estate Co Ltd	Real Estate		38		73,808		0.32
Hakuhodo DY Holdings Inc	Communication Services		40		73,514		0.32
Lion Corp	Consumer Staples		34		73,284		0.32
Resona Holdings Inc	Financials		157		72,922		0.32
Canon Inc	Information Technology		29		72,726		0.31
Nissan Motor Co Ltd	Consumer Discretionary		117		71,839		0.31
Miura Co Ltd	Industrials		12		71,651		0.31
Nisshin Seifun Group Inc	Consumer Staples		39		71,526		0.31
Yokohama Rubber Co Ltd/The	Consumer Discretionary		36		71,142		0.31
Sugi Holdings Co Ltd	Consumer Staples		8		70,975		0.31
Resorttrust Inc	Consumer Discretionary		38		70,770		0.31
Hulic Co Ltd	Real Estate		54		70,565		0.31
Nifco Inc/Japan	Consumer Discretionary		17		70,529		0.31
Zensho Holdings Co Ltd	Consumer Discretionary		25		70,192		0.30
Fuji Corp/Aichi	Industrials		25		69,934		0.30
USS Co Ltd	Consumer Discretionary		32		69,902		0.30
NEC Corp	Information Technology		11		68,626		0.30
Kurita Water Industries Ltd	Industrials		14		67,808		0.29
Hirose Electric Co Ltd	Information Technology		4		67,188		0.29
FUJIFILM Holdings Corp	Information Technology		10		66,406		0.29
DeNA Co Ltd	Communication Services		31		66,360		0.29
MISUMI Group Inc	Industrials		20		65,372		0.28
Yamada Holdings Co Ltd	Consumer Discretionary		107		64,082		0.28
Relo Group Inc	Real Estate		27		63,591		0.28
Subaru Corp	Consumer Discretionary		29		63,399		0.27
Amada Co Ltd	Industrials		51		63,362		0.27
GungHo Online Entertainment Inc	Communication Services		29		63,209		0.27
Japan Tobacco Inc	Consumer Staples		29		62,194		0.27
SG Holdings Co Ltd	Industrials		24		61,656		0.27
SCSK Corp	Information Technology		9		61,161		0.26
Brother Industries Ltd	Information Technology		24		59,991		0.26
SMS Co Ltd	Industrials		18		59,837		0.26
Suzuki Motor Corp	Consumer Discretionary		12		59,728		0.26
Nomura Holdings Inc	Financials		103		59,692		0.26
Medipal Holdings Corp	Health Care		28		59,283		0.26
Daicel Corp	Materials		69		59,023		0.26
ZOZO Inc	Consumer Discretionary		18		57,541		0.25
Yamaha Corp	Consumer Discretionary		10		57,392		0.25
Kyudenko Corp	Industrials		13		56,384		0.24
Iwatani Corp	Energy		8		56,166		0.24
ABC-Mart Inc	Consumer Discretionary		9		55,383		0.24
Tokai Carbon Co Ltd	Materials		31		54,663		0.24
JSR Corp	Materials		16		54,083		0.23
Sumitomo Corp	Industrials		34		53,954		0.23
Yamazaki Baking Co Ltd	Consumer Staples		30		53,702		0.23
Ito En Ltd	Consumer Staples		8		52,885		0.23
Nitto Denko Corp	Materials		6		52,808		0.23
GS Yuasa Corp	Industrials		17		52,203		0.23
Sanwa Holdings Corp	Industrials		35		51,389		0.22
Tokyo Gas Co Ltd	Utilities		21		51,174		0.22
OKUMA Corp	Industrials		8		51,100		0.22
Zenkoku Hosho Co Ltd	Financials		10		51,062		0.22
Goldwin Inc	Consumer Discretionary		7		50,757		0.22
TOTO Ltd	Industrials		7		49,652		0.21
Japan Post Insurance Co Ltd	Financials		22		49,595		0.21
Canon Marketing Japan Inc	Information Technology		20		49,576		0.21
Sawai Pharmaceutical Co Ltd	Health Care		9		48,841		0.21
Calbee Inc	Consumer Staples		17		48,732		0.21
Nabtesco Corp	Industrials		10		48,331		0.21
Ulvac Inc	Information Technology		10		47,812		0.21
Ain Holdings Inc	Consumer Staples		7		47,773		0.21
TechnoPro Holdings Inc	Industrials		5		47,760		0.21
Konica Minolta Inc	Information Technology		79		47,664		0.21
Terumo Corp	Health Care		12		47,385		0.21
Sundrug Co Ltd	Consumer Staples		12		47,250		0.20
Sumitomo Mitsui Trust Holdings Inc	Financials		12		46,783		0.20
Kose Corp	Consumer Staples		3		46,671		0.20
Oki Electric Industry Co Ltd	Information Technology		40		46,377		0.20
NOF Corp	Materials		8		46,317		0.20
OSG Corp	Industrials		23		45,596		0.20
Nissan Chemical Corp	Materials		8		45,170		0.20
Dowa Holdings Co Ltd	Materials		10		45,136		0.20
Kyowa Exeo Corp	Industrials		15		45,034		0.19
NTT Data Corp	Information Technology		26		45,027		0.19
Suzuken Co Ltd/Aichi Japan	Health Care		10		44,216		0.19

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDJP) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Infomart Corp	Information Technology		46	$	44,163		0.19	%
Meitec Corp	Industrials		7		43,378		0.19
Toyo Suisan Kaisha Ltd	Consumer Staples		9		43,313		0.19
Renesas Electronics Corp	Information Technology		36		43,106		0.19
Asics Corp	Consumer Discretionary		24		42,937		0.19
Seiko Epson Corp	Information Technology		24		42,559		0.18
ANA Holdings Inc	Industrials		16		42,368		0.18
Sankyu Inc	Industrials		9		42,153		0.18
Toray Industries Inc	Materials		59		41,818		0.18
Kusuri no Aoki Holdings Co Ltd	Consumer Staples		5		41,771		0.18
SBI Holdings Inc/Japan	Financials		14		41,684		0.18
Shimano Inc	Consumer Discretionary		2		40,649		0.18
Benefit One Inc	Industrials		14		40,581		0.18
ENEOS Holdings Inc	Energy		79		39,416		0.17
Benesse Holdings Inc	Consumer Discretionary		17		38,941		0.17
Menicon Co Ltd	Health Care		6		38,908		0.17
DIC Corp	Materials		14		38,902		0.17
Nisshinbo Holdings Inc	Industrials		47		38,806		0.17
Oji Holdings Corp	Materials		54		38,484		0.17
Sapporo Holdings Ltd	Consumer Staples		17		37,997		0.16
Rinnai Corp	Consumer Discretionary		3		37,329		0.16
Aica Kogyo Co Ltd	Industrials		9		37,027		0.16
Hitachi Construction Machinery Co Ltd	Industrials		10		36,943		0.16
NOK Corp	Consumer Discretionary		25		36,922		0.16
Acom Co Ltd	Financials		71		36,778		0.16
Sankyo Co Ltd	Consumer Discretionary		12		36,488		0.16
Matsui Securities Co Ltd	Financials		40		36,384		0.16
Kinden Corp	Industrials		19		36,108		0.16
Topcon Corp	Information Technology		26		35,537		0.15
SoftBank Group Corp	Communication Services		4		35,492		0.15
Sohgo Security Services Co Ltd	Industrials		7		34,902		0.15
Keyence Corp	Information Technology		1		34,859		0.15
Yaoko Co Ltd	Consumer Staples		5		34,663		0.15
Autobacs Seven Co Ltd	Consumer Discretionary		22		33,507		0.15
Kagome Co Ltd	Consumer Staples		10		33,452		0.14
Ship Healthcare Holdings Inc	Health Care		11		33,275		0.14
Hitachi Metals Ltd	Materials		18		33,170		0.14
Nippon Shokubai Co Ltd	Materials		5		32,925		0.14
Lintec Corp	Materials		13		32,708		0.14
Kaneka Corp	Materials		7		32,629		0.14
Nippon Suisan Kaisha Ltd	Consumer Staples		60		32,068		0.14
Kewpie Corp	Consumer Staples		13		31,991		0.14
Tsumura & Co	Health Care		8		31,948		0.14
Fuji Media Holdings Inc	Communication Services		23		31,328		0.14
Amano Corp	Information Technology		12		31,267		0.14
Nipro Corp	Health Care		23		30,871		0.13
Nippon Light Metal Holdings Co Ltd	Materials		14		30,807		0.13
Marui Group Co Ltd	Consumer Discretionary		15		30,180		0.13
Nidec Corp	Industrials		2		30,168		0.13
Kikkoman Corp	Consumer Staples		4		29,496		0.13
NH Foods Ltd	Consumer Staples		6		28,819		0.12
Alps Alpine Co Ltd	Information Technology		20		28,795		0.12
Ube Industries Ltd	Materials		12		28,730		0.12
Tokyo Century Corp	Financials		4		28,561		0.12
Mitsubishi Chemical Holdings Corp	Materials		34		28,384		0.12
Sumitomo Bakelite Co Ltd	Materials		6		28,338		0.12
Mitsubishi Gas Chemical Co Inc	Materials		10		27,976		0.12
Izumi Co Ltd	Consumer Discretionary		6		27,893		0.12
Ezaki Glico Co Ltd	Consumer Staples		6		27,422		0.12
Coca-Cola Bottlers Japan Holdings Inc	Consumer Staples		14		27,080		0.12
Kansai Paint Co Ltd	Materials		9		26,889		0.12
Murata Manufacturing Co Ltd	Information Technology		3		25,813		0.11
Kuraray Co Ltd	Materials		20		24,959		0.11
Tokyo Electron Ltd	Information Technology		1		24,614		0.11
TBS Holdings Inc	Communication Services		11		24,306		0.11
Mitsui Chemicals Inc	Materials		7		23,848		0.10
JFE Holdings Inc	Materials		17		23,827		0.10
Horiba Ltd	Information Technology		3		23,169		0.10
Skylark Holdings Co Ltd	Consumer Discretionary		14		22,866		0.10
Nippon Television Holdings Inc	Communication Services		16		22,637		0.10
Shin-Etsu Chemical Co Ltd	Materials		1		21,966		0.10
Wacoal Holdings Corp	Consumer Discretionary		9		21,672		0.09
Kokuyo Co Ltd	Industrials		13		21,528		0.09
Morinaga & Co Ltd/Japan	Consumer Staples		5		21,313		0.09
KDDI Corp	Communication Services		6		20,767		0.09
M3 Inc	Health Care		3		20,490		0.09
Park24 Co Ltd	Industrials		9		19,573		0.08
Lasertec Corp	Information Technology		1		19,506		0.08

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDJP) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Open House Co Ltd	Consumer Discretionary		4	$	19,002		0.08	%
Sysmex Corp	Health Care		2		18,638		0.08
Takeda Pharmaceutical Co Ltd	Health Care		5		18,546		0.08
Daifuku Co Ltd	Industrials		2		18,191		0.08
Shochiku Co Ltd	Communication Services		1		17,507		0.08
Sumitomo Metal Mining Co Ltd	Materials		4		17,463		0.08
Milbon Co Ltd	Consumer Staples		3		17,430		0.08
Nexon Co Ltd	Communication Services		5		17,114		0.07
ITOCHU Corp	Industrials		5		16,795		0.07
Azbil Corp	Information Technology		3		16,635		0.07
AEON Financial Service Co Ltd	Financials		11		16,415		0.07
K’s Holdings Corp	Consumer Discretionary		11		16,393		0.07
SUMCO Corp	Information Technology		6		16,248		0.07
Nagase & Co Ltd	Industrials		9		15,808		0.07
Osaka Gas Co Ltd	Utilities		7		15,797		0.07
Mitsubishi Corp	Industrials		5		15,601		0.07
Toyobo Co Ltd	Materials		11		15,533		0.07
MonotaRO Co Ltd	Industrials		5		15,477		0.07
Taiheiyo Cement Corp	Materials		5		15,446		0.07
Denso Corp	Consumer Discretionary		2		14,805		0.06
Mitsui & Co Ltd	Industrials		6		14,487		0.06
Sumitomo Mitsui Financial Group Inc	Financials		4		14,268		0.06
Nippon Paint Holdings Co Ltd	Materials		9		14,268		0.06
Dentsu Group Inc	Communication Services		4		14,099		0.06
GMO Payment Gateway Inc	Information Technology		1		13,977		0.06
Nihon M&A Center Inc	Industrials		5		13,832		0.06
As One Corp	Health Care		1		13,758		0.06
Bandai Namco Holdings Inc	Consumer Discretionary		2		13,589		0.06
SMC Corp	Industrials		0		13,141		0.06
Mazda Motor Corp	Consumer Discretionary		15		13,121		0.06
Nippon Yusen KK	Industrials		3		12,662		0.05
Marubeni Corp	Industrials		14		12,582		0.05
Toyota Industries Corp	Consumer Discretionary		1		12,260		0.05
Seibu Holdings Inc	Industrials		10		12,159		0.05
Ibiden Co Ltd	Information Technology		2		11,850		0.05
Mitsubishi Materials Corp	Materials		5		11,667		0.05
Yamato Holdings Co Ltd	Industrials		4		11,348		0.05
Nihon Parkerizing Co Ltd	Materials		9		11,264		0.05
Mizuho Financial Group Inc	Financials		7		11,164		0.05
Toyo Tire Corp	Consumer Discretionary		6		10,930		0.05
Japan Airport Terminal Co Ltd	Industrials		2		10,927		0.05
Japan Post Holdings Co Ltd	Financials		11		10,533		0.05
GMO internet Inc	Information Technology		3		10,481		0.05
Obic Co Ltd	Information Technology		1		10,246		0.04
Advantest Corp	Information Technology		1		10,079		0.04
Panasonic Corp	Consumer Discretionary		7		9,951		0.04
Mochida Pharmaceutical Co Ltd	Health Care		2		9,941		0.04
Chiba Bank Ltd/The	Financials		13		9,552		0.04
Mitsui Mining & Smelting Co Ltd	Materials		2		9,449		0.04
Daido Steel Co Ltd	Materials		2		9,397		0.04
Sangetsu Corp	Consumer Discretionary		5		9,143		0.04
Tokyo Ohka Kogyo Co Ltd	Materials		1		9,131		0.04
Sekisui House Ltd	Consumer Discretionary		4		9,129		0.04
Unicharm Corp	Consumer Staples		2		8,936		0.04
Nomura Research Institute Ltd	Information Technology		2		8,413		0.04
Kawasaki Heavy Industries Ltd	Industrials		3		8,386		0.04
Sojitz Corp	Industrials		27		8,304		0.04
Toho Holdings Co Ltd	Health Care		4		7,934		0.03
Asahi Group Holdings Ltd	Consumer Staples		2		7,869		0.03
Taiyo Yuden Co Ltd	Information Technology		1		7,754		0.03
Astellas Pharma Inc	Health Care		5		7,707		0.03
Toyota Tsusho Corp	Industrials		2		7,502		0.03
Justsystems Corp	Information Technology		1		7,483		0.03
FP Corp	Materials		2		7,423		0.03
Maeda Corp	Industrials		8		7,205		0.03
Nippon Electric Glass Co Ltd	Information Technology		3		7,187		0.03
Nishi-Nippon Financial Holdings Inc	Financials		9		7,115		0.03
Alfresa Holdings Corp	Health Care		3		7,103		0.03
Koito Manufacturing Co Ltd	Consumer Discretionary		1		6,887		0.03
Hokuhoku Financial Group Inc	Financials		7		6,885		0.03
Maruha Nichiro Corp	Consumer Staples		3		6,802		0.03
Takashimaya Co Ltd	Consumer Discretionary		6		6,688		0.03
Otsuka Holdings Co Ltd	Health Care		1		6,612		0.03
Mitsubishi HC Capital Inc	Financials		10		6,530		0.03
77 Bank Ltd/The	Financials		4		6,447		0.03
TDK Corp	Information Technology		0		6,365		0.03
Taisei Corp	Industrials		1		6,358		0.03
AGC Inc	Industrials		1		6,260		0.03

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDJP) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Sumitomo Dainippon Pharma Co Ltd	Health Care		3	$	6,178		0.03	%
TS Tech Co Ltd	Consumer Discretionary		4		6,173		0.03
Rakuten Group Inc	Consumer Discretionary		5		6,021		0.03
Yamaguchi Financial Group Inc	Financials		8		5,844		0.03
Mebuki Financial Group Inc	Financials		22		5,709		0.02
Central Glass Co Ltd	Industrials		2		5,459		0.02
Sumitomo Chemical Co Ltd	Materials		9		5,376		0.02
Fujitec Co Ltd	Industrials		2		4,987		0.02
Gunma Bank Ltd/The	Financials		12		4,752		0.02
J Front Retailing Co Ltd	Consumer Discretionary		4		4,576		0.02
NGK Spark Plug Co Ltd	Consumer Discretionary		2		4,557		0.02
NTN Corp	Industrials		13		4,514		0.02
TV Asahi Holdings Corp	Communication Services		2		4,442		0.02
Fuji Oil Holdings Inc	Consumer Staples		1		4,384		0.02
Kamigumi Co Ltd	Industrials		2		4,344		0.02
Hokkaido Electric Power Co Inc	Utilities		9		4,302		0.02
Taisho Pharmaceutical Holdings Co Ltd	Health Care		1		4,175		0.02
Credit Saison Co Ltd	Financials		3		3,730		0.02
Japan Steel Works Ltd/The	Industrials		1		3,706		0.02
Shionogi & Co Ltd	Health Care		1		3,700		0.02
COMSYS Holdings Corp	Industrials		1		3,469		0.02
Kaken Pharmaceutical Co Ltd	Health Care		1		3,421		0.01
Glory Ltd	Industrials		1		3,399		0.01
Hokuriku Electric Power Co	Utilities		4		3,388		0.01
Shiga Bank Ltd/The	Financials		1		3,240		0.01
Yamato Kogyo Co Ltd	Materials		1		3,220		0.01
Persol Holdings Co Ltd	Industrials		1		3,203		0.01
Rengo Co Ltd	Materials		3		3,098		0.01
Chubu Electric Power Co Inc	Utilities		2		2,961		0.01
Sumitomo Electric Industries Ltd	Consumer Discretionary		2		2,883		0.01
Bank of Kyoto Ltd/The	Financials		0		2,827		0.01
Electric Power Development Co Ltd	Utilities		1		2,787		0.01
Tokai Rika Co Ltd	Consumer Discretionary		1		2,704		0.01
ADEKA Corp	Materials		1		2,672		0.01
Sumitomo Osaka Cement Co Ltd	Materials		1		2,521		0.01
Disco Corp	Information Technology		0		2,493		0.01
Tokuyama Corp	Materials		1		2,477		0.01
MINEBEA MITSUMI Inc	Industrials		1		2,448		0.01
Toyoda Gosei Co Ltd	Consumer Discretionary		1		2,402		0.01
Konami Holdings Corp	Communication Services		0		2,106		0.01
Dai Nippon Printing Co Ltd	Industrials		1		2,006		0.01
Pilot Corp	Industrials		1		1,941		0.01
Toppan Printing Co Ltd	Industrials		1		1,850		0.01
Hachijuni Bank Ltd/The	Financials		4		1,764		0.01
Teijin Ltd	Materials		1		1,758		0.01
Fuji Electric Co Ltd	Industrials		0		1,613		0.01
Nippon Sanso Holdings Corp	Materials		1		1,551		0.01
Kyushu Financial Group Inc	Financials		3		1,436		0.01
Food & Life Cos Ltd	Consumer Discretionary		0		1,424		0.01
Nichirei Corp	Consumer Staples		0		1,350		0.01
Nippon Paper Industries Co Ltd	Materials		1		1,314		0.01
Yokogawa Electric Corp	Information Technology		1		1,223		0.01
PALTAC Corp	Consumer Discretionary		0		1,211		0.01
Santen Pharmaceutical Co Ltd	Health Care		1		1,136		0.00
Iyo Bank Ltd/The	Financials		2		1,031		0.00
Hirogin Holdings Inc	Financials		1		768		0.00
Nippon Kayaku Co Ltd	Materials		1		732		0.00
Shinsei Bank Ltd	Financials		0		638		0.00
Toda Corp	Industrials		1		494		0.00
Toyo Seikan Group Holdings Ltd	Materials		0		489		0.00
Maruichi Steel Tube Ltd	Materials		0		379		0.00

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDUS) of common stocks

Common Stocks	Sector	Shares		Value		Weight

Amazon.com Inc	Consumer Discretionary		661	$	2,045,289		4.87	%
Alphabet Inc	Communication Services		512		1,056,114		2.51
Microsoft Corp	Information Technology		4,439		1,046,587		2.49
Facebook Inc	Communication Services		3,284		967,324		2.30
Johnson & Johnson	Health Care		4,785		786,479		1.87
Apple Inc	Information Technology		5,487		670,276		1.60
Accenture PLC	Information Technology		2,178		601,669		1.43
Netflix Inc	Communication Services		1,101		574,288		1.37
NIKE Inc	Consumer Discretionary		3,644		484,255		1.15
JPMorgan Chase & Co	Financials		2,906		442,412		1.05
Walmart Inc	Consumer Staples		2,917		396,167		0.94
Bank of America Corp	Financials		10,195		394,448		0.94
Verizon Communications Inc	Communication Services		6,423		373,519		0.89
Deere & Co	Industrials		964		360,673		0.86
T-Mobile US Inc	Communication Services		2,690		336,982		0.80
Wells Fargo & Co	Financials		8,406		328,441		0.78
Alphabet Inc	Communication Services		156		322,866		0.77
Bristol-Myers Squibb Co	Health Care		5,057		319,253		0.76
Take-Two Interactive Software Inc	Communication Services		1,771		312,880		0.74
Costco Wholesale Corp	Consumer Staples		878		309,638		0.74
Intel Corp	Information Technology		4,750		304,022		0.72
VeriSign Inc	Information Technology		1,483		294,708		0.70
AT&T Inc	Communication Services		9,310		281,800		0.67
Starbucks Corp	Consumer Discretionary		2,528		276,247		0.66
DuPont de Nemours Inc	Materials		3,438		265,711		0.63
Zebra Technologies Corp	Information Technology		541		262,610		0.62
UnitedHealth Group Inc	Health Care		685		254,801		0.61
Visa Inc	Information Technology		1,173		248,377		0.59
AbbVie Inc	Health Care		2,290		247,850		0.59
General Motors Co	Consumer Discretionary		4,203		241,494		0.57
Cognizant Technology Solutions Corp	Information Technology		3,074		240,106		0.57
Intuit Inc	Information Technology		625		239,308		0.57
salesforce.com Inc	Information Technology		1,079		228,647		0.54
Oracle Corp	Information Technology		3,223		226,125		0.54
PayPal Holdings Inc	Information Technology		921		223,661		0.53
Mastercard Inc	Information Technology		612		217,976		0.52
Mettler-Toledo International Inc	Health Care		188		217,031		0.52
Chevron Corp	Energy		2,061		215,986		0.51
Moody’s Corp	Financials		710		211,971		0.50
AES Corp/The	Utilities		7,765		208,181		0.50
Comcast Corp	Communication Services		3,833		207,408		0.49
Target Corp	Consumer Discretionary		1,040		205,985		0.49
Electronic Arts Inc	Communication Services		1,489		201,622		0.48
Discovery Inc	Communication Services		5,454		201,180		0.48
Skechers USA Inc	Consumer Discretionary		4,762		198,606		0.47
Twilio Inc	Information Technology		575		195,817		0.47
QUALCOMM Inc	Information Technology		1,462		193,829		0.46
Gartner Inc	Information Technology		1,060		193,501		0.46
Broadcom Inc	Information Technology		411		190,398		0.45
Amgen Inc	Health Care		744		185,238		0.44
F5 Networks Inc	Information Technology		873		182,045		0.43
Marsh & McLennan Cos Inc	Financials		1,494		181,919		0.43
Ciena Corp	Information Technology		3,310		181,110		0.43
Adobe Inc	Information Technology		380		180,526		0.43
Home Depot Inc/The	Consumer Discretionary		577		176,175		0.42
CVS Health Corp	Health Care		2,313		173,991		0.41
Charter Communications Inc	Communication Services		278		171,234		0.41
Chipotle Mexican Grill Inc	Consumer Discretionary		119		169,579		0.40
Cadence Design Systems Inc	Information Technology		1,227		168,075		0.40
Kroger Co/The	Consumer Staples		4,548		163,680		0.39
AGCO Corp	Industrials		1,107		158,982		0.38
ABIOMED Inc	Health Care		490		156,156		0.37
Hershey Co/The	Consumer Staples		987		156,098		0.37
Zillow Group Inc	Communication Services		1,167		151,321		0.36
McKesson Corp	Health Care		771		150,334		0.36
Omnicom Group Inc	Communication Services		2,024		150,110		0.36
Linde PLC	Materials		529		148,122		0.35
Merck & Co Inc	Health Care		1,905		146,893		0.35
Activision Blizzard Inc	Communication Services		1,573		146,277		0.35
News Corp	Communication Services		5,706		145,114		0.35
Cisco Systems Inc/Delaware	Information Technology		2,736		141,476		0.34
Dollar General Corp	Consumer Discretionary		693		140,449		0.33
Cigna Corp	Health Care		578		139,722		0.33
Philip Morris International Inc	Consumer Staples		1,570		139,281		0.33
Fastenal Co	Industrials		2,765		139,011		0.33
Mondelez International Inc	Consumer Staples		2,366		138,469		0.33

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDUS) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

General Mills Inc	Consumer Staples		2,222	$	136,267		0.32	%
Hologic Inc	Health Care		1,824		135,676		0.32
Domino’s Pizza Inc	Consumer Discretionary		359		132,151		0.31
Eli Lilly and Co	Health Care		704		131,446		0.31
Lam Research Corp	Information Technology		221		131,406		0.31
Booking Holdings Inc	Consumer Discretionary		56		130,286		0.31
Anthem Inc	Health Care		362		129,874		0.31
Hartford Financial Services Group Inc/Th	Financials		1,916		127,964		0.30
Newmont Corp	Materials		2,107		126,966		0.30
Discovery Inc	Communication Services		2,894		125,760		0.30
Honeywell International Inc	Industrials		568		123,199		0.29
Synchrony Financial	Financials		3,015		122,578		0.29
Interactive Brokers Group Inc	Financials		1,653		120,766		0.29
CSX Corp	Industrials		1,235		119,104		0.28
AutoZone Inc	Consumer Discretionary		85		118,966		0.28
Zoetis Inc	Health Care		739		116,323		0.28
Regeneron Pharmaceuticals Inc	Health Care		244		115,311		0.27
Best Buy Co Inc	Consumer Discretionary		1,004		115,229		0.27
Intercontinental Exchange Inc	Financials		1,021		114,045		0.27
Becton Dickinson and Co	Health Care		467		113,546		0.27
Henry Schein Inc	Health Care		1,604		111,044		0.26
Herbalife Nutrition Ltd	Consumer Staples		2,489		110,426		0.26
Nexstar Media Group Inc	Communication Services		783		110,000		0.26
Hasbro Inc	Consumer Discretionary		1,140		109,588		0.26
Travelers Cos Inc/The	Financials		714		107,453		0.26
Progressive Corp/The	Financials		1,121		107,131		0.25
United Parcel Service Inc	Industrials		625		106,197		0.25
IDEXX Laboratories Inc	Health Care		217		106,183		0.25
Microchip Technology Inc	Information Technology		682		105,909		0.25
Equitable Holdings Inc	Financials		3,236		105,568		0.25
Monster Beverage Corp	Consumer Staples		1,142		104,005		0.25
Agilent Technologies Inc	Health Care		817		103,834		0.25
TJX Cos Inc/The	Consumer Discretionary		1,567		103,687		0.25
Waters Corp	Health Care		356		101,038		0.24
Dexcom Inc	Health Care		278		100,037		0.24
IQVIA Holdings Inc	Health Care		516		99,623		0.24
Masimo Corp	Health Care		433		99,483		0.24
Edwards Lifesciences Corp	Health Care		1,170		97,872		0.23
A O Smith Corp	Industrials		1,446		97,765		0.23
Waste Management Inc	Industrials		757		97,616		0.23
CH Robinson Worldwide Inc	Industrials		1,017		97,053		0.23
NetApp Inc	Information Technology		1,325		96,287		0.23
Arista Networks Inc	Information Technology		316		95,370		0.23
S&P Global Inc	Financials		270		95,130		0.23
Ball Corp	Materials		1,122		95,057		0.23
Roku Inc	Communication Services		291		94,757		0.23
J M Smucker Co/The	Consumer Staples		744		94,095		0.22
Fidelity National Financial Inc	Financials		2,297		93,393		0.22
Dollar Tree Inc	Consumer Discretionary		812		92,953		0.22
Lowe’s Cos Inc	Consumer Discretionary		486		92,382		0.22
Crown Holdings Inc	Materials		949		92,130		0.22
Aon PLC	Financials		396		91,036		0.22
Paychex Inc	Information Technology		926		90,769		0.22
Brunswick Corp/DE	Consumer Discretionary		951		90,664		0.22
HP Inc	Information Technology		2,825		89,702		0.21
McDonald’s Corp	Consumer Discretionary		398		89,141		0.21
Cardinal Health Inc	Health Care		1,461		88,783		0.21
Baxter International Inc	Health Care		1,050		88,519		0.21
Atlassian Corp PLC	Information Technology		418		88,130		0.21
DocuSign Inc	Information Technology		433		87,612		0.21
Cerner Corp	Health Care		1,211		87,051		0.21
Molson Coors Beverage Co	Consumer Staples		1,693		86,621		0.21
Fortinet Inc	Information Technology		467		86,120		0.20
Peloton Interactive Inc	Consumer Discretionary		763		85,823		0.20
Sun Communities Inc	Real Estate		568		85,281		0.20
News Corp	Communication Services		3,584		84,089		0.20
Keysight Technologies Inc	Information Technology		578		82,943		0.20
Roper Technologies Inc	Industrials		203		81,972		0.20
Expeditors International of Washington I	Industrials		757		81,523		0.19
Allstate Corp/The	Financials		708		81,323		0.19
Yum! Brands Inc	Consumer Discretionary		750		81,082		0.19
Spotify Technology SA	Communication Services		303		81,070		0.19
Palo Alto Networks Inc	Information Technology		252		81,044		0.19
Advance Auto Parts Inc	Consumer Discretionary		440		80,785		0.19
Bank of New York Mellon Corp/The	Financials		1,708		80,775		0.19
Quest Diagnostics Inc	Health Care		628		80,606		0.19
Constellation Brands Inc	Consumer Staples		353		80,591		0.19
VMware Inc	Information Technology		534		80,365		0.19

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDUS) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Align Technology Inc	Health Care		144	$	77,741		0.18	%
Conagra Brands Inc	Consumer Staples		2,066		77,687		0.18
L Brands Inc	Consumer Discretionary		1,252		77,472		0.18
Public Storage	Real Estate		313		77,233		0.18
Chubb Ltd	Financials		485		76,670		0.18
AmerisourceBergen Corp	Health Care		647		76,422		0.18
Campbell Soup Co	Consumer Staples		1,508		75,796		0.18
Yum China Holdings Inc	Consumer Discretionary		1,270		75,191		0.18
SVB Financial Group	Financials		152		74,989		0.18
Horizon Therapeutics Plc	Health Care		814		74,900		0.18
Corteva Inc	Materials		1,603		74,728		0.18
Tyson Foods Inc	Consumer Staples		994		73,889		0.18
Carrier Global Corp	Industrials		1,743		73,595		0.18
CoStar Group Inc	Industrials		89		73,400		0.17
Newell Brands Inc	Consumer Discretionary		2,682		71,816		0.17
Zscaler Inc	Information Technology		414		71,139		0.17
Motorola Solutions Inc	Information Technology		378		71,100		0.17
Trimble Inc	Information Technology		914		71,062		0.17
Exact Sciences Corp	Health Care		532		70,063		0.17
Sysco Corp	Consumer Staples		883		69,531		0.17
Zimmer Biomet Holdings Inc	Health Care		431		69,009		0.16
DaVita Inc	Health Care		639		68,901		0.16
CarMax Inc	Consumer Discretionary		518		68,759		0.16
PACCAR Inc	Industrials		734		68,209		0.16
SBA Communications Corp	Real Estate		245		67,874		0.16
McCormick & Co Inc/MD	Consumer Staples		752		67,049		0.16
Five Below Inc	Consumer Discretionary		351		66,961		0.16
Viatris Inc	Health Care		4,762		66,520		0.16
Cabot Oil & Gas Corp	Energy		3,535		66,389		0.16
New York Times Co/The	Communication Services		1,307		66,162		0.16
Garmin Ltd	Consumer Discretionary		492		64,928		0.15
OneMain Holdings Inc	Financials		1,192		64,049		0.15
Otis Worldwide Corp	Industrials		936		64,044		0.15
TransUnion	Industrials		707		63,587		0.15
Teleflex Inc	Health Care		152		63,283		0.15
Quanta Services Inc	Industrials		718		63,151		0.15
Illumina Inc	Health Care		164		62,988		0.15
Leidos Holdings Inc	Industrials		650		62,600		0.15
Old Dominion Freight Line Inc	Industrials		260		62,504		0.15
Akamai Technologies Inc	Information Technology		611		62,214		0.15
Northern Trust Corp	Financials		591		62,156		0.15
Discover Financial Services	Financials		648		61,563		0.15
VF Corp	Consumer Discretionary		768		61,401		0.15
Union Pacific Corp	Industrials		276		60,799		0.14
Brown-Forman Corp	Consumer Staples		874		60,299		0.14
MarketAxess Holdings Inc	Financials		121		60,051		0.14
Penumbra Inc	Health Care		222		59,959		0.14
Ulta Beauty Inc	Consumer Discretionary		192		59,479		0.14
Tyler Technologies Inc	Information Technology		140		59,350		0.14
T Rowe Price Group Inc	Financials		345		59,223		0.14
Beyond Meat Inc	Consumer Staples		454		59,026		0.14
3M Co	Industrials		306		59,020		0.14
PTC Inc	Information Technology		429		58,995		0.14
Aflac Inc	Financials		1,150		58,843		0.14
Dropbox Inc	Information Technology		2,199		58,621		0.14
Insulet Corp	Health Care		225		58,581		0.14
Bio-Techne Corp	Health Care		152		58,017		0.14
Juniper Networks Inc	Information Technology		2,289		57,970		0.14
Equinix Inc	Real Estate		85		57,572		0.14
American Financial Group Inc/OH	Financials		504		57,520		0.14
Booz Allen Hamilton Holding Corp	Industrials		709		57,131		0.14
Casey’s General Stores Inc	Consumer Staples		262		56,568		0.13
Ralph Lauren Corp	Consumer Discretionary		458		56,434		0.13
PVH Corp	Consumer Discretionary		532		56,285		0.13
FactSet Research Systems Inc	Financials		182		56,277		0.13
West Pharmaceutical Services Inc	Health Care		199		56,209		0.13
Tradeweb Markets Inc	Financials		758		56,081		0.13
Hormel Foods Corp	Consumer Staples		1,167		55,751		0.13
Lincoln National Corp	Financials		895		55,715		0.13
IPG Photonics Corp	Information Technology		264		55,635		0.13
Lumentum Holdings Inc	Information Technology		606		55,315		0.13
Rollins Inc	Industrials		1,604		55,216		0.13
Crown Castle International Corp	Real Estate		317		54,521		0.13
Sherwin-Williams Co/The	Materials		74		54,513		0.13
Illinois Tool Works Inc	Industrials		245		54,357		0.13
Cooper Cos Inc/The	Health Care		141		54,338		0.13
CubeSmart	Real Estate		1,432		54,166		0.13
Guardant Health Inc	Health Care		355		54,148		0.13

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDUS) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Perrigo Co PLC	Health Care		1,336	$	54,061		0.13	%
Oshkosh Corp	Industrials		453		53,728		0.13
Extra Space Storage Inc	Real Estate		404		53,490		0.13
Live Nation Entertainment Inc	Communication Services		629		53,272		0.13
NRG Energy Inc	Utilities		1,396		52,684		0.13
ON Semiconductor Corp	Information Technology		1,263		52,545		0.13
Black Knight Inc	Information Technology		706		52,213		0.12
NortonLifeLock Inc	Information Technology		2,446		52,000		0.12
Ameriprise Financial Inc	Financials		223		51,801		0.12
Ingersoll Rand Inc	Industrials		1,051		51,710		0.12
Jack Henry & Associates Inc	Information Technology		341		51,666		0.12
Neurocrine Biosciences Inc	Health Care		524		50,933		0.12
Five9 Inc	Information Technology		325		50,756		0.12
DENTSPLY SIRONA Inc	Health Care		782		49,876		0.12
Robert Half International Inc	Industrials		634		49,489		0.12
Ollie’s Bargain Outlet Holdings Inc	Consumer Discretionary		565		49,195		0.12
Lennox International Inc	Industrials		157		49,022		0.12
Tesla Inc	Consumer Discretionary		73		48,501		0.12
Las Vegas Sands Corp	Consumer Discretionary		795		48,304		0.11
US Bancorp	Financials		869		48,057		0.11
Halliburton Co	Energy		2,235		47,966		0.11
BlackRock Inc	Financials		63		47,511		0.11
ConocoPhillips	Energy		891		47,195		0.11
Federal Realty Investment Trust	Real Estate		461		46,783		0.11
Jazz Pharmaceuticals PLC	Health Care		284		46,713		0.11
Tapestry Inc	Consumer Discretionary		1,133		46,709		0.11
Mohawk Industries Inc	Consumer Discretionary		242		46,467		0.11
Gentex Corp	Consumer Discretionary		1,296		46,220		0.11
IAA Inc	Industrials		825		45,470		0.11
Apollo Global Management Inc	Financials		963		45,279		0.11
HCA Healthcare Inc	Health Care		240		45,194		0.11
Enphase Energy Inc	Information Technology		277		44,867		0.11
Masco Corp	Industrials		746		44,671		0.11
CDK Global Inc	Information Technology		824		44,557		0.11
Grocery Outlet Holding Corp	Consumer Staples		1,202		44,337		0.11
Vertiv Holdings Co	Industrials		2,185		43,693		0.10
Americold Realty Trust	Real Estate		1,127		43,362		0.10
Globus Medical Inc	Health Care		702		43,288		0.10
Proofpoint Inc	Information Technology		343		43,151		0.10
Post Holdings Inc	Consumer Staples		407		43,060		0.10
DTE Energy Co	Utilities		323		42,949		0.10
Voya Financial Inc	Financials		675		42,945		0.10
Avalara Inc	Information Technology		321		42,876		0.10
Zynga Inc	Communication Services		4,173		42,608		0.10
Molina Healthcare Inc	Health Care		178		41,655		0.10
United Rentals Inc	Industrials		126		41,640		0.10
Hain Celestial Group Inc/The	Consumer Staples		952		41,521		0.10
Amdocs Ltd	Information Technology		591		41,453		0.10
Popular Inc	Financials		589		41,407		0.10
Pentair PLC	Industrials		664		41,352		0.10
RenaissanceRe Holdings Ltd	Financials		258		41,329		0.10
Aspen Technology Inc	Information Technology		283		40,897		0.10
Amedisys Inc	Health Care		154		40,886		0.10
Brown & Brown Inc	Financials		893		40,803		0.10
Snap-on Inc	Industrials		173		39,961		0.10
United Therapeutics Corp	Health Care		237		39,719		0.09
Phillips 66	Energy		483		39,371		0.09
CoreSite Realty Corp	Real Estate		325		38,912		0.09
World Wrestling Entertainment Inc	Communication Services		715		38,811		0.09
PPG Industries Inc	Materials		258		38,753		0.09
Life Storage Inc	Real Estate		449		38,559		0.09
Allegion plc	Industrials		303		38,112		0.09
Tractor Supply Co	Consumer Discretionary		212		37,467		0.09
Energizer Holdings Inc	Consumer Staples		785		37,235		0.09
Eastman Chemical Co	Materials		333		36,718		0.09
Sprouts Farmers Market Inc	Consumer Staples		1,352		35,982		0.09
Exelon Corp	Utilities		819		35,832		0.09
NOV Inc	Energy		2,593		35,573		0.08
Arthur J Gallagher & Co	Financials		282		35,147		0.08
PagerDuty Inc	Information Technology		873		35,105		0.08
Elastic NV	Information Technology		315		35,083		0.08
Ecolab Inc	Materials		163		34,841		0.08
Dover Corp	Industrials		253		34,680		0.08
Ubiquiti Inc	Information Technology		115		34,234		0.08
Emerson Electric Co	Industrials		379		34,224		0.08
NVIDIA Corp	Information Technology		64		34,091		0.08
Guidewire Software Inc	Information Technology		334		33,930		0.08
Integra LifeSciences Holdings Corp	Health Care		490		33,849		0.08

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDUS) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Entergy Corp	Utilities		340	$	33,831		0.08	%
New Relic Inc	Information Technology		546		33,559		0.08
Alleghany Corp	Financials		53		33,454		0.08
Pegasystems Inc	Information Technology		292		33,353		0.08
Packaging Corp of America	Materials		247		33,280		0.08
Chemed Corp	Health Care		72		33,197		0.08
CMS Energy Corp	Utilities		542		33,187		0.08
ICU Medical Inc	Health Care		161		33,093		0.08
Vertex Pharmaceuticals Inc	Health Care		154		33,091		0.08
Celanese Corp	Materials		218		32,634		0.08
Graphic Packaging Holding Co	Materials		1,784		32,398		0.08
National Fuel Gas Co	Utilities		648		32,377		0.08
Southern Co/The	Utilities		520		32,322		0.08
Berkshire Hathaway Inc	Financials		124		31,664		0.08
Applied Materials Inc	Information Technology		236		31,501		0.07
Columbia Sportswear Co	Consumer Discretionary		292		30,813		0.07
Switch Inc	Information Technology		1,869		30,393		0.07
Everbridge Inc	Information Technology		249		30,140		0.07
Altria Group Inc	Consumer Staples		575		29,442		0.07
Axon Enterprise Inc	Industrials		206		29,361		0.07
American Express Co	Financials		206		29,100		0.07
Virtu Financial Inc	Financials		926		28,740		0.07
Host Hotels & Resorts Inc	Real Estate		1,700		28,648		0.07
First Republic Bank/CA	Financials		172		28,601		0.07
Avery Dennison Corp	Materials		154		28,281		0.07
Nucor Corp	Materials		350		28,105		0.07
TreeHouse Foods Inc	Consumer Staples		534		27,905		0.07
FedEx Corp	Industrials		97		27,500		0.07
Qorvo Inc	Information Technology		149		27,296		0.06
Science Applications International Corp	Industrials		326		27,279		0.06
Xylem Inc/NY	Industrials		259		27,214		0.06
FirstEnergy Corp	Utilities		771		26,739		0.06
Silgan Holdings Inc	Materials		624		26,222		0.06
Pioneer Natural Resources Co	Energy		165		26,180		0.06
Copart Inc	Industrials		236		25,654		0.06
Iron Mountain Inc	Real Estate		683		25,268		0.06
Danaher Corp	Health Care		109		24,516		0.06
Thermo Fisher Scientific Inc	Health Care		53		24,378		0.06
Medallia Inc	Information Technology		871		24,302		0.06
Pool Corp	Consumer Discretionary		70		24,061		0.06
TE Connectivity Ltd	Information Technology		183		23,653		0.06
Reynolds Consumer Products Inc	Consumer Staples		787		23,439		0.06
2U Inc	Information Technology		596		22,782		0.05
Mosaic Co/The	Materials		708		22,373		0.05
Freeport-McMoRan Inc	Materials		664		21,878		0.05
JBG SMITH Properties	Real Estate		674		21,412		0.05
Huntington Ingalls Industries Inc	Industrials		104		21,390		0.05
PerkinElmer Inc	Health Care		165		21,201		0.05
Atmos Energy Corp	Utilities		214		21,121		0.05
eBay Inc	Consumer Discretionary		337		20,624		0.05
International Business Machines Corp	Information Technology		153		20,409		0.05
Caterpillar Inc	Industrials		87		20,224		0.05
Aptiv PLC	Consumer Discretionary		145		20,027		0.05
Air Products and Chemicals Inc	Materials		70		19,724		0.05
Etsy Inc	Consumer Discretionary		96		19,441		0.05
LyondellBasell Industries NV	Materials		184		19,149		0.05
Nasdaq Inc	Financials		129		18,954		0.05
Amphenol Corp	Information Technology		279		18,390		0.04
Catalent Inc	Health Care		174		18,326		0.04
Cummins Inc	Industrials		69		17,842		0.04
Synopsys Inc	Information Technology		72		17,786		0.04
Teradyne Inc	Information Technology		146		17,722		0.04
CenterPoint Energy Inc	Utilities		777		17,600		0.04
Edison International	Utilities		300		17,583		0.04
Kansas City Southern	Industrials		65		17,182		0.04
Johnson Controls International plc	Industrials		286		17,082		0.04
Albemarle Corp	Materials		117		17,073		0.04
Citigroup Inc	Financials		227		16,546		0.04
Advanced Micro Devices Inc	Information Technology		207		16,249		0.04
DXC Technology Co	Information Technology		506		15,811		0.04
Fiserv Inc	Information Technology		133		15,797		0.04
Lumen Technologies Inc	Communication Services		1,163		15,533		0.04
Bio-Rad Laboratories Inc	Health Care		27		15,255		0.04
O’Reilly Automotive Inc	Consumer Discretionary		29		14,818		0.04
ResMed Inc	Health Care		76		14,736		0.04
Fidelity National Information Services I	Information Technology		103		14,494		0.03
Marathon Oil Corp	Energy		1,336		14,271		0.03
Micron Technology Inc	Information Technology		160		14,136		0.03

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDUS) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Exxon Mobil Corp	Energy		248	$	13,863		0.03	%
JB Hunt Transport Services Inc	Industrials		82		13,747		0.03
Autodesk Inc	Information Technology		48		13,185		0.03
WW Grainger Inc	Industrials		33		13,050		0.03
Corning Inc	Information Technology		293		12,747		0.03
ServiceNow Inc	Information Technology		25		12,522		0.03
Analog Devices Inc	Information Technology		81		12,491		0.03
Fox Corp	Communication Services		344		12,417		0.03
Fox Corp	Communication Services		350		12,230		0.03
MetLife Inc	Financials		200		12,152		0.03
Global Payments Inc	Information Technology		58		11,777		0.03
Teledyne Technologies Inc	Industrials		28		11,393		0.03
Cboe Global Markets Inc	Financials		114		11,243		0.03
IDEX Corp	Industrials		53		11,181		0.03
Interpublic Group of Cos Inc/The	Communication Services		376		10,991		0.03
Universal Health Services Inc	Health Care		81		10,799		0.03
American Water Works Co Inc	Utilities		71		10,698		0.03
Unum Group	Financials		383		10,661		0.03
Dow Inc	Materials		167		10,647		0.03
Western Union Co/The	Information Technology		425		10,476		0.02
Intuitive Surgical Inc	Health Care		14		10,177		0.02
Ford Motor Co	Consumer Discretionary		826		10,117		0.02
FleetCor Technologies Inc	Information Technology		37		9,977		0.02
AMETEK Inc	Industrials		78		9,968		0.02
Kraft Heinz Co/The	Consumer Staples		249		9,966		0.02
Hewlett Packard Enterprise Co	Information Technology		630		9,919		0.02
Walgreens Boots Alliance Inc	Consumer Staples		173		9,508		0.02
Principal Financial Group Inc	Financials		157		9,434		0.02
Laboratory Corp of America Holdings	Health Care		37		9,366		0.02
Centene Corp	Health Care		146		9,361		0.02
General Electric Co	Industrials		704		9,249		0.02
Morgan Stanley	Financials		117		9,107		0.02
MSCI Inc	Financials		22		9,099		0.02
Parker-Hannifin Corp	Industrials		29		9,083		0.02
ViacomCBS Inc	Communication Services		198		8,940		0.02
CDW Corp/DE	Information Technology		54		8,923		0.02
Devon Energy Corp	Energy		403		8,808		0.02
State Street Corp	Financials		105		8,800		0.02
Lennar Corp	Consumer Discretionary		84		8,491		0.02
PPL Corp	Utilities		283		8,160		0.02
Clorox Co/The	Consumer Staples		42		8,049		0.02
Gilead Sciences Inc	Health Care		124		7,983		0.02
Trane Technologies PLC	Industrials		48		7,876		0.02
Gap Inc/The	Consumer Discretionary		262		7,805		0.02
LKQ Corp	Consumer Discretionary		183		7,737		0.02
Biogen Inc	Health Care		28		7,705		0.02
General Dynamics Corp	Industrials		42		7,653		0.02
Western Digital Corp	Information Technology		114		7,577		0.02
Invesco Ltd	Financials		299		7,536		0.02
Jacobs Engineering Group Inc	Industrials		58		7,498		0.02
PulteGroup Inc	Consumer Discretionary		142		7,440		0.02
Stanley Black & Decker Inc	Industrials		37		7,416		0.02
Whirlpool Corp	Consumer Discretionary		33		7,264		0.02
Nielsen Holdings PLC	Industrials		280		7,032		0.02
Everest Re Group Ltd	Financials		27		6,722		0.02
Citrix Systems Inc	Information Technology		47		6,561		0.02
Hanesbrands Inc	Consumer Discretionary		331		6,501		0.02
STERIS PLC	Health Care		34		6,439		0.02
Genuine Parts Co	Consumer Discretionary		55		6,367		0.02
EOG Resources Inc	Energy		85		6,175		0.01
Sealed Air Corp	Materials		131		6,023		0.01
Westinghouse Air Brake Technologies Corp	Industrials		76		5,979		0.01
Seagate Technology PLC	Information Technology		76		5,829		0.01
Leggett & Platt Inc	Consumer Discretionary		127		5,810		0.01
Westrock Co	Materials		110		5,713		0.01
BorgWarner Inc	Consumer Discretionary		120		5,572		0.01
Globe Life Inc	Financials		58		5,565		0.01
Assurant Inc	Financials		38		5,443		0.01
International Paper Co	Materials		101		5,438		0.01
Consolidated Edison Inc	Utilities		71		5,307		0.01
Citizens Financial Group Inc	Financials		120		5,288		0.01
Evergy Inc	Utilities		88		5,217		0.01
Capital One Financial Corp	Financials		40		5,150		0.01
Kinder Morgan Inc	Energy		303		5,044		0.01
Truist Financial Corp	Financials		86		4,989		0.01
Eaton Corp PLC	Industrials		36		4,963		0.01
Duke Energy Corp	Utilities		51		4,915		0.01
KeyCorp	Financials		243		4,861		0.01

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MLGSFDUS) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Rockwell Automation Inc	Industrials		18	$	4,763		0.01	%
Estee Lauder Cos Inc/The	Consumer Staples		16		4,734		0.01
DR Horton Inc	Consumer Discretionary		53		4,723		0.01
Ross Stores Inc	Consumer Discretionary		38		4,604		0.01
Broadridge Financial Solutions Inc	Information Technology		30		4,600		0.01
Fortune Brands Home & Security Inc	Industrials		45		4,279		0.01
NVR Inc	Consumer Discretionary		1		3,932		0.01
Zions Bancorp NA	Financials		70		3,830		0.01
CBRE Group Inc	Real Estate		47		3,698		0.01
M&T Bank Corp	Financials		24		3,606		0.01
Marathon Petroleum Corp	Energy		67		3,594		0.01
Marriott International Inc/MD	Consumer Discretionary		24		3,585		0.01
Kellogg Co	Consumer Staples		47		2,985		0.01
Valero Energy Corp	Energy		40		2,868		0.01
Fifth Third Bancorp	Financials		76		2,844		0.01
HollyFrontier Corp	Energy		79		2,837		0.01
Skyworks Solutions Inc	Information Technology		15		2,833		0.01
CF Industries Holdings Inc	Materials		62		2,822		0.01
Baker Hughes Co	Energy		128		2,768		0.01
Flowserve Corp	Industrials		69		2,689		0.01
NiSource Inc	Utilities		91		2,204		0.01
Hilton Worldwide Holdings Inc	Consumer Discretionary		18		2,170		0.01
Public Service Enterprise Group Inc	Utilities		35		2,111		0.01
Franklin Resources Inc	Financials		70		2,075		0.00
Darden Restaurants Inc	Consumer Discretionary		14		2,015		0.00
Church & Dwight Co Inc	Consumer Staples		21		1,859		0.00
Pinnacle West Capital Corp	Utilities		22		1,799		0.00
Archer-Daniels-Midland Co	Consumer Staples		29		1,665		0.00
Republic Services Inc	Industrials		13		1,285		0.00
Cincinnati Financial Corp	Financials		11		1,161		0.00
MGM Resorts International	Consumer Discretionary		26		999		0.00
Under Armour Inc	Consumer Discretionary		40		897		0.00
Under Armour Inc	Consumer Discretionary		47		871		0.00

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (JPGSFDEU) of common stocks

Common Stocks	Sector	Shares		Value		Weight

Deutsche Post AG	Industrials		12,245	$	572,102		4.46	%
adidas AG	Consumer Discretionary		1,535		408,705		3.19
Koninklijke Ahold Delhaize NV	Consumer Staples		15,978		379,489		2.96
Koninklijke Philips NV	Health Care		7,367		358,582		2.80
Vonovia SE	Real Estate		4,920		274,019		2.14
HelloFresh SE	Consumer Discretionary		3,994		254,017		1.98
Ferrari NV	Consumer Discretionary		1,379		245,878		1.92
Zalando SE	Consumer Discretionary		2,685		224,600		1.75
Merck KGaA	Health Care		1,401		204,198		1.59
SAP SE	Information Technology		1,823		190,363		1.48
Beiersdorf AG	Consumer Staples		2,068		186,342		1.45
Kone Oyj	Industrials		2,634		183,491		1.43
BE Semiconductor Industries NV	Information Technology		2,426		173,314		1.35
Hermes International	Consumer Discretionary		179		168,901		1.32
Snam SpA	Utilities		34,645		163,799		1.28
Heineken NV	Consumer Staples		1,837		160,941		1.25
Neste Oyj	Energy		3,501		158,437		1.24
Henkel AG & Co KGaA	Consumer Staples		1,619		155,188		1.21
Wolters Kluwer NV	Industrials		2,083		154,424		1.20
Poste Italiane SpA	Financials		13,052		141,488		1.10
Daimler AG	Consumer Discretionary		1,824		138,628		1.08
Hannover Rueck SE	Financials		881		137,260		1.07
Atos SE	Information Technology		2,030		135,061		1.05
TOTAL SE	Energy		3,380		134,427		1.05
Signify NV	Industrials		2,976		130,814		1.02
UPM-Kymmene Oyj	Materials		4,246		130,051		1.01
Tenaris SA	Energy		13,316		127,998		1.00
Vinci SA	Industrials		1,440		125,783		0.98
Knorr-Bremse AG	Industrials		1,180		125,598		0.98
Allianz SE	Financials		566		122,802		0.96
Deutsche Wohnen SE	Real Estate		3,048		121,249		0.95
Enel SpA	Utilities		14,043		119,265		0.93
La Francaise des Jeux SAEM	Consumer Discretionary		3,043		117,983		0.92
EDP - Energias de Portugal SA	Utilities		23,558		114,725		0.89
Symrise AG	Materials		1,085		112,143		0.87
Schneider Electric SE	Industrials		830		108,058		0.84
Adyen NV	Information Technology		55		104,129		0.81
Intesa Sanpaolo SpA	Financials		44,872		103,677		0.81
BASF SE	Materials		1,442		102,137		0.80
L’Oreal SA	Consumer Staples		297		97,189		0.76
Sodexo SA	Consumer Discretionary		1,168		95,529		0.74
Rubis SCA	Utilities		2,363		95,471		0.74
Stellantis NV	Consumer Discretionary		6,095		91,934		0.72
Michelin	Consumer Discretionary		713		90,952		0.71
Evonik Industries AG	Materials		2,972		89,626		0.70
Fresenius Medical Care AG & Co KGaA	Health Care		1,386		86,960		0.68
Brenntag SE	Industrials		1,194		86,942		0.68
Umicore SA	Materials		1,893		85,635		0.67
Randstad NV	Industrials		1,412		84,675		0.66
QIAGEN NV	Health Care		2,015		83,158		0.65
BNP Paribas SA	Financials		1,603		83,157		0.65
ACS Actividades de Construccion y Servic	Industrials		2,878		81,319		0.63
ArcelorMittal SA	Materials		3,241		79,829		0.62
TeamViewer AG	Information Technology		2,180		79,434		0.62
Deutsche Boerse AG	Financials		558		79,100		0.62
HeidelbergCement AG	Materials		1,011		78,297		0.61
Bechtle AG	Information Technology		485		77,564		0.60
Air Liquide SA	Materials		553		77,086		0.60
Verbund AG	Utilities		1,227		76,077		0.59
Kering SA	Consumer Discretionary		129		76,049		0.59
ProSiebenSat.1 Media SE	Communication Services		4,288		74,762		0.58
Eurofins Scientific SE	Health Care		916		74,643		0.58
Deutsche Telekom AG	Communication Services		4,284		73,553		0.57
Continental AG	Consumer Discretionary		643		72,500		0.57
Infrastrutture Wireless Italiane SpA	Communication Services		7,574		71,953		0.56
Nokian Renkaat Oyj	Consumer Discretionary		2,154		66,511		0.52
Sampo Oyj	Financials		1,704		65,540		0.51
Telefonica Deutschland Holding AG	Communication Services		26,108		65,269		0.51
Aroundtown SA	Real Estate		10,733		65,152		0.51
Bayer AG	Health Care		1,170		63,138		0.49
LEG Immobilien SE	Real Estate		560		62,830		0.49
Orion Oyj	Health Care		1,838		62,805		0.49
Ipsen SA	Health Care		844		61,715		0.48
Suez SA	Utilities		3,367		60,803		0.47
Covestro AG	Materials		1,049		60,143		0.47
Amplifon SpA	Health Care		1,819		57,749		0.45

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (JPGSFDEU) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

FinecoBank Banca Fineco SpA	Financials		4,103	$	57,252		0.45	%
Bureau Veritas SA	Industrials		2,356		57,170		0.45
Scout24 AG	Communication Services		833		53,902		0.42
ASR Nederland NV	Financials		1,390		53,105		0.41
Huhtamaki Oyj	Materials		1,370		52,816		0.41
Evotec SE	Health Care		1,718		52,812		0.41
Argenx SE	Health Care		218		51,148		0.40
Prysmian SpA	Industrials		1,824		50,542		0.39
GEA Group AG	Industrials		1,431		50,010		0.39
Accor SA	Consumer Discretionary		1,535		49,367		0.38
Groupe Bruxelles Lambert SA	Financials		557		49,122		0.38
Smurfit Kappa Group PLC	Materials		1,217		48,884		0.38
Euronext NV	Financials		568		48,821		0.38
Valmet Oyj	Industrials		1,539		47,732		0.37
Hera SpA	Utilities		14,137		46,198		0.36
BioMerieux	Health Care		416		45,187		0.35
Koninklijke Vopak NV	Energy		1,058		44,930		0.35
Kingspan Group PLC	Industrials		589		42,555		0.33
KBC Group NV	Financials		680		42,171		0.33
TAG Immobilien AG	Real Estate		1,694		41,221		0.32
ASML Holding NV	Information Technology		79		40,860		0.32
Iliad SA	Communication Services		251		40,688		0.32
Jeronimo Martins SGPS SA	Consumer Staples		2,744		39,378		0.31
LANXESS AG	Materials		624		39,222		0.31
Italgas SpA	Utilities		6,921		38,308		0.30
Industria de Diseno Textil SA	Consumer Discretionary		1,363		38,289		0.30
ADLER Group SA	Real Estate		1,637		38,237		0.30
Wendel SE	Financials		340		36,039		0.28
Wienerberger AG	Materials		1,127		35,163		0.27
BAWAG Group AG	Financials		792		34,893		0.27
Viscofan SA	Consumer Staples		591		34,837		0.27
MorphoSys AG	Health Care		461		34,213		0.27
Gerresheimer AG	Health Care		404		34,213		0.27
Eiffage SA	Industrials		400		34,106		0.27
Ageas SA/NV	Financials		652		33,636		0.26
Carrefour SA	Consumer Staples		2,109		32,580		0.25
Publicis Groupe SA	Communication Services		620		32,266		0.25
Deutsche Lufthansa AG	Industrials		2,850		32,221		0.25
Amundi SA	Financials		468		31,908		0.25
Carl Zeiss Meditec AG	Health Care		245		31,438		0.25
Koninklijke KPN NV	Communication Services		10,602		30,682		0.24
Raiffeisen Bank International AG	Financials		1,603		30,022		0.23
Uniper SE	Utilities		955		29,492		0.23
Interpump Group SpA	Industrials		682		29,299		0.23
A2A SpA	Utilities		18,139		28,151		0.22
Arkema SA	Materials		267		27,550		0.21
voestalpine AG	Materials		764		27,010		0.21
Heineken Holding NV	Consumer Staples		350		26,575		0.21
SEB SA	Consumer Discretionary		173		25,951		0.20
Elisa Oyj	Communication Services		480		24,560		0.19
Infineon Technologies AG	Information Technology		674		24,368		0.19
Enagas SA	Utilities		1,291		23,912		0.19
LVMH Moet Hennessy Louis Vuitton SE	Consumer Discretionary		41		23,437		0.18
Linde PLC	Materials		96		22,997		0.18
Ubisoft Entertainment SA	Communication Services		352		22,854		0.18
Grand City Properties SA	Real Estate		1,069		22,827		0.18
Sofina SA	Financials		76		21,842		0.17
Siemens AG	Industrials		153		21,474		0.17
Solvay SA	Materials		202		21,457		0.17
Corbion NV	Materials		430		20,429		0.16
Flutter Entertainment PLC	Consumer Discretionary		108		19,777		0.15
United Internet AG	Communication Services		574		19,644		0.15
Worldline SA/France	Information Technology		274		19,562		0.15
Moncler SpA	Consumer Discretionary		379		18,544		0.14
Bayerische Motoren Werke AG	Consumer Discretionary		203		17,955		0.14
Fresenius SE & Co KGaA	Health Care		451		17,126		0.13
NN Group NV	Financials		397		16,538		0.13
Gecina SA	Real Estate		140		16,428		0.13
Elis SA	Industrials		1,158		16,115		0.13
Elia Group SA/NV	Utilities		169		15,907		0.12
Inmobiliaria Colonial Socimi SA	Real Estate		1,892		15,616		0.12
Acciona SA	Utilities		106		15,203		0.12
alstria office REIT-AG	Real Estate		1,087		14,985		0.12
Iberdrola SA	Utilities		1,363		14,970		0.12
Endesa SA	Utilities		624		14,080		0.11
Fortum Oyj	Utilities		608		13,830		0.11
Siemens Gamesa Renewable Energy SA	Industrials		412		13,589		0.11
Cie de Saint-Gobain	Industrials		263		13,216		0.10

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (JPGSFDEU) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

SOITEC	Information Technology		75	$	13,038		0.10	%
CNH Industrial NV	Industrials		963		12,702		0.10
Kesko Oyj	Consumer Staples		480		12,521		0.10
Metso Outotec Oyj	Industrials		1,265		12,022		0.09
Stora Enso Oyj	Materials		739		11,760		0.09
ASM International NV	Information Technology		46		11,505		0.09
Sanofi	Health Care		134		11,318		0.09
EDP Renovaveis SA	Utilities		587		10,699		0.08
Varta AG	Industrials		83		10,450		0.08
Ackermans & van Haaren NV	Financials		76		10,328		0.08
EssilorLuxottica SA	Consumer Discretionary		74		10,239		0.08
Sopra Steria Group SACA	Information Technology		71		10,142		0.08
Rational AG	Industrials		15		10,011		0.08
Nokia Oyj	Information Technology		2,917		9,931		0.08
Aegon NV	Financials		2,424		9,819		0.08
Delivery Hero SE	Consumer Discretionary		88		9,685		0.08
Koninklijke DSM NV	Materials		66		9,507		0.07
RWE AG	Utilities		280		9,368		0.07
CNP Assurances	Financials		567		9,193		0.07
Aedifica SA	Real Estate		89		8,690		0.07
Faurecia SE	Consumer Discretionary		189		8,573		0.07
Sartorius Stedim Biotech	Health Care		24		8,491		0.07
IMCD NV	Industrials		70		8,291		0.06
Capgemini SE	Information Technology		57		8,201		0.06
CTS Eventim AG & Co KGaA	Communication Services		165		8,158		0.06
Puma SE	Consumer Discretionary		96		8,054		0.06
Alten SA	Information Technology		74		7,442		0.06
DiaSorin SpA	Health Care		52		7,049		0.05
CRH PLC	Materials		171		6,843		0.05
Telecom Italia SpA/Milano	Communication Services		14,572		6,721		0.05
Prosus NV	Consumer Discretionary		69		6,518		0.05
Danone SA	Consumer Staples		111		6,489		0.05
Proximus SADP	Communication Services		340		6,302		0.05
Rexel SA	Industrials		369		6,231		0.05
Banco BPM SpA	Financials		2,468		6,009		0.05
Engie SA	Utilities		463		5,603		0.04
Telefonica SA	Communication Services		1,466		5,596		0.04
ING Groep NV	Financials		527		5,494		0.04
Anheuser-Busch InBev SA/NV	Consumer Staples		101		5,442		0.04
Bollore SA	Communication Services		1,266		5,213		0.04
Bouygues SA	Industrials		148		5,058		0.04
KION Group AG	Industrials		57		4,810		0.04
Credit Agricole SA	Financials		388		4,789		0.04
Renault SA	Consumer Discretionary		127		4,693		0.04
SPIE SA	Industrials		226		4,619		0.04
Remy Cointreau SA	Consumer Staples		26		4,165		0.03
Glanbia PLC	Consumer Staples		325		4,137		0.03
Atlantia SpA	Industrials		244		3,893		0.03
Veolia Environnement SA	Utilities		174		3,802		0.03
Eni SpA	Energy		316		3,317		0.03
ANDRITZ AG	Industrials		76		2,909		0.02
Akzo Nobel NV	Materials		30		2,880		0.02
JDE Peet’s NV	Consumer Staples		91		2,857		0.02
Orange SA	Communication Services		258		2,711		0.02
CaixaBank SA	Financials		968		2,554		0.02
Repsol SA	Energy		219		2,308		0.02
Siemens Energy AG	Industrials		74		2,267		0.02
OMV AG	Energy		51		2,216		0.02
Thales SA	Industrials		23		1,972		0.02
Rheinmetall AG	Industrials		22		1,906		0.01
Wartsila OYJ Abp	Industrials		210		1,881		0.01
Valeo SA	Consumer Discretionary		53		1,523		0.01
Freenet AG	Communication Services		71		1,459		0.01
Etablissements Franz Colruyt NV	Consumer Staples		23		1,168		0.01
Electricite de France SA	Utilities		94		1,070		0.01
thyssenkrupp AG	Materials		93		1,062		0.01
TechnipFMC PLC	Energy		136		883		0.01
Aalberts NV	Industrials		16		705		0.01
Technip Energies NV	Energy		27		351		0.00

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (JPGSFDUK) of common stocks

Common Stocks	Sector	Shares		Value		Weight

Reckitt Benckiser Group PLC	Consumer Staples		39	$	251,411		6.32	%
Ferguson PLC	Industrials		19		162,159		4.08
Tesco PLC	Consumer Staples		486		111,218		2.80
London Stock Exchange Group PLC	Financials		15		106,334		2.68
Associated British Foods PLC	Consumer Staples		41		99,580		2.51
Next PLC	Consumer Discretionary		13		99,109		2.49
Johnson Matthey PLC	Materials		33		98,639		2.48
J Sainsbury PLC	Consumer Staples		351		85,229		2.14
Rio Tinto PLC	Materials		14		80,160		2.02
Admiral Group PLC	Financials		25		77,563		1.95
Sage Group PLC/The	Information Technology		122		74,796		1.88
Diageo PLC	Consumer Staples		24		72,841		1.83
Halma PLC	Information Technology		29		69,543		1.75
GlaxoSmithKline PLC	Health Care		54		69,406		1.75
Berkeley Group Holdings PLC	Consumer Discretionary		16		69,144		1.74
Ferrexpo PLC	Materials		180		67,520		1.70
Royal Dutch Shell PLC	Energy		47		67,117		1.69
Land Securities Group PLC	Real Estate		94		64,561		1.62
Wm Morrison Supermarkets PLC	Consumer Staples		346		63,120		1.59
Direct Line Insurance Group PLC	Financials		175		54,762		1.38
IG Group Holdings PLC	Financials		57		51,509		1.30
Fresnillo PLC	Materials		60		51,424		1.29
Imperial Brands PLC	Consumer Staples		33		49,818		1.25
Evraz PLC	Materials		85		49,209		1.24
Tritax Big Box REIT PLC	Real Estate		250		44,922		1.13
Electrocomponents PLC	Industrials		45		44,436		1.12
Hikma Pharmaceuticals PLC	Health Care		19		43,622		1.10
UDG Healthcare PLC	Health Care		55		43,161		1.09
Plus500 Ltd	Financials		29		40,846		1.03
Centamin PLC	Materials		390		40,557		1.02
Spectris PLC	Information Technology		10		34,035		0.86
SSE PLC	Utilities		22		32,054		0.81
Tate & Lyle PLC	Consumer Staples		42		32,014		0.81
Man Group PLC/Jersey	Financials		185		29,768		0.75
Petrofac Ltd	Energy		307		29,370		0.74
Greencore Group PLC	Consumer Staples		174		27,420		0.69
Legal & General Group PLC	Financials		90		25,101		0.63
Aviva PLC	Financials		61		24,735		0.62
ConvaTec Group PLC	Health Care		126		24,626		0.62
Softcat PLC	Information Technology		13		24,131		0.61
Royal Mail PLC	Industrials		46		23,446		0.59
Rightmove PLC	Communication Services		40		23,433		0.59
RHI Magnesita NV	Materials		6		23,295		0.59
BT Group PLC	Communication Services		150		23,220		0.58
John Wood Group PLC	Energy		85		23,092		0.58
Quilter PLC	Financials		138		22,077		0.56
Compass Group PLC	Consumer Discretionary		15		21,451		0.54
Victrex PLC	Materials		10		21,052		0.53
Ashtead Group PLC	Industrials		5		20,882		0.53
Gamesys Group PLC	Consumer Discretionary		11		20,656		0.52
IntegraFin Holdings PLC	Financials		40		20,122		0.51
Marshalls PLC	Materials		29		20,062		0.50
Domino’s Pizza Group PLC	Consumer Discretionary		56		19,439		0.49
St James’s Place PLC	Financials		15		19,435		0.49
Future PLC	Communication Services		10		19,382		0.49
M&G PLC	Financials		91		18,828		0.47
Cairn Energy PLC	Energy		107		18,150		0.46
Hargreaves Lansdown PLC	Financials		12		18,030		0.45
Cranswick PLC	Consumer Staples		5		17,818		0.45
Ultra Electronics Holdings PLC	Industrials		8		17,021		0.43
J D Wetherspoon PLC	Consumer Discretionary		13		16,977		0.43
Moneysupermarket.com Group PLC	Consumer Discretionary		62		16,609		0.42
Auto Trader Group PLC	Communication Services		30		16,375		0.41
Aggreko PLC	Industrials		19		16,354		0.41
Rotork PLC	Industrials		45		16,150		0.41
Spirent Communications PLC	Information Technology		68		16,123		0.41
3i Group PLC	Financials		14		15,589		0.39
Computacenter PLC	Information Technology		6		15,351		0.39
Hochschild Mining PLC	Materials		77		15,015		0.38
Centrica PLC	Utilities		272		14,745		0.37
Investec PLC	Financials		67		14,740		0.37
Balfour Beatty PLC	Industrials		50		14,731		0.37
Savills PLC	Real Estate		12		14,151		0.36
CMC Markets PLC	Financials		29		14,027		0.35
Severn Trent PLC	Utilities		6		13,820		0.35
Safestore Holdings PLC	Real Estate		17		13,750		0.35

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (JPGSFDUK) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Howden Joinery Group PLC	Industrials		18	$	13,520		0.34	%
TP ICAP Group PLC	Financials		55		13,393		0.34
888 Holdings PLC	Consumer Discretionary		33		12,971		0.33
Intermediate Capital Group PLC	Financials		7		12,939		0.33
Smurfit Kappa Group PLC	Materials		4		12,777		0.32
Intertek Group PLC	Industrials		2		12,324		0.31
Games Workshop Group PLC	Consumer Discretionary		1		12,311		0.31
Kingfisher PLC	Consumer Discretionary		39		12,309		0.31
QinetiQ Group PLC	Industrials		38		11,905		0.30
Barratt Developments PLC	Consumer Discretionary		15		11,476		0.29
Pearson PLC	Communication Services		15		11,465		0.29
Ocado Group PLC	Consumer Discretionary		6		11,395		0.29
AJ Bell PLC	Financials		27		11,390		0.29
Just Group PLC	Financials		113		11,384		0.29
Schroders PLC	Financials		3		11,360		0.29
B&M European Value Retail SA	Consumer Discretionary		21		11,302		0.28
Vesuvius PLC	Industrials		20		10,706		0.27
Burberry Group PLC	Consumer Discretionary		6		10,615		0.27
Weir Group PLC/The	Industrials		6		10,153		0.26
Telecom Plus PLC	Utilities		8		10,001		0.25
Unilever PLC	Consumer Staples		2		9,693		0.24
Pagegroup PLC	Industrials		21		9,690		0.24
Ashmore Group PLC	Financials		25		9,606		0.24
XP Power Ltd	Industrials		2		9,566		0.24
JD Sports Fashion PLC	Consumer Discretionary		12		9,542		0.24
OSB Group PLC	Financials		22		9,345		0.24
Glencore PLC	Materials		33		9,315		0.23
Ninety One PLC	Financials		39		9,285		0.23
Diversified Gas & Oil PLC	Energy		84		9,285		0.23
Playtech Plc	Consumer Discretionary		21		9,106		0.23
Hays PLC	Industrials		59		8,801		0.22
Brewin Dolphin Holdings PLC	Financials		28		8,735		0.22
CRH PLC	Materials		3		8,655		0.22
Dunelm Group PLC	Consumer Discretionary		7		8,606		0.22
Phoenix Group Holdings PLC	Financials		12		8,486		0.21
LXI REIT Plc	Real Estate		67		8,477		0.21
Clarkson PLC	Industrials		3		8,254		0.21
PZ Cussons PLC	Consumer Staples		31		8,193		0.21
Drax Group PLC	Utilities		19		8,099		0.20
Sanne Group PLC	Financials		12		7,967		0.20
AO World PLC	Consumer Discretionary		27		7,929		0.20
British American Tobacco PLC	Consumer Staples		3		7,887		0.20
Vodafone Group PLC	Communication Services		58		7,696		0.19
Hill & Smith Holdings PLC	Materials		5		7,691		0.19
Jupiter Fund Management PLC	Financials		28		7,669		0.19
TI Fluid Systems PLC	Consumer Discretionary		28		7,551		0.19
Crest Nicholson Holdings plc	Consumer Discretionary		18		7,531		0.19
Close Brothers Group PLC	Financials		5		7,024		0.18
IMI PLC	Industrials		5		6,786		0.17
FDM Group Holdings PLC	Information Technology		7		6,674		0.17
Paragon Banking Group PLC	Financials		14		6,523		0.16
Frasers Group PLC	Consumer Discretionary		14		6,410		0.16
BHP Group PLC	Materials		3		6,399		0.16
WH Smith PLC	Consumer Discretionary		4		6,290		0.16
Morgan Sindall Group PLC	Industrials		4		6,239		0.16
Grainger PLC	Real Estate		23		6,082		0.15
Coats Group PLC	Consumer Discretionary		104		5,897		0.15
Sabre Insurance Group PLC	Financials		23		5,827		0.15
Diploma PLC	Industrials		2		5,673		0.14
Anglo American PLC	Materials		2		5,611		0.14
IWG PLC	Real Estate		16		5,589		0.14
John Laing Group PLC	Industrials		18		5,532		0.14
Barclays PLC	Financials		29		5,451		0.14
Kainos Group PLC	Information Technology		4		5,440		0.14
Mediclinic International PLC	Health Care		19		5,323		0.13
TBC Bank Group PLC	Financials		5		5,236		0.13
Vectura Group PLC	Health Care		45		5,207		0.13
Premier Foods PLC	Consumer Staples		53		5,015		0.13
Pets at Home Group Plc	Consumer Discretionary		12		4,996		0.13
Helios Towers PLC	Communication Services		29		4,901		0.12
ContourGlobal PLC	Utilities		21		4,302		0.11
Flutter Entertainment PLC	Consumer Discretionary		0		4,210		0.11
Chemring Group PLC	Industrials		15		4,119		0.10
Hilton Food Group PLC	Consumer Staples		4		3,954		0.10
Prudential PLC	Financials		3		3,940		0.10
Greggs PLC	Consumer Discretionary		2		3,746		0.09
Lloyds Banking Group PLC	Financials		85		3,599		0.09
Entain PLC	Consumer Discretionary		2		3,428		0.09

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (JPGSFDUK) of common stocks (continued)

Common Stocks	Sector	Shares		Value		Weight

Big Yellow Group PLC	Real Estate		3	$	3,378		0.08	%
Watches of Switzerland Group PLC	Consumer Discretionary		5		3,288		0.08
Mondi PLC	Materials		2		3,282		0.08
Bunzl PLC	Industrials		1		3,183		0.08
Standard Chartered PLC	Financials		6		3,161		0.08
DS Smith PLC	Materials		8		3,152		0.08
CLS Holdings PLC	Real Estate		13		3,063		0.08
Liontrust Asset Management PLC	Financials		2		3,047		0.08
Essentra PLC	Materials		10		3,004		0.08
Firstgroup PLC	Industrials		32		2,983		0.08
Antofagasta PLC	Materials		2		2,959		0.07
Elementis PLC	Materials		23		2,899		0.07
Croda International PLC	Materials		0		2,465		0.06
Experian PLC	Industrials		1		2,406		0.06
Sirius Real Estate Ltd	Real Estate		25		2,206		0.06
Spirax-Sarco Engineering PLC	Industrials		0		2,204		0.06
IP Group PLC	Financials		17		2,171		0.05
Petropavlovsk PLC	Materials		89		2,124		0.05
Renishaw PLC	Information Technology		0		2,109		0.05
Capita PLC	Information Technology		48		2,102		0.05
Airtel Africa PLC	Communication Services		24		1,913		0.05
Genus PLC	Health Care		0		1,884		0.05
Polymetal International PLC	Materials		1		1,791		0.05
Rathbone Brothers PLC	Financials		1		1,720		0.04
Synthomer PLC	Materials		4		1,713		0.04
Travis Perkins PLC	Industrials		1		1,703		0.04
Indivior PLC	Health Care		13		1,680		0.04
Dechra Pharmaceuticals PLC	Health Care		0		1,539		0.04
Avon Rubber PLC	Industrials		0		1,479		0.04
Inchcape PLC	Consumer Discretionary		2		1,474		0.04
Segro PLC	Real Estate		2		1,444		0.04
Just Eat Takeaway.com NV	Consumer Discretionary		0		1,442		0.04
PureTech Health PLC	Health Care		4		1,411		0.04
Provident Financial PLC	Financials		5		1,182		0.03
Rentokil Initial PLC	Industrials		2		1,172		0.03
Oxford Instruments PLC	Information Technology		1		1,157		0.03
Dixons Carphone PLC	Consumer Discretionary		8		1,094		0.03
JTC PLC	Financials		2		1,089		0.03
Standard Life Aberdeen PLC	Financials		4		1,066		0.03
Marks & Spencer Group PLC	Consumer Discretionary		7		1,062		0.03
Melrose Industries PLC	Industrials		6		1,040		0.03
DCC PLC	Industrials		0		1,035		0.03
Serco Group PLC	Industrials		7		947		0.02
Biffa PLC	Industrials		4		942		0.02
Energean PLC	Energy		1		892		0.02
Wizz Air Holdings Plc	Industrials		0		864		0.02
Natwest Group PLC	Financials		4		824		0.02
Polypipe Group plc	Industrials		1		782		0.02
Civitas Social Housing PLC	Real Estate		7		751		0.02
Vivo Energy PLC	Consumer Discretionary		8		742		0.02
Rank Group PLC	Consumer Discretionary		4		736		0.02
LondonMetric Property PLC	Real Estate		3		611		0.02
Avast PLC	Information Technology		1		590		0.01
Vistry Group PLC	Consumer Discretionary		1		586		0.01
Morgan Advanced Materials PLC	Industrials		2		535		0.01
Micro Focus International PLC	Information Technology		1		522		0.01
Assura PLC	Real Estate		7		501		0.01
C&C Group PLC	Consumer Staples		2		501		0.01
Mitchells & Butlers PLC	Consumer Discretionary		1		472		0.01
Bodycote PLC	Industrials		0		394		0.01
Meggitt PLC	Industrials		1		309		0.01

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

PURCHASED OPTIONS CONTRACTS — At March 31, 2021, the Fund had the following:

EXCHANGE TRADED INDEX OPTIONS


Description	Exercise Price		Expiration Date		Number of Contracts		Notional Amount		Value		Premiums Paid (Received) by the Fund		Unrealized Appreciation/ Depreciation

Purchased options contracts:
Calls
CBOE Volatility Index		29 USD		06/16/2021		340	$	659,600	$	83,300	$	131,580	$	(48,280	)
		30 USD		04/21/2021		340		659,600		20,400		134,579		(114,179	)
		32.50 USD		05/19/2021		310		601,400		43,400		127,793		(84,393	)

Total purchased options contracts						990			$	147,100	$	393,952	$	(246,852	)

GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND

Consolidated Schedule of Investments

March 31, 2021 (Unaudited)


Shares	Dividend Rate	Value

Investment Companies^(a) – 72.8%
Goldman Sachs Financial Square Government Fund — Institutional Shares
190,585,474	0.036%	$190,585,474

TOTAL INVESTMENTS – 72.8% (Cost $190,585,474)		$190,585,474

OTHER ASSETS IN EXCESS OF LIABILITIES – 27.2%		71,233,551

NET ASSETS – 100.0%		$261,819,025

The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.



(a)		Represents an Affiliated Issuer.



Investment Abbreviations:
BA		— Banker Acceptance Rate
BBR		— Bank Bill Reference Rate
BUBOR		— Budapest Interbank Offered Rate
EURIBOR		— Euro Interbank Offered Rate
JIBAR		— Johannesburg Interbank Agreed Rate
LIBOR		— London Interbank Offered Rate
PRIBOR		— Prague Interbank Offered Rate
STIBOR		— Stockholm Interbank Offered Rate
TIIE		— Interbank Equilibrium Interest Rate
WIBOR		— Warsaw Interbank Offered Rate

Currency Abbreviations:
AUD		— Australian Dollar
BRL		— Brazilian Real
CAD		— Canadian Dollar
CHF		— Swiss Franc
CLP		— Chilean Peso
COP		— Colombian Peso
CZK		— Czech Koruna
EUR		— Euro
GBP		— British Pound
HUF		— Hungarian Forint
IDR		— Indonesian Rupiah
INR		— Indian Rupee
JPY		— Japanese Yen
KRW		— South Korean Won
MXN		— Mexican Peso
NOK		— Norwegian Krone
NZD		— New Zealand Dollar
PLN		— Polish Zloty
RUB		— Russian Ruble
SEK		— Swedish Krona
TRY		— Turkish Lira
USD		— United States Dollar
ZAR		— South African Rand

For information on the mutual funds, please call our toll-free Shareholder Services Line at 1-800-526-7384 or visit us on the web at www.GSAMFUNDS.com.

GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At March 31, 2021, the Fund had the following forward foreign currency exchange contracts:

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN


Counterparty	Currency Purchased		Currency Sold			Settlement Date		Unrealized Gain

Morgan Stanley Co., Inc.	CAD	16,898,000		USD	13,354,332		06/16/2021	$	93,259
	CLP	4,130,000,000		USD	5,721,648		06/16/2021		13,596
	INR	1,225,000,000		USD	16,420,251		06/16/2021		126,042
	MXN	92,256,000		USD	4,400,736		06/16/2021		76,713
	USD	559,522		AUD	727,000		06/16/2021		7,153
	USD	3,480,765		BRL	19,100,000		04/05/2021		87,411
	USD	3,448,027		BRL	19,100,000		05/04/2021		60,524
	USD	63,028		CAD	79,000		06/16/2021		159
	USD	4,089,545		CHF	3,784,000		06/16/2021		77,899
	USD	2,203,600		COP	8,052,000,000		06/16/2021		9,052
	USD	3,495,388		CZK	76,935,000		06/16/2021		38,252
	USD	20,849,540		EUR	17,424,000		06/16/2021		384,634
	USD	5,801,122		GBP	4,164,000		06/16/2021		59,342
	USD	1,095,814		HUF	331,386,000		06/16/2021		23,907
	USD	2,752,992		IDR	40,140,000,000		06/16/2021		25,559
	USD	35,934,575		JPY	3,862,949,000		06/16/2021		1,022,822
	USD	5,190,575		KRW	5,800,000,000		06/16/2021		47,262
	USD	8,378,273		PLN	32,453,000		06/16/2021		163,317
	USD	3,151,824		SEK	26,857,600		06/16/2021		74,479
	USD	1,999,201		TRY	16,920,000		06/16/2021		48,817
	ZAR	82,893,000		USD	5,454,317		06/17/2021		106,586

TOTAL								$	2,546,785


FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS

Counterparty	Currency Purchased		Currency Sold			Settlement Date		Unrealized Loss

Morgan Stanley Co., Inc.	AUD	16,525,000		USD	12,852,287		06/16/2021	$	(296,725	)
	BRL	19,100,000		USD	3,452,390		04/05/2021		(59,036	)
	CAD	1,390,000		USD	1,108,966		06/16/2021		(2,790	)
	CHF	6,325,000		USD	6,866,024		06/16/2021		(160,512	)
	COP	19,338,000,000		USD	5,327,508		06/16/2021		(56,994	)
	CZK	144,000,000		USD	6,638,909		06/16/2021		(168,154	)
	EUR	13,938,000		USD	16,734,216		06/16/2021		(363,700	)
	GBP	25,735,750		USD	35,900,175		06/16/2021		(412,892	)
	HUF	1,892,500,000		USD	6,252,854		06/16/2021		(131,338	)
	IDR	142,200,000,000		USD	9,818,408		06/16/2021		(156,202	)
	JPY	56,276,000		USD	526,710		06/16/2021		(18,111	)
	KRW	14,900,000,000		USD	13,311,772		06/16/2021		(98,780	)
	NOK	34,800,000		USD	4,081,924		06/16/2021		(13,409	)
	NZD	6,580,000		USD	4,768,855		06/16/2021		(174,199	)
	PLN	27,015,000		USD	7,166,687		06/16/2021		(328,274	)
	RUB	444,500,000		USD	5,954,385		06/16/2021		(124,778	)
	SEK	65,589,000		USD	7,785,045		06/16/2021		(269,855	)
	TRY	35,040,000		USD	4,497,467		06/16/2021		(458,373	)
	USD	871,442		CLP	640,000,000		06/16/2021		(17,312	)
	USD	2,479,158		CZK	55,200,000		06/16/2021		(1,298	)
	USD	9,623,085		HUF	2,984,000,000		06/16/2021		(29,018	)
	USD	3,886,026		IDR	57,240,000,000		06/16/2021		(3,317	)
	USD	2,281,974		INR	170,000,000		06/16/2021		(14,246	)
	USD	4,205,507		KRW	4,760,000,000		06/16/2021		(15,556	)
	USD	2,106,923		MXN	44,170,000		06/16/2021		(36,774	)
	USD	1,201,319		ZAR	18,349,000		06/17/2021		(29,630	)

TOTAL								$	(3,441,273	)

GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

FUTURES CONTRACTS — At March 31, 2021, the Fund had the following futures contracts:


Description	Number of Contracts		Expiration Date		Notional Amount		Unrealized Appreciation/ (Depreciation)

Long position contracts:
Amsterdam Exchange Index		41		04/16/2021	$	6,723,028	$	57,136
BIST 30 Index		1,288		04/30/2021		2,249,681		(310,472)
Brent Crude Oil		19		04/30/2021		1,195,480		(91,998)
CAC 40 10 Euro Index		93		04/16/2021		6,615,646		12,256
Coffee “C”		37		05/18/2021		1,713,562		(5,648)
Corn		42		05/14/2021		1,184,925		35,214
Cotton No. 2		53		05/06/2021		2,143,320		(65,669)
DAX Index		15		06/18/2021		6,609,191		73,168
DJIA CBOT E-Mini Index		18		06/18/2021		2,960,820		65,757
EURO STOXX 50 Index		79		06/18/2021		3,581,590		77,569
FTSE 100 Index		70		06/18/2021		6,445,851		(1,762)
FTSE/JSE Top 40 Index		134		06/17/2021		5,554,282		(117,828)
FTSE/MIB Index		47		06/18/2021		6,722,608		39,123
Hang Seng Index		45		04/29/2021		8,195,289		36,785
HSCEI		57		04/29/2021		4,011,725		2,448
IBEX 35 Index		65		04/16/2021		6,545,255		(11,633)
KC HRW Wheat		32		05/14/2021		922,800		(73,540)
KOSPI 200 Index		30		06/10/2021		2,747,846		10,454
Lean Hogs		46		06/14/2021		1,936,600		189,920
Live Cattle		15		06/30/2021		735,600		31,748
LME Aluminum Base Metal		72		04/21/2021		3,949,650		371,478
LME Aluminum Base Metal		60		05/19/2021		3,300,375		62,440
LME Copper Base Metal		15		04/21/2021		3,297,375		359,766
LME Copper Base Metal		11		05/19/2021		2,416,975		(44,171)
LME Lead Base Metal		57		04/21/2021		2,788,725		(112,751)
LME Lead Base Metal		57		05/19/2021		2,801,194		(55,751)
LME Nickel Base Metal		22		04/21/2021		2,115,960		(206,747)
LME Nickel Base Metal		19		05/19/2021		1,829,301		(44,462)
LME Zinc Base Metal		37		04/21/2021		2,596,706		97,905
LME Zinc Base Metal		37		05/19/2021		2,601,331		56,542
Low Sulphur Gasoil		24		05/12/2021		1,195,800		(120,048)
MSCI Emerging Markets E-Mini Index		83		06/18/2021		5,488,375		(39,758)
NASDAQ 100 E-Mini Index		8		06/18/2021		2,094,360		55,849
Nikkei 225 Index		8		06/10/2021		2,108,286		56,417
NY Harbor ULSD		16		04/30/2021		1,192,464		(78,990)
OMXS30 Index		272		04/16/2021		6,812,107		59,754
RBOB Gasoline		15		04/30/2021		1,235,745		(21,461)
Russell 2000 E-Mini Index		75		06/18/2021		8,334,375		(411,514)
S&P 500 E-Mini Index		48		06/18/2021		9,521,760		50,666
S&P/TSX 60 Index		64		06/17/2021		11,317,006		(1,375)
SET50 Index		788		06/29/2021		4,867,193		(430)
SGX FTSE China A50 Index		130		04/29/2021		2,233,661		27,977
Silver		10		05/26/2021		1,224,250		(107,183)
Soybean		24		05/14/2021		1,724,100		63,074
SPI 200 Index		80		06/17/2021		10,278,231		22,978
Sugar No. 11		112		04/30/2021		1,852,749		(66,378)
TOPIX Index		39		06/10/2021		6,882,457		129,857
VSTOXX		292		04/21/2021		628,356		(119,733)
Wheat		34		05/14/2021		1,051,875		(55,232)
WTI Crude Oil		14		04/20/2021		830,620		(60,519)

Total							$	(178,772)

Short position contracts:
100 oz Gold		(12)		06/28/2021		(2,050,080)		4,537
CBOE Volatility Index		(51)		04/21/2021		(1,057,434)		277,105

GOLDMAN SACHS MANAGED FUTURES STRATEGY FUND

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

FUTURES CONTRACTS (continued)


Description	Number of Contracts		Expiration Date		Notional Amount		Unrealized Appreciation/ (Depreciation)

Short position contracts: (continued)
Feeder Cattle		(23)		05/27/2021	$	(1,722,125)	$	(54,051)
LME Aluminum Base Metal		(72)		04/21/2021		(3,949,650)		(76,572)
LME Aluminum Base Metal		(7)		05/19/2021		(385,044)		(8,115)
LME Copper Base Metal		(15)		04/21/2021		(3,297,375)		35,979
LME Copper Base Metal		(2)		05/19/2021		(439,450)		4,694
LME Lead Base Metal		(57)		04/21/2021		(2,788,725)		61,099
LME Lead Base Metal		(24)		05/19/2021		(1,179,450)		(10,961)
LME Nickel Base Metal		(22)		04/21/2021		(2,115,960)		102,604
LME Nickel Base Metal		(8)		05/19/2021		(770,232)		(1,417)
LME Zinc Base Metal		(37)		04/21/2021		(2,596,706)		(57,695)
LME Zinc Base Metal		(5)		05/19/2021		(351,531)		(7,547)
MSCI EAFE E-Mini Index		(134)		06/18/2021		(14,686,400)		52,415
Natural Gas		(96)		04/28/2021		(2,498,880)		275

Total							$	322,350

Total Futures Contracts							$	143,578

SWAP CONTRACTS — At March 31, 2021, the Fund had the following swap contracts:

CENTRALLY CLEARED INTEREST RATE SWAP CONTRACTS


Payments Made by the Fund	Payments Received by the Fund	Termination Date		Notional Amount (000’s)^(a)		Value			Upfront Premium (Received) Paid			Unrealized Appreciation/ (Depreciation)

3 Month BBR^(b)	0.250%		06/16/2022	AUD	175,060	$	186,443		$	306,675		$	(120,232	)
3 Month BA^(c)	0.500		06/16/2022	CAD	271,990		15,590			(51,583	)		67,173
0.000%^(d)	6 Month LIBOR		06/16/2022	CHF	492,140		(3,577,172	)		(3,596,380	)		19,208
6 Month EURIBOR^(c)	0.000		06/16/2022	EUR	558,890		3,393,581			3,287,712			105,869
0.000^(c)	6 Month LIBOR		06/16/2022	GBP	193,490		470,036			495,445			(25,409	)
0.000^(d)	3 Month STIBOR		06/16/2022	SEK	2,260,450		(52,506	)		(34,849	)		(17,657	)
3 Month LIBOR^(b)	0.200		06/16/2022	USD	1,366,770		(265,035	)		(69,705	)		(195,330	)
6 Month EURIBOR^(c)	0.000		06/16/2023	EUR	147,340		1,707,672			1,644,391			63,281
6 Month LIBOR^(c)	0.250		06/16/2023	GBP	96,570		(239,489	)		(157,799	)		(81,690	)
3 Month LIBOR^(b)	0.500		06/16/2023	USD	292,390		973,498			1,160,402			(186,904	)
1.000^(d)	6 Month PRIBOR		09/15/2026	CZK	585,060		1,036,694			201,438			835,256
2.000^(d)	6 Month BUBOR		09/15/2026	HUF	6,025,520		346,872			(287,468	)		634,340
5.750^(e)	1 Month TIIE		09/15/2026	MXN	52,510		67,224			10,599			56,625
1.500^(d)	6 Month WIBOR		09/15/2026	PLN	60,270		(2,435	)		(371,492	)		369,057
6.750^(b)	3 Month JIBAR		09/15/2026	ZAR	39,160		(33,754	)		(112,362	)		78,608
2.000^(c)	3 Month BA		06/16/2031	CAD	18,310		176,168			63,250			112,918
0.000^(d)	6 Month LIBOR		06/16/2031	CHF	23,620		114,028			95,548			18,480
6 Month EURIBOR^(c)	0.000		06/16/2031	EUR	26,600		64,021			64,021			—
6 Month LIBOR^(c)	1.000		06/16/2031	GBP	16,550		(159,447	)		115,617			(275,064	)
1.000^(d)	3 Month STIBOR		06/16/2031	SEK	208,290		(419,816	)		(412,848	)		(6,968	)
3 Month LIBOR^(b)	1.750		06/16/2031	USD	32,910		59,136			59,136			—
0.500^(d)	6 Month EURIBOR		06/16/2051	EUR	14,040		(53,177	)		(517,504	)		464,327
1.000^(c)	6 Month LIBOR		06/16/2051	GBP	8,640		786,985			343,043			443,942
2.000^(c)	3 Month LIBOR		06/16/2051	USD	28,110		1,322,032			760,970			561,062

TOTAL							5,917,149			2,996,257			2,920,892

(a)

Represents forward starting interest rate swaps whose effective dates of commencement of accruals and cash flows occur subsequent to March 31, 2021.

(b)

Payments made quarterly

(c)

Payments made semi-annually.

(d)

Payments made annually.

(e)

Payments made monthly.

GOLDMAN SACHS ALTERNATIVE FUNDS

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS

Investment Valuation — The Funds’ valuation policy is to value investments at fair value.

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

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

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

Level 3 — Prices or valuations that require significant unobservable inputs (including Goldman Sachs Asset Management, L.P. (“GSAM”)’s assumptions in determining fair value measurement).

The Board of Trustees (“Trustees”) has approved Valuation Procedures that govern the valuation of the portfolio investments held by the Funds, including investments for which market quotations are not readily available. The Trustees have delegated to GSAM day-to-day responsibility for implementing and maintaining internal controls and procedures related to the valuation of the Funds’ investments. To assess the continuing appropriateness of pricing sources and methodologies, GSAM regularly performs price verification procedures and issues challenges as necessary to third party pricing vendors or brokers, and any differences are reviewed in accordance with the Valuation Procedures.

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

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

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

Underlying Funds (including Money Market Funds) — Underlying funds (“Underlying Funds”) include other investment companies and exchange-traded funds (“ETFs”). Investments in the Underlying Funds (except ETFs) are valued at the net asset value (“NAV”) per share on the day of valuation. ETFs are valued daily at the last sale price or official closing price on the principal exchange or system on which the investment is traded. Because the Funds invest in Underlying Funds that fluctuate in value, the Funds’ shares will correspondingly fluctuate in value. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. For information regarding an Underlying Fund’s accounting policies and investment holdings, please see the Underlying Fund’s shareholder report.

GOLDMAN SACHS ALTERNATIVE FUNDS

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

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

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

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

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

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

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

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

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

An interest rate swap is an agreement that obligates two parties to exchange a series of cash flows at specified intervals, based upon or calculated by reference to changes in interest rates on a specified notional principal amount. The payment flows are usually netted against each other, with the difference being paid by one party to the other.

GOLDMAN SACHS ALTERNATIVE FUNDS

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

A credit default swap is an agreement that involves one party (the buyer of protection) making a stream of payments to another party (the seller of protection) in exchange for the right to receive protection on a reference security or obligation, including a group of assets or exposure to the performance of an index. A Fund’s investment in credit default swaps may involve greater risks than if the Fund had invested in the referenced obligation directly. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring and obligation acceleration. If a Fund buys protection through a credit default swap and no credit event occurs, its payments are limited to the periodic payments previously made to the counterparty. Upon the occurrence of a specified credit event, a Fund, as a buyer of credit protection, is entitled to receive an amount equal to the notional amount of the swap and deliver to the seller the defaulted reference obligation in a physically settled trade. A Fund may also receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap reduced by the recovery value of the reference obligation in a cash settled trade.

As a seller of protection, a Fund generally receives a payment stream throughout the term of the swap, provided that there is no credit event. In addition, if a Fund sells protection through a credit default swap, a Fund could suffer a loss because the value of the referenced obligation and the premium payments received may be less than the notional amount of the swap paid to the buyer of protection. Upon the occurrence of a specified credit event, a Fund, as a seller of credit protection, may be required to take possession of the defaulted reference obligation and pay the buyer an amount equal to the notional amount of the swap in a physically settled trade. A Fund may also pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap reduced by the recovery value of the reference obligation in a cash settled trade. Recovery values are at times established through the credit event auction process in which market participants are ensured that a transparent price has been set for the defaulted security or obligation. In addition, a Fund is entitled to a return of any assets, which have been pledged as collateral to the counterparty upon settlement.

The maximum potential amount of future payments (undiscounted) that a Fund as seller of protection could be required to make under a credit default swap would be an amount equal to the notional amount of the agreement. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or net amounts received from a settlement of a credit default swap for the same reference security or obligation where a Fund bought credit protection.

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

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

GOLDMAN SACHS ALTERNATIVE FUNDS

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

C. Fair Value Hierarchy — The following is a summary of the Funds’ investments and derivatives classified in the fair value hierarchy as of March 31, 2021:


ABSOLUTE RETURN TRACKER

Investment Type	Level 1			Level 2			Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Africa	$	47,891		$	435,807		$	—
Asia		82,191			18,804,169			—
Australia and Oceania		—			905,212			—
Europe		8,742,839			66,659,418			—
North America		984,130,830			1,258,265			—
South America		—			20,902			—
Exchange Traded Funds		513,435,086			—			—
Investment Company		1,541,673,111			—			—
Securities Lending Reinvestment Vehicle		8,374,500			—			—

Total	$	3,056,486,448		$	88,083,773		$	—

Derivative Type

Assets
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	1,840,607		$	—
Futures Contracts^(b)		8,985,149			—			—
Credit Default Swap Contracts^(b)		—			1,843,347			—
Total Return Swap Contracts^(b)		—			1,758,041			—
Purchased Options Contracts		249,720			—			—

Total	$	9,234,869		$	5,441,995		$	—

Liabilities
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	(787,479)		$	—
Futures Contracts^(b)		(7,134,959	)		—			—
Total Return Swap Contracts^(b)		—			(2,318,998	)		—
Written Options Contracts		(2,901,700	)		—			—

Total	$	(10,036,659	)	$	(3,106,477	)	$	—

ALTERNATIVE PREMIA

Investment Type	Level 1			Level 2			Level 3

Assets
Investment Company	$	21,709,882		$	—		$	—

Derivative Type

Assets
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	69,975		$	—
Futures Contracts^(b)		2,667,531			—			—
Credit Default Swap Contracts^(b)		—			5,853			—
Total Return Swap Contracts^(b)		—			420,199			—
Purchased Options Contracts		147,100			—			—

Total	$	2,814,631		$	496,027		$	—

Liabilities^(b)
Forward Foreign Currency Exchange Contracts	$	—		$	(73,635)		$	—
Futures Contracts		(1,992,238	)		—			—
Total Return Swap Contracts		—			(513,421	)		—

Total	$	(1,992,238)		$	(587,056)		$	—

MANAGED FUTURES STRATEGY

Investment Type	Level 1			Level 2			Level 3

Assets
Investment Company	$	190,585,474		$	—		$	—

Derivative Type

Assets^(b)
Forward Foreign Currency Exchange Contracts	$	—		$	2,546,785		$	—
Futures Contracts		2,584,989			—			—
Interest Rate Swap Contracts		—			3,830,146			—

Total	$	2,584,989		$	6,376,931		$	—

Liabilities^(b)
Forward Foreign Currency Exchange Contracts	$	—		$	(3,441,273)		$	—
Futures Contracts		(2,441,411	)		—			—
Interest Rate Swap Contracts		—			(909,254	)		—

Total	$	(2,441,411)		$	(4,350,527)		$	—

(a)

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

(b)

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

GOLDMAN SACHS ALTERNATIVE FUNDS

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

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

Securities Lending — Pursuant to exemptive relief granted by the Securities and Exchange Commission (“SEC”) and the terms and conditions contained therein, the Absolute Return Tracker Fund may lend its securities through a securities lending agent, Goldman Sachs Agency Lending (“GSAL”), a wholly-owned subsidiary of Goldman Sachs, to certain qualified borrowers including Goldman Sachs and affiliates. In accordance with the Fund’s securities lending procedures, the Fund receives cash collateral at least equal to the market value of the securities on loan. The market value of the loaned securities is determined at the close of business of the Fund, at their last sale price or official closing price on the principal exchange or system on which they are traded, and any additional required collateral is delivered to the Fund on the next business day. As with other extensions of credit, the Fund may experience delay in the recovery of its securities or incur a loss should the borrower of the securities breach its agreement with the Fund or become insolvent at a time when the collateral is insufficient to cover the cost of repurchasing securities on loan. Loans of securities are terminable at any time and as such 1) the remaining contractual maturities of the outstanding securities lending transactions are considered to be overnight and continuous and 2) the borrower, after notice, is required to return borrowed securities within the standard time period for settlement of securities transactions.

The Absolute Return Tracker Fund invests the cash collateral received in connection with securities lending transactions in the Goldman Sachs Financial Square Government Fund (“Government Money Market Fund”), an affiliated series of the Goldman Sachs Trust. The Government Money Market Fund is registered under the Act as an open end investment company, is subject to Rule 2a-7 under the Act, and is managed by GSAM, for which GSAM may receive a management fee of up to 0.16% on an annualized basis of the average daily net assets of the Government Money Market Fund.

Both the Absolute Return Tracker Fund and GSAL received compensation relating to the lending of the Fund’s securities.

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

Derivatives Risk — The Funds’ use of derivatives may result in loss. Derivative instruments, which may pose risks in addition to and greater than those associated with investing directly in securities, currencies or other instruments, may be illiquid or less liquid, volatile, difficult to price and leveraged so that small changes in the value of the underlying instruments may produce disproportionate losses to the Funds. Derivatives are also subject to counterparty risk, which is the risk that the other party in the transaction will not fulfill its contractual obligation. The use of derivatives is a highly specialized activity that involves investment techniques and risks different from those associated with investments in more traditional securities and instruments. Losses from derivatives can also result from a lack of correlation between changes in the value of derivative instruments and the portfolio assets (if any) being hedged.

Foreign and Emerging Countries Risk — Investing in foreign markets may involve special risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of more or less foreign government regulation, less public information and less economic, political and social stability in the countries in which a Fund invests. The imposition of exchange controls (including repatriation restrictions), confiscation of assets and property, trade restrictions (including tariffs) and other government restrictions by the U.S. or other governments, or problems with registration, settlement or custody, may also result in losses. Foreign risk also involves the risk of negative foreign currency rate fluctuations, which may cause the value of securities denominated in such foreign currency (or other instruments through which a Fund has exposure to foreign currencies) to decline in value. Currency exchange rates may fluctuate significantly over short periods of time. To the extent that a Fund also invests in securities of issuers located in emerging markets, these risks may be more pronounced.

Foreign Custody Risk — The Fund invests in foreign securities, and as such the Fund may hold such securities and cash with foreign banks, agents, and securities depositories appointed by the Fund’s custodian (each a “Foreign Custodian”). Some foreign custodians may be recently organized or new to the foreign custody business. In some countries, Foreign Custodians may be subject to little or no regulatory oversight over, or independent evaluation of, their operations. Further, the laws of certain countries may place limitations on a Fund’s ability to recover its assets if a Foreign Custodian enters bankruptcy. Investments in emerging markets may be subject to even greater custody risks than investments in more developed markets. Custody services in emerging market countries are very often undeveloped and may be considerably less well regulated than in more developed countries, and thus may not afford the same level of investor protection as would apply in developed countries.

Investments in Other Investment Companies Risk — As a shareholder of another investment company, including an ETF, a Fund will indirectly bear its proportionate share of any net management fees and other expenses paid by such other investment companies, in addition to the fees and expenses regularly borne by the Fund. ETFs are subject to risks that do not apply to conventional mutual funds, including but not limited to the following: (i) the market price of the ETF’s shares may trade at a premium or a discount to their NAV; and (ii) an active trading market for an ETF’s shares may not develop or be maintained.

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

Liquidity Risk — A Fund may make investments that are illiquid or that may become less liquid in response to market developments or adverse investor perceptions. Illiquid investments may be more difficult to value. Liquidity risk may also refer to the risk that a Fund will not be able to pay redemption proceeds within the allowable time period or without significant dilution to remaining investors’ interests because of unusual market conditions, an unusually high volume of redemption requests, or other reasons. To meet redemption requests, a Fund may be forced to sell investments at an unfavorable time and/or under unfavorable conditions. If a Fund is forced to sell securities at an unfavorable time and/or under unfavorable conditions, such sales may adversely affect the Fund’s NAV and dilute remaining investors’ interests. These risks may be more pronounced in connection with a Fund’s investments in securities of issuers located in emerging market countries. Redemptions by large shareholders may have a negative impact on a Fund’s liquidity.

GOLDMAN SACHS ALTERNATIVE FUNDS

Consolidated Schedule of Investments (continued)

March 31, 2021 (Unaudited)

NOTES TO THE CONSOLIDATED SCHEDULE OF INVESTMENTS (continued)

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

Tax Risk — Historically, the Internal Revenue Service (“IRS”) issued private letter rulings (“PLRs”) in which the IRS specifically concluded that income and gains from investments in commodity index-linked structured notes (the “Notes Rulings”) or a wholly-owned foreign subsidiary that invests in commodity-linked instruments are “qualifying income” for purposes of compliance with Subchapter M of the Code. The IRS has issued such PLRs to the Absolute Return Tracker and Alternative Premia Funds. Based on such rulings, these Funds may seek to gain exposure to the commodity markets through investments in commodity-linked notes and/or subsidiaries. The Managed Futures Strategy Fund has not received a PLR, and is not able to rely on PLRs issued to other taxpayers. The IRS recently issued final regulations that would generally treat the Fund’s income inclusion with respect to a subsidiary as qualifying income either if (A) there is a distribution out of the earnings and profits of a subsidiary that are attributable to such income inclusion, or (B) such inclusion is derived with respect to the Funds’ business of investing in stock, securities, or currencies.

The IRS also issued a revenue procedure, which states that the IRS will not in the future issue PLRs that would require a determination of whether an asset (such as a commodity index-linked note) is a “security” under the Investment Company Act of 1940. In connection with issuing such revenue procedure, the IRS has revoked the Notes Ruling on a prospective basis. In light of the revocation of the Notes Rulings, the Funds have limited their investments in commodity index-linked structured notes. The Managed Futures Strategy Fund has obtained an opinion of counsel that the Fund’s income from such investments should constitute “qualifying income.” However, no assurances can be provided that the IRS would not be able to successfully assert that the income from investments in the Subsidiary was not “qualifying income”, in which case the Fund would fail to qualify as a regulated investment company (“RIC”) under Subchapter M of the Code if over 10% of its gross income were derived from these investments. If a Fund failed to qualify as a RIC, it would be subject to federal and state income tax on all of its taxable income at regular corporate tax rates. This would significantly adversely affect the returns to, and could cause substantial losses for, Fund shareholders.

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