# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-25-001490
**Filing Date:** 2025-10
**Character Count:** 216925
**Document Hash:** 732687653f2100a4ca1882be39efea6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001490.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0000035402-25-001490

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Rutland Square Trust II
- **CENTRAL INDEX KEY:** 0001364924

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 251427866

**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

### Strategic Advisers Fidelity Alternatives Fund (Series ID: S000091045)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000258440 | Strategic Advisers Fidelity Alternatives Fund | FSAOX           |

## Nport-Ex

**Consolidated Quarterly Holdings Report**

**for**

**Strategic Advisers® Fidelity® Alternatives Fund**

*Offered exclusively to certain managed account clients of Strategic Advisers LLC or its affiliates - not available for sale to the general public*

**August 31, 2025**

SAF-NPRT1-1025

1.9918628.100 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Alternative Funds - 68.1%** | &nbsp;&nbsp;**Alternative Funds - 68.1%** | &nbsp;&nbsp;**Alternative Funds - 68.1%** |
|  | Shares | Value ($)<br>|
| BlackRock Global Equity Market Neutral Fund A Shares  | 11284966 | 156861027 |
| BlackRock Systematic Multi-Strategy Fund Investor A Shares  | 10366645 | 107709442 |
| Fidelity SAI Alternative Risk Premia Commodity Strategy Fund (a) | 5863859 | 60456382 |
| Fidelity SAI Alternative Risk Premia Strategy Fund (a) | 3090443 | 30100917 |
| Fidelity SAI Convertible Arbitrage Fund (a) | 30631174 | 341843907 |
| Fidelity SAI Managed Futures Fund (a) | 7571671 | 77382472 |
| Fidelity SAI Merger Arbitrage Fund (a) | 15269494 | 155290755 |
| Stone Ridge Diversified Alternatives Fund Class I  | 11939436 | 124886497 |
| <br> **TOTAL ALTERNATIVE FUNDS**<br> (Cost $1,044,618,494) |  | **1054531399** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 5.7%** | &nbsp;&nbsp;**Common Stocks - 5.7%** | &nbsp;&nbsp;**Common Stocks - 5.7%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Chemicals - 0.1% |  |  |
| Orica Ltd  | 128057 | 1837770 |
| Metals & Mining - 0.1% |  |  |
| BHP Group Ltd (United Kingdom)  | 52315 | 1458726 |
| TOTAL AUSTRALIA |  | 3296496 |
| BERMUDA - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Insurance - 0.1% |  |  |
| RenaissanceRe Holdings Ltd  | 5347 | 1299268 |
| CANADA - 0.5%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| TELUS Corp  | 68937 | 1136442 |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.0% |  |  |
| Magna International Inc  | 15948 | 732051 |
| Specialty Retail - 0.1% |  |  |
| Aritzia Inc Subordinate Voting Shares (b) | 15344 | 918618 |
| TOTAL CONSUMER DISCRETIONARY |  | 1650669 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Royal Bank of Canada  | 14358 | 2086555 |
| Materials - 0.1% |  |  |
| Containers & Packaging - 0.1% |  |  |
| CCL Industries Inc Class B  | 16387 | 981656 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| Emera Inc  | 24814 | 1181843 |
| TOTAL CANADA |  | 7037165 |
| CHINA - 0.2%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Broadline Retail - 0.1% |  |  |
| PDD Holdings Inc Class A ADR (b) | 11634 | 1398639 |
| Industrials - 0.0% |  |  |
| Ground Transportation - 0.0% |  |  |
| Full Truck Alliance Co Ltd ADR  | 63763 | 832107 |
| Utilities - 0.1% |  |  |
| Gas Utilities - 0.1% |  |  |
| ENN Energy Holdings Ltd  | 177900 | 1426304 |
| TOTAL CHINA |  | 3657050 |
| FINLAND - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Elisa Oyj A Shares  | 9615 | 512036 |
| Materials - 0.1% |  |  |
| Paper & Forest Products - 0.1% |  |  |
| Stora Enso Oyj R Shares  | 60890 | 710785 |
| TOTAL FINLAND |  | 1222821 |
| FRANCE - 0.3%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| IPSOS SA  | 10792 | 448207 |
| Financials - 0.3% |  |  |
| Banks - 0.1% |  |  |
| BNP Paribas SA  | 15043 | 1351836 |
| Insurance - 0.2% |  |  |
| SCOR SE  | 42703 | 1398831 |
| TOTAL FINANCIALS |  | 2750667 |
| Information Technology - 0.0% |  |  |
| IT Services - 0.0% |  |  |
| Sopra Steria Group  | 2234 | 414510 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Air Liquide SA  | 3222 | 663853 |
| TOTAL FRANCE |  | 4277237 |
| GERMANY - 0.2%  |  |  |
| Health Care - 0.1% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| Fresenius SE & Co KGaA  | 34515 | 1873994 |
| Industrials - 0.1% |  |  |
| Air Freight & Logistics - 0.1% |  |  |
| Deutsche Post AG  | 28504 | 1299147 |
| TOTAL GERMANY |  | 3173141 |
| INDONESIA - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Nickel Industries Ltd  | 2151534 | 981044 |
| ITALY - 0.1%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Household Durables - 0.0% |  |  |
| De' Longhi SpA  | 12165 | 426101 |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Nexi SpA (c)(d) | 241750 | 1533468 |
| TOTAL ITALY |  | 1959569 |
| JAPAN - 0.4%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Nifco Inc/Japan  | 22000 | 631554 |
| Consumer Staples - 0.1% |  |  |
| Household Products - 0.1% |  |  |
| Lion Corp  | 143100 | 1528042 |
| Industrials - 0.2% |  |  |
| Machinery - 0.2% |  |  |
| Makita Corp  | 53200 | 1796107 |
| Miura Co Ltd  | 46700 | 893922 |
|  |  | 2690029 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Kuraray Co Ltd  | 110900 | 1321343 |
| TOTAL JAPAN |  | 6170968 |
| KOREA (SOUTH) - 0.2%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| KT Corp  | 25718 | 1001730 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| SK Hynix Inc  | 5156 | 983791 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Samsung Electronics Co Ltd  | 13163 | 658544 |
| TOTAL INFORMATION TECHNOLOGY |  | 1642335 |
| TOTAL KOREA (SOUTH) |  | 2644065 |
| NETHERLANDS - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Insurance - 0.1% |  |  |
| NN Group NV  | 11218 | 771950 |
| Industrials - 0.0% |  |  |
| Electrical Equipment - 0.0% |  |  |
| TKH Group NV depository receipt  | 15085 | 610972 |
| TOTAL NETHERLANDS |  | 1382922 |
| NORWAY - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Insurance - 0.1% |  |  |
| Storebrand ASA A Shares  | 103523 | 1592162 |
| SPAIN - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Cellnex Telecom SA (c)(d) | 15903 | 565403 |
| Industrials - 0.1% |  |  |
| Machinery - 0.1% |  |  |
| Fluidra SA  | 56430 | 1606865 |
| TOTAL SPAIN |  | 2172268 |
| SWEDEN - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.1% |  |  |
| Autoliv Inc  | 11619 | 1441569 |
| SWITZERLAND - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Cie Financiere Richemont SA Series A  | 4272 | 747954 |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Temenos AG  | 7117 | 632405 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| DSM-Firmenich AG  | 7617 | 745292 |
| TOTAL SWITZERLAND |  | 2125651 |
| TAIWAN - 0.2%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| Far EasTone Telecommunications Co Ltd  | 451000 | 1239387 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd  | 54000 | 2022377 |
| TOTAL TAIWAN |  | 3261764 |
| THAILAND - 0.0%  |  |  |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| CP ALL PCL  | 563000 | 768258 |
| UNITED KINGDOM - 0.4%  |  |  |
| Communication Services - 0.1% |  |  |
| Interactive Media & Services - 0.1% |  |  |
| Auto Trader Group PLC (c)(d) | 128872 | 1399042 |
| Media - 0.0% |  |  |
| WPP PLC  | 110205 | 584375 |
| TOTAL COMMUNICATION SERVICES |  | 1983417 |
| Health Care - 0.1% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Convatec Group PLC (c)(d) | 317759 | 1016157 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.0% |  |  |
| SSE PLC  | 46711 | 1091558 |
| Multi-Utilities - 0.2% |  |  |
| Centrica PLC  | 912555 | 1985172 |
| National Grid PLC  | 27267 | 382995 |
|  |  | 2368167 |
| TOTAL UTILITIES |  | 3459725 |
| TOTAL UNITED KINGDOM |  | 6459299 |
| UNITED STATES - 2.2%  |  |  |
| Communication Services - 0.1% |  |  |
| Interactive Media & Services - 0.1% |  |  |
| Meta Platforms Inc Class A  | 2760 | 2038812 |
| Consumer Discretionary - 0.2% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Carnival Corp (b) | 23217 | 740390 |
| Expedia Group Inc Class A  | 9617 | 2065732 |
|  |  | 2806122 |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Dollar General Corp  | 8435 | 917391 |
| Dollar Tree Inc (b) | 13182 | 1439079 |
|  |  | 2356470 |
| Food Products - 0.0% |  |  |
| Darling Ingredients Inc (b) | 18818 | 639059 |
| TOTAL CONSUMER STAPLES |  | 2995529 |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Valaris Ltd (b) | 17336 | 861079 |
| Financials - 0.5% |  |  |
| Banks - 0.3% |  |  |
| Comerica Inc  | 10389 | 733256 |
| JPMorgan Chase & Co  | 6200 | 1868804 |
| Wells Fargo & Co  | 20424 | 1678444 |
|  |  | 4280504 |
| Capital Markets - 0.1% |  |  |
| Morgan Stanley  | 13031 | 1960905 |
| Financial Services - 0.1% |  |  |
| Apollo Global Management Inc  | 9916 | 1350857 |
| TOTAL FINANCIALS |  | 7592266 |
| Health Care - 0.3% |  |  |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Boston Scientific Corp (b) | 17156 | 1809958 |
| Insulet Corp (b) | 4639 | 1576703 |
|  |  | 3386661 |
| Pharmaceuticals - 0.1% |  |  |
| Bristol-Myers Squibb Co  | 25012 | 1180066 |
| TOTAL HEALTH CARE |  | 4566727 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| L3Harris Technologies Inc  | 7396 | 2053278 |
| Air Freight & Logistics - 0.1% |  |  |
| FedEx Corp  | 5499 | 1270654 |
| Building Products - 0.0% |  |  |
| Fortune Brands Innovations Inc  | 11994 | 701889 |
| Electrical Equipment - 0.0% |  |  |
| NEXTracker Inc Class A (b) | 10366 | 697217 |
| Professional Services - 0.0% |  |  |
| TransUnion  | 6076 | 537118 |
| TOTAL INDUSTRIALS |  | 5260156 |
| Information Technology - 0.3% |  |  |
| IT Services - 0.1% |  |  |
| Cognizant Technology Solutions Corp Class A  | 22481 | 1624252 |
| Software - 0.2% |  |  |
| Fair Isaac Corp (b) | 739 | 1124492 |
| Microsoft Corp  | 3985 | 2019160 |
|  |  | 3143652 |
| TOTAL INFORMATION TECHNOLOGY |  | 4767904 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Steel Dynamics Inc  | 8800 | 1152096 |
| Real Estate - 0.0% |  |  |
| Residential REITs - 0.0% |  |  |
| Sun Communities Inc  | 4557 | 578146 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| NRG Energy Inc  | 5436 | 791264 |
| TOTAL UNITED STATES |  | 33410101 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $86,745,357) |  | <br> **88332818** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Funds - 10.1%** | &nbsp;&nbsp;**Fixed-Income Funds - 10.1%** | &nbsp;&nbsp;**Fixed-Income Funds - 10.1%** |
|  | Shares | Value ($)<br>|
| Eaton Vance Global Macro Absolute Return Advantage Fund Class A <br>(Cost $153,489,323)<br>| 13718007 | **155836559** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 14.1%** | &nbsp;&nbsp;**Money Market Funds - 14.1%** | &nbsp;&nbsp;**Money Market Funds - 14.1%** | &nbsp;&nbsp;**Money Market Funds - 14.1%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (e) | 4.36 | 778653 | 778809 |
| Fidelity Investments Money Market Government Portfolio - Institutional Class (a)(f) | 4.25 | 114306564 | 114306564 |
| State Street Institutional U.S. Government Money Market Fund Premier Class (f) | 4.23 | 104056564 | 104056564 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $219,141,937) |  |  | **219141937** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Options - 0.0%** | **Purchased Options - 0.0%** | **Purchased Options - 0.0%** | **Purchased Options - 0.0%** | **Purchased Options - 0.0%** | **Purchased Options - 0.0%** | **Purchased Options - 0.0%** |
|  | Counterparty | Number<br> of Contracts | Notional Amount ($) | Exercise<br> Price ($) | Expiration<br> Date | Value ($) |
| Put Options |  |  |  |  |  |  |
| S&P 500 Index | Chicago Board Options Exchange | 30 | 19380780 | 5930 | 10/17/2025 | 76800 |
| S&P 500 Index | Chicago Board Options Exchange | 30 | 19380780 | 5750 | 9/19/2025 | 13199 |
| S&P 500 Index | Chicago Board Options Exchange | 29 | 18734754 | 6070 | 11/21/2025 | 195750 |
| S&P 500 Index | Chicago Board Options Exchange | 57 | 36823482 | 4100 | 7/17/2026 | 203490 |
| S&P 500 Index | Chicago Board Options Exchange | 59 | 38115534 | 3950 | 6/18/2026 | 169920 |
| S&P 500 Index | Chicago Board Options Exchange | 54 | 34885404 | 4150 | 8/21/2026 | 224100 |
|  |  |  |  |  |  | **883259** |
| **TOTAL PURCHASED OPTIONS**<br> (Cost $1,348,421) |  |  |  |  |  | **883259** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 98.0%**<br> (Cost $1,505,343,531)<br>| <br>**1518725972** |
| **NET OTHER ASSETS (LIABILITIES) - 2.0%** (g)(h)(i)  | **30688976** |
| **NET ASSETS - 100.0%** | **1549414948** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Commodity Contracts |  |  |  |  |  |
| CEC Gold Bullion Contracts (United States) | 39 | 12/29/2025 | 13712790 | 387985 | 387985 |
| ICE Brent Crude Oil Contracts (United Kingdom) | 15 | 9/30/2025 | 1012200 | 23853 | 23853 |
| ICE Brent Crude Oil Contracts (United Kingdom) | 4 | 10/31/2025 | 267560 | 2845 | 2845 |
| ICE Coffee Robusta Contracts (United Kingdom) | 14 | 11/24/2025 | 674100 | 178212 | 178212 |
| ICE Coffee Robusta Contracts (United Kingdom) | 3 | 1/26/2026 | 141090 | 22326 | 22326 |
| ICE Cotton No 2 Contracts (United States) | 3 | 12/8/2025 | 99810 | (1023) | (1023) |
| ICE Cotton No 2 Contracts (United States) | 1 | 3/9/2026 | 34220 | (278) | (278) |
| ICE ENDEX Natural Gas Contracts (Netherlands) | 15 | 9/29/2025 | 413414 | (6867) | (6867) |
| ICE ENDEX Natural Gas Contracts (Netherlands) | 5 | 10/30/2025 | 136520 | 864 | 864 |
| ICE Gas Oil Contracts (United Kingdom) | 8 | 10/10/2025 | 538000 | 1516 | 1516 |
| ICE Gas Oil Contracts (United Kingdom) | 1 | 9/11/2025 | 67525 | 1199 | 1199 |
| ICE Gas Oil Contracts (United Kingdom) | 1 | 12/11/2025 | 65100 | 1824 | 1824 |
| ICE Gas Oil Contracts (United Kingdom) | 3 | 11/12/2025 | 198900 | 1522 | 1522 |
| ICE WTI Crude Contracts (United Kingdom) | 3 | 9/19/2025 | 192030 | 2867 | 2867 |
| ICE WTI Crude Contracts (United Kingdom) | 2 | 11/19/2025 | 125980 | (2022) | (2022) |
| ICE WTI Crude Contracts (United Kingdom) | 4 | 10/20/2025 | 253840 | 3305 | 3305 |
| NYMEX Gasoline RBOB Contracts (United States) | 4 | 11/28/2025 | 314782 | 3789 | 3789 |
| NYMEX Gasoline RBOB Contracts (United States) | 9 | 9/30/2025 | 744244 | 11567 | 11567 |
| NYMEX Gasoline RBOB Contracts (United States) | 6 | 10/31/2025 | 482177 | 1539 | 1539 |
| NYMEX Gasoline RBOB Contracts (United States) | 2 | 12/31/2025 | 155963 | 996 | 996 |
| NYMEX Heating Oil Contracts (United States) | 2 | 11/28/2025 | 188605 | (785) | (785) |
| NYMEX Heating Oil Contracts (United States) | 7 | 9/30/2025 | 667321 | (1151) | (1151) |
| NYMEX Heating Oil Contracts (United States) | 4 | 10/31/2025 | 379898 | (415) | (415) |
| NYMEX Heating Oil Contracts (United States) | 1 | 12/31/2025 | 94080 | (653) | (653) |
| NYMEX WTI Crude Contracts (United Kingdom) | 10 | 11/20/2025 | 629900 | 2591 | 2591 |
| NYMEX WTI Crude Contracts (United States) | 10 | 10/21/2025 | 634600 | 11001 | 11001 |
| NYMEX WTI Crude Contracts (United States) | 33 | 9/22/2025 | 2112330 | 34558 | 34558 |
| **TOTAL COMMODITY CONTRACTS** |  |  |  |  | 681165 |
| Equity Contracts |  |  |  |  |  |
| CBOE VIX Index Contracts (United States) | 65 | 9/17/2025 | 1114685 | (127536) | (127536) |
| CBOE VIX Index Contracts (United States) | 1 | 12/17/2025 | 20400 | (52) | (52) |
| CBOE VIX Index Contracts (United States) | 11 | 11/19/2025 | 222350 | (4071) | (4071) |
| CBOE VIX Index Contracts (United States) | 36 | 10/22/2025 | 696391 | (23776) | (23776) |
| CME E-Mini Nasdaq 100 Index Contracts (United States) | 7 | 9/19/2025 | 3284645 | 773 | 773 |
| CME E-Mini S&P 500 Index Contracts (United States) | 52 | 9/19/2025 | 16829150 | 340552 | 340552 |
| Eurex DAX Contracts (Germany) | 8 | 9/19/2025 | 5605693 | (50715) | (50715) |
| Eurex Swiss Market Index Contracts (Germany) | 29 | 9/19/2025 | 4422033 | 118540 | 118540 |
| HKEX Hang Seng Index Contracts (Hong Kong) | 28 | 9/29/2025 | 4493900 | (109490) | (109490) |
| HKEX Hang Seng Index Contracts (Hong Kong) | 67 | 9/29/2025 | 3837534 | (107433) | (107433) |
| ICE MSCI Emerging Markets Index Contracts (United States) | 97 | 9/19/2025 | 6134765 | 75168 | 75168 |
| IDEM FTSE MIB Index Contracts (Italy) | 12 | 9/19/2025 | 2965556 | 107888 | 107888 |
| KRX KOSPI 200 Index Contracts (South Korea) | 54 | 9/11/2025 | 4187207 | 18662 | 18662 |
| OSE TOPIX Contracts (Japan) | 24 | 9/11/2025 | 5017863 | 252242 | 252242 |
| SGX FTSE Taiwan RIC Capped Index Contracts (Singapore) | 10 | 9/26/2025 | 802400 | (2528) | (2528) |
| SGX MSCI Singapore Index Contracts (Singapore) | 76 | 9/29/2025 | 2630177 | (4372) | (4372) |
| SGX-DC FTSE China A50 Index Contracts (Singapore) | 521 | 9/29/2025 | 7807185 | 3451 | 3451 |
| TME S&P/TSX 60 Index Contracts (Canada) | 22 | 9/18/2025 | 5432759 | 203412 | 203412 |
| **TOTAL EQUITY CONTRACTS** |  |  |  |  | 690715 |
| Foreign Exchange Contracts |  |  |  |  |  |
| CME Euro Spot Rate Contracts (United States) | 3 | 9/15/2025 | 439178 | (5415) | (5415) |
| CME Euro/CZK Cross-Currency Rate Contracts (United States) | 8 | 9/15/2025 | 1530192 | 9730 | 9730 |
| CME Euro/HUF Cross-Currency Rate Contracts (United States) | 25 | 9/15/2025 | 2209883 | 23247 | 23247 |
| CME Euro/PLZ Cross-Currency Rate Contracts (United States) | 22 | 9/15/2025 | 3014926 | 8018 | 8018 |
| CME Mexican Peso Contracts (United States) | 320 | 9/15/2025 | 8564800 | 43772 | 43772 |
| CME South African Rand Contracts (United States) | 130 | 9/15/2025 | 3682250 | 32079 | 32079 |
| CME United Kingdom Pound Contracts (United States) | 410 | 9/15/2025 | 34627063 | 44407 | 44407 |
| KRX US Dollar Contracts (South Korea) | 199 | 9/15/2025 | 1990000 | 6437 | 6437 |
| **TOTAL FOREIGN EXCHANGE CONTRACTS** |  |  |  |  | 162275 |
| Interest Rate Contracts |  |  |  |  |  |
| ASX 90 Day Bill Contract (Australia) | 96 | 12/11/2025 | 62317054 | 18424 | 18424 |
| ASX 90 Day Bill Contract (Australia) | 19 | 12/10/2026 | 12337808 | 15417 | 15417 |
| ASX 90 Day Bill Contract (Australia) | 42 | 6/11/2026 | 27275051 | 13310 | 13310 |
| ASX 90 Day Bill Contract (Australia) | 67 | 3/12/2026 | 43504879 | 9760 | 9760 |
| CBOT US Treasury Ultra Bond Contracts (United States) | 65 | 12/19/2025 | 7568438 | (10302) | (10302) |
| Eurex Euro-BTP Contracts (Germany) | 192 | 9/8/2025 | 27010651 | (197533) | (197533) |
| Eurex Euro-Bobl Contracts (Germany) | 107 | 9/8/2025 | 14703561 | (16718) | (16718) |
| Eurex Euro-Bund Contracts (Germany) | 137 | 9/8/2025 | 20763795 | (82590) | (82590) |
| Eurex Euro-OAT Contracts (Germany) | 122 | 9/8/2025 | 17399946 | (225345) | (225345) |
| Eurex Short Euro-BTP Contracts (Germany) | 82 | 9/8/2025 | 10334253 | (13871) | (13871) |
| FTSE 100 Index | 33 | 9/10/2026 | 21430397 | (1284) | (1284) |
| ICE United Kingdom of Great Britain and Northern Ireland Contracts (United Kingdom) | 65 | 12/29/2025 | 7952544 | 9684 | 9684 |
| **TOTAL INTEREST RATE CONTRACTS** |  |  |  |  | (481048) |
| TOTAL PURCHASED |  |  |  |  | 1053107 |
| Sold |  |  |  |  |  |
| Commodity Contracts |  |  |  |  |  |
| CBOT Corn Contracts (United States) | 95 | 12/12/2025 | 1996188 | (36771) | (36771) |
| CBOT Corn Contracts (United States) | 28 | 3/13/2026 | 612850 | (13794) | (13794) |
| CBOT Corn Contracts (United States) | 5 | 5/14/2026 | 111938 | (1400) | (1400) |
| CBOT Corn Contracts (United States) | 8 | 7/14/2026 | 181500 | (2707) | (2707) |
| CBOT Corn Contracts (United States) | 1 | 9/14/2026 | 22575 | (165) | (165) |
| CBOT Hard Red Winter Wheat Contracts (United States) | 90 | 12/12/2025 | 2338875 | 59416 | 59416 |
| CBOT Hard Red Winter Wheat Contracts (United States) | 17 | 3/13/2026 | 459638 | 10571 | 10571 |
| CBOT Hard Red Winter Wheat Contracts (United States) | 5 | 5/14/2026 | 138750 | 2638 | 2638 |
| CBOT Soybean Contracts (United States) | 37 | 11/14/2025 | 1950825 | (87554) | (87554) |
| CBOT Soybean Contracts (United States) | 3 | 3/13/2026 | 163050 | (5007) | (5007) |
| CBOT Soybean Contracts (United States) | 2 | 5/14/2026 | 109900 | (830) | (830) |
| CBOT Soybean Contracts (United States) | 1 | 7/14/2026 | 55063 | (2) | (2) |
| CBOT Soybean Meal Contracts (United States) | 8 | 12/12/2025 | 231200 | 170 | 170 |
| CBOT Soybean Meal Contracts (United States) | 2 | 10/14/2025 | 56680 | 365 | 365 |
| CBOT Soybean Meal Contracts (United States) | 1 | 3/13/2026 | 29920 | (262) | (262) |
| CBOT Soybean Meal Contracts (United States) | 1 | 1/14/2026 | 29280 | (362) | (362) |
| CBOT Soybean Meal Contracts (United States) | 1 | 5/14/2026 | 30450 | (1622) | (1622) |
| CBOT Soybean Oil Contracts (United States) | 8 | 12/12/2025 | 250272 | 7240 | 7240 |
| CBOT Soybean Oil Contracts (United States) | 2 | 10/14/2025 | 62040 | 2629 | 2629 |
| CBOT Soybean Oil Contracts (United States) | 1 | 1/14/2026 | 31452 | 2158 | 2158 |
| CBOT Soybeans Contracts (United States) | 6 | 1/14/2026 | 321750 | (8965) | (8965) |
| CBOT Wheat Contracts (United States) | 27 | 12/12/2025 | 721238 | 4759 | 4759 |
| CBOT Wheat Contracts (United States) | 5 | 3/13/2026 | 138000 | 2413 | 2413 |
| CBOT Wheat Contracts (United States) | 2 | 5/14/2026 | 56250 | (130) | (130) |
| CBOT Wheat Contracts (United States) | 2 | 7/14/2026 | 57100 | (417) | (417) |
| CEC Silver Bullion Contracts (United States) | 73 | 12/29/2025 | 14863895 | (682960) | (682960) |
| CME Copper Contracts (United States) | 9 | 12/29/2025 | 1032863 | (2430) | (2430) |
| CME Lean Hogs Contracts (United States) | 16 | 12/12/2025 | 559360 | (19729) | (19729) |
| CME Lean Hogs Contracts (United States) | 24 | 10/14/2025 | 912240 | (28118) | (28118) |
| CME Lean Hogs Contracts (United States) | 8 | 2/13/2026 | 286800 | (6939) | (6939) |
| CME Lean Hogs Contracts (United States) | 5 | 4/15/2026 | 184900 | (5802) | (5802) |
| CME Live Cattle Contracts (United States) | 3 | 10/31/2025 | 287580 | (10547) | (10547) |
| CME Live Cattle Contracts (United States) | 1 | 12/31/2025 | 96310 | (3292) | (3292) |
| CME Live Cattle Contracts (United States) | 1 | 2/27/2026 | 96900 | (4372) | (4372) |
| Euronext MATIF Rapeseed Contracts (France) | 16 | 10/31/2025 | 432863 | 14717 | 14717 |
| Euronext MATIF Rapeseed Contracts (France) | 28 | 1/30/2026 | 768156 | 17029 | 17029 |
| Euronext MATIF Rapeseed Contracts (France) | 16 | 4/30/2026 | 442456 | 5984 | 5984 |
| Euronext MATIF Wheat Contracts (France) | 74 | 3/10/2026 | 870055 | 17215 | 17215 |
| Euronext MATIF Wheat Contracts (France) | 26 | 5/11/2026 | 313299 | 3184 | 3184 |
| Euronext Mill Wheat Contracts (France) | 7 | 9/10/2025 | 78413 | 4200 | 4200 |
| Euronext Mill Wheat Contracts (France) | 211 | 12/10/2025 | 2394434 | 81305 | 81305 |
| ICE Canola Contracts (United States) | 2 | 11/14/2025 | 18244 | 1600 | 1600 |
| ICE Cocoa Contracts (United States) | 1 | 12/11/2025 | 71662 | (884) | (884) |
| ICE Cocoa Contracts (United States) | 2 | 12/15/2025 | 154200 | 2495 | 2495 |
| ICE Cocoa Contracts (United States) | 1 | 3/16/2026 | 75020 | 1137 | 1137 |
| ICE Coffee C Contracts (United States) | 3 | 12/18/2025 | 434363 | (88020) | (88020) |
| ICE ENDEX Carbon Emission Contracts (Netherlands) | 3 | 12/15/2025 | 256173 | (7301) | (7301) |
| ICE Sugar No 11 Contracts (United States) | 51 | 9/30/2025 | 935054 | (5941) | (5941) |
| ICE Sugar No 11 Contracts (United States) | 14 | 2/27/2026 | 266717 | (998) | (998) |
| ICE Sugar No 11 Contracts (United States) | 1 | 4/30/2026 | 18715 | (137) | (137) |
| ICE White Sugar Contracts (United Kingdom) | 6 | 11/14/2025 | 143310 | (1563) | (1563) |
| ICE White Sugar Contracts (United Kingdom) | 10 | 9/15/2025 | 246350 | (10813) | (10813) |
| ICE White Sugar Contracts (United Kingdom) | 3 | 2/13/2026 | 70710 | (239) | (239) |
| MATIF Rapeseed Contracts (France) | 5 | 7/31/2026 | 134758 | (212) | (212) |
| MATIF Wheat Contracts (France) | 6 | 9/10/2026 | 74055 | 1796 | 1796 |
| NYMEX Natural Gas Contracts (United States) | 3 | 9/26/2025 | 89910 | 12904 | 12904 |
| NYMEX Natural Gas Contracts (United States) | 1 | 10/29/2025 | 33330 | (732) | (732) |
| NYMEX Natural Gas Contracts (United States) | 1 | 12/29/2025 | 42430 | 3848 | 3848 |
| NYMEX Platinum Bullion Contracts (United States) | 32 | 10/29/2025 | 2192800 | 20087 | 20087 |
| NYMEX Platinum Bullion Contracts (United States) | 1 | 1/28/2026 | 69175 | (652) | (652) |
| **TOTAL COMMODITY CONTRACTS** |  |  |  |  | (761809) |
| Equity Contracts |  |  |  |  |  |
| ASX 24 S&P/ASX 200 Index Contracts (Australia) | 20 | 9/18/2025 | 2924410 | (79717) | (79717) |
| CBOT E-Mini Dow Jones Industrial Average Index Contracts (United States) | 12 | 9/19/2025 | 2736060 | (70915) | (70915) |
| CME E-Mini S&P MidCap 400 Index Contracts (United States) | 6 | 9/19/2025 | 1955100 | (58750) | (58750) |
| CME Russell 2000 Index Contracts (United States) | 64 | 9/19/2025 | 7583360 | (436551) | (436551) |
| Eurex Euro STOXX 50 Contracts (Germany) | 69 | 9/19/2025 | 4328373 | (12588) | (12588) |
| Euronext CAC 40 Index Contracts (France) | 32 | 9/19/2025 | 2887688 | 26666 | 26666 |
| FTSE/JSE Top 40 Index Contracts (South Africa) | 56 | 9/18/2025 | 2988413 | (67219) | (67219) |
| ICE Financial Times 100 Contracts (United Kingdom) | 16 | 9/19/2025 | 1993556 | (10605) | (10605) |
| MEFF IBEX 35 Index Contracts (Spain) | 28 | 9/19/2025 | 4903261 | 18822 | 18822 |
| OSE Nikkei 225 Index Contracts (Japan) | 108 | 9/11/2025 | 3137369 | (153134) | (153134) |
| OSE Nikkei 225 Index Contracts (Japan) | 11 | 9/11/2025 | 3195468 | (156570) | (156570) |
| SGX Nikkei 225 Index Contracts (Singapore) | 6 | 9/11/2025 | 871593 | (33823) | (33823) |
| **TOTAL EQUITY CONTRACTS** |  |  |  |  | (1034384) |
| Foreign Exchange Contracts |  |  |  |  |  |
| CME Australian Dollar Contracts (United States) | 59 | 9/15/2025 | 3863025 | (23328) | (23328) |
| CME Canadian Dollar Contracts (United States) | 388 | 9/16/2025 | 28285200 | 97140 | 97140 |
| CME Euro Spot Rate Contracts (United States) | 182 | 9/15/2025 | 26641388 | (80581) | (80581) |
| CME Israel Sheckel Contracts (United States) | 13 | 9/15/2025 | 3884530 | (48423) | (48423) |
| CME Japanese Yen Contracts (United States) | 58 | 9/15/2025 | 4939788 | 8057 | 8057 |
| CME New Zealand Dollar Contracts (United States) | 113 | 9/15/2025 | 6672085 | 66374 | 66374 |
| CME Swiss Franc Contracts (United States) | 167 | 9/15/2025 | 26141763 | 41873 | 41873 |
| **TOTAL FOREIGN EXCHANGE CONTRACTS** |  |  |  |  | 61112 |
| Interest Rate Contracts |  |  |  |  |  |
| ASX 10Y Australia Treasury Bond Contracts (Australia) | 58 | 9/15/2025 | 4315821 | 9383 | 9383 |
| CBOT 10Y US Treasury Notes Contracts (United States) | 4 | 12/19/2025 | 450063 | (1442) | (1442) |
| CBOT 10Y US Treasury Ultra Notes Contracts (United States) | 1 | 12/19/2025 | 114422 | (423) | (423) |
| CBOT 2Y US Treasury Notes Contracts (United States) | 536 | 12/31/2025 | 111802063 | (112166) | (112166) |
| CBOT 5Y US Treasury Notes Contracts (United States) | 363 | 12/31/2025 | 39748500 | (120573) | (120573) |
| CBOT US Treasury Long Bond Contracts (United States) | 1 | 12/19/2025 | 114313 | (64) | (64) |
| CME 3M US SOFR Index Contracts (United States) | 117 | 9/15/2026 | 28300838 | (17409) | (17409) |
| CME 3M US SOFR Index Contracts (United States) | 113 | 12/15/2026 | 27384138 | (27927) | (27927) |
| CME 3M US SOFR Index Contracts (United States) | 104 | 6/16/2026 | 25086100 | (4013) | (4013) |
| CME 3M US SOFR Index Contracts (United States) | 114 | 3/17/2026 | 27425550 | 621 | 621 |
| CME 3M US SOFR Index Contracts (United States) | 76 | 9/14/2027 | 18437600 | (29307) | (29307) |
| CME 3M US SOFR Index Contracts (United States) | 84 | 6/15/2027 | 20381550 | (30857) | (30857) |
| CME 3M US SOFR Index Contracts (United States) | 122 | 3/16/2027 | 29592625 | (38392) | (38392) |
| CME US SOFR Index Contracts (United States) | 57 | 12/14/2027 | 13822500 | (24564) | (24564) |
| Eurex 30Y Deutschland Contracts (Germany) | 8 | 9/8/2025 | 1066574 | 34921 | 34921 |
| Eurex Euro-Schatz Contracts (Germany) | 176 | 9/8/2025 | 22043911 | 40387 | 40387 |
| Eurex Euro-Schatz Contracts (Germany) | 58 | 12/8/2025 | 7271595 | 304 | 304 |
| ICE 3M SONIA Index Contracts (United States) | 21 | 9/15/2026 | 6837609 | 10147 | 10147 |
| ICE 3M SONIA Index Contracts (United States) | 18 | 12/15/2026 | 5863545 | 7696 | 7696 |
| ICE 3M SONIA Index Contracts (United States) | 18 | 6/16/2026 | 5855942 | 8020 | 8020 |
| ICE 3M SONIA Index Contracts (United States) | 22 | 3/17/2026 | 7147970 | 9346 | 9346 |
| KRX 10Y Korean Treasury Bond Contracts (South Korea) | 65 | 9/16/2025 | 5557985 | (6636) | (6636) |
| OSE Japan Government Contracts (Japan) | 6 | 9/12/2025 | 5615597 | 168 | 168 |
| TME 2Y Canadian Bond Contacts (Canada) | 20 | 12/18/2025 | 1537481 | (1193) | (1193) |
| **TOTAL INTEREST RATE CONTRACTS** |  |  |  |  | (293973) |
| TOTAL SOLD |  |  |  |  | (2029054) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **(975947)** |
| The notional amount of futures purchased as a percentage of Net Assets is 27.7% | The notional amount of futures purchased as a percentage of Net Assets is 27.7% | The notional amount of futures purchased as a percentage of Net Assets is 27.7% | The notional amount of futures purchased as a percentage of Net Assets is 27.7% | The notional amount of futures purchased as a percentage of Net Assets is 27.7% | The notional amount of futures purchased as a percentage of Net Assets is 27.7% |
| The notional amount of futures sold as a percentage of Net Assets is 38.4% | The notional amount of futures sold as a percentage of Net Assets is 38.4% | The notional amount of futures sold as a percentage of Net Assets is 38.4% | The notional amount of futures sold as a percentage of Net Assets is 38.4% | The notional amount of futures sold as a percentage of Net Assets is 38.4% | The notional amount of futures sold as a percentage of Net Assets is 38.4% |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Rating(2) | Maturity <br> Date | Clearinghouse / <br> Counterparty(4) | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(3)(1) | Notional<br> Amount(3)(1) | Value ($)(2) | Upfront<br> Premium<br> Received/<br> (Paid) ($)(5) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Sell Protection |  |  |  |  |  |  |  |  |  |  |
| iTraxx Europe Series 43 Index | NR | 6/20/2030 | ICE | 1% | Quarterly | EUR | 13000000 | (631) | 0 | (631) |
| iTraxx Crossover Series 43 Index | NR | 6/20/2030 | ICE | 1% | Quarterly | EUR | 7893280 | 45705 | 0 | 45705 |
| iTraxx Europe Senior Financials Series 43 Index | NR | 6/20/2030 | ICE | 1% | Quarterly | EUR | 4000000 | (1451) | 0 | (1451) |
| 5Y CDX EM CDSI Series 43 Index | NR | 6/20/2030 | ICE | 1% | Quarterly |  | 3000000 | 16418 | 0 | 16418 |
| 5Y CDX NA IG Series 44 Index | NR | 6/20/2030 | ICE | 1% | Quarterly |  | 17000000 | 9349 | 0 | 9349 |
| 5Y CDX NA HY Series 44 Index | NR | 6/20/2030 | ICE | 5% | Quarterly |  | 5000000 | 6791 | 0 | 6791 |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  |  | **76181** | **0** | **76181** |

---

(1)Notional amount is stated in U.S. Dollars unless otherwise noted.

(2)Ratings are presented for credit default swaps in which the Fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent a weighted average of the ratings of all securities included in the index. The credit rating or value can be measures of the current payment/performance risk. Ratings are from Moody's Investors Service, Inc. Where Moody's® ratings are not available, S&P® ratings are disclosed and are indicated as such. All ratings are as of the report date and do not reflect subsequent changes.

(3)The notional amount of each credit default swap where the Fund has sold protection approximates the maximum potential amount of future payments that the Fund could be required to make if a credit event were to occur.

(4)Swaps with Intercontinental Exchange (ICE) are centrally cleared swaps.

(5)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the SOFR-1D benchmark of 4.36% plus or minus a specified spread ranging from (2.08)% to .31% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International | Mar 2040 - Jun 2040 | 23573976 | 15141 | 42979 | 58120 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** |
|  **Common Stocks** |  |  |  |  |  |  |
| UNITED STATES -6.1%  |  |  |  |  |  |  |
| **Health Care - 6.1%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - 6.1%**  |  |  |  |  |  |  |
| Dexcom Inc (1)  |  |  |  | 13694 | 1031706 | 3560 |
| TOTAL HEALTH CARE |  |  |  |  | 1031706 | 3560 |
| TOTAL UNITED STATES |  |  |  |  | 1031706 | 3560 |
| **TOTAL LONG** |  |  |  |  | **1031706** | **3560** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| CHINA -22.9%  |  |  |  |  |  |  |
| **Consumer Discretionary - 22.9%**  |  |  |  |  |  |  |
| **Automobiles - 22.9%**  |  |  |  |  |  |  |
| NIO Inc Class A ADR (1)  |  |  |  | (102376) | (653159) | 13309 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (653159) | 13309 |
| TOTAL CHINA |  |  |  |  | (653159) | 13309 |
| THAILAND -23.6%  |  |  |  |  |  |  |
| **Information Technology - 23.6%**  |  |  |  |  |  |  |
| **Electronic Equipment, Instruments & Components - 23.6%**  |  |  |  |  |  |  |
| Delta Electronics Thailand PCL depository receipt  |  |  |  | (146700) | (681128) | 13685 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (681128) | 13685 |
| TOTAL THAILAND |  |  |  |  | (681128) | 13685 |
| UNITED STATES -(26.5)%  |  |  |  |  |  |  |
| **Consumer Discretionary - (32.4)%**  |  |  |  |  |  |  |
| **Hotels, Restaurants & Leisure - (43.2)%**  |  |  |  |  |  |  |
| Light & Wonder Inc Class A (1)  |  |  |  | (19725) | (1823971) | (12624) |
| Papa John's International Inc  |  |  |  | (12026) | (585786) | (12507) |
|  |  |  |  |  | (2409757) | (25131) |
| **Textiles, Apparel & Luxury Goods - 10.8%**  |  |  |  |  |  |  |
| Lululemon Athletica Inc (1)  |  |  |  | (2180) | (440796) | 6278 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (2850553) | (18853) |
| **Energy - (16.9)%**  |  |  |  |  |  |  |
| **Energy Equipment & Services - (16.9)%**  |  |  |  |  |  |  |
| NOV Inc  |  |  |  | (109087) | (1449766) | (9818) |
| TOTAL ENERGY |  |  |  |  | (1449766) | (9818) |
| **Financials - (49.5)%**  |  |  |  |  |  |  |
| **Banks - (13.7)%**  |  |  |  |  |  |  |
| Fifth Third Bancorp  |  |  |  | (46743) | (2139427) | (7946) |
| **Capital Markets - (14.5)%**  |  |  |  |  |  |  |
| Carlyle Group Inc/The  |  |  |  | (24598) | (1588047) | (3444) |
| Cboe Global Markets Inc  |  |  |  | (7471) | (1762782) | (5155) |
| CME Group Inc Class A  |  |  |  | (5208) | (1387984) | 1354 |
| MarketAxess Holdings Inc  |  |  |  | (5401) | (992920) | (6967) |
| T Rowe Price Group Inc  |  |  |  | (8762) | (942966) | 5783 |
|  |  |  |  |  | (6674699) | (8429) |
| **Financial Services - (9.8)%**  |  |  |  |  |  |  |
| WEX Inc (1)  |  |  |  | (6343) | (1086873) | (5709) |
| **Insurance - (11.5)%**  |  |  |  |  |  |  |
| Brown & Brown Inc  |  |  |  | (9192) | (891164) | (6710) |
| TOTAL FINANCIALS |  |  |  |  | (10792163) | (28794) |
| **Industrials - 54.6%**  |  |  |  |  |  |  |
| **Building Products - 7.2%**  |  |  |  |  |  |  |
| Lennox International Inc  |  |  |  | (2571) | (1434258) | 4165 |
| **Electrical Equipment - 50.2%**  |  |  |  |  |  |  |
| Rockwell Automation Inc  |  |  |  | (5117) | (1757331) | 29167 |
| **Professional Services - (2.8)%**  |  |  |  |  |  |  |
| Dayforce Inc (1)  |  |  |  | (23256) | (1622571) | (1628) |
| TOTAL INDUSTRIALS |  |  |  |  | (4814160) | 31704 |
| **Information Technology - 17.8%**  |  |  |  |  |  |  |
| **Semiconductors & Semiconductor Equipment - 17.8%**  |  |  |  |  |  |  |
| Texas Instruments Inc  |  |  |  | (6427) | (1301339) | 10347 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (1301339) | 10347 |
| TOTAL UNITED STATES |  |  |  |  | (21207981) | (15414) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(22542268)** | <br> **11580** |
| **TOTAL SHORT** |  |  |  |  | **(22542268)** | **11580** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(21510562)** | **15140** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the BBSW-1M benchmark of 3.55% plus or minus a specified spread ranging from (.10)% to (.02)% on short/long CFDs, respectively, which is denominated in AUD based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International | Apr 2040 - Jul 2040 | 2153578 | 8400 | 4341 | 12741 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the ESTR-1D benchmark of 1.93% plus or minus a specified spread ranging from (2.74)% to (.20)% on short/long CFDs, respectively, which is denominated in EUR based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International | Jun 2040 - Aug 2040 | 13155935 | 169949 | 13776 | 183725 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the SONIA benchmark of 3.97% plus or minus a specified spread of (.17)% on short/long CFDs, respectively, which is denominated in GBP based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International | Jun 2040 | 9134075 | 160702 | (13542) | 147160 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the SOFR-1D benchmark of 4.38% plus or minus a specified spread ranging from (4.05)% to (.10)% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | JP Morgan Securities PLC | Jul 2030 - Aug 2030 | 4786428 | 109709 | 853 | 110562 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the BBSW-1M benchmark of 3.55% plus or minus a specified spread of (.10)% on short/long CFDs, respectively, which is denominated in AUD based on the local currencies of the positions within the swap as applicable. | JP Morgan Securities PLC | Jul 2030 | 421916 | (1646) | 386 | (1260) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the CORRA benchmark of 2.75% plus or minus a specified spread of (.20)% on short/long CFDs, respectively, which is denominated in CAD based on the local currencies of the positions within the swap as applicable. | JP Morgan Securities PLC | Jul 2030 | 4015789 | (18696) | (20011) | (38707) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the ESTR-1D benchmark of 1.93% plus or minus a specified spread of (3.30)% on short/long CFDs, respectively, which is denominated in EUR based on the local currencies of the positions within the swap as applicable. | JP Morgan Securities PLC | Aug 2030 | 275420 | 11629 | 197 | 11826 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the SONIA benchmark of 3.97% plus or minus a specified spread of .25% on short/long CFDs, respectively, which is denominated in GBP based on the local currencies of the positions within the swap as applicable. | JP Morgan Securities PLC | Jul 2030 | 551873 | (8376) | 4739 | (3637) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the HIBOR-1M benchmark of 3.30% plus or minus a specified spread ranging from (.25)% to (.15)% on short/long CFDs, respectively, which is denominated in HKD based on the local currencies of the positions within the swap as applicable. | JP Morgan Securities PLC | Jul 2030 | 3108077 | 256811 | 3181 | 259992 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the TONAR benchmark of .48% plus or minus a specified spread ranging from (.20)% to .20% on short/long CFDs, respectively, which is denominated in JPY based on the local currencies of the positions within the swap as applicable. | JP Morgan Securities PLC | Jul 2030 | 12102090 | 656787 | 4268 | 661055 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the SOFR-1D benchmark of 4.37% plus or minus a specified spread ranging from (3.34)% to (.10)% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | Morgan Stanley & Co. International PLC | Jun 2027 - Aug 2027 | 6320354 | (144538) | 7350 | (137188) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the CABROVER-1D benchmark of 2.75% plus or minus a specified spread of (.20)% on short/long CFDs, respectively, which is denominated in CAD based on the local currencies of the positions within the swap as applicable. | Morgan Stanley & Co. International PLC | Jun 2027 | 736340 | (42264) | 4029 | (38235) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the SARON-1D benchmark of (.06)% plus or minus a specified spread ranging from (.26)% to .14% on short/long CFDs, respectively, which is denominated in CHF based on the local currencies of the positions within the swap as applicable. | Morgan Stanley & Co. International PLC | Jun 2027 | 4020045 | 57820 | 129 | 57949 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the ESTR-1D benchmark of 1.93% plus or minus a specified spread ranging from (.63)% to .20% on short/long CFDs, respectively, which is denominated in EUR based on the local currencies of the positions within the swap as applicable. | Morgan Stanley & Co. International PLC | Jun 2027 | 7364498 | (49578) | (386) | (49964) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the NIBOR-1M benchmark of 4.31% plus or minus a specified spread of (.20)% on short/long CFDs, respectively, which is denominated in NOK based on the local currencies of the positions within the swap as applicable. | Morgan Stanley & Co. International PLC | Jun 2027 | 2115620 | 34599 | 5721 | 40320 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the STIBO-1M benchmark of 2.13% plus or minus a specified spread ranging from (.20)% to .20% on short/long CFDs, respectively, which is denominated in SEK based on the local currencies of the positions within the swap as applicable. | Morgan Stanley & Co. International PLC | Jun 2027 | 3396001 | 125497 | 1836 | 127333 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the SOFR-1D benchmark of 4.38% plus or minus a specified spread of .23% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | HSBC Bank PLC | Oct 2025 | 502732 | 42253 | 498 | 42751 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the ESTR-1D benchmark of 1.93% plus or minus a specified spread of .28% on short/long CFDs, respectively, which is denominated in EUR based on the local currencies of the positions within the swap as applicable. | HSBC Bank PLC | Oct 2026 | 755780 | 19617 | 248 | 19865 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the STIBO-1M benchmark of 2.09% plus or minus a specified spread of .35% on short/long CFDs, respectively, which is denominated in SEK based on the local currencies of the positions within the swap as applicable. | HSBC Bank PLC | Oct 2026 | 710101 | 7829 | 478 | 8307 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the SOFR-1D benchmark of 4.38% plus or minus a specified spread ranging from (.24)% to (.09)% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | UBS AG London | Jun 2028 - Jul 2028 | 8561672 | (118860) | (6709) | (125569) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the SARON-1D benchmark of (.06)% plus or minus a specified spread ranging from (.41)% to (.20)% on short/long CFDs, respectively, which is denominated in CHF based on the local currencies of the positions within the swap as applicable. | UBS AG London | Aug 2028 | 1420796 | 32249 | 10 | 32259 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the ESTR-1D benchmark of 1.93% plus or minus a specified spread of (.25)% on short/long CFDs, respectively, which is denominated in EUR based on the local currencies of the positions within the swap as applicable. | UBS AG London | Aug 2028 | 821318 | 24741 | 305 | 25046 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the TONAR benchmark of .48% plus or minus a specified spread of .22% on short/long CFDs, respectively, which is denominated in JPY based on the local currencies of the positions within the swap as applicable. | UBS AG London | Jun 2028 | 686207 | (28698) | (129) | (28827) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| 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 the NIBOR-1M benchmark of 4.25% plus or minus a specified spread ranging from (.35)% to (.25)% on short/long CFDs, respectively, which is denominated in NOK based on the local currencies of the positions within the swap as applicable. | UBS AG London | Aug 2028 | 404100 | (6778) | 109 | (6669) |

---

(1) Non-income producing.

---

| | |
|:---|:---|
| **Benchmark Abbreviations** |  |
| BBSW-1M | Bank Bill Swap Rate |
| CABROVER-1D | Bank of Canada Overnight Lending 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>|

---

**Legend**

(a) Affiliated Fund

(b) Non-income producing.

(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 $4,514,070 or 0.3% of net assets.

(d) Security 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 $4,514,070 or 0.3% of net assets.

(e) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

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

(g) Includes $17,194,235 of cash collateral to cover margin requirements for futures contracts.

(h) Includes $2,656,102 of cash collateral segregated to cover margin requirements for centrally cleared swaps.

(i) Includes $1,260,000 of cash collateral segregated for over the counter (OTC) derivatives.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | - | 1302878 | 524069 | 4875 | - | - | 778809 | 778653 | 0.0% |
| Total | - | 1302878 | 524069 | 4875 | - | - | 778809 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Affiliated Underlying Funds**

Fiscal year to date information regarding the Fund's investments in affiliated underlying funds is presented below. Exchanges between classes of the same affiliated underlying funds may occur. If an underlying fund changes its name, the name presented below is the name in effect at period end.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Investments Money Market Government Portfolio - Institutional Class | - | 199066659 | 84760095 | 639909 | - | - | 114306564 | 114306564 |
| Fidelity SAI Alternative Risk Premia Commodity Strategy Fund | - | 59605660 | 6 | - | - | 850728 | 60456382 | 5863859 |
| Fidelity SAI Alternative Risk Premia Strategy Fund | - | 29583118 | 3 | - | - | 517802 | 30100917 | 3090443 |
| Fidelity SAI Convertible Arbitrage Fund | - | 337612216 | 33 | - | - | 4231724 | 341843907 | 30631174 |
| Fidelity SAI Managed Futures Fund | - | 76713603 | 8 | - | - | 668877 | 77382472 | 7571671 |
| Fidelity SAI Merger Arbitrage Fund | - | 153699580 | 15 | - | - | 1591190 | 155290755 | 15269494 |
|  | - | 856280836 | 84760160 | 639909 | - | 7860321 | 779380997 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**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 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.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Exchange-traded options are valued using the last sale price or, in the absence of a sale, the last offering price and are categorized as Level 1 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):

Commodity Risk - Commodity Risk is the risk that the value of a commodity will fluctuate as a result of changes in market prices.

Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.

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.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

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.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

The Fund used futures contracts to manage its exposure to the commodities market.

Open futures contracts at period end are presented in the Consolidated Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Consolidated Schedule of Investments.

Options: Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date.

The Fund used exchange-traded options to manage its exposure to the stock market.

Open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions." Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.

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

A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

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.

Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.

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 Consolidated Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

*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.*

*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 Rutland Square Trust II

- **b. Investment Company Act file number:** 811-21991

- **c. CIK number of Registrant:** 0001364924

- **d. LEI of Registrant:** 1KZ3JN58GDRI3EZKKG06

- **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:** Strategic Advisers Fidelity Alternatives Fund

- **b. EDGAR series identifier (if any):** S000091045

- **c. LEI of Series:** 2549009QIEJK6NOB6731

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $1550234302.85

**Total Liabilities:** $2382819.73

**Net Assets:** $1547851483.12

**Amount of Assets Invested in Other Investment Companies:** $10026992.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000258440 |  | 0.40%                | 0.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-0.07                   | $873035.78                                 |
| Month 2  | $680.09                  | $-1348635.70                               |
| Month 3  | $28886.83                | $14323202.19                               |

**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        |     18417 | NC      | $-9099.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | ECX EMISSION FUT DEC25 MOZ25                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |        -3 | NC      | $-7298.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | VOLKSWAGEN AG PFD (GS) (CFD)                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -15279 | NC      | $13321.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) NOV25 RSX5                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $1600.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT DEC26 SFRZ6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -123 | NC      | $-38918.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT AUG26 IJQ6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |        -5 | NC      | $-213.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUT NOV25 NGX25                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-731.97      | -0.00%            |  |  |  | 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        |    -86853 | NC      | $343.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT JUN26 SFRM6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -119 | NC      | $-17961.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LION CORP                                                         | LION CORP                                                    | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |    143100 | NS      | $1528041.68   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 5930 10/17/2025                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        30 | NC      | $76800.00     | 0.00%             |  |  |  | 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        |      3398 | NC      | $-2453.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                        | SAMSUNG ELECTRONICS CO LTD                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     13163 | NS      | $658544.50    | 0.04%             |  |  |  | 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        |    -37033 | NC      | $25107.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOPRA STERIA GROUP                                                | SOPRA STERIA GROUP                                           | CUSIP: N/A<br>LEI: 96950020QIOHAAK9V551       | Long             | EC               | CORP              | FR        |      2234 | NS      | $414510.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BARCLAYS PLC ORD (GS) (CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -429181 | NC      | $63171.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KT CORP                                                           | KT CORP                                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |     25718 | NS      | $1001729.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | AUDUSD CRNCY FUT SEP25 ADU5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       -61 | NC      | $-24927.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FAR EASTONE TELECOMMUNICATIONS CO LTD                             | FAR EASTONE TELECOM CO LTD                                   | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |    451000 | NS      | $1239387.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT MAR26 CAH6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -73 | NC      | $17370.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | FTSE CHINA A50 FUT SEP25 XUU5                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       522 | NC      | $3359.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | NIKKEI 225 (OSE) FUT SEP25 NKU5                              | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |       -11 | NC      | $-156583.38   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | KONGSBERG GRUPPEN ASA (MS) (CFD)                             | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -32748 | NC      | $-8809.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOREA 10YR BND FU FUT SEP25 KAAU5                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |       -67 | NC      | $-7588.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | NEW ZEALAND $ FUT SEP25 NVU5                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -113 | NC      | $66373.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUT OCT25 NGV25                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -4 | NC      | $12642.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT DEC25 KWZ5                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -90 | NC      | $59416.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE OCT25 UXV5                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |        32 | NC      | $-24145.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT MAY26 CAK6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -21 | NC      | $3404.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT MAR26 SFRH6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      -106 | NC      | $-4316.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR OCT25 BOV5                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $2629.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                    | FORTUNE BRANDS INNOVATIONS INC                               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     11994 | NS      | $701888.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT OCT25 SBV5                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -53 | NC      | $-6349.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT NOV25 IJX5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -16 | NC      | $14718.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | MARKETAXESS HLDGS INC (GS)(CFD)                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -5401 | NC      | $-6967.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | S and P500 EMINI FUT SEP25 ESU5                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        52 | NC      | $340551.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CFM CDX CDXEM S43 5Y T0 CDX                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   3000000 | NC      | $16417.56     | 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        |    -35800 | NC      | $97459.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                                     | BHP GROUP LIMITED                                            | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     52315 | NS      | $1458725.71   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ELISA CORP                                                        | ELISA CORP CL A                                              | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      9615 | NS      | $512035.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | C$ CURRENCY FUT SEP25 CDU5                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -398 | NC      | $95920.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIURA CO LTD                                                      | MIURA CO LTD                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     46700 | NS      | $893922.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE JAN26 PLF6                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-651.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                           | SSE PLC                                                      | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     46711 | NS      | $1091558.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | MEXICAN PESO FUT SEP25 PEU5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       321 | NC      | $43769.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | SK INNOVATION (MS) (CFD)                                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -8352 | NC      | $37640.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                           | SCOR SE                                                      | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |     42703 | NS      | $1398830.72   | 0.09%             |  |  |  | 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        |    -30016 | NC      | $-38522.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | DJIA MINI E-CBOT FUT SEP25 DMU5                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       -12 | NC      | $-70914.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 3950 06/18/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        59 | NC      | $169920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | NATIONAL OILWELL VARCO INC (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -109087 | NC      | $-9817.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | FTSE TAIWAN INDEX FUT SEP25 TWTU5                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        10 | NC      | $-2528.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                    | MICROSOFT CORP                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3985 | NS      | $2019159.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                             | NICKEL INDUSTRIES LTD                                        | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | EC               | CORP              | AU        |   2151534 | NS      | $981043.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | ENI SPA (GS) (CFD)                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -65998 | NC      | $-4348.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     15043 | NS      | $1351836.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | HEXAGON AB SER B (MS) (CFD)                                  | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -88272 | NC      | $24874.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                 | NATIONAL GRID PLC                                            | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     27267 | NS      | $382994.67    | 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        |     -6343 | NC      | $-5708.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                              | ENN ENERGY HOLDINGS LTD                                      | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |    177900 | NS      | $1426303.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE APR26 LHJ6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -5 | NC      | $-5802.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | TOPIX INDX FUTR SEP25 TPU5                                   | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |        24 | NC      | $252226.01    | 0.02%             |  |  |  | No            |                  1 | 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        |    -42013 | NC      | $-42263.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP27 SFRU7                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -58 | NC      | $-25291.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT DEC25 XBZ5                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         4 | NC      | $3789.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | SONIC HEALTHCARE LTD (GS) (CFD)                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -32833 | NC      | $1266.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT NOV25 XBX5                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         6 | NC      | $1538.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/PLZ X-RATE FUT SEP25 EIU5                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        22 | NC      | $8011.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO FX CURR FUT SEP25 ECU5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -175 | NC      | $-80417.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BUND FUTURE SEP25 RXU5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       134 | NC      | $-82233.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | BRISTOL-MYERS SQUIBB CO                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     25012 | NS      | $1180066.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE MAY26 S K6                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-2864.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FLUIDRA SA                                                        | FLUIDRA SA                                                   | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |     56430 | NS      | $1606864.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | PAPA JOHNS INTL INC(GS)(CFD)                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -12026 | NC      | $-12507.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | EDP RENOVAVEIS SA (GS) (CFD)                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -61013 | NC      | $23555.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE DEC25 ENZ5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         2 | NC      | $-2022.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR OCT25 SMV5                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $365.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT JAN26 XBF6                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         2 | NC      | $995.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                | STEEL DYNAMICS INC                                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      8800 | NS      | $1152096.00   | 0.07%             |  |  |  | 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        |   -131500 | NC      | $48791.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                               | SUN COMMUNITIES INC - REIT                                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      4557 | NS      | $578146.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                | META PLATFORMS INC CL A                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2760 | NS      | $2038812.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                     | APOLLO GLOBAL MANAGEMENT INC                                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      9916 | NS      | $1350856.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO STOXX 50 FUT SEP25 VGU5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |       -69 | NC      | $-12588.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | GLAXOSMITHKLINE PLC (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -65217 | NC      | $13240.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COCOA FUTURE - IC DEC25 QCZ5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -1 | NC      | $-878.44      | -0.00%            |  |  |  | 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        |     -4571 | NC      | $-15779.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | S and P MID 400 EMINI FUT SEP25 FAU5                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -6 | NC      | $-58750.20    | -0.00%            |  |  |  | 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        |    -55800 | NC      | $2334.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | JPN YEN CURR FUT SEP25 JYU5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       -57 | NC      | $8015.56      | 0.00%             |  |  |  | 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        |   -184000 | NC      | $42253.12     | 0.00%             |  |  |  | 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        |     -8762 | NC      | $5782.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE NOV25 CLX5                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        10 | NC      | $11001.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK FDS                                                     | BlackRock Global Equity Mkt Netrl A                          | CUSIP: 091936542<br>LEI: OA6RHYR6LGM5LRCG2L62 | Long             | EC               | RF                | US        |  11273793 | NS      | $156705722.01 | 10.12%            |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                           | DARLING INGREDIENTS INC                                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     18818 | NS      | $639059.28    | 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        |    -90161 | NC      | $-1108.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SHISEIDO CO LTD (JPM) (CFD)                                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -115000 | NC      | $201648.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMERICA INC                                                      | COMERICA INC                                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     10389 | NS      | $733255.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE OCT25 CLV5                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        33 | NC      | $34558.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                                      | IBEX 35 INDX FUTR SEP25 IBU5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |       -28 | NC      | $18807.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA INC                                                         | EMERA INC                                                    | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     24814 | NS      | $1181842.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT MAR26 SFIH6                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -17 | NC      | $8005.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | CAN 2YR BOND FUT DEC25 CVZ5                                  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -20 | NC      | $-1193.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | TEXAS INSTRUMENTS INC (GS)(CFD)                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -6427 | NC      | $10347.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | WESTPAC BANKING CORP (GS)(CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -41819 | NC      | $303.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM FIRMENICH AG                                                  | DSM FIRMENICH AG                                             | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |      7617 | NS      | $745292.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS-MONEP                                              | CAC40 10 EURO FUT SEP25 CFU5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |       -30 | NC      | $26242.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | VERBUND AG (MS) (CFD)                                        | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -11989 | NC      | $64329.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT MAY26 SBK6                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-136.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | US DOLLAR FUT SEP25 KUU5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |       189 | NC      | $6328.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI MERGER ARBITRAGE FUND                           | CUSIP: 31624J638<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |  15254223 | NS      | $155135450.26 | 10.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | WORLDLINE SA (JPM) (CFD)                                     | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -82895 | NC      | $11628.67     | 0.00%             |  |  |  | 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        |     -4952 | NC      | $14369.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BUXL 30Y BND FUT SEP25 UBU5                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -8 | NC      | $34920.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT JUN26 IRM6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        42 | NC      | $13424.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BOBL FUTURE SEP25 OEU5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       110 | NC      | $-17507.07    | -0.00%            |  |  |  | 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        |   -146700 | NC      | $13684.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT MAR26 IRH6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        67 | NC      | $9877.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COFFEE 'C' FUTURE DEC25 KCZ5                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $-88020.06    | -0.01%            |  |  |  | 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        |     89266 | NC      | $116054.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT DEC25 CAZ5                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |      -205 | NC      | $81669.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR NOV25 COX5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        16 | NC      | $24921.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT MAR26 SBH6                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -14 | NC      | $-998.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR MAR26 CTH6                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         1 | NC      | $-277.52      | -0.00%            |  |  |  | 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        |   -431000 | NC      | $67336.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT OCT25 HOV5                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         9 | NC      | $-6610.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | NIO INC ADR (GS) (CFD)                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -102376 | NC      | $13308.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT JUN27 SFRM7                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -77 | NC      | $-30008.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT OCT25 QSV5                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         7 | NC      | $1242.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | GFL ENVIRONMENTAL INC (JPM) (CFD)                            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -28298 | NC      | $12944.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US ULTRA BOND CBT FUT DEC25 WNZ5                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        66 | NC      | $-11021.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TKH GROUP NV                                                      | TKH GROUP NV DUTCH CERTIFICATE                               | CUSIP: N/A<br>LEI: 7245008G22FOV7TYYJ34       | Long             | EC               | CORP              | NL        |     15085 | NS      | $610971.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | FUBON FINANCIAL HOLDING CO LTD(UBS)(CFD)                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -253000 | NC      | $35434.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT OCT25 XBV5                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         9 | NC      | $11566.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FIFTH THIRD BANCORP (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -46743 | NC      | $-7946.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                    | NRG ENERGY INC                                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      5436 | NS      | $791264.16    | 0.05%             |  |  |  | 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        |    -23183 | NC      | $-3013.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE DEC25 C Z5                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -96 | NC      | $-37936.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                               | DOLLAR GENERAL CORP                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      8435 | NS      | $917390.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | LONG GILT FUTURE DEC25 G Z5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        75 | NC      | $10523.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) MAR26 W H6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -5 | NC      | $2412.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD HOLDINGS INC                                                  | PDD HOLDINGS INC ADR                                         | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |     11634 | NS      | $1398639.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | MEDIBANK PRIVATE LIMITED (JPM) (CFD)                         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -126645 | NC      | $-1646.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE FEB26 LHG6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -7 | NC      | $-6976.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR JAN26 BOF6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $2157.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE SEP26 C U6                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-164.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/CZK X-RATE FUT SEP25 EXU5                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         8 | NC      | $9726.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | UNICHARM CORP (JPM) (CFD)                                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -156600 | NC      | $30952.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT SEP26 IRU6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        33 | NC      | $-1283.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT DEC26 IRZ6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |        19 | NC      | $15535.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | GOLD 100 OZ FUTR DEC25 GCZ5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        39 | NC      | $387985.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/HUF X-RATE FUT SEP25 ELU5                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        25 | NC      | $23243.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STOREBRAND ASA                                                    | STOREBRAND ASA CL A                                          | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |    103523 | NS      | $1592162.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT DEC25 SFRZ5                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      -115 | NC      | $456.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LIQUIDE SA                                                    | AIR LIQUIDE SA                                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      3222 | NS      | $663852.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                          | NEXI SPA                                                     | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |    241750 | NS      | $1533468.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT NOV25 QSX5                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         1 | NC      | $1323.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE OCT25 ENV5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         4 | NC      | $2385.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | HUHTAMAKI OYJ (GS) (CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -11492 | NC      | $-537.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT MAY26 KWK6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -5 | NC      | $2637.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE DEC25 LHZ5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       -16 | NC      | $-19728.72    | -0.00%            |  |  |  | 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        |     60890 | NS      | $710784.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR DEC25 COZ5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         4 | NC      | $2845.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | CBOE GLOBAL MARKETS INC (GS)(CFD)                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -7471 | NC      | $-5154.99     | -0.00%            |  |  |  | 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        |    -32286 | NC      | $-29294.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                       | VALARIS LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     17336 | NS      | $861079.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR JAN26 SMF6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-362.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SOLVENTUM CORP (JPM) (CFD)                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -15399 | NC      | $1693.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOSPI2 INX FUT SEP25 KMU5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |        52 | NC      | $19365.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CHF CURRENCY FUT SEP25 SFU5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -168 | NC      | $40639.94     | 0.00%             |  |  |  | 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        |     14499 | NC      | $28896.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HANG SENG IDX FUT SEP25 HIU5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |        28 | NC      | $-109466.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO LTD                                                    | KURARAY CO LTD                                               | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |    110900 | NS      | $1321342.54   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT DEC25 QWZ5                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -6 | NC      | $-1562.56     | -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        |   -175439 | NC      | $6830.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT NOV25 TZTX5                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |         5 | NC      | $862.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR FEB26 LCG6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-4372.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT SEP25 QSU5                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         4 | NC      | $4795.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | HILTON WORLDWIDE HOLDINGS INC (MS) (CFD)                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -6349 | NC      | $-91601.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE JUL26 C N6                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -8 | NC      | $-2707.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | Fidelity SAI Convertible Arbitrage Fund                      | CUSIP: 31624J778<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |  30600559 | NS      | $341502237.03 | 22.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DE LONGHI SPA                                                     | DE LONGHI SPA                                                | CUSIP: N/A<br>LEI: 8156000E09A52C4F8A38       | Long             | EC               | CORP              | IT        |     12165 | NS      | $426101.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HSCEI FUTURES SEP25 HCU5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |        67 | NC      | $-107402.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CONVATEC GROUP PLC                                                | CONVATEC GROUP PLC                                           | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |    317759 | NS      | $1016156.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BURBERRY GROUP PLC (GS) (CFD)                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -93707 | NC      | $27230.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COCOA FUTURE MAR26 CCH6                                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $1137.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMENOS AG                                                        | TEMENOS AG                                                   | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |      7117 | NS      | $632404.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | EURONEXT NV (GS)(CFD)                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -10015 | NC      | $17574.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE DEC25 CLZ5                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        10 | NC      | $2591.30      | 0.00%             |  |  |  | No            |                  1 | 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        |      1008 | NC      | $-28657.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MAKITA CORP                                                       | MAKITA CORP                                                  | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |     53200 | NS      | $1796106.90   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BROWN and BROWN INC (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9192 | NC      | $-6710.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI ALTERNATIVE RISK PREMIA STRATEGY FUND           | CUSIP: 31624J752<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |   3090443 | NS      | $30100916.59  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                         | L3HARRIS TECHNOLOGIES INC                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      7396 | NS      | $2053277.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | PEARSON PLC (GS) (CFD)                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -112540 | NC      | $26016.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CFM CDX ITXEB S43 5Y T0 CDX                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |  13000000 | NC      | $-631.34      | -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        |     13694 | NC      | $3560.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | LULULEMON ATHLETICA (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2180 | NC      | $6278.40      | 0.00%             |  |  |  | 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        |     -5421 | NC      | $10950.42     | 0.00%             |  |  |  | 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        |    -12824 | NC      | $-21876.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | NINTENDO CO LTD (JPM) (CFD)                                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -21600 | NC      | $171016.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                            | BOSTON SCIENTIFIC CORP                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     17156 | NS      | $1809958.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4100 07/17/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        57 | NC      | $203490.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT MAR26 QWH6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -3 | NC      | $-238.77      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | COPPER FUTURE DEC25 HGZ5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       -11 | NC      | $-7283.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                                               | CELLNEX TELECOM SAU                                          | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     15903 | NS      | $565403.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SHORT EURO-BTP FU FUT SEP25 BTSU5                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        85 | NC      | $-14891.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | BP CURRENCY FUT SEP25 BPU5                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       404 | NC      | $43474.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | ZTO EXPRESS CAYMAN INC (JPM) (CFD)                           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -72700 | NC      | $169706.14    | 0.01%             |  |  |  | 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        |    -85101 | NC      | $9360.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | HARMONIC DRIVE SYSTEMS INC (JPM) (CFD)                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     22200 | NC      | $-5515.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) DEC25 W Z5                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -27 | NC      | $4758.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6070 11/21/2025                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        29 | NC      | $195750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR JAN26 NGF26                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $3848.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | SCHINDLER HLDG (REG)(UBS)(CFD)                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -3975 | NC      | $-1420796.10  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COCOA FUTURE DEC25 CCZ5                                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $2494.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | HOWDEN JOINERY GROUP PLC (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -75830 | NC      | $15373.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | SPI 200 FUTURES SEP25 XPU5                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |       -20 | NC      | $-79720.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | ROCKWELL AUTOMATION INC (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -5117 | NC      | $29166.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | GEBERIT AG (REG) (MS)(CFD)                                   | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      -885 | NC      | $53580.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON VANCE MUT FDS TR                                            | Eaton Vance Glbl Macro Abs Ret Advtg A                       | CUSIP: 277923280<br>LEI: 549300FGUNKHMTW51F25 | Long             | EC               | RF                | US        |  13704336 | NS      | $155681254.86 | 10.06%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | TOKIO MARINE HOLDINGS(UBS)(CFD                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     16000 | NC      | $-28697.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE SEP25 UXU5                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |        72 | NC      | $-149806.49   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR OCT25 LCV5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $-10547.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT SEP25 CAU5                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -20 | NC      | $9081.35      | 0.00%             |  |  |  | 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        |    -63722 | NC      | $7828.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | DECKERS OUTDOOR CORP (UBS) (CFD)                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -7385 | NC      | $-48741.00    | -0.00%            |  |  |  | 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        |     54000 | NS      | $2022376.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | LIGHT and WONDER INC CL A (GS) (CFD)                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -19725 | NC      | $-12624.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR MAR26 SMH6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-262.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP26 SFRU6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -115 | NC      | $-28755.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | DAX INDEX FUTURE SEP25 GXU5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         8 | NC      | $-50697.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STONE RIDGE TR                                                    | Stone Ridge Diversified Alternatives I                       | CUSIP: 861728624<br>LEI: 549300OSYMMPL5LGIM86 | Long             | EC               | RF                | US        |  11927558 | NS      | $124762253.42 | 8.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT MAR27 SFRH7                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -85 | NC      | $-31508.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                           | WPP PLC NEW (UK)                                             | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |    110205 | NS      | $584375.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE JAN26 S F6                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -5 | NC      | $-8474.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                      | Fidelity Cash Central Fund                                   | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    778653 | NS      | $778808.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 2YR NOTE (CBT) FUT DEC25 TUZ5                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -524 | NC      | $-110771.77   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                                        | TRANSUNION                                                   | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      6076 | NS      | $537118.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                 | EXPEDIA INC                                                  | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      9617 | NS      | $2065731.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | SILVER FUTURE DEC25 SIZ5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       -74 | NC      | $-698677.08   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT DEC25 QSZ5                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         1 | NC      | $1823.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SWISS MKT IX FUTR SEP25 SMU5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        30 | NC      | $121433.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT MAR26 KWH6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -17 | NC      | $10570.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CFM CDX CDXIG S44 5Y T0 CDX                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |  17000000 | NC      | $9348.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE MAR26 C H6                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -28 | NC      | $-13793.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT JUN26 SFIM6                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -21 | NC      | $10147.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT SEP26 CAU6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |        -5 | NC      | $1855.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Colchester Street Trust                                  | FIMM MM Government Portfolio - Instl Cl                      | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        | 113480105 | NS      | $113480104.86 | 7.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT OCT25 QWV5                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       -10 | NC      | $-10812.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                     | CARNIVAL CORP                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     23217 | NS      | $740390.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL PCL                                                        | CP ALL PCL (FOR)                                             | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |    563000 | NS      | $768257.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | CAPCOM CO LTD (JPM) (CFD)                                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -56600 | NC      | $63360.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-OAT FUTURE SEP25 OATU5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       128 | NC      | $-237952.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT DEC25 SFIZ5                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -21 | NC      | $9347.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                                             | AUTO TRADER GROUP PLC                                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    128872 | NS      | $1399041.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR DEC25 LCZ5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $-12034.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI ALTERNATIVE RISK PREMIA COMMODITY STRATEGY FUND | CUSIP: 31624J760<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |   5863859 | NS      | $60456381.99  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR NOTE FUT (CBT)DEC25 TYZ5                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -12 | NC      | $-5076.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. | BlackRock Systematic Multi-Strat Inv A                       | CUSIP: 09260C109<br>LEI: 254900LLE80TW1LUF777 | Long             | EC               | RF                | US        |  10356182 | NS      | $107600729.49 | 6.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORPORATION                                                 | TELUS CORPORATION                                            | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     68937 | NS      | $1136442.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CFM CDX CDXHY S44 5Y T0 CDX                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   5000000 | NC      | $6790.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | NIKKEI 225 (SGX) FUT SEP25 NIU5                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        -6 | NC      | $-33827.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT FEB26 IJG6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -28 | NC      | $17038.68     | 0.00%             |  |  |  | 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        |     -7765 | NC      | $-22207.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT NOV25 HOX5                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         3 | NC      | $569.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR MAY26 SMK6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-1622.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                        | RENAISSANCERE HLDGS LTD                                      | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      5347 | NS      | $1299267.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-SCHATZ FUT SEP25 DUU5                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -234 | NC      | $44537.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                   | DOLLAR TREE INC                                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     13182 | NS      | $1439078.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE NOV25 S X5                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -41 | NC      | $-100763.36   | -0.01%            |  |  |  | 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        |     -1873 | NC      | $-39288.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                 | State Street Instl US Govt MMkt Premier                      | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        | 104340854 | NS      | $104340854.16 | 6.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTRACKER INC                                                    | NEXTRACKER INC CL A                                          | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10366 | NS      | $697217.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT DEC25 IRZ5                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        96 | NC      | $18664.10     | 0.00%             |  |  |  | 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        |     -3428 | NC      | $-13917.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE OCT25 PLV5                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       -32 | NC      | $20086.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                                                         | DHL GROUP                                                    | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |     28504 | NS      | $1299146.69   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | NIKKEI 225 MINI FUT SEP25 NOU5                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |      -108 | NC      | $-153136.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | CRH PLC (UK) (GS)(CFD)                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9408 | NC      | $17547.88     | 0.00%             |  |  |  | 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        |     16202 | NC      | $-114157.22   | -0.01%            |  |  |  | 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        |     -5208 | NC      | $1354.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT OCT25 TZTV5                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |        15 | NC      | $-6878.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE NOV25 UXX5                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |         9 | NC      | $-4194.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CCL INDUSTRIES INC                                                | CCL INDUSTRIES INC B NON VTG                                 | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     16387 | NS      | $981656.89    | 0.06%             |  |  |  | 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        |      4110 | NC      | $41095.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | LENNOX INTERNATIONAL INC (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2571 | NC      | $4165.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR DEC25 CTZ5                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         3 | NC      | $-1022.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CDXHY S43 5Y T0 CDX                                          | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DO               | CORP              | US        |   4000000 | NC      | $4774966.63   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                     | CFM CDX ITXEX S43 5Y T0 CDX                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   7893280 | NC      | $45705.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARITZIA INC                                                       | ARITZIA INC                                                  | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |     15344 | NS      | $918617.74    | 0.06%             |  |  |  | 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        |     63763 | NS      | $832107.15    | 0.05%             |  |  |  | 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        |      4272 | NS      | $747953.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | NATIONAL GRID PLC (JPM)(CFD)                                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      8650 | NC      | $723.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | ISRAELI SHEKEL FUT SEP25 ISU5                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       -13 | NC      | $-48423.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | FTSE 100 IDX FUT SEP25 Z U5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -15 | NC      | $-10601.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | S and P/TSX 60 IX FUT SEP25 PTU5                             | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |        22 | NC      | $203418.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | JPN 10Y BOND(OSE) FUT SEP25 JBU5                             | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |        -5 | NC      | $709.96       | 0.00%             |  |  |  | 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        |    -21200 | NC      | $41634.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4150 08/21/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        54 | NC      | $224100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIFCO INC                                                         | NIFCO INC                                                    | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |     22000 | NS      | $631555.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     13031 | NS      | $1960904.88   | 0.13%             |  |  |  | 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        |   -106000 | NC      | $13816.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 5750 09/19/2025                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        30 | NC      | $13200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT MAY26 IJK6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -16 | NC      | $5984.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | OMV AG (AUSH100) (GS) (CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -32740 | NC      | $23747.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORICA LTD                                                         | ORICA LTD                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    128057 | NS      | $1837770.26   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                        | FEDEX CORP                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      5499 | NS      | $1270653.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT DEC25 HOZ5                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         2 | NC      | $-5480.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | RESORTTRUST INC (JPM) (CFD)                                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     59000 | NC      | $-12568.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT SEP26 SFIU6                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -17 | NC      | $7680.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | CAIXABANK SA (UBS) (CFD)                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -82255 | NC      | $24741.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI MANAGED FUTURES FUND                            | CUSIP: 31624J646<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |   7564072 | NS      | $77304820.22  | 4.99%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | DAYFORCE INC (GS) (CFD)                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -23256 | NC      | $-1627.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | ANTOFAGASTA PLC (GS) (CFD)                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -19856 | NC      | $-1878.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | WORLDLINE SA (GS) (CFD)                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -75628 | NC      | $2565.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE MAR26 S H6                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $-4617.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EUR/NOR KRONE X-RAT FUT SEP25 ENU5                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         4 | NC      | $-7230.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SIMPLEX HOLDINGS INC (JPM)(CFD)                              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     57800 | NC      | $64589.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                            | FAIR ISAAC CORP                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       739 | NS      | $1124491.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE NOV25 ENX5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         3 | NC      | $3646.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | AT and T INC (UBS) (CFD)                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -48383 | NC      | $-26610.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                                        | FTSE/MIB IDX FUT SEP25 STU5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |        12 | NC      | $107878.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                                    | FTSE/JSE TOP 40 FUT SEP25 AIU5                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |       -55 | NC      | $-67219.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6200 | NS      | $1868804.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                                      | CENTRICA PLC                                                 | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |    912555 | NS      | $1985172.31   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                | WELLS FARGO and CO                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     20424 | NS      | $1678444.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE OCT25 LHV5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       -26 | NC      | $-30702.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | E-MINI RUSS 2000 FUT SEP25 RTYU5                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -65 | NC      | $-444022.25   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE MAY26 C K6                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -6 | NC      | $-2152.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) JUL26 W N6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $-417.42      | -0.00%            |  |  |  | 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        |    -16418 | NC      | $-24791.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                      | SK HYNIX INC                                                 | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      5156 | NS      | $983790.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | CLARIANT AG (REG) (MS) (CFD)                                 | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -64557 | NC      | $2424.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SUN LIFE FINANCIAL INC (JPM) (CFD)                           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -27257 | NC      | $-147.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR ULTRA FUT DEC25 UXYZ5                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -4 | NC      | $-2004.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | MSCI EMGMKT FUT SEP25 MESU5                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        98 | NC      | $75406.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                           | MAGNA INTL INC                                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     15948 | NS      | $732050.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BTP FUTURE SEP25 IKU5                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       190 | NC      | $-197418.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 5YR NOTE (CBT) FUT DEC25 FVZ5                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -363 | NC      | $-120573.29   | -0.01%            |  |  |  | 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        |    -26735 | NC      | $19617.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS SA                                                          | IPSOS SA                                                     | CUSIP: N/A<br>LEI: 9695002OY2X35E9X8W87       | Long             | EC               | CORP              | FR        |     10792 | NS      | $448207.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | KONGSBERG GRUPPEN (UBS) (CFD)                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -13538 | NC      | $-6777.71     | -0.00%            |  |  |  | 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        |     -6574 | NC      | $-37128.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR DEC25 SMZ5                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -8 | NC      | $170.32       | 0.00%             |  |  |  | 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        |    -46117 | NC      | $43400.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | SA RAND CURR(CME) FUT SEP25 RAU5                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       132 | NC      | $32395.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | DELIVERY HERO SE (GS) (CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -39922 | NC      | $35495.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | NEMETSCHEK SE (GS) (CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9581 | NC      | $10087.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SK INNOVATION (JPM) (CFD)                                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -3512 | NC      | $15910.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT NOV25 DFX5                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        14 | NC      | $178212.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | ESSILOR INTERNATIONAL SA (FRAN) (GS) (CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -4757 | NC      | $35060.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | BLACKBERRY LTD (JPM) (CFD)                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -114169 | NC      | $-15712.75    | -0.00%            |  |  |  | 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        |    -24598 | NC      | $-3443.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | POWER ASSETS HOLDINGS LTD (JPM) (CFD)                        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -139500 | NC      | $38312.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA                                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     14358 | NS      | $2086554.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                      | INSULET CORP                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      4639 | NS      | $1576703.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                                       | NN GROUP NV                                                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     11218 | NS      | $771950.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT JAN26 DFF6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         3 | NC      | $22326.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | METSO CORPORATION (GS)(CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -57933 | NC      | $4066.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | MEDTRONIC PLC (UBS) (CFD)                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -19497 | NC      | $-15012.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | NASDAQ 100 E-MINI FUT SEP25 NQU5                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         7 | NC      | $773.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR DEC25 BOZ5                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -8 | NC      | $7240.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                               | COGNIZANT TECH SOLUTIONS CL A                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     22481 | NS      | $1624252.25   | 0.10%             |  |  |  | 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        |    -61847 | NC      | $-15431.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) MAY26 W K6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $-129.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | MSCI SING IX ETS FUT SEP25 QZU5                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        76 | NC      | $-4375.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | AUST 10Y BOND FUT SEP25 XMU5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |       -58 | NC      | $9382.82      | 0.00%             |  |  |  | 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        |     34515 | NS      | $1873993.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                       | AUTOLIV INC                                                  | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     11619 | NS      | $1441569.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer