# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0001752724-25-159880
**Filing Date:** 2025-6
**Character Count:** 127849
**Document Hash:** 3d6a426f3aa64c8e3e18621a96012567
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-159880.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-159880

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Greenwood Street Trust
- **CENTRAL INDEX KEY:** 0001898391

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23762
- **FILM NUMBER:** 251079815

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity Equity Market Neutral Fund (Series ID: S000084938)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000249700 | Fidelity Advisor Equity Market Neutral Fund: Class Z | FEMWX           |
| C000249701 | Fidelity Advisor Equity Market Neutral Fund: Class I | FEMUX           |
| C000249702 | Fidelity Equity Market Neutral Fund                  | FEMNX           |
| C000249703 | Fidelity Advisor Equity Market Neutral Fund: Class M | FEMOX           |
| C000249704 | Fidelity Advisor Equity Market Neutral Fund: Class A | FEMLX           |
| C000249705 | Fidelity Advisor Equity Market Neutral Fund: Class C | FEMQX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Equity Market Neutral Fund**

**April 30, 2025**

EMN-NPRT1-0625

1.9911987.100 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 81.5%** | &nbsp;&nbsp;**Common Stocks - 81.5%** | &nbsp;&nbsp;**Common Stocks - 81.5%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 2.7%  |  |  |
| Materials - 2.7% |  |  |
| Chemicals - 1.2% |  |  |
| Orica Ltd  | 15354 | 159372 |
| Metals & Mining - 1.5% |  |  |
| BHP Group Ltd (United Kingdom)  | 8542 | 201951 |
| TOTAL AUSTRALIA |  | 361323 |
| BERMUDA - 1.6%  |  |  |
| Financials - 1.6% |  |  |
| Insurance - 1.6% |  |  |
| RenaissanceRe Holdings Ltd  | 872 | 210963 |
| CANADA - 4.7%  |  |  |
| Communication Services - 1.5% |  |  |
| Diversified Telecommunication Services - 1.5% |  |  |
| TELUS Corp  | 13136 | 202195 |
| Consumer Discretionary - 0.7% |  |  |
| Specialty Retail - 0.7% |  |  |
| Aritzia Inc Subordinate Voting Shares (a) | 2495 | 87757 |
| Materials - 1.2% |  |  |
| Containers & Packaging - 1.2% |  |  |
| CCL Industries Inc Class B  | 3126 | 163352 |
| Utilities - 1.3% |  |  |
| Electric Utilities - 1.3% |  |  |
| Emera Inc  | 3901 | 175582 |
| TOTAL CANADA |  | 628886 |
| CHINA - 4.6%  |  |  |
| Consumer Discretionary - 1.5% |  |  |
| Broadline Retail - 1.5% |  |  |
| PDD Holdings Inc Class A ADR (a) | 1900 | 200583 |
| Health Care - 0.6% |  |  |
| Health Care Equipment & Supplies - 0.6% |  |  |
| Shenzhen Mindray Bio-Medical Electronics Co Ltd A Shares (China)  | 2500 | 75520 |
| Industrials - 0.8% |  |  |
| Ground Transportation - 0.8% |  |  |
| Full Truck Alliance Co Ltd ADR  | 10013 | 113748 |
| Utilities - 1.7% |  |  |
| Gas Utilities - 1.7% |  |  |
| ENN Energy Holdings Ltd  | 28900 | 228148 |
| TOTAL CHINA |  | 617999 |
| DENMARK - 0.5%  |  |  |
| Consumer Discretionary - 0.5% |  |  |
| Household Durables - 0.5% |  |  |
| GN Store Nord AS (a) | 5629 | 84216 |
| FINLAND - 1.3%  |  |  |
| Communication Services - 0.6% |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |
| Elisa Oyj A Shares  | 1444 | 76917 |
| Materials - 0.7% |  |  |
| Paper & Forest Products - 0.7% |  |  |
| Stora Enso Oyj R Shares  | 9982 | 92717 |
| TOTAL FINLAND |  | 169634 |
| FRANCE - 3.5%  |  |  |
| Communication Services - 1.2% |  |  |
| Media - 1.2% |  |  |
| IPSOS SA  | 3467 | 163309 |
| Financials - 1.5% |  |  |
| Banks - 1.5% |  |  |
| BNP Paribas SA  | 2369 | 200725 |
| Materials - 0.8% |  |  |
| Chemicals - 0.8% |  |  |
| Air Liquide SA  | 528 | 108492 |
| TOTAL FRANCE |  | 472526 |
| GERMANY - 3.4%  |  |  |
| Health Care - 1.9% |  |  |
| Health Care Providers & Services - 1.9% |  |  |
| Fresenius SE & Co KGaA (a) | 5424 | 256844 |
| Industrials - 1.5% |  |  |
| Air Freight & Logistics - 1.5% |  |  |
| Deutsche Post AG  | 4635 | 198044 |
| TOTAL GERMANY |  | 454888 |
| INDONESIA - 0.8%  |  |  |
| Materials - 0.8% |  |  |
| Metals & Mining - 0.8% |  |  |
| Nickel Industries Ltd  | 338096 | 122094 |
| ITALY - 2.1%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Household Durables - 0.4% |  |  |
| De' Longhi SpA  | 1804 | 55587 |
| Financials - 1.7% |  |  |
| Financial Services - 1.7% |  |  |
| Nexi SpA (a)(b)(c) | 37993 | 221400 |
| TOTAL ITALY |  | 276987 |
| JAPAN - 5.3%  |  |  |
| Consumer Discretionary - 0.6% |  |  |
| Automobile Components - 0.6% |  |  |
| Nifco Inc/Japan  | 3500 | 86753 |
| Industrials - 3.1% |  |  |
| Machinery - 3.1% |  |  |
| Makita Corp  | 8700 | 254465 |
| Miura Co Ltd  | 7600 | 161855 |
|  |  | 416320 |
| Materials - 1.6% |  |  |
| Chemicals - 1.6% |  |  |
| Kuraray Co Ltd  | 18000 | 210267 |
| TOTAL JAPAN |  | 713340 |
| KOREA (SOUTH) - 2.9%  |  |  |
| Communication Services - 1.6% |  |  |
| Diversified Telecommunication Services - 1.6% |  |  |
| KT Corp  | 5742 | 209398 |
| Information Technology - 1.3% |  |  |
| Semiconductors & Semiconductor Equipment - 0.7% |  |  |
| SK Hynix Inc  | 810 | 100859 |
| Technology Hardware, Storage & Peripherals - 0.6% |  |  |
| Samsung Electronics Co Ltd  | 2069 | 80562 |
| TOTAL INFORMATION TECHNOLOGY |  | 181421 |
| TOTAL KOREA (SOUTH) |  | 390819 |
| NETHERLANDS - 0.6%  |  |  |
| Industrials - 0.6% |  |  |
| Electrical Equipment - 0.6% |  |  |
| TKH Group NV depository receipt  | 2471 | 97135 |
| NORWAY - 1.5%  |  |  |
| Financials - 1.5% |  |  |
| Insurance - 1.5% |  |  |
| Storebrand ASA A Shares  | 16809 | 201804 |
| SPAIN - 2.2%  |  |  |
| Communication Services - 0.8% |  |  |
| Diversified Telecommunication Services - 0.8% |  |  |
| Cellnex Telecom SA (b)(c) | 2610 | 105625 |
| Industrials - 1.4% |  |  |
| Machinery - 1.4% |  |  |
| Fluidra SA  | 8150 | 187609 |
| TOTAL SPAIN |  | 293234 |
| SWEDEN - 1.3%  |  |  |
| Consumer Discretionary - 1.3% |  |  |
| Automobile Components - 1.3% |  |  |
| Autoliv Inc  | 1824 | 170052 |
| SWITZERLAND - 1.7%  |  |  |
| Consumer Discretionary - 1.1% |  |  |
| Textiles, Apparel & Luxury Goods - 1.1% |  |  |
| Cie Financiere Richemont SA Series A  | 817 | 144368 |
| Information Technology - 0.6% |  |  |
| Software - 0.6% |  |  |
| Temenos AG  | 1118 | 79920 |
| TOTAL SWITZERLAND |  | 224288 |
| TAIWAN - 3.3%  |  |  |
| Communication Services - 1.4% |  |  |
| Wireless Telecommunication Services - 1.4% |  |  |
| Far EasTone Telecommunications Co Ltd  | 73000 | 195363 |
| Information Technology - 1.9% |  |  |
| Semiconductors & Semiconductor Equipment - 1.9% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd  | 9000 | 254502 |
| TOTAL TAIWAN |  | 449865 |
| THAILAND - 1.0%  |  |  |
| Consumer Staples - 1.0% |  |  |
| Consumer Staples Distribution & Retail - 1.0% |  |  |
| CP ALL PCL  | 88600 | 136444 |
| UNITED KINGDOM - 4.9%  |  |  |
| Communication Services - 1.7% |  |  |
| Media - 1.7% |  |  |
| WPP PLC  | 29105 | 225638 |
| Health Care - 1.3% |  |  |
| Health Care Equipment & Supplies - 1.3% |  |  |
| ConvaTec Group PLC (b)(c) | 49938 | 172903 |
| Utilities - 1.9% |  |  |
| Multi-Utilities - 1.9% |  |  |
| Centrica PLC  | 120655 | 257516 |
| TOTAL UNITED KINGDOM |  | 656057 |
| UNITED STATES - 31.6%  |  |  |
| Communication Services - 3.2% |  |  |
| Entertainment - 1.4% |  |  |
| Roku Inc Class A (a) | 2707 | 184563 |
| Interactive Media & Services - 1.8% |  |  |
| Meta Platforms Inc Class A  | 450 | 247050 |
| TOTAL COMMUNICATION SERVICES |  | 431613 |
| Consumer Discretionary - 3.2% |  |  |
| Hotels, Restaurants & Leisure - 1.8% |  |  |
| Expedia Group Inc Class A  | 1566 | 245752 |
| Specialty Retail - 0.8% |  |  |
| Foot Locker Inc (a) | 3120 | 38282 |
| Valvoline Inc (a) | 1874 | 64204 |
|  |  | 102486 |
| Textiles, Apparel & Luxury Goods - 0.6% |  |  |
| PVH Corp  | 1210 | 83466 |
| TOTAL CONSUMER DISCRETIONARY |  | 431704 |
| Consumer Staples - 0.7% |  |  |
| Food Products - 0.7% |  |  |
| Darling Ingredients Inc (a) | 2953 | 95057 |
| Energy - 0.6% |  |  |
| Energy Equipment & Services - 0.6% |  |  |
| Valaris Ltd (a) | 2720 | 87883 |
| Financials - 8.4% |  |  |
| Banks - 4.8% |  |  |
| Comerica Inc  | 2115 | 113681 |
| JPMorgan Chase & Co  | 1012 | 247555 |
| Wells Fargo & Co  | 3908 | 277508 |
|  |  | 638744 |
| Capital Markets - 1.8% |  |  |
| Morgan Stanley  | 2118 | 244460 |
| Financial Services - 1.8% |  |  |
| Apollo Global Management Inc  | 1820 | 248394 |
| TOTAL FINANCIALS |  | 1131598 |
| Health Care - 5.7% |  |  |
| Health Care Equipment & Supplies - 2.9% |  |  |
| Boston Scientific Corp (a) | 1140 | 117272 |
| Insulet Corp (a) | 1072 | 270455 |
|  |  | 387727 |
| Pharmaceuticals - 2.8% |  |  |
| Bristol-Myers Squibb Co  | 4080 | 204816 |
| Zoetis Inc Class A  | 1132 | 177044 |
|  |  | 381860 |
| TOTAL HEALTH CARE |  | 769587 |
| Industrials - 4.9% |  |  |
| Aerospace & Defense - 2.0% |  |  |
| L3Harris Technologies Inc  | 1207 | 265565 |
| Air Freight & Logistics - 1.4% |  |  |
| FedEx Corp  | 894 | 188035 |
| Building Products - 1.0% |  |  |
| Fortune Brands Innovations Inc  | 2399 | 129114 |
| Professional Services - 0.5% |  |  |
| TransUnion  | 996 | 82628 |
| TOTAL INDUSTRIALS |  | 665342 |
| Information Technology - 2.1% |  |  |
| IT Services - 0.9% |  |  |
| Cognizant Technology Solutions Corp Class A  | 1645 | 121023 |
| Software - 1.2% |  |  |
| Autodesk Inc (a) | 597 | 163727 |
| TOTAL INFORMATION TECHNOLOGY |  | 284750 |
| Materials - 1.4% |  |  |
| Metals & Mining - 1.4% |  |  |
| Steel Dynamics Inc  | 1430 | 185485 |
| Real Estate - 0.7% |  |  |
| Residential REITs - 0.7% |  |  |
| Sun Communities Inc  | 719 | 89465 |
| Utilities - 0.7% |  |  |
| Electric Utilities - 0.7% |  |  |
| NRG Energy Inc  | 854 | 93581 |
| TOTAL UNITED STATES |  | 4266065 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $11,166,243) |  | <br> **10998619** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 19.4%** | &nbsp;&nbsp;**Money Market Funds - 19.4%** | &nbsp;&nbsp;**Money Market Funds - 19.4%** | &nbsp;&nbsp;**Money Market Funds - 19.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Morgan Stanley Institutional Liquidity Prime Portfolio Institutional Class (d)<br>(Cost $2,616,729)<br>| 4.36 | 2616729 | **2616991** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.9%**<br> (Cost $13,782,972)<br>| <br>**13615610** |
| **NET OTHER ASSETS (LIABILITIES) - (0.9)%**  | **(117857)** |
| **NET ASSETS - 100.0%** | **13497753** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| AUD | 48000 | USD | 30712 | JPMorgan Chase Bank NA | 5/28/25 | 43 |
| CHF | 6000 | USD | 7269 | HSBC Bank PLC | 5/28/25 | 24 |
| DKK | 28000 | USD | 4275 | UBS AG | 5/28/25 | (18) |
| HKD | 110000 | USD | 14185 | Goldman Sachs International | 5/28/25 | 4 |
| SEK | 235000 | USD | 24630 | Goldman Sachs International | 5/28/25 | (277) |
| THB | 240000 | USD | 7198 | Goldman Sachs International | 5/28/25 | 2 |
| THB | 212000 | USD | 6305 | HSBC Bank PLC | 5/28/25 | 55 |
| THB | 118000 | USD | 3566 | UBS AG | 5/28/25 | (26) |
| THB | 288000 | USD | 8623 | UBS AG | 5/28/25 | 17 |
| TWD | 161000 | USD | 4987 | Goldman Sachs International | 5/28/25 | 48 |
| TWD | 2743000 | USD | 85184 | Goldman Sachs International | 5/28/25 | 602 |
| TWD | 191000 | USD | 5897 | UBS AG | 5/28/25 | 76 |
| TWD | 204000 | USD | 6380 | UBS AG | 5/28/25 | 0 |
| USD | 260617 | AUD | 410000 | UBS AG | 5/28/25 | (2083) |
| USD | 590637 | CAD | 819000 | UBS AG | 5/28/25 | (4263) |
| USD | 159731 | CHF | 130000 | Goldman Sachs International | 5/28/25 | 1712 |
| USD | 17042 | CNY | 124000 | UBS AG | 5/28/25 | (47) |
| USD | 250002 | CNY | 1820000 | UBS AG | 5/28/25 | (814) |
| USD | 85962 | DKK | 563000 | UBS AG | 5/28/25 | 362 |
| USD | 1808843 | EUR | 1589000 | UBS AG | 5/28/25 | 5823 |
| USD | 900000 | GBP | 680000 | UBS AG | 5/28/25 | (6321) |
| USD | 233802 | HKD | 1813000 | UBS AG | 5/28/25 | (54) |
| USD | 699275 | JPY | 99258000 | Goldman Sachs International | 5/28/25 | 2964 |
| USD | 188324 | KRW | 268358000 | Goldman Sachs International | 5/28/25 | (413) |
| USD | 9440 | KRW | 13397000 | JPMorgan Chase Bank NA | 5/28/25 | 18 |
| USD | 28589 | KRW | 40934000 | UBS AG | 5/28/25 | (200) |
| USD | 127062 | KRW | 179618000 | UBS AG | 5/28/25 | 736 |
| USD | 12676 | NOK | 133000 | JPMorgan Chase Bank NA | 5/28/25 | (108) |
| USD | 202555 | NOK | 2134000 | UBS AG | 5/28/25 | (2573) |
| USD | 3127 | SEK | 30000 | Goldman Sachs International | 5/28/25 | 18 |
| USD | 21116 | SEK | 205000 | UBS AG | 5/28/25 | (128) |
| USD | 54090 | THB | 1795000 | Goldman Sachs International | 5/28/25 | 240 |
| USD | 11168 | TWD | 362000 | Goldman Sachs International | 5/28/25 | (154) |
| USD | 6787 | TWD | 220000 | JPMorgan Chase Bank NA | 5/28/25 | (94) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(4829)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 12744 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (17573) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| **Fund Receives/Pays** | **Payment Frequency** | **Counterparty** | **Maturity Date** | **Absolute Notional Value ($)** | **Value ($)** | **Net Cash and Other Receivables/(Payables) ($)** | **Unrealized Appreciation (Depreciation) ($)** |
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on a benchmark ranging .48% to 4.39% from plus or minus a specified spread ranging from (.24)% to .22% on short/long CFDs, respectively.<br>| Monthly | UBS AG London | May 2025 | 1414680 | (27073) | (1788) | (28861) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Shares** | **Notional Value ($)** | **Unrealized Appreciation/ (Depreciation) ($)** | **Percentage of Swap Value (%)** | **Currency** | **Benchmark** | **Investment Type** | **Industry** |
| TOKIO MARINE HOLDINGS INC | 2600  | 104215  | 2819  | (0.10) | JPY | TONAR | Common Stock | Insurance |
| ADVANCE AUTO PARTS INC | (2528) | (82716) | 404  | (0.01) | USD | SOFR-1D | Common Stock | Specialty Retail |
| AT&T INC | (7431) | (205839) | (6614) | 0.24  | USD | SOFR-1D | Common Stock | Diversified Telecommunication Services |
| BAXTER INTERNATIONAL INC | (4455) | (138862) | (4232) | 0.16  | USD | SOFR-1D | Common Stock | Health Care Equipment & Supplies |
| CHUNGHWA TELECOM CO LTD | (57000) | (229985) | (7457) | 0.28  | USD | SOFR-1D | Common Stock | Diversified Telecommunication Services |
| DECKERS OUTDOOR CORP | (1403) | (155494) | (2301) | 0.08  | USD | SOFR-1D | Common Stock | Textiles, Apparel & Luxury Goods |
| HOWMET AEROSPACE INC | (1232) | (170731) | (3474) | 0.13  | USD | SOFR-1D | Common Stock | Aerospace & Defense |
| IBM CORPORATION | (548) | (132517) | (5157) | 0.19  | USD | SOFR-1D | Common Stock | IT Services |
| PROCORE TECHNOLOGIES INC | (3032) | (194321) | <u>(1061)</u> | 0.04  | USD | SOFR-1D | Common Stock | Software |
|  |  |  | <u>(27073)</u><br>|  |  |  |  |  |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| **Fund Receives/Pays** | **Payment Frequency** | **Counterparty** | **Maturity Date** | **Absolute Notional Value ($)** | **Value ($)** | **Net Cash and Other Receivables/(Payables) ($)** | **Unrealized Appreciation/(Depreciation) ($)** |
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on a benchmark ranging from .48% to 4.46% plus or minus a specified spread ranging from (6.30)% to .31% on short/long CFDs, respectively.<br>| Monthly | Goldman Sachs International Ltd. | Mar 2039 to Aug 2040 | 6849994 | (41953) | (13838) | (55791) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Shares** | **Notional Value ($)** | **Unrealized Appreciation/ (Depreciation) ($)** | **Percentage of Swap Value (%)** | **Currency** | **Benchmark** | **Investment Type** | **Industry** |
| DEXCOM INC | 1732  | 123630  | 139  | (0.00) | USD | SOFR-1D | Common Stock | Health Care Equipment & Supplies |
| AENA SME SA | (1165) | (292197) | (6329) | 0.15  | EUR | ESTR-1D | Common Stock | Transportation Infrastructure |
| ANTOFAGASTA PLC | (2885) | (62786) | 1785  | (0.04) | GBP | SONIA | Common Stock | Metals & Mining |
| BAYERISCHE MOTOREN WERKE AG | (2539) | (213710) | 5865  | (0.14) | EUR | ESTR-1D | Common Stock | Automobiles |
| CAIXABANK SA | (26476) | (202917) | 4087  | (0.10) | EUR | ESTR-1D | Common Stock | Banks |
| CARLYLE GROUP INC/THE | (3912) | (151160) | 1917  | (0.05) | USD | SOFR-1D | Common Stock | Capital Markets |
| CK INFRASTRUCTURE HOLDINGS LTD | (16000) | (107896) | (1135) | 0.03  | HKD | HIBOR-1M | Common Stock | Electric Utilities |
| CME GROUP INC CLASS A | (830) | (229976) | (3918) | 0.09  | USD | SOFR-1D | Common Stock | Capital Markets |
| COINBASE GLOBAL INC CLASS A | (928) | (188282) | 3007  | (0.07) | USD | SOFR-1D | Common Stock | Capital Markets |
| CRH PLC (UNITED KINGDOM) | (2930) | (274664) | (3897) | 0.09  | GBP | SONIA | Common Stock | Construction Materials |
| DAYFORCE INC | (1546) | (89467) | (804) | 0.02  | USD | SOFR-1D | Common Stock | Professional Services |
| DELIVERY HERO SE | (6345) | (179326) | 9593  | (0.23) | EUR | ESTR-1D | Common Stock | Hotels, Restaurants & Leisure |
| DELTA ELECTRONICS THAILAND PCL DEPOSITORY RECEIPT | (27300) | (80035) | (12394) | 0.30  | USD | SOFR-1D | Common Stock | Electronic Equipment, Instruments & Components |
| DR HORTON INC | (1105) | (139606) | (1757) | 0.04  | USD | SOFR-1D | Common Stock | Household Durables |
| DRIVEN BRANDS HOLDINGS INC | (5318) | (87853) | 1170  | (0.03) | USD | SOFR-1D | Common Stock | Commercial Services & Supplies |
| EDP RENOVAVEIS SA | (12199) | (114081) | (2908) | 0.07  | EUR | ESTR-1D | Common Stock | Independent Power and Renewable Electricity Producers |
| EDP Renovaveis SA rights 5/5/2025 | (3181) | (324) | (20) | 0.00  | EUR | ESTR-1D | Rights | Independent Power and Renewable Electricity Producers |
| ENI SPA | (10134) | (145134) | 874  | (0.02) | EUR | ESTR-1D | Common Stock | Oil, Gas & Consumable Fuels |
| FIFTH THIRD BANCORP | (4095) | (147174) | 901  | (0.02) | USD | SOFR-1D | Common Stock | Banks |
| GSK PLC | (10563) | (208965) | (10642) | 0.25  | GBP | SONIA | Common Stock | Pharmaceuticals |
| HOWDEN JOINERY GROUP PLC | (14225) | (145784) | (5725) | 0.14  | GBP | SONIA | Common Stock | Trading Companies & Distributors |
| HUHTAMAKI OYJ | (1672) | (61408) | (265) | 0.01  | EUR | ESTR-1D | Common Stock | Containers & Packaging |
| INCYTE CORP | (2836) | (177704) | (6324) | 0.15  | USD | SOFR-1D | Common Stock | Biotechnology |
| LENNOX INTERNATIONAL INC | (409) | (223621) | (4843) | 0.12  | USD | SOFR-1D | Common Stock | Building Products |
| LULULEMON ATHLETICA INC | (349) | (94499) | 175  | (0.00) | USD | SOFR-1D | Common Stock | Textiles, Apparel & Luxury Goods |
| MARKETAXESS HOLDINGS INC | (666) | (147579) | 67  | (0.00) | USD | SOFR-1D | Common Stock | Capital Markets |
| MEDTRONIC PLC | (3102) | (262926) | (496) | 0.01  | USD | SOFR-1D | Common Stock | Health Care Equipment & Supplies |
| NEMETSCHEK SE | (1474) | (194200) | (8692) | 0.21  | EUR | ESTR-1D | Common Stock | Software |
| NIO INC CLASS A ADR | (15057) | (60981) | 2861  | (0.07) | USD | SOFR-1D | Common Stock | Automobiles |
| NOV INC | (7970) | (92532) | 3108  | (0.07) | USD | SOFR-1D | Common Stock | Energy Equipment & Services |
| OMV AG | (5213) | (269057) | 3660  | (0.09) | EUR | ESTR-1D | Common Stock | Oil, Gas & Consumable Fuels |
| PEARSON PLC | (17885) | (286719) | (11424) | 0.27  | GBP | SONIA | Common Stock | Diversified Consumer Services |
| PERFORMANCE FOOD GROUP CO | (2262) | (182453) | (520) | 0.01  | USD | SOFR-1D | Common Stock | Consumer Staples Distribution & Retail |
| ROCKWELL AUTOMATION INC | (878) | (217463) | (26) | 0.00  | USD | SOFR-1D | Common Stock | Electrical Equipment |
| SITC INTERNATIONAL HOLDINGS CO LTD | (68000) | (188071) | (4822) | 0.11  | HKD | HIBOR-1M | Common Stock | Marine Transportation |
| SOCIONEXT INC | (9800) | (105405) | (1839) | 0.04  | JPY | TONAR | Common Stock | Semiconductors & Semiconductor Equipment |
| SONIC HEALTHCARE LTD | (1475) | (24628) | (44) | 0.00  | AUD | BBSW-1M | Common Stock | Health Care Providers & Services |
| T ROWE PRICE GROUP INC | (1445) | (127955) | 448  | (0.01) | USD | SOFR-1D | Preferred Stock | Capital Markets |
| TEXAS INSTRUMENTS INC | (1022) | (163571) | 736  | (0.02) | USD | SOFR-1D | Common Stock | Semiconductors & Semiconductor Equipment |
| TREX CO INC | (1741) | (100665) | (192) | 0.00  | USD | SOFR-1D | Common Stock | Building Products |
| VOLKSWAGEN AG | (2431) | (264518) | 6529  | (0.16) | EUR | ESTR-1D | Common Stock | Automobiles |
| WESTPAC BANKING CORP | (938) | (19684) | (276) | 0.01  | AUD | BBSW-1M | Common Stock | Banks |
| WEX INC | (973) | (126850) | 1343  | (0.03) | USD | SOFR-1D | Common Stock | Financial Services |
| WORLDLINE SA/FRANCE | (19159) | (105700) | 2124  | (0.05) | EUR | ESTR-1D | Common Stock | Financial Services |
| YUM! BRANDS INC | (1109) | (166838) | <u>(3050)</u> | 0.07  | USD | SOFR-1D | Common Stock | Hotels, Restaurants & Leisure |
|  |  |  | <u>(41953)</u><br>|  |  |  |  |  |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| **Fund Receives/Pays** | **Payment Frequency** | **Counterparty** | **Maturity Date** | **Absolute Notional Value ($)** | **Value ($)** | **Net Cash and Other Receivables/(Payables) ($)** | **Unrealized Appreciation/(Depreciation) ($)** |
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on a benchmark ranging 2.17% to 4.36% from plus or minus a specified spread ranging from .13% to .35% on short/long CFDs, respectively.<br>| Monthly | HSBC Bank PLC | Oct 2025 | 992640 | (64759) | (2417) | (67176) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Shares** | **Notional Value ($)** | **Unrealized Appreciation/ (Depreciation) ($)** | **Percentage of Swap Value (%)** | **Currency** | **Benchmark** | **Investment Type** | **Industry** |
| DSV A/S | (928) | (196699) | (19498) | 0.30  | DKK | CIBOR-1M | Common Stock | Air Freight & Logistics |
| ENEL SPA | (18625) | (161460) | (7645) | 0.12  | EUR | ESTR-1D | Common Stock | Electric Utilities |
| EDP Renovaveis SA rights 5/5/2025 | (9018) | (920) | (58) | 0.00  | EUR | ESTR-1D | Rights | Independent Power and Renewable Electricity Producers |
| FUBON FINANCIAL HOLDING CO LTD | (38000) | (100515) | (7513) | 0.12  | USD | SOFR-1D | Common Stock | Insurance |
| HEXAGON AB B SHARES | (24157) | (235110) | (15771) | 0.24  | SEK | STIBO-1M | Common Stock | Electronic Equipment, Instruments & Components |
| UNIVERSAL MUSIC GROUP NV | (10132) | (297936) | <u>(14274)</u> | 0.22  | EUR | ESTR-1D | Common Stock | Entertainment |
|  |  |  | <u>(64759)</u><br>|  |  |  |  |  |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| **Fund Receives/Pays** | **Payment Frequency** | **Counterparty** | **Maturity Date** | **Absolute Notional Value ($)** | **Value ($)** | **Net Cash and Other Receivables/ (Payables) ($)** | **Unrealized Appreciation/(Depreciation) ($)** |
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on a benchmark ranging from .20% to 4.46% plus or minus a specified spread ranging from (2.42)% to .25% on short/long CFDs, respectively.<br>| Monthly | JP Morgan Securities PLC | Jul 2029 to May 2030 | 4430236 | (171782) | 3724 | (168058) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Shares** | **Notional Value ($)** | **Unrealized Appreciation/ (Depreciation) ($)** | **Percentage of Swap Value (%)** | **Currency** | **Benchmark** | **Investment Type** | **Industry** |
| AUCTION TECHNOLOGY GROUP PLC | 8007  | 62210  | (462) | 0.00  | GBP | SONIA | Common Stock | Diversified Consumer Services |
| HARMONIC DRIVE SYSTEMS INC | 3500  | 82127  | 10848  | (0.06) | JPY | TONAR | Common Stock | Machinery |
| NATIONAL GRID PLC | 5505  | 79460  | 5187  | (0.03) | GBP | SONIA | Common Stock | Multi-Utilities |
| RESORTTRUST INC | 26200  | 268359  | 4203  | (0.02) | JPY | TONAR | Common Stock | Hotels, Restaurants & Leisure |
| SERCO GROUP PLC | 58638  | 134178  | 9689  | (0.06) | GBP | SONIA | Common Stock | Commercial Services & Supplies |
| SIMPLEX HOLDINGS INC | 9100  | 191890  | 11138  | (0.06) | JPY | TONAR | Common Stock | IT Services |
| SSE PLC | 10640  | 239890  | 19559  | (0.11) | GBP | SONIA | Common Stock | Electric Utilities |
| ABB LTD (SWEDEN) | (4296) | (226875) | (17189) | 0.10  | CHF | SARON-1D | Common Stock | Electrical Equipment |
| BIOCRYST PHARMACEUTICALS INC | (9496) | (84040) | (17188) | 0.10  | USD | SOFR-1D | Common Stock | Biotechnology |
| BLACKBERRY LTD | (18178) | (61710) | (2878) | 0.02  | CAD | CORRA | Common Stock | Software |
| BOMBARDIER INC CLASS B | (2216) | (146469) | (10793) | 0.06  | CAD | CORRA | Common Stock | Aerospace & Defense |
| CANADIAN TIRE CORP LTD CLASS A | (672) | (73547) | (1691) | 0.01  | CAD | CORRA | Common Stock | Broadline Retail |
| CAPCOM CO LTD | (8100) | (234480) | (22824) | 0.13  | JPY | TONAR | Common Stock | Entertainment |
| CHUNGHWA TELECOM CO LTD | (11000) | (44383) | (1124) | 0.01  | USD | SOFR-1D | Common Stock | Diversified Telecommunication Services |
| CK INFRASTRUCTURE HOLDINGS LTD | (4000) | (26974) | (2165) | 0.01  | HKD | HIBOR-1M | Common Stock | Electric Utilities |
| CLARIANT AG | (9894) | (110166) | (12718) | 0.07  | CHF | SARON-1D | Common Stock | Chemicals |
| DELTA ELECTRONICS THAILAND PCL DEPOSITORY RECEIPT | (12600) | (36939) | (11877) | 0.07  | USD | SOFR-1D | Common Stock | Electronic Equipment, Instruments & Components |
| FLOOR & DECOR HOLDINGS INC CLASS A | (1205) | (86085) | 1928  | (0.01) | USD | SOFR-1D | Common Stock | Specialty Retail |
| FUBON FINANCIAL HOLDING CO LTD | (16000) | (42322) | (2818) | 0.02  | USD | SOFR-1D | Common Stock | Insurance |
| GEBERIT AG | (136) | (93957) | (5293) | 0.03  | CHF | SARON-1D | Common Stock | Building Products |
| GFL ENVIRONMENTAL INC SUBORDINATE VOTING SHARES | (2237) | (111623) | (1437) | 0.01  | CAD | CORRA | Common Stock | Commercial Services & Supplies |
| MITSUBISHI HEAVY INDUSTRIES LTD | (15500) | (305549) | (36112) | 0.21  | JPY | TONAR | Common Stock | Machinery |
| OTSUKA CORP | (4800) | (106454) | (4203) | 0.02  | JPY | TONAR | Common Stock | IT Services |
| OTSUKA HOLDINGS CO LTD | (3400) | (165753) | (5782) | 0.03  | JPY | TONAR | Common Stock | Pharmaceuticals |
| POWERCHIP SEMICONDUCTOR MANUFACTURING CORP | (276000) | (121773) | (6473) | 0.04  | USD | SOFR-1D | Common Stock | Semiconductors & Semiconductor Equipment |
| SITC INTERNATIONAL HOLDINGS CO LTD | (18000) | (49783) | (5638) | 0.03  | HKD | HIBOR-1M | Common Stock | Marine Transportation |
| SOLVENTUM CORP | (2460) | (162655) | 4133  | (0.02) | USD | SOFR-1D | Common Stock | Health Care Equipment & Supplies |
| SONIC HEALTHCARE LTD | (8472) | (141457) | (6831) | 0.04  | AUD | BBSW-1M | Common Stock | Health Care Providers & Services |
| SUN LIFE FINANCIAL INC | (4344) | (258857) | (11313) | 0.07  | CAD | CORRA | Common Stock | Insurance |
| UNICHARM CORP | (19600) | (181702) | (10421) | 0.06  | JPY | TONAR | Common Stock | Household Products |
| VERBUND AG CLASS A | (1851) | (141961) | (8497) | 0.05  | EUR | ESTR-1D | Common Stock | Electric Utilities |
| WESTPAC BANKING CORP | (5468) | (114747) | (9457) | 0.06  | AUD | BBSW-1M | Common Stock | Banks |
| ZURICH INSURANCE GROUP AG | (341) | (241861) | <u>(23283)</u> | 0.14  | CHF | SARON-1D | Common Stock | Insurance |
|  |  |  | <u>(171782)</u><br>|  |  |  |  |  |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| **Fund Receives/Pays** | **Payment Frequency** | **Counterparty** | **Maturity Date** | **Absolute Notional Value ($)** | **Value ($)** | **Net Cash and Other Receivables/(Payables) ($)** | **Unrealized Appreciation/ (Depreciation) ($)** |
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on a benchmark ranging from 2.30% to 4..51% plus or minus a specified spread ranging from (.20)% to .20% on short/long CFDs, respectively.<br>| Monthly | Morgan Stanley & Co. International PLC | Jun 2026 to Nov 2026 | 2400426 | 103880 | (2395) | 101485 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Shares** | **Notional Value ($)** | **Unrealized Appreciation/ (Depreciation) ($)** | **Percentage of Swap Value (%)** | **Currency** | **Benchmark** | **Investment Type** | **Industry** |
| CONTINENTAL AG | 2269  | 175920  | 15759  | 0.15  | EUR | ESTR-1D | Common Stock | Automobile Components |
| NN GROUP NV | 3356  | 204919  | 12813  | 0.12  | EUR | ESTR-1D | Common Stock | Insurance |
| ROCHE HOLDING AG | 671  | 219408  | (6250) | (0.06) | CHF | SARON-1D | Common Stock | Pharmaceuticals |
| SIEMENS ENERGY AG | 4708  | 363381  | 78084  | 0.75  | EUR | ESTR-1D | Common Stock | Electrical Equipment |
| SOPRA STERIA GROUP | 528  | 107666  | 5500  | 0.05  | EUR | ESTR-1D | Common Stock | IT Services |
| TELE2 AB B SHARES | 14538  | 213960  | 9181  | 0.09  | SEK | STIBO-1M | Common Stock | Wireless Telecommunication Services |
| DR ING HC F PORSCHE AG | (1961) | (98583) | 1399  | 0.01  | EUR | ESTR-1D | Common Stock | Automobiles |
| EQUINOR ASA | (8583) | (194282) | 22079  | 0.21  | NOK | NIBOR-1M | Common Stock | Oil, Gas & Consumable Fuels |
| FIRST QUANTUM MINERALS LTD | (6446) | (86548) | (11647) | (0.11) | CAD | CORRA | Common Stock | Metals & Mining |
| HILTON WORLDWIDE HOLDINGS INC | (975) | (219843) | (13234) | (0.13) | USD | SOFR-1D | Common Stock | Hotels, Restaurants & Leisure |
| PPG INDUSTRIES INC | (1009) | (109840) | (8769) | (0.08) | USD | SOFR-1D | Common Stock | Chemicals |
| SVENSKA CELLULOSA AB SCA B SHARES | (9845) | (127627) | 5120  | 0.05  | SEK | STIBO-1M | Preferred Stock | Paper & Forest Products |
| TELEFONICA SA | (13326) | (68459) | (1246) | (0.01) | EUR | ESTR-1D | Common Stock | Diversified Telecommunication Services |
| VERIZON COMMUNICATIONS INC | (4766) | (209990) | <u>(4909)</u> | (0.05) | USD | SOFR-1D | Common Stock | Diversified Telecommunication Services |
|  |  |  | <u>103880</u> <br>|  |  |  |  |  |

---

---

| | |
|:---|:---|
| **Benchmark Abbreviations** |  |
| BBSW-1M | Bank Bill Swap Rate |
| CIBOR-1M | Copenhagen Interbank Offered Rate |
| CORRA | Canadian Overnight Repo Rate Average |
| ESTR-1D | Euro Short-Term Rate |
| HIBOR-1M | Hong Kong Interbank Offered Rate |
| NIBOR-1M | Norwegian Interbank Offered Rate |
| SARON-1D | Swiss Average Rate Overnight |
| SOFR-1D | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Average |
| STIBO-1M | Stockholm Interbank Offered Rate |
| TONAR | Tokyo Overnight Average Rate<br>|

---

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| CAD | - | Canadian Dollar |
| CHF | - | Swiss Franc |
| CNY | - | Chinese (Peoples Rep) Yuan |
| DKK | - | Danish Krone |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | United Kingdom Pound |
| HKD | - | Hong Kong Dollar |
| JPY | - | Japanese Yen |
| KRW | - | Korean Won |
| NOK | - | Norwegian Krone |
| SEK | - | Swedish Krona |
| THB | - | Thailand Baht |
| TWD | - | Taiwan Dollar |
| USD | - | United States Dollar |

---

**Legend**

(a) Non-income producing

(b) Security is exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $499,928 or 3.7% of net assets.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $499,928 or 3.7% of net assets.

(d) The rate quoted is the annualized seven-day yield of the fund at period end.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as movements in the underlying index interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy. If an unaffiliated open-end mutual fund's NAV is unavailable, shares of that fund may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and is categorized as Level 2 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A bi-lateral OTC swap is a transaction between a fund and a dealer counterparty where cash flows are exchanged between the two parties for the life of the swap.

Total Return Swaps: Total return swaps are agreements between counterparties to exchange cash flows, one based on a market-linked return of an individual asset or a basket of assets (i.e., an index), and the other on a fixed or floating rate. To the extent the total return of the instrument or index underlying the transaction exceeds or falls short of the offsetting payment obligation, the Fund will receive a payment from or make a payment to the counterparty. The Fund entered into total return swaps to manage its market exposure.

Open swaps at period end are included in the Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Greenwood Street Trust

- **b. Investment Company Act file number:** 811-23762

- **c. CIK number of Registrant:** 0001898391

- **d. LEI of Registrant:** 549300467DYGTZIRI308

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Equity Market Neutral Fund

- **b. EDGAR series identifier (if any):** S000084938

- **c. LEI of Series:** 254900196KX3S8GY1F73

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14027118.83

**Total Liabilities:** $562880.61

**Net Assets:** $13464238.22

**Cash Not Reported:** $164904.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249703 | -2.51%               | 0.00%                | -0.41%               |
| Class ID C000249700 | 1.02%                | 0.20%                | -0.40%               |
| Class ID C000249702 | 1.02%                | 0.10%                | -0.41%               |
| Class ID C000249705 | -0.07%               | 0.10%                | -0.51%               |
| Class ID C000249701 | 1.02%                | 0.10%                | -0.41%               |
| Class ID C000249704 | -4.78%               | 0.10%                | -0.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $80261.82                | $-143198.27                                |
| Month 2  | $53993.61                | $-465038.41                                |
| Month 3  | $10975.73                | $-108673.73                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN SECURITIES PLC                                                 | SSE PLC (JPM) (CFD)                                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     10640 | NC      | $239890.17    | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/AUD settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2082.55     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | VOLKSWAGEN AG PFD (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2431 | NC      | $-264517.95   | -1.96%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: HKD/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | PERFORMANCE FOOD GROUP CO (GS) (CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2262 | NC      | $-182452.92   | -1.36%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: THB/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $17.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | TELEFONICA SA (MS) (CFD)                               | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -13326 | NC      | $-68458.87    | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/TWD settle 2025-05-28                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-93.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | NN GROUP NV (MS) (CFD)                                 | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      3356 | NC      | $204919.42    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                              | SAMSUNG ELECTRONICS CO LTD                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      2069 | NS      | $80561.80     | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | YUM BRANDS (GS) (CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1109 | NC      | $-166837.96   | -1.24%            |  |  |  | No            |                  1 | On Loan: No      |
| KT CORP                                                                 | KT CORP                                                | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |      5104 | NS      | $186131.97    | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| FAR EASTONE TELECOMMUNICATIONS CO LTD                                   | FAR EASTONE TELECOM CO LTD                             | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |     73000 | NS      | $195362.83    | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/KRW settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-412.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                          | FORTUNE BRANDS INNOVATIONS INC                         | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2399 | NS      | $129114.18    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | BMW AG (BAYER) (GS) (CFD)                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | GB        |     -2539 | NC      | $-213709.55   | -1.59%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MARKETAXESS HLDGS INC (GS)(CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -666 | NC      | $-147578.94   | -1.10%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | TREX CO INC (GS)(CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1741 | NC      | $-100664.62   | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/DKK settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $362.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | MITSUBISHI HEAVY INDS LTD (JPM) (CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -15500 | NC      | $-305549.13   | -2.27%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | DSV A/S (HSBC)(CFD)                                    | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -928 | NC      | $-196698.78   | -1.46%            |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                                           | BHP GROUP LIMITED                                      | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      8542 | NS      | $201950.80    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ELISA CORP                                                              | ELISA CORP CL A                                        | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      1444 | NS      | $76916.98     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MIURA CO LTD                                                            | MIURA CO LTD                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7600 | NS      | $161854.80    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | VERIZON COMMUNICATIONS INC (MS) (CFD)                  | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -4766 | NC      | $-209989.96   | -1.56%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/CHF settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1711.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NATIONAL OILWELL VARCO INC (GS) (CFD)                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -7970 | NC      | $-92531.70    | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/JPY settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2963.93      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                   | NICKEL INDUSTRIES LTD                                  | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | EC               | CORP              | AU        |    338096 | NS      | $122093.82    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ENI SPA (GS) (CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | GB        |    -10134 | NC      | $-145134.44   | -1.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP PARIBAS                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      2369 | NS      | $200724.14    | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WEX INC (GS) (CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -973 | NC      | $-126850.01   | -0.94%            |  |  |  | No            |                  1 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                                    | ENN ENERGY HOLDINGS LTD                                | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |     28900 | NS      | $228147.57    | 1.69%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | FIRST QUANTUM MINERALS LTD (MS) (CFD)                  | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -6446 | NC      | $-86548.28    | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: TWD/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $47.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | SONIC HEALTHCARE LTD (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1475 | NC      | $-24628.03    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | ABB LTD (JPM) (CFD)                                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4296 | NC      | $-226874.96   | -1.69%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | BRISTOL-MYERS SQUIBB CO                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      4080 | NS      | $204816.00    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                                                | ROKU INC CLASS A                                       | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      2707 | NS      | $184563.26    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/KRW settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $736.47       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUIDRA SA                                                              | FLUIDRA SA                                             | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |      8150 | NS      | $187609.02    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | EDP RENOVAVEIS SA (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -12199 | NC      | $-114081.11   | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                      | STEEL DYNAMICS INC                                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1430 | NS      | $185485.30    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CK INFRASTRUCTURE HOLDINGS LTD (JPM) (CFD)             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4000 | NC      | $-26974.06    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                                     | SUN COMMUNITIES INC - REIT                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       719 | NS      | $89465.17     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                                                | PVH CORP                                               | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1210 | NS      | $83465.80     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                      | META PLATFORMS INC CL A                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       450 | NS      | $247050.00    | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                           | APOLLO GLOBAL MANAGEMENT INC                           | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      1820 | NS      | $248393.60    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | GLAXOSMITHKLINE PLC (GS) (CFD)                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -10563 | NC      | $-208964.53   | -1.55%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CANADIAN TIRE LTD A PHYS DELIVERY (JPM)(CFD)           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -672 | NC      | $-73546.61    | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | BOMBARDIER INC CL B SUB VTG (JPM)(CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DE               | CORP              | GB        |     -2216 | NC      | $-146468.82   | -1.09%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FUBON FINANCIAL HOLDING CO LTD (HSBC) (CFD)            | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DE               | CORP              | GB        |    -38000 | NC      | $-100515.25   | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | PRICE (T ROWE)GROUP INC (GS) (CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1445 | NC      | $-127954.75   | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                                 | DARLING INGREDIENTS INC                                | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2953 | NS      | $95057.07     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                            | COMERICA INC                                           | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2115 | NS      | $113681.25    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MEDTRONIC PLC (GS)(CFD)                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3102 | NC      | $-262925.52   | -1.95%            |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                            | AUTODESK INC                                           | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       597 | NS      | $163727.25    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | CHUNGHWA TELECOM CO LTD (UBS) (CFD)                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -57000 | NC      | $-229985.31   | -1.71%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/CNY settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-814.45      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                                                               | EMERA INC                                              | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      3901 | NS      | $175581.79    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | TEXAS INSTRUMENTS INC (GS)(CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1022 | NC      | $-163571.10   | -1.21%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WESTPAC BANKING CORP (GS)(CFD)                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -938 | NC      | $-19684.10    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DELTA ELECTRONICS THAI-NVDR (GS) (CFD)                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -27300 | NC      | $-80034.92    | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | VERBUND AG (JPM) (CFD)                                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -1851 | NC      | $-141960.50   | -1.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | TELE2 AB B SHS (MS) (CFD)                              | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     14538 | NC      | $213960.01    | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | WESTPAC BANKING CORP (JPM)(CFD)                        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -5468 | NC      | $-114746.94   | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/NOK settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2573.35     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CHUNGHWA TELECOM CO LTD (JPM) (CFD)                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -11000 | NC      | $-44383.13    | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NIO INC ADR (GS) (CFD)                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -15057 | NC      | $-60980.85    | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | POWERCHIP SEMICONDUCTOR MANUFACTURING CORP (JPM) (CFD) | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -276000 | NC      | $-121772.50   | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | GFL ENVIRONMENTAL INC (JPM) (CFD)                      | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -2237 | NC      | $-111622.83   | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/CAD settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-4262.76     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TKH GROUP NV                                                            | TKH GROUP NV DUTCH CERTIFICATE                         | CUSIP: N/A<br>LEI: 7245008G22FOV7TYYJ34       | Long             | EC               | CORP              | NL        |      2471 | NS      | $97134.75     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FIFTH THIRD BANCORP (GS) (CFD)                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -4095 | NC      | $-147174.30   | -1.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG ENERGY INC                                         | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       854 | NS      | $93581.32     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | BAXTER INTL INC (UBS) (CFD)                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -4455 | NC      | $-138862.35   | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | ZURICH INSURANCE GROUP AG (JPM) (CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -341 | NC      | $-241861.36   | -1.80%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/GBP settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-6320.85     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PDD HOLDINGS INC                                                        | PDD HOLDINGS INC ADR                                   | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      1900 | NS      | $200583.00    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: TWD/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $601.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | AENA SME SA (GS) (CFD)                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | GB        |     -1165 | NC      | $-292197.13   | -2.17%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DRIVEN BRANDS HOLDINGS INC (GS)(CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -5318 | NC      | $-87853.36    | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | UNICHARM CORP (JPM) (CFD)                              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DE               | CORP              | GB        |    -19600 | NC      | $-181702.34   | -1.35%            |  |  |  | No            |                  1 | On Loan: No      |
| EDP RENOVAVEIS SA                                                       | EDP RENOVAVEIS SA RT 05/05/25                          | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Short            | EC               | CORP              | ES        |    -12199 | NS      | $-1243.77     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STOREBRAND ASA                                                          | STOREBRAND ASA CL A                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |     16809 | NS      | $201803.65    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CLARIANT AG (JPM) (CFD)                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -9894 | NC      | $-110166.43   | -0.82%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | BIOCRYST PHARMACEUTICALS INC (JPM) (CFD)               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -9496 | NC      | $-84039.60    | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/HKD settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-53.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                                          | AIR LIQUIDE SA                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       528 | NS      | $108492.49    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                | NEXI SPA                                               | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |     37993 | NS      | $221399.66    | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | COINBASE GLOBAL INC (GS)(CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | GB        |      -928 | NC      | $-188281.92   | -1.40%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | HUHTAMAKI OYJ (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1672 | NC      | $-61407.54    | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO CORP                                                         | STORA ENSO AB R 1/10 VTG(FINL)                         | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |      9982 | NS      | $92716.73     | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                             | VALARIS LTD                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2720 | NS      | $87883.20     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/SEK settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $18.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SOLVENTUM CORP (JPM) (CFD)                             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -2460 | NC      | $-162655.20   | -1.21%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CAIXABANK SA (GS) (CFD)                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -26476 | NC      | $-202917.49   | -1.51%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | CONTINENTAL AG (MS) (CFD)                              | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      2269 | NC      | $175920.68    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO LTD                                                          | KURARAY CO LTD                                         | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |     18000 | NS      | $210266.83    | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | HILTON WORLDWIDE HOLDINGS INC (MS) (CFD)               | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DE               | CORP              | GB        |      -975 | NC      | $-219843.00   | -1.63%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/NOK settle 2025-05-28                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-108.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SERCO GROUP PLC (JPM) (CFD)                            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     58638 | NC      | $134178.17    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DE LONGHI SPA                                                           | DE LONGHI SPA                                          | CUSIP: N/A<br>LEI: 8156000E09A52C4F8A38       | Long             | EC               | CORP              | IT        |      1804 | NS      | $55587.59     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CONVATEC GROUP PLC                                                      | CONVATEC GROUP PLC                                     | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     49938 | NS      | $172903.06    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DR HORTON INC (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1105 | NC      | $-139605.70   | -1.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TEMENOS AG                                                              | TEMENOS AG                                             | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |      1118 | NS      | $79920.03     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | SOCIONEXT INC (GS)(CFD)                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9800 | NC      | $-105404.68   | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | SOPRA STERIA GROUP (MS) (CFD)                          | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |       528 | NC      | $107666.06    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MAKITA CORP                                                             | MAKITA CORP                                            | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |      8700 | NS      | $254464.96    | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                               | L3HARRIS TECHNOLOGIES INC                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1207 | NS      | $265564.14    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | PEARSON PLC (GS) (CFD)                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -17885 | NC      | $-286718.57   | -2.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: THB/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DEXCOM INC (GS) (CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      1732 | NC      | $123630.16    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LULULEMON ATHLETICA (GS) (CFD)                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -349 | NC      | $-94498.73    | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | DR ING HC F PORSCHE AG PFD (MS)(CFD)                   | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1961 | NC      | $-98582.68    | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/EUR settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $5823.37      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                  | BOSTON SCIENTIFIC CORP                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1140 | NS      | $117271.80    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                                                     | CELLNEX TELECOM SAU                                    | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      2610 | NS      | $105625.00    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | OTSUKA CORPORATION (JPM) (CFD)                         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DE               | CORP              | GB        |     -4800 | NC      | $-106454.05   | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | HARMONIC DRIVE SYSTEMS INC (JPM) (CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      3500 | NC      | $82126.87     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | AUCTION TECHNOLOGY GROUP PLC (JPM) (CFD)               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      8007 | NC      | $62211.52     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SONIC HEALTHCARE LTD (JPM) (CFD)                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -8472 | NC      | $-141456.72   | -1.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | HOWDEN JOINERY GROUP PLC (GS) (CFD)                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | GB        |    -14225 | NC      | $-145784.39   | -1.08%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ROCKWELL AUTOMATION INC (GS) (CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | GB        |      -878 | NC      | $-217463.04   | -1.62%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | FUBON FINANCIAL HOLDING CO LTD (JPM) (CFD)             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DE               | CORP              | GB        |    -16000 | NC      | $-42322.21    | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | TOKIO MARINE HOLDINGS(UBS)(CFD                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      2600 | NC      | $104214.18    | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | HEXAGON AB SER B (HSBC) (CFD)                          | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DE               | CORP              | GB        |    -24157 | NC      | $-235109.65   | -1.75%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: TWD/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-0.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CK INFRASTRUCTURE HOLDINGS LTD (GS)(CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -16000 | NC      | $-107896.23   | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | DECKERS OUTDOOR CORP (UBS) (CFD)                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DE               | CORP              | GB        |     -1403 | NC      | $-155494.49   | -1.15%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: TWD/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $76.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                         | TAIWAN SEMICONDUCTOR MFG CO LTD                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      9000 | NS      | $254501.71    | 1.89%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                              | ZOETIS INC CL A                                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1132 | NS      | $177044.80    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Institutional Fund, Inc. Global Infrastructure Portfolio | Morgan Stanley Inst Lqudty Prime Inst                  | CUSIP: 61747C715<br>LEI: 549300H64EYU04JX1U50 | Long             | EC               | RF                | US        |   2520978 | NS      | $2521229.80   | 18.73%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: THB/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $55.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                 | WPP PLC NEW (UK)                                       | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     29105 | NS      | $225638.08    | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSUNION                                                              | TRANSUNION                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       996 | NS      | $82628.16     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: DKK/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-17.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                       | EXPEDIA INC                                            | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      1566 | NS      | $245752.38    | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/THB settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $240.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | INCYTE CORP (GS)(CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2836 | NC      | $-177703.76   | -1.32%            |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL PCL                                                              | CP ALL PCL (FOR)                                       | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |     88600 | NS      | $136444.30    | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SITC INTL HOLDINGS CO LTD (JPM) (CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -18000 | NC      | $-49783.38    | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CAPCOM CO LTD (JPM) (CFD)                              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -8100 | NC      | $-234479.65   | -1.74%            |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORPORATION                                                       | TELUS CORPORATION                                      | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     13136 | NS      | $202194.92    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD                         | SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD A      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      2500 | NS      | $75520.86     | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| GN STORE NORD AS                                                        | GN STORE NORDIC LTD                                    | CUSIP: N/A<br>LEI: 5493008U3H3W0NKPFL10       | Long             | EC               | CORP              | DK        |      5629 | NS      | $84217.15     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | HOWMET AEROSPACE INC (UBS)(CFD)                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -1232 | NC      | $-170730.56   | -1.27%            |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                              | RENAISSANCERE HLDGS LTD                                | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       872 | NS      | $210962.96    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: THB/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-26.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | INTL BUS MACH CORP (UBS) (CFD)                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DE               | CORP              | GB        |      -548 | NC      | $-132517.36   | -0.98%            |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                                                               | DHL GROUP                                              | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      4635 | NS      | $198044.32    | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CRH PLC (UK) (GS)(CFD)                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2930 | NC      | $-274664.41   | -2.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | SIEMENS ENERGY AG (MS) (CFD)                           | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      4708 | NC      | $363380.77    | 2.70%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CME GROUP INC A (GS) (CFD)                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -830 | NC      | $-229976.40   | -1.71%            |  |  |  | No            |                  1 | On Loan: No      |
| CCL INDUSTRIES INC                                                      | CCL INDUSTRIES INC B NON VTG                           | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |      3126 | NS      | $163351.98    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ROCHE HOLDINGS AG (GENUSSCHEINE) (MS) (CFD)            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |       671 | NC      | $219407.95    | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LENNOX INTERNATIONAL INC (GS) (CFD)                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -409 | NC      | $-223620.75   | -1.66%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | SITC INTL HOLDINGS CO LTD (GS) (CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -68000 | NC      | $-188070.56   | -1.40%            |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                                                         | FOOT LOCKER INC                                        | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      3120 | NS      | $38282.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/TWD settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-153.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | PROCORE TECHNOLOGIES INC (UBS)(CFD)                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -3032 | NC      | $-194320.88   | -1.44%            |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC                                                             | ARITZIA INC                                            | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |      2495 | NS      | $87757.54     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FULL TRUCK ALLIANCE CO LTD                                              | FULL TRUCK ALLIANCE CO LTD ADR                         | CUSIP: 35969L108<br>LEI: 984500884LB1DP8DAC57 | Long             | EC               | CORP              | KY        |     10013 | NS      | $113747.68    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT AG SWITZ                                 | CIE FINANCIERE RICHEMONT SA A                          | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |       817 | NS      | $144368.16    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | NATIONAL GRID PLC (JPM)(CFD)                           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      5505 | NC      | $79459.75     | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/CNY settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-46.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | GEBERIT AG (REG) (JPM)(CFD)                            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -136 | NC      | $-93956.75    | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | OTSUKA HOLDINGS CO LTD (JPM) (CFD)                     | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -3400 | NC      | $-165752.66   | -1.23%            |  |  |  | No            |                  2 | On Loan: No      |
| NIFCO INC                                                               | NIFCO INC                                              | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |      3500 | NS      | $86753.39     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      2118 | NS      | $244459.56    | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | DELTA ELECTRONICS THAI-NVDR (JPM)(CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DE               | CORP              | GB        |    -12600 | NC      | $-36939.19    | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | OMV AG (AUSH100) (GS) (CFD)                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -5213 | NC      | $-269056.72   | -2.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ORICA LTD                                                               | ORICA LTD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     15354 | NS      | $159372.23    | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                              | FEDEX CORP                                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       894 | NS      | $188035.02    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | RESORTTRUST INC (JPM) (CFD)                            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     26200 | NC      | $268358.51    | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                                           | VALVOLINE INC                                          | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      1874 | NS      | $64203.24     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DAYFORCE INC (GS) (CFD)                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1546 | NC      | $-89467.02    | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ANTOFAGASTA PLC (GS) (CFD)                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2885 | NC      | $-62786.23    | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WORLDLINE SA (GS) (CFD)                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               | CORP              | GB        |    -19159 | NC      | $-105699.81   | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SIMPLEX HOLDINGS INC (JPM)(CFD)                        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      9100 | NC      | $191890.47    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | AT and T INC (UBS) (CFD)                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DE               | CORP              | GB        |     -7431 | NC      | $-205838.70   | -1.53%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                   | JPMORGAN CHASE and CO                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1012 | NS      | $247555.44    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | ENEL (ENTE NAZ ENERG ELET) SPA (HSBC) (CFD)            | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -18625 | NC      | $-161459.58   | -1.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                            | CENTRICA PLC                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |    120655 | NS      | $257516.26    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                      | WELLS FARGO and CO                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3908 | NS      | $277507.08    | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/SEK settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-128.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | ADVANCE AUTO PARTS INC (UBS) (CFD)                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -2528 | NC      | $-82716.16    | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                            | SK HYNIX INC                                           | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       810 | NS      | $100859.03    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SUN LIFE FINANCIAL INC (JPM) (CFD)                     | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4344 | NC      | $-258856.52   | -1.92%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | FLOOR and DECOR HOLDINGS INC (JPM)(CFD)                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -1205 | NC      | $-86085.20    | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | UNIVERSAL MUSIC GROUP NV (HSBC)(CFD)                   | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DE               | CORP              | GB        |    -10132 | NC      | $-297936.23   | -2.21%            |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS SA                                                                | IPSOS SA                                               | CUSIP: N/A<br>LEI: 9695002OY2X35E9X8W87       | Long             | EC               | CORP              | FR        |      3467 | NS      | $163309.23    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | PPG INDUSTRIES INC (MS)(CFD)                           | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DE               | CORP              | GB        |     -1009 | NC      | $-109839.74   | -0.82%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | EQUINOR ASA (MS) (CFD)                                 | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -8583 | NC      | $-194281.64   | -1.44%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: SEK/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-277.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DELIVERY HERO SE (GS) (CFD)                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -6345 | NC      | $-179325.84   | -1.33%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NEMETSCHEK SE (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1474 | NC      | $-194200.17   | -1.44%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | BLACKBERRY LTD (JPM) (CFD)                             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -18178 | NC      | $-61709.73    | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CARLYLE GROUP INC (THE) (GS) (CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3912 | NC      | $-151159.68   | -1.12%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/KRW settle 2025-05-28                  | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $17.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INSULET CORP                                                            | INSULET CORP                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1072 | NS      | $270454.88    | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                                     | COGNIZANT TECH SOLUTIONS CL A                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1645 | NS      | $121022.65    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | SVENSKA CELLULOSA AB CL B (MS)(CFD)                    | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -9845 | NC      | $-127626.97   | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS SE and CO KGAA                                                | FRESENIUS SE and CO KGAA                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      5424 | NS      | $256843.38    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/KRW settle 2025-05-28                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-199.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOLIV INC                                                             | AUTOLIV INC                                            | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1824 | NS      | $170051.52    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: CHF/USD settle 2025-05-28                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $23.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer