# EDGAR Filing Document

**Accession Number:** 0001467631
**File Stem:** 0001193125-26-239305
**Filing Date:** 2026-5
**Character Count:** 79647
**Document Hash:** 45cb9887638326ebe37bd62d014e2d07
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-239305.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001193125-26-239305

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ACAP Strategic Fund
- **CENTRAL INDEX KEY:** 0001467631

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** E9
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22312
- **FILM NUMBER:** 261019936

**BUSINESS ADDRESS:**
- **STREET 1:** 350 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 212-716-6591

**MAIL ADDRESS:**
- **STREET 1:** 350 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ACAP Global Fund
- **DATE OF NAME CHANGE:** 20091002

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Alkeon Global Fund
- **DATE OF NAME CHANGE:** 20090915

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Madison Avenue Global Fund
- **DATE OF NAME CHANGE:** 20090702

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ACAP Strategic Fund

- **b. Investment Company Act file number:** 811-22312

- **c. CIK number of Registrant:** 0001467631

- **d. LEI of Registrant:** 5493007EPPSEZQ0DLH75

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

  - **Street Address 1:** 350 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 212-716-6840

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

- **a. Name of Series:** ACAP Strategic Fund

- **c. LEI of Series:** N/A

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $17143972184.29

**Total Liabilities:** $6793280173.36

**Net Assets:** $10350692010.93

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000843102 | 2.33%                | 1.54%                | -6.70%               |
| Class ID C000843201 | 2.43%                | 1.58%                | -6.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $134112151.74            | $501192195.12                              |
| Month 2  | $279697469.93            | $222638890.65                              |
| Month 3  | $153968342.58            | $-917134593.12                             |

**Designated Index Information**

- **Index Name:** MSCI World Index

- **Index Identifier:** MXWO Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BYD Co., Ltd.                                               | Common Stock                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    2869800 | NS      | $38726670.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                  | Common Stock                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     744002 | NS      | $206735835.74  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City                                | Common Stock                     | CUSIP: 13646K108<br>LEI: 54930036474DURYNB481 | Long             | EC               | CORP              | CA        |     988460 | NS      | $77752263.60   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc                                           | Common Stock                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     505300 | NS      | $24451467.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                            | Common Stock                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | AR        |      84963 | NS      | $146902726.26  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                        | Common Stock                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     915688 | NS      | $523892575.44  | 5.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                              | Common Stock                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     541214 | NS      | $200341186.38  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                         | Common Stock                     | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     280096 | NS      | $100045249.47  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                                 | Common Stock                     | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     802757 | NS      | $101002885.74  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                     | Common Stock                     | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    1822701 | NS      | $131106882.93  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                          | Common Stock                     | CUSIP: 92537N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1234619 | NS      | $309370829.02  | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Series Trust - SPDR(R) S&P Regional Banking(SM) ETF    | Common Stock                     | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Short            | EC               | CORP              | US        |    -866667 | NS      | $-56463355.05  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS N.V.                                             | Common Stock                     | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | EC               | CORP              | NL        |   -1485376 | NS      | $-10531315.84  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                      | Common Stock                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |   -1274938 | NS      | $-114922911.32 | -1.11%            |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                        | Common Stock                     | CUSIP: G87052109<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |    -209239 | NS      | $-43735135.78  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                        | Common Stock                     | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Short            | EC               | CORP              | US        |    -498309 | NS      | $-8428896.76   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                               | Common Stock                     | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Short            | EC               | CORP              | US        |    -273220 | NS      | $-7002628.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                                 | Common Stock                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | EC               | CORP              | US        |    -544240 | NS      | $-202321220.00 | -1.95%            |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                                       | Common Stock                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |   -1474247 | NS      | $-32831480.69  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC                                            | Common Stock                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |    -606238 | NS      | $-127328167.14 | -1.23%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES COMPANY LLC                              | Common Stock                     | CUSIP: G8994E103<br>LEI: 549300S2NUDMTQBEXQ18 | Short            | EC               | CORP              | US        |    -104001 | NS      | $-43341376.74  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                 | Common Stock                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |    -396190 | NS      | $-38977172.20  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Vectors ETF Trust - VanEck Vectors Semiconductor ETF | Common Stock                     | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Short            | EC               | CORP              | US        |   -1287615 | NS      | $-493671591.00 | -4.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                       | Common Stock                     | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | EC               | CORP              | US        |    -680300 | NS      | $-36681776.00  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS, INC.                              | Common Stock                     | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Short            | EC               | CORP              | US        |    -344112 | NS      | $-27952217.76  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                             | Common Stock                     | CUSIP: N/A<br>LEI: 549300JE8XHZZ7OHN517       | Short            | EC               | CORP              | HK        |   -3388200 | NS      | $-13725317.22  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                               | Common Stock                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |    -366475 | NS      | $-51412777.75  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc                                           | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   49301209 | OU      | $71042496.49   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                          | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |   17093419 | OU      | $6623978.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA ELECTRONICS, INC.                                     | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TW        |   12384576 | OU      | $40629226.98   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| DOOSAN CORPORATION                                          | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |   50677695 | OU      | $-10304619.32  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                     | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DK        |  124848811 | OU      | $-20187085.56  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                    | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |   96253402 | OU      | $133548090.88  | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| AU Optronics Corporation                                    | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TW        |   -6488194 | OU      | $903350.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                   | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |  -92002934 | OU      | $-853108.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Austarlia                              | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |  -90532549 | OU      | $-12226857.08  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Innolux Display Corp                                        | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TW        |   -3873352 | OU      | $180501.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                               | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |  -66519642 | OU      | $-2135109.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                   | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  -15192763 | OU      | $2250535.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sharp Corporation                                           | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |  -34392870 | OU      | $25755127.50   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                          | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        | -138908194 | OU      | $-20911706.58  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |  -44089477 | OU      | $2071207.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Microelectronics Corporation                         | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TW        |  -52034058 | OU      | $-5469597.27   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Car AB                                                | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |   -9586011 | OU      | $3388605.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                              | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        | -166519616 | OU      | $26012727.53   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                                | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |  -26444589 | OU      | $2486847.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       9904 | NC      | $35159200.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                           | Common Stock                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |   -1365450 | NS      | $-50822049.00  | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                                      | Common Stock                     | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Short            | EC               | CORP              | CA        |     -91524 | NS      | $-5093310.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                         | Common Stock                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | EC               | CORP              | US        |    -653728 | NS      | $-43995894.40  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc.                                        | Common Stock                     | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Short            | EC               | CORP              | US        |    -416409 | NS      | $-18521872.32  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                          | Common Stock                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |    -918552 | NS      | $-69176151.12  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Inc.                                              | Common Stock                     | CUSIP: 683715106<br>LEI: 391200TOWHX99FWE8G92 | Short            | EC               | CORP              | CA        |    -395386 | NS      | $-8793384.64   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc.                                  | Common Stock                     | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Short            | EC               | CORP              | US        |    -987182 | NS      | $-144404982.96 | -1.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                                    | Common Stock                     | CUSIP: 697435105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -346666 | NS      | $-55577493.12  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                             | OCC-issued option on CORP Put    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        989 | NC      | $6438390.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                                    | OCC-issued option on CORP Put    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       6364 | NC      | $9243710.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust Series 1                                  | OCC-issued option on CORP Put    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      45067 | NC      | $104780775.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust Series 1                                  | OCC-issued option on CORP Put    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      41590 | NC      | $135333860.00  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                      | OCC-issued option on CORP Put    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      55547 | NC      | $107233483.50  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                      | OCC-issued option on CORP Put    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      42880 | NC      | $115411520.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                 | Common Stock                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     115405 | NS      | $113124597.20  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                     | Common Stock                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Short            | EC               | CORP              | US        |    -413772 | NS      | $-1121322.12   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                                       | Common Stock                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Short            | EC               | CORP              | US        |    -495979 | NS      | $-25741310.10  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST, INC.                                  | Common Stock                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |    -485778 | NS      | $-87542053.38  | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                          | Common Stock                     | CUSIP: 25960P109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -1882663 | NS      | $-17734685.46  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage                                         | Common Stock                     | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Short            | EC               | CORP              | US        |    -249401 | NS      | $-32703953.13  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                                   | Common Stock                     | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Short            | EC               | CORP              | US        |    -725334 | NS      | $-20461672.14  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                              | Common Stock                     | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Short            | EC               | CORP              | US        |    -248092 | NS      | $-67203160.96  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury & Agency Cash Management, Institutional    | Short-Term Investment            | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             |  | US        |    1842564 | NS      | $1842563.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USD / BRL, 06/18/2026, $5.80                                | Counterparty-Issued Option on FX | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  242492273 | NC      | $1770443.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| USD / CNH, 06/18/2026, $7.70                                | Counterparty-Issued Option on FX | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  183964644 | NC      | $965.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                               | Common Stock                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    1666345 | NS      | $77751657.70   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Oric Pharmaceuticals, Inc.                                  | Common Stock                     | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |    2226067 | NS      | $28204268.89   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES, INC.                                       | Common Stock                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     198303 | NS      | $108872313.06  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORPORATION                                   | Common Stock                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     724800 | NS      | $44657046.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                           | Common Stock                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     228248 | NS      | $49445364.24   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Co                                                 | Common Stock                     | CUSIP: N/A<br>LEI: YR6K3WJN0KKLUPZSNL57       | Long             | EC               | CORP              | US        |     603292 | NS      | $116375026.80  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc.                                             | Common Stock                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      93994 | NS      | $39979407.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                   | Common Stock                     | CUSIP: N/A<br>LEI: 213800B23SEQ8MCV2T21       | Long             | EC               | CORP              | FR        |    1350388 | NS      | $434723224.80  | 4.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co                                         | Common Stock                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     149809 | NS      | $48021274.95   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                   | Common Stock                     | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |    1441000 | NS      | $56692557.66   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                           | Common Stock                     | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |    2987778 | NS      | $489698158.71  | 4.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                            | Common Stock                     | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |    1816131 | NS      | $138316536.96  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Financial Group Inc.                                   | Common Stock                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   13681500 | NS      | $12314983.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Corp                                                   | Common Stock                     | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |    7641500 | NS      | $154136485.63  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                              | Common Stock                     | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     870879 | NS      | $58845294.03   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD AERO LIMITED STANDAERO LIMITEE                     | Common Stock                     | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     595284 | NS      | $15376185.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Metal Mining Co., Ltd.                             | Common Stock                     | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |     195200 | NS      | $10864894.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                | Common Stock                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     741982 | NS      | $294181023.36  | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                | Common Stock                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |    1253450 | NS      | $371597787.00  | 3.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                   | Common Stock                     | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |     247563 | NS      | $31059253.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Full Truck Alliance-Spn ADR                                 | Common Stock                     | CUSIP: 35969L108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    4389237 | NS      | $36430667.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| New Oriental Education & Technology Group Inc.              | Common Stock                     | CUSIP: 647581206<br>LEI: 529900NHZVBZQZ8EKN29 | Long             | EC               | CORP              | CN        |     853553 | NS      | $48336706.39   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited          | Common Stock                     | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    2445695 | NS      | $826522625.25  | 7.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV                                        | Common Stock                     | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Short            | EC               | CORP              | BE        |    -346588 | NS      | $-24042809.56  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| ARM HOLDINGS PLC                                            | Common Stock                     | CUSIP: N/A<br>LEI: 2138001E66EELTE7Y904       | Short            | EC               | CORP              | GB        |    -927971 | NS      | $-140383452.88 | -1.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Bilibili Inc                                                | Common Stock                     | CUSIP: N/A<br>LEI: 5493008V60M52L3PIS45       | Short            | EC               | CORP              | CN        |   -1210067 | NS      | $-27299111.52  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                                  | Common Stock                     | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Short            | EC               | CORP              | GB        |    -668419 | NS      | $-49763794.55  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| INFOSYS LIMITED                                             | Common Stock                     | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Short            | EC               | CORP              | IN        |   -1206585 | NS      | $-16300963.35  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| NIO INC.                                                    | Common Stock                     | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Short            | EC               | CORP              | CN        |   -2230812 | NS      | $-13451796.36  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                 | Common Stock                     | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Short            | EC               | CORP              | CH        |    -258407 | NS      | $-39471669.25  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| XPeng Inc                                                   | Common Stock                     | CUSIP: 98422D105<br>LEI: 549300TZNMIREMWQU857 | Short            | EC               | CORP              | CN        |   -1609520 | NS      | $-27538887.20  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Adidas AG                                                   | Common Stock                     | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |     313729 | NS      | $49396044.38   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                   | Common Stock                     | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |    1406933 | NS      | $260700188.35  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                              | Common Stock                     | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               | CORP              | US        |    2620552 | NS      | $545782365.04  | 5.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION                                        | Common Stock                     | CUSIP: N/A<br>LEI: 549300D3L3G0R4U4VT04       | Long             | EC               | CORP              | US        |    2205049 | NS      | $278607941.15  | 2.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                          | Common Stock                     | CUSIP: N/A<br>LEI: GYVOE5EZ4GDAVTU4CQ61       | Long             | EC               | CORP              | US        |     935189 | NS      | $297521028.46  | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                                           | Common Stock                     | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      89058 | NS      | $117630478.14  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                                     | Common Stock                     | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     269851 | NS      | $87804118.38   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                                        | Common Stock                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     859670 | NS      | $175793918.30  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                  | Common Stock                     | CUSIP: 169656105<br>LEI: 5493007DZOMUBASCBX97 | Long             | EC               | CORP              | US        |     246637 | NS      | $7894850.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                 | Common Stock                     | CUSIP: 172908105<br>LEI: 549300QVUQTTKMTE0G41 | Long             | EC               | CORP              | US        |     198373 | NS      | $33552809.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corporation                            | Common Stock                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     662526 | NS      | $185010385.50  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH LTD                                                     | Common Stock                     | CUSIP: G25508105<br>LEI: 984500AF2HE5UCBFB308 | Long             | EC               | CORP              | IE        |    1006210 | NS      | $105772795.20  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc.                                               | Common Stock                     | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     571912 | NS      | $85872586.80   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                         | Common Stock                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    1644012 | NS      | $184721188.32  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia, Inc.                                               | Common Stock                     | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |    1176877 | NS      | $271729130.53  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Limited                          | Common Stock                     | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |    6857000 | NS      | $30610826.26   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                    | Common Stock                     | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     343820 | NS      | $97565801.40   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                               | Common Stock                     | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     861654 | NS      | $135520941.12  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY       | Common Stock                     | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     133714 | NS      | $17509848.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JX Advanced Metals Corporation                              | Common Stock                     | CUSIP: N/A<br>LEI: 353800NC6NPNKC4JEC58       | Long             | EC               | CORP              | JP        |    2478400 | NS      | $51596334.16   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                    | Common Stock                     | CUSIP: 482480100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     261114 | NS      | $384466864.74  | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                           | Common Stock                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    1807954 | NS      | $386287451.64  | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                      | Common Stock                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     105510 | NS      | $24929902.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths                                           | Common Stock                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    5200778 | NS      | $67535763.68   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals, Inc.                              | Common Stock                     | CUSIP: 558868105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39609 | NS      | $20734123.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                               | Common Stock                     | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     356490 | NS      | $209858533.20  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                              | Common Stock                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     372670 | NS      | $186208292.20  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Ccompanies, Inc.                                    | Common Stock                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    1264494 | NS      | $201939691.80  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TOAST, INC.                                                 | Common Stock                     | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     613151 | NS      | $16254633.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Inc.                                              | Common Stock                     | CUSIP: 893641100<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | EC               | CORP              | US        |      73645 | NS      | $85351609.20   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                                      | Common Stock                     | CUSIP: 87305R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     396190 | NS      | $38596829.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc, Class A                                       | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   91417519 | OU      | $561953259.29  | 5.43%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                 | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |   35769869 | OU      | $20174502.30   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                             | Counterparty-issue swap on CORP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |   51347623 | OU      | $-547927.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                              | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       7040 | NC      | $24640000.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                           | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      34666 | NC      | $26259495.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                        | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      14077 | NC      | $9396397.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc.                                 | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       7789 | NC      | $37075640.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                           | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      34557 | NC      | $41295615.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                    | Common Stock                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     704669 | NS      | $212979158.56  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                                | Common Stock                     | CUSIP: 92840M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1259215 | NS      | $189297790.95  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                         | Common Stock                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     704353 | NS      | $191795321.90  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                           | Common Stock                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     227694 | NS      | $35401863.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                               | Common Stock                     | CUSIP: G1151C101<br>LEI: N/A                  | Short            | EC               | CORP              | IE        |    -242127 | NS      | $-48011362.83  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                   | Common Stock                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Short            | EC               | CORP              | US        |    -247619 | NS      | $-60191226.52  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                | Common Stock                     | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | US        |   -1000379 | NS      | $-203507099.97 | -1.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                   | Common Stock                     | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Short            | EC               | CORP              | US        |     -97391 | NS      | $-34267023.35  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                                   | Common Stock                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | EC               | CORP              | US        |   -1694202 | NS      | $-49114915.98  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS, INC.                                     | Common Stock                     | CUSIP: N/A<br>LEI: GR3KVMWVCR54YWQNXU90       | Short            | EC               | CORP              | US        |    -742855 | NS      | $-13869102.85  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                 | Common Stock                     | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Short            | EC               | CORP              | DE        |    -272381 | NS      | $-24479316.28  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                             | Common Stock                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |    -693331 | NS      | $-79726131.69  | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Inc.                            | Common Stock                     | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | EC               | CORP              | CA        |    -726760 | NS      | $-29411977.20  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Canopy Growth Corporation                                   | Common Stock                     | CUSIP: 138035704<br>LEI: 529900CSD7NH1UBC9X07 | Short            | EC               | CORP              | CA        |     -15956 | NS      | $-15145.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI                                                   | Common Stock                     | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Short            | EC               | CORP              | FR        |    -323790 | NS      | $-37493619.23  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd.                      | Common Stock                     | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Short            | EC               | CORP              | IL        |    -267367 | NS      | $-38193375.95  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                           | Common Stock                     | CUSIP: 169905106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -744803 | NS      | $-77087110.50  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION                  | Common Stock                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Short            | EC               | CORP              | US        |    -520199 | NS      | $-31914208.65  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| ConAgra Brands, Inc.                                        | Common Stock                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |    -742937 | NS      | $-11678969.64  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                  | Common Stock                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |    -346177 | NS      | $-51926550.00  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                               | Common Stock                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |    -939506 | NS      | $-21345576.32  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION                                           | Common Stock                     | CUSIP: G29183103<br>LEI: 0NZWDMRCE180888QQE14 | Short            | EC               | CORP              | US        |    -245807 | NS      | $-87917789.69  | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Elastic N.V.                                                | Common Stock                     | CUSIP: N14506104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -198049 | NS      | $-9900469.51   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                        | Common Stock                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Short            | EC               | CORP              | US        |    -653376 | NS      | $-85605323.52  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                                  | Common Stock                     | CUSIP: 29786A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -484027 | NS      | $-24191669.46  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                    | Common Stock                     | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Short            | EC               | CORP              | TH        |     -74286 | NS      | $-38741634.72  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                      | Common Stock                     | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |     -48790 | NS      | $-52085276.60  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI N.V.                                                | Common Stock                     | CUSIP: N3167Y103<br>LEI: 549300RIVY5EX8RCON76 | Short            | EC               | CORP              | IT        |    -217185 | NS      | $-73506263.25  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| FIGMA, INC.                                                 | Common Stock                     | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Short            | EC               | CORP              | US        |    -495236 | NS      | $-10469289.04  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                          | Common Stock                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |   -4846748 | NS      | $-55931471.92  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc                                               | Common Stock                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Short            | EC               | CORP              | US        |    -520327 | NS      | $-42521122.44  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                      | Common Stock                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |   -1733329 | NS      | $-40941230.98  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                               | Common Stock                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Short            | EC               | CORP              | US        |    -296541 | NS      | $-46954301.94  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC.                                             | Common Stock                     | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Short            | EC               | CORP              | US        |    -173333 | NS      | $-151302375.70 | -1.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                   | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      17947 | NC      | $36297807.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                              | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      10753 | NC      | $26344850.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc.                                                | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |      19804 | NC      | $69165470.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                               | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      11128 | NC      | $38864540.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                       | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        742 | NC      | $22827630.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                              | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       7926 | NC      | $16268115.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                           | Common Stock                     | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               | CORP              | US        |    -148430 | NS      | $-27078084.90  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                            | Common Stock                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |     -89143 | NS      | $-63154249.78  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                             | Common Stock                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |    -173293 | NS      | $-20971918.86  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                | Common Stock                     | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |    -395746 | NS      | $-85433646.48  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                               | Common Stock                     | CUSIP: N/A<br>LEI: 549300CE3KUCWLZBG404       | Short            | EC               | CORP              | US        |   -1057596 | NS      | $-33568097.04  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                        | Common Stock                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Short            | EC               | CORP              | US        |    -252971 | NS      | $-124142988.54 | -1.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties, Inc.                             | Common Stock                     | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Short            | EC               | CORP              | US        |     -49162 | NS      | $-290547.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                                    | Common Stock                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |    -524633 | NS      | $-136556723.57 | -1.32%            |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                           | Common Stock                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Short            | EC               | CORP              | US        |    -277203 | NS      | $-67759501.32  | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                         | Common Stock                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |    -247381 | NS      | $-23864845.07  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                                 | Common Stock                     | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Short            | EC               | CORP              | US        |   -1408686 | NS      | $-18172049.40  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                     | Common Stock                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |   -1970707 | NS      | $-44321200.43  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Kuaishou Technology                                         | Common Stock                     | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Short            | EC               | CORP              | CN        |   -5948500 | NS      | $-34233351.20  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Logitech international S.A.                                 | Common Stock                     | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Short            | EC               | CORP              | CH        |    -250039 | NS      | $-22783553.68  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| L'OREAL                                                     | Common Stock                     | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Short            | EC               | CORP              | FR        |     -79221 | NS      | $-31888121.69  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                                | Common Stock                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Short            | EC               | CORP              | US        |   -1689526 | NS      | $-30563525.34  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc.                                     | Common Stock                     | CUSIP: 573874104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -446657 | NS      | $-44241375.85  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| MOBILEYE VISION TECHNOLOGIES LTD                            | Common Stock                     | CUSIP: 60741F104<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |    -947032 | NS      | $-6506109.84   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BREWING COMPANY (UK) LIMITED                   | Common Stock                     | CUSIP: 60871R209<br>LEI: 549300FBMHETW6ISPZ21 | Short            | EC               | CORP              | US        |    -693175 | NS      | $-29848115.50  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| monday.com Ltd.                                             | Common Stock                     | CUSIP: M7S64H106<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |     -99791 | NS      | $-6896556.01   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                              | Common Stock                     | CUSIP: 609839105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -25004 | NS      | $-27338123.40  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                                | Common Stock                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Short            | EC               | CORP              | US        |    -316014 | NS      | $-22898374.44  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                     | Common Stock                     | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Short            | EC               | CORP              | NL        |    -247563 | NS      | $-48735252.18  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                                       | Common Stock                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Short            | EC               | CORP              | US        |   -1211785 | NS      | $-54809035.55  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Healthcare and Technology Company Limited           | Common Stock                     | CUSIP: N/A<br>LEI: 2549009NW1LO017CP285       | Short            | EC               | CORP              | CN        |   -2367827 | NS      | $-3479167.24   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd                                   | Common Stock                     | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Short            | EC               | CORP              | HK        |   -1839300 | NS      | $-14322244.97  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                                | Common Stock                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Short            | EC               | CORP              | US        |    -333964 | NS      | $-48237760.16  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                       | Common Stock                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |    -346333 | NS      | $-44600763.74  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                                | Common Stock                     | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Short            | EC               | CORP              | US        |    -307271 | NS      | $-26993757.35  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                                  | Common Stock                     | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |    -300144 | NS      | $-1653793.44   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                               | Common Stock                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Short            | EC               | CORP              | US        |   -2720362 | NS      | $-71055855.44  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                   | Common Stock                     | CUSIP: N/A<br>LEI: 549300XN447ZTLOFR213       | Short            | EC               | CORP              | US        |    -800932 | NS      | $-11092908.20  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric                                          | Common Stock                     | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | FR        |    -148569 | NS      | $-39217613.33  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc.                                                | Common Stock                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |   -1691234 | NS      | $-200614177.08 | -1.94%            |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                                       | Common Stock                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               | CORP              | US        |    -247267 | NS      | $-9134042.98   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Nvidia Corporation                                          | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      49523 | NC      | $190539742.50  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC.                                  | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      14858 | NC      | $17309570.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                                 | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       5447 | NC      | $11002940.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited          | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TW        |      19552 | NC      | $104016640.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS, LIMITED                                       | OCC-issued option on CORP Call   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       7126 | NC      | $11205635.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                            | OCC-issued option on CORP Put    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1981 | NC      | $10157577.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust Series 1                                  | OCC-issued option on CORP Put    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      11230 | NC      | $26182745.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** ACAP Strategic Fund

**Signature:** Jennifer Shufro

**Name of Signer:** Jennifer Shufro

**Title:** Chief Compliance Officer