# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-26-001951
**Filing Date:** 2026-3
**Character Count:** 89641
**Document Hash:** 7b3b9215bfdffd48e95b31b9c658c52e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-001951.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-001951

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**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:** 26790494

**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           |

## 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:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $18650581.44

**Total Liabilities:** $223447.20

**Net Assets:** $18427134.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249700 | 0.19%                | 2.88%                | -0.18%               |
| Class ID C000249701 | 0.19%                | 2.88%                | -0.18%               |
| Class ID C000249702 | 0.19%                | 2.97%                | -0.28%               |
| Class ID C000249703 | 0.10%                | 2.90%                | -0.28%               |
| Class ID C000249704 | 0.10%                | 2.89%                | -0.19%               |
| Class ID C000249705 | 0.10%                | 2.82%                | -0.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20562.69               | $66211.31                                  |
| Month 2  | $-2758.93                | $606219.06                                 |
| Month 3  | $1194.66                 | $373132.17                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIR LIQUIDE SA                                                          | AIR LIQUIDE SA                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       473 | NS      | $88575.14     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                              | CP ALL PCL (FOR)                                  | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |    196800 | NS      | $271340.73    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE OYJ                                                                | KONE OYJ B                                        | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      2829 | NS      | $203280.39    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                             | AUTOLIV INC                                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1707 | NS      | $206956.68    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                             | BNP PARIBAS                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      2210 | NS      | $238972.95    | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                  | BOSTON SCIENTIFIC CORP                            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      3040 | NS      | $284331.20    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | BRISTOL-MYERS SQUIBB CO                           | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      5861 | NS      | $322648.05    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL INDUSTRIES INC                                                      | CCL INDUSTRIES INC B NON VTG                      | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |      3825 | NS      | $230514.08    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                           | CARNIVAL CORP                                     | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      3411 | NS      | $102398.22    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUIDRA SA                                                              | FLUIDRA SA                                        | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |      5626 | NS      | $163518.46    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA OVERSEAS LAND and INVESTMENT LTD                                  | CHINA OVERSEAS LAND and INV LTD                   | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               | CORP              | HK        |    140000 | NS      | $251609.68    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | PEARSON PLC (UBS) (CFD)                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -14439 | NC      | $702.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | BURBERRY GROUP PLC (UBS) (CFD)                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -11542 | NC      | $27739.84     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                                     | COGNIZANT TECH SOLUTIONS CL A                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      4259 | NS      | $349493.54    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | BARCLAYS PLC (UBS) (CFD)                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -51016 | NC      | $-1660.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | FORTUM OYJ (UBS) (CFD)                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -11404 | NC      | $-5647.73     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | CAIXABANK SA (UBS) (CFD)                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -24158 | NC      | $-15221.34    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | HOWDEN JOINERY GROUP PLC (UBS) (CFD)              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -11141 | NC      | $1302.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                            | COMERICA INC                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1526 | NS      | $135310.42    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                  | ST GOBAIN CIE DE                                  | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      1488 | NS      | $146873.84    | 0.80%             |  |  |  | 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        |      2300 | NC      | $-645.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | KDDI CORP (UBS)(CFD)                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     14700 | NC      | $-3571.07     | -0.02%            |  |  |  | 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        |     34000 | NS      | $95650.25     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DE LONGHI SPA                                                           | DE LONGHI SPA                                     | CUSIP: N/A<br>LEI: 8156000E09A52C4F8A38       | Long             | EC               | CORP              | IT        |      1787 | NS      | $78797.80     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                     | DOLLAR GENERAL CORP                               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1414 | NS      | $202810.02    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                         | DOLLAR TREE INC                                   | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1937 | NS      | $227771.83    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                                          | LCI INDUSTRIES                                    | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       938 | NS      | $137595.22    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                       | EXPEDIA INC                                       | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      1141 | NS      | $302182.44    | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                      | META PLATFORMS INC CL A                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       405 | NS      | $290182.50    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                  | FAIR ISAAC CORP                                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       193 | NS      | $282391.81    | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                              | FEDEX CORP                                        | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       777 | NS      | $250388.25    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                          | FORTUNE BRANDS INNOVATIONS INC                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      1762 | NS      | $95324.20     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | VOLKSWAGEN AG PFD (UBS) (CFD)                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -2245 | NC      | $7905.77      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS SE and CO KGAA                                                | FRESENIUS SE and CO KGAA                          | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      5071 | NS      | $283775.05    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | FUJI ELECTRIC (UBS CFD)                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      4800 | NC      | $-6006.28     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ANTOFAGASTA PLC (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2917 | NC      | $2350.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                               | L3HARRIS TECHNOLOGIES INC                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1087 | NS      | $372677.95    | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                            | INSULET CORP                                      | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       682 | NS      | $174462.42    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                | INTERNATIONAL FLAVORS and FRAGRA                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      3842 | NS      | $268210.02    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                   | JPMORGAN CHASE and CO                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       816 | NS      | $249606.24    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | LARGAN PRECISION CO (UBS)(CFD)                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -3000 | NC      | $2211.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | STELLANTIS NV(UBS)(CFD)                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -22424 | NC      | $2894.24      | 0.02%             |  |  |  | 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        |    -51000 | NC      | $-876.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/CNY settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-171.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/AUD settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-9665.52     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/CHF settle 2026-02-25             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-11970.78    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/HKD settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $451.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: TWD/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $320.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/JPY settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-7896.46     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/THB settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $440.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/NOK settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-10046.29    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/GBP settle 2026-02-25             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-25253.23    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/CAD settle 2026-02-25             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16192.79    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/EUR settle 2026-02-25             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-43628.62    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/KRW settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-4668.73     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: JPY/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $957.07       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/KRW settle 2026-02-25             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-474.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: NOK/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $982.16       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/NOK settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2545.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/SEK settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-550.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/TWD settle 2026-02-25             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-88.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/THB settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $76.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: JPY/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $466.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: KRW/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $430.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/SEK settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-34.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: THB/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-116.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/HKD settle 2026-02-25             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $34.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: THB/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-139.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/NOK settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-316.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KT CORP                                                                 | KT CORP                                           | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |      3779 | NS      | $148343.28    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: THB/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-120.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: NOK/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $138.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/SEK settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/JPY settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $120.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: CHF/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $86.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/THB settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $67.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/SEK settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-4.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/HKD settle 2026-02-25             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $26.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: CAD/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $286.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/KRW settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $759.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: THB/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-338.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/SEK settle 2026-02-25             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $54.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/KRW settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $674.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/TWD settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $82.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/THB settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $26.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: SEK/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-57.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/SEK settle 2026-02-25             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $22.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: NOK/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-25.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: CHF/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-103.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: CNY/USD settle 2026-02-25             | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-5.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MICRON TECHN INC (GS) (CFD)                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1003 | NC      | $20972.73     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CITIGROUP INC (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3342 | NC      | $-1704.42     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LULULEMON ATHLETICA (GS) (CFD)                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1286 | NC      | $-2520.56     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CME GROUP INC A (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1194 | NC      | $919.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | HANA FINANCIAL GROUP INC (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -5173 | NC      | $16538.57     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DEXCOM INC (GS) (CFD)                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      3163 | NC      | $-3036.48     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | GLAXOSMITHKLINE PLC (GS) (CFD)                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -4266 | NC      | $-4245.21     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WEX INC (GS) (CFD)                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -932 | NC      | $3476.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGSPAN GROUP PLC                                                      | KINGSPAN GROUP PLC                                | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      1449 | NS      | $126241.55    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | QUALCOMM INC (GS)(CFD)                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2009 | NC      | $1265.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ENI SPA (GS) (CFD)                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9697 | NC      | $-1955.27     | -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        |    -16027 | NC      | $4006.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA                                   | INDITEX SA                                        | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      5555 | NS      | $361464.59    | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| LION CORP                                                               | LION CORP                                         | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |     21000 | NS      | $224844.92    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                 | MAGNA INTL INC                                    | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      2343 | NS      | $119778.38    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                          | MICROSOFT CORP                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       585 | NS      | $251719.65    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1915 | NS      | $350062.00    | 1.90%             |  |  |  | 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        |   3524693 | NS      | $3525750.27   | 19.13%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG ENERGY INC                                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       799 | NS      | $121951.37    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NIFCO INC                                                               | NIFCO INC                                         | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |      3900 | NS      | $121062.29    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ORICA LTD                                                               | ORICA LTD                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     13482 | NS      | $241464.27    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                                                   | AUTOTRADER GROUP PLC                              | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     18934 | NS      | $139571.77    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                | RELX PLC                                          | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      6302 | NS      | $223418.63    | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                              | RENAISSANCERE HLDGS LTD                           | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       786 | NS      | $221416.20    | 1.20%             |  |  |  | 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        |      1561 | NS      | $303005.25    | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | ROYAL BANK OF CANADA                              | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      1884 | NS      | $313693.30    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                            | SK HYNIX INC                                      | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       758 | NS      | $474948.47    | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                              | SAMSUNG ELECTRONICS CO LTD                        | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      3933 | NS      | $435123.35    | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                                 | SCOR SE                                           | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |      6274 | NS      | $204514.36    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | STANDARD CHARTERED PLC                            | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     15181 | NS      | $388427.62    | 2.11%             |  |  |  | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                      | STEEL DYNAMICS INC                                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1293 | NS      | $232184.01    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                        | TOTALENERGIES SE                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      2496 | NS      | $180920.45    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| STOREBRAND ASA                                                          | STOREBRAND ASA CL A                               | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |     15252 | NS      | $266856.55    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                      | WELLS FARGO and CO                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3001 | NS      | $271560.49    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                         | TAIWAN SEMICONDUCTOR MFG CO LTD                   | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      7000 | NS      | $385906.60    | 2.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NA                                                 | ZIONS BANCORP                                     | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      4962 | NS      | $297273.42    | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LENNOX INTERNATIONAL INC (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -378 | NC      | $389.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | FERRARI NV (IT) (MS) (CFD)                        | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |       640 | NC      | $-28376.11    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC                                                             | ARITZIA INC                                       | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |      1454 | NS      | $114609.35    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | PPG INDUSTRIES INC (MS)(CFD)                      | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -2646 | NC      | $-29846.88    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CONVATEC GROUP PLC                                                      | CONVATEC GROUP PLC                                | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     70325 | NS      | $221327.19    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | EQUIFAX INC (MS) (CFD)                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1108 | NC      | $13994.04     | 0.08%             |  |  |  | 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        |     -7367 | NC      | $-29468.00    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC                                            | FLOOR and DECOR HOLDINGS INC                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      3331 | NS      | $219712.76    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | TEXAS INSTRUMENTS INC (GS)(CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -699 | NC      | $2390.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MARKETAXESS HLDGS INC (GS)(CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -793 | NC      | $-491.66      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PDD HOLDINGS INC                                                        | PDD HOLDINGS INC ADR                              | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      1709 | NS      | $172694.45    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NETAPP INC (GS) (CFD)                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2355 | NC      | $4662.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | TELEFONICA SA (MS) (CFD)                          | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -12761 | NC      | $1129.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                | NEXI SPA                                          | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |     55897 | NS      | $238858.33    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                                                    | TRADEWEB MARKETS INC A                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2329 | NS      | $240050.03    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ATKINSREALIS GROUP INC (GS) (CFD)                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1366 | NC      | $1795.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | CROWDSTRIKE HOLDINGS INC (MS)(CFD)                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      -295 | NC      | $3591.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ENVISTA HOLDINGS CORP (MS) CFD)                   | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -4744 | NC      | $-8444.32     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ROYAL CARIBBEAN CRUISES LTD (MS) (CFD)            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1306 | NC      | $-54055.34    | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SWISSCOM AG (REG) (JPM)(CFD)                      | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -307 | NC      | $-19184.29    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CHUNGHWA TELECOM CO LTD (JPM) (CFD)               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -13000 | NC      | $-124.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | GFL ENVIRONMENTAL INC (JPM) (CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4225 | NC      | $-906.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ZTO EXPRESS CAYMAN INC (GS) (CFD)                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -450 | NC      | $40.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | ZTO EXPRESS CAYMAN INC (JPM) (CFD)                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -10250 | NC      | $-1434.28     | -0.01%            |  |  |  | No            |                  2 | 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        |    -11621 | NC      | $1054.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ENEL (ENTE NAZ ENERG ELET) SPA (MS) (CFD)         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1286 | NC      | $-676.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ENEL (ENTE NAZ ENERG ELET) SPA (GS) (CFD)         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -4364 | NC      | $-486.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | PALANTIR TECHNOLOGIES INC (JPM)(CFD)              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -1524 | NC      | $48478.44     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                             | VALARIS LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2547 | NS      | $147038.31    | 0.80%             |  |  |  | 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        |      9368 | NS      | $92743.20     | 0.50%             |  |  |  | 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        |     -9087 | NC      | $11136.77     | 0.06%             |  |  |  | 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        |    -14074 | NC      | $-3237.02     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                           | APOLLO GLOBAL MANAGEMENT INC                      | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      1457 | NS      | $196024.78    | 1.06%             |  |  |  | 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        |      -485 | NC      | $3302.85      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                                           | BHP GROUP LIMITED                                 | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      9247 | NS      | $320756.91    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WESTPAC BANKING CORP (GS)(CFD)                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -6154 | NC      | $233.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | WESTPAC BANKING CORP (JPM)(CFD)                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -5100 | NC      | $-1094.46     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | EURONEXT NV (UBS)(CFD)                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -1764 | NC      | $7785.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | CAIXABANK SA (MS) (CFD)                           | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1174 | NC      | $-957.46      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | TEXAS INSTRUMENTS INC (JPM) (CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -275 | NC      | $-6077.50     | -0.03%            |  |  |  | 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        |      -280 | NC      | $8475.77      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ENDESA SA (MS) (CFD)                              | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -7903 | NC      | $-4378.05     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FASTENAL CO (HSBC) (CFD)                          | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -7859 | NC      | $2986.42      | 0.02%             |  |  |  | No            |                  1 | 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        |      2148 | NC      | $2699.09      | 0.01%             |  |  |  | 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        |       431 | NC      | $12922.62     | 0.07%             |  |  |  | No            |                  2 | 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        |      2380 | NC      | $67430.16     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ZURICH INSURANCE GROUP AG (MS) (CFD)              | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      -197 | NC      | $12220.42     | 0.07%             |  |  |  | No            |                  2 | 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        |      9588 | NC      | $8920.39      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | BANCA GENERALI SPA (MS)(CFD)                      | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      1988 | NC      | $-1022.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | HUHTAMAKI OYJ (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1688 | NC      | $1370.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | OMV AG (AUSH100) (GS) (CFD)                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3101 | NC      | $-1154.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | HANNOVER RUECKVERSICHERUNGS SE(REGD) (HSBC) (CFD) | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -953 | NC      | $6402.01      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | ESSILORLUXOTTICA (HSBC)(CFD)                      | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -535 | NC      | $8304.78      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | HEXAGON AB SER B (HSBC) (CFD)                     | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -18729 | NC      | $11930.69     | 0.06%             |  |  |  | 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        |     -6173 | NC      | $-5233.43     | -0.03%            |  |  |  | No            |                  1 | 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        |     -1291 | NC      | $8878.72      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | CBOE GLOBAL MARKETS INC (HSBC)(CFD)               | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -1098 | NC      | $9322.02      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                                                           | NEXTPOWER INC                                     | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1523 | NS      | $178328.07    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | ADVANCE AUTO PARTS INC (UBS) (CFD)                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -2412 | NC      | $-2990.88     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DSM FIRMENICH AG                                                        | DSM FIRMENICH AG                                  | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |      1119 | NS      | $88237.18     | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | SK INNOVATION (MS) (CFD)                          | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1135 | NC      | $-8226.83     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SK INNOVATION (JPM) (CFD)                         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -608 | NC      | $-3413.31     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | EURONEXT NV (GS)(CFD)                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -487 | NC      | $695.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                               | LINDE PLC                                         | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       606 | NS      | $276923.82    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | DELTA ELECTRONICS THAI-NVDR (JPM)(CFD)            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -9200 | NC      | $-13150.33    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DELTA ELECTRONICS THAI-NVDR (GS) (CFD)            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -28000 | NC      | $7176.32      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | INTL BUS MACH CORP (UBS) (CFD)                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      -504 | NC      | $-7187.04     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | XPENG INC CL A (GS)(CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -16600 | NC      | $9520.82      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SHISEIDO CO LTD (JPM) (CFD)                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -15200 | NC      | $-15001.90    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | CONTINENTAL AG (MS) (CFD)                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      2130 | NC      | $-3217.17     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | UNIVERSAL MUSIC GROUP NV (HSBC)(CFD)              | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -8937 | NC      | $9465.80      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | UNIVERSAL MUSIC GROUP NV (MS)(CFD)                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      -432 | NC      | $785.05       | 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        |      -130 | NC      | $7217.06      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | NINTENDO CO LTD (JPM) (CFD)                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -2800 | NC      | $6808.66      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | NATIONAL GRID PLC (JPM)(CFD)                      | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      5277 | NC      | $6323.27      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SSE PLC (JPM) (CFD)                               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     11170 | NC      | $27211.19     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SIMPLEX HOLDINGS INC (JPM)(CFD)                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     34000 | NC      | $-15412.01    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SOLVENTUM CORP (JPM) (CFD)                        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -2262 | NC      | $6966.96      | 0.04%             |  |  |  | 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        |     -6776 | NC      | $-14967.19    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | AT and T INC (UBS) (CFD)                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -13050 | NC      | $-34191.00    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | DECKERS OUTDOOR CORP (UBS) (CFD)                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -1085 | NC      | $-21005.60    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | PAYPAL HLDGS INC (HSBC) (CFD)                     | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -2729 | NC      | $11461.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | BANCO BPM SPA (UBS) (CFD)                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -13231 | NC      | $-579.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | GFL ENVIRONMENTAL INC (GS) (CFD)                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1294 | NC      | $-199.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CAPCOM CO LTD (JPM) (CFD)                         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -8300 | NC      | $-17345.41    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | KONGSBERG GRUPPEN ASA (GS) (CFD)                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -6800 | NC      | $-6757.06     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NEMETSCHEK SE (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1408 | NC      | $4369.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | UNICHARM CORP (JPM) (CFD)                         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -23000 | NC      | $-6522.62     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | FUBON FINANCIAL HOLDING CO LTD (JPM) (CFD)        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -25625 | NC      | $2476.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FUBON FINANCIAL HOLDING CO LTD (HSBC) (CFD)       | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -37925 | NC      | $4915.27      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | BECTON DICKINSON and CO (JPM) (CFD)               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -1730 | NC      | $6816.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | YAKULT HONSHA CO LTD (JPM) (CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -8200 | NC      | $797.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FUBON FINANCIAL HOLDING CO LTD (GS) (CFD)         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3075 | NC      | $260.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MEDIBANK PRIVATE LIMITED (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1930 | NC      | $13.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | MEDIBANK PRIVATE LIMITED (JPM) (CFD)              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -51684 | NC      | $4495.85      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | METSO CORPORATION (GS)(CFD)                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -8512 | NC      | $1812.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | SCHINDLER HOLDING AG (REG) (GS) (CFD)             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -582 | NC      | $0.61         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FEDERAL SIGNAL CORP (GS)(CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1232 | NC      | $234.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | COSTCO WHOLESALE CORP (HSBC)(CFD)                 | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -230 | NC      | $5372.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | ATKINSREALIS GROUP INC (JPM)(CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -1294 | NC      | $-671.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | EATON CORP PLC (GS)(CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -965 | NC      | $2846.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | GRAB HOLDINGS LTD CL A (MS)(CFD)                  | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -62834 | NC      | $49010.52     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | PARTNERS GROUP HOLDING AG (MS)(CFD)               | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |       218 | NC      | $-416.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | DAIWA HOUSE INDUSTRY CO LTD (JPM)(CFD)            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -8100 | NC      | $7518.54      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer