# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-25-003071
**Filing Date:** 2025-12
**Character Count:** 205630
**Document Hash:** b6767fd2d88f1848069d99544292ae7c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-003071.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0000035402-25-003071

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23762
- **FILM NUMBER:** 251603521

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Equity Market Neutral Fund**

**October 31, 2025**

EMN-NPRT3-1225

1.9911988.101 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 89.8%** | &nbsp;&nbsp;**Common Stocks - 89.8%** | &nbsp;&nbsp;**Common Stocks - 89.8%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 2.8%  |  |  |
| Materials - 2.8% |  |  |
| Chemicals - 1.4% |  |  |
| Orica Ltd  | 15916 | 231708 |
| Metals & Mining - 1.4% |  |  |
| BHP Group Ltd (United Kingdom)  | 7811 | 222157 |
| TOTAL AUSTRALIA |  | 453865 |
| BERMUDA - 1.3%  |  |  |
| Financials - 1.3% |  |  |
| Insurance - 1.3% |  |  |
| RenaissanceRe Holdings Ltd  | 798 | 202764 |
| CANADA - 5.9%  |  |  |
| Communication Services - 0.6% |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |
| TELUS Corp  | 6487 | 94861 |
| Consumer Discretionary - 1.3% |  |  |
| Automobile Components - 0.7% |  |  |
| Magna International Inc  | 2381 | 112485 |
| Specialty Retail - 0.6% |  |  |
| Aritzia Inc Subordinate Voting Shares (a) | 1477 | 103170 |
| TOTAL CONSUMER DISCRETIONARY |  | 215655 |
| Financials - 2.0% |  |  |
| Banks - 2.0% |  |  |
| Royal Bank of Canada  | 2144 | 314091 |
| Materials - 1.4% |  |  |
| Containers & Packaging - 1.4% |  |  |
| CCL Industries Inc Class B  | 3888 | 216889 |
| Utilities - 0.6% |  |  |
| Electric Utilities - 0.6% |  |  |
| Emera Inc  | 2087 | 99220 |
| TOTAL CANADA |  | 940716 |
| CHINA - 3.5%  |  |  |
| Consumer Discretionary - 1.5% |  |  |
| Broadline Retail - 1.5% |  |  |
| PDD Holdings Inc Class A ADR (a) | 1737 | 234269 |
| Industrials - 0.8% |  |  |
| Ground Transportation - 0.8% |  |  |
| Full Truck Alliance Co Ltd ADR  | 9521 | 123773 |
| Utilities - 1.2% |  |  |
| Gas Utilities - 1.2% |  |  |
| ENN Energy Holdings Ltd  | 22900 | 199366 |
| TOTAL CHINA |  | 557408 |
| FINLAND - 0.3%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Elisa Oyj A Shares  | 1436 | 63295 |
| FRANCE - 4.8%  |  |  |
| Energy - 1.0% |  |  |
| Oil, Gas & Consumable Fuels - 1.0% |  |  |
| TotalEnergies SE  | 2528 | 157836 |
| Financials - 2.3% |  |  |
| Banks - 1.1% |  |  |
| BNP Paribas SA  | 2246 | 173970 |
| Insurance - 1.2% |  |  |
| SCOR SE  | 6376 | 193140 |
| TOTAL FINANCIALS |  | 367110 |
| Industrials - 0.9% |  |  |
| Building Products - 0.9% |  |  |
| Cie de Saint-Gobain SA  | 1496 | 145205 |
| Materials - 0.6% |  |  |
| Chemicals - 0.6% |  |  |
| Air Liquide SA  | 481 | 93092 |
| TOTAL FRANCE |  | 763243 |
| GERMANY - 1.9%  |  |  |
| Health Care - 1.9% |  |  |
| Health Care Providers & Services - 1.9% |  |  |
| Fresenius SE & Co KGaA  | 5154 | 297157 |
| INDONESIA - 1.0%  |  |  |
| Materials - 1.0% |  |  |
| Metals & Mining - 1.0% |  |  |
| Nickel Industries Ltd  | 321253 | 155545 |
| IRELAND - 0.7%  |  |  |
| Industrials - 0.7% |  |  |
| Building Products - 0.7% |  |  |
| Kingspan Group PLC  | 1457 | 108994 |
| ITALY - 1.6%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Household Durables - 0.4% |  |  |
| De' Longhi SpA  | 1816 | 66187 |
| Financials - 1.2% |  |  |
| Financial Services - 1.2% |  |  |
| Nexi SpA (b)(c) | 36097 | 189979 |
| TOTAL ITALY |  | 256166 |
| JAPAN - 5.5%  |  |  |
| Consumer Discretionary - 0.7% |  |  |
| Automobile Components - 0.7% |  |  |
| Nifco Inc/Japan  | 4000 | 116280 |
| Consumer Staples - 1.3% |  |  |
| Household Products - 1.3% |  |  |
| Lion Corp  | 21400 | 211001 |
| Information Technology - 2.4% |  |  |
| Electronic Equipment, Instruments & Components - 2.4% |  |  |
| Ibiden Co Ltd  | 3900 | 369856 |
| Materials - 1.1% |  |  |
| Chemicals - 1.1% |  |  |
| Kuraray Co Ltd  | 16600 | 180154 |
| TOTAL JAPAN |  | 877291 |
| KOREA (SOUTH) - 4.6%  |  |  |
| Communication Services - 0.8% |  |  |
| Diversified Telecommunication Services - 0.8% |  |  |
| KT Corp  | 3840 | 131854 |
| Information Technology - 3.8% |  |  |
| Semiconductors & Semiconductor Equipment - 1.9% |  |  |
| SK Hynix Inc  | 770 | 301156 |
| Technology Hardware, Storage & Peripherals - 1.9% |  |  |
| Samsung Electronics Co Ltd  | 3997 | 300629 |
| TOTAL INFORMATION TECHNOLOGY |  | 601785 |
| TOTAL KOREA (SOUTH) |  | 733639 |
| NETHERLANDS - 2.3%  |  |  |
| Financials - 1.7% |  |  |
| Banks - 1.7% |  |  |
| ABN AMRO Bank NV depository receipt (b)(c) | 9024 | 269503 |
| Industrials - 0.6% |  |  |
| Electrical Equipment - 0.6% |  |  |
| TKH Group NV depository receipt  | 2252 | 99626 |
| TOTAL NETHERLANDS |  | 369129 |
| NORWAY - 0.7%  |  |  |
| Financials - 0.7% |  |  |
| Insurance - 0.7% |  |  |
| Storebrand ASA A Shares  | 7545 | 117019 |
| SPAIN - 3.4%  |  |  |
| Communication Services - 0.5% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| Cellnex Telecom SA (b)(c) | 2375 | 73938 |
| Consumer Discretionary - 1.9% |  |  |
| Specialty Retail - 1.9% |  |  |
| Industria de Diseno Textil SA  | 5646 | 311727 |
| Industrials - 1.0% |  |  |
| Machinery - 1.0% |  |  |
| Fluidra SA  | 5718 | 165562 |
| TOTAL SPAIN |  | 551227 |
| SWEDEN - 1.3%  |  |  |
| Consumer Discretionary - 1.3% |  |  |
| Automobile Components - 1.3% |  |  |
| Autoliv Inc  | 1735 | 202648 |
| SWITZERLAND - 2.5%  |  |  |
| Consumer Discretionary - 2.0% |  |  |
| Textiles, Apparel & Luxury Goods - 2.0% |  |  |
| Cie Financiere Richemont SA Series A  | 1587 | 313918 |
| Materials - 0.5% |  |  |
| Chemicals - 0.5% |  |  |
| DSM-Firmenich AG  | 1137 | 92675 |
| TOTAL SWITZERLAND |  | 406593 |
| TAIWAN - 3.4%  |  |  |
| Communication Services - 1.3% |  |  |
| Wireless Telecommunication Services - 1.3% |  |  |
| Far EasTone Telecommunications Co Ltd  | 67000 | 201361 |
| Information Technology - 2.1% |  |  |
| Semiconductors & Semiconductor Equipment - 2.1% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd  | 7000 | 338111 |
| TOTAL TAIWAN |  | 539472 |
| THAILAND - 1.8%  |  |  |
| Consumer Staples - 1.8% |  |  |
| Consumer Staples Distribution & Retail - 1.8% |  |  |
| CP ALL PCL  | 200000 | 283863 |
| UNITED KINGDOM - 7.5%  |  |  |
| Communication Services - 1.6% |  |  |
| Interactive Media & Services - 1.2% |  |  |
| Auto Trader Group PLC (b)(c) | 19242 | 197406 |
| Media - 0.4% |  |  |
| WPP PLC  | 16455 | 62178 |
| TOTAL COMMUNICATION SERVICES |  | 259584 |
| Financials - 2.1% |  |  |
| Banks - 2.1% |  |  |
| Standard Chartered PLC  | 15428 | 316694 |
| Health Care - 1.4% |  |  |
| Health Care Equipment & Supplies - 1.4% |  |  |
| Convatec Group PLC (b)(c) | 71469 | 229277 |
| Industrials - 1.4% |  |  |
| Professional Services - 1.4% |  |  |
| RELX PLC  | 5024 | 222043 |
| Utilities - 1.0% |  |  |
| Multi-Utilities - 1.0% |  |  |
| Centrica PLC  | 69958 | 164783 |
| TOTAL UNITED KINGDOM |  | 1192381 |
| UNITED STATES - 33.0%  |  |  |
| Communication Services - 1.7% |  |  |
| Interactive Media & Services - 1.7% |  |  |
| Meta Platforms Inc Class A  | 412 | 267120 |
| Consumer Discretionary - 2.4% |  |  |
| Hotels, Restaurants & Leisure - 2.4% |  |  |
| Carnival Corp (a) | 3467 | 99954 |
| Expedia Group Inc Class A  | 1301 | 286220 |
|  |  | 386174 |
| Consumer Staples - 2.9% |  |  |
| Consumer Staples Distribution & Retail - 2.3% |  |  |
| Dollar General Corp  | 1777 | 175319 |
| Dollar Tree Inc (a) | 1968 | 195068 |
|  |  | 370387 |
| Food Products - 0.6% |  |  |
| Darling Ingredients Inc (a) | 2810 | 90060 |
| TOTAL CONSUMER STAPLES |  | 460447 |
| Energy - 0.9% |  |  |
| Energy Equipment & Services - 0.9% |  |  |
| Valaris Ltd (a) | 2588 | 145239 |
| Financials - 7.2% |  |  |
| Banks - 4.0% |  |  |
| Comerica Inc  | 1551 | 118652 |
| JPMorgan Chase & Co  | 829 | 257918 |
| Wells Fargo & Co  | 3050 | 265259 |
|  |  | 641829 |
| Capital Markets - 2.0% |  |  |
| Morgan Stanley  | 1946 | 319145 |
| Financial Services - 1.2% |  |  |
| Apollo Global Management Inc  | 1481 | 184103 |
| TOTAL FINANCIALS |  | 1145077 |
| Health Care - 4.4% |  |  |
| Health Care Equipment & Supplies - 3.3% |  |  |
| Boston Scientific Corp (a) | 3089 | 311124 |
| Insulet Corp (a) | 693 | 216916 |
|  |  | 528040 |
| Pharmaceuticals - 1.1% |  |  |
| Bristol-Myers Squibb Co  | 3735 | 172071 |
| TOTAL HEALTH CARE |  | 700111 |
| Industrials - 5.0% |  |  |
| Aerospace & Defense - 2.0% |  |  |
| L3Harris Technologies Inc  | 1104 | 319166 |
| Air Freight & Logistics - 1.5% |  |  |
| FedEx Corp  | 919 | 233261 |
| Building Products - 0.5% |  |  |
| Fortune Brands Innovations Inc  | 1791 | 90982 |
| Electrical Equipment - 1.0% |  |  |
| NEXTracker Inc Class A (a) | 1548 | 156689 |
| TOTAL INDUSTRIALS |  | 800098 |
| Information Technology - 5.9% |  |  |
| IT Services - 1.9% |  |  |
| Cognizant Technology Solutions Corp Class A  | 4329 | 315497 |
| Software - 4.0% |  |  |
| Fair Isaac Corp (a) | 196 | 325268 |
| Microsoft Corp  | 595 | 308097 |
|  |  | 633365 |
| TOTAL INFORMATION TECHNOLOGY |  | 948862 |
| Materials - 1.3% |  |  |
| Metals & Mining - 1.3% |  |  |
| Steel Dynamics Inc  | 1314 | 206035 |
| Real Estate - 0.4% |  |  |
| Residential REITs - 0.4% |  |  |
| Sun Communities Inc  | 680 | 86088 |
| Utilities - 0.9% |  |  |
| Electric Utilities - 0.9% |  |  |
| NRG Energy Inc  | 812 | 139550 |
| TOTAL UNITED STATES |  | 5284801 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $12,734,731) |  | <br> **14357216** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 8.5%** | &nbsp;&nbsp;**Money Market Funds - 8.5%** | &nbsp;&nbsp;**Money Market Funds - 8.5%** | &nbsp;&nbsp;**Money Market Funds - 8.5%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Morgan Stanley Institutional Liquidity Prime Portfolio Institutional Class (d)<br>(Cost $1,367,222)<br>| 4.13 | 1367192 | **1367465** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 98.3%**<br> (Cost $14,101,953)<br>| <br>**15724681** |
| **NET OTHER ASSETS (LIABILITIES) - 1.7%**  | **278059** |
| **NET ASSETS - 100.0%** | **16002740** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| AUD | 189 | USD | 124 | HSBC Bank PLC | 11/3/2025 | 0 |
| CHF | 13000 | USD | 16255 | Goldman Sachs International | 11/25/2025 | (61) |
| CHF | 34000 | USD | 42825 | HSBC Bank PLC | 11/25/2025 | (472) |
| CHF | 32000 | USD | 40081 | Morgan Stanley | 11/25/2025 | (219) |
| EUR | 86 | USD | 100 | HSBC Bank PLC | 11/3/2025 | 0 |
| HKD | 19807 | USD | 2549 | HSBC Bank PLC | 11/3/2025 | 0 |
| HKD | 135000 | USD | 17383 | Goldman Sachs International | 11/25/2025 | (2) |
| JPY | 14198000 | USD | 92723 | Goldman Sachs International | 11/25/2025 | (397) |
| JPY | 11242000 | USD | 73026 | HSBC Bank PLC | 11/25/2025 | 78 |
| KRW | 34898000 | USD | 24377 | UBS AG | 11/25/2025 | 64 |
| NOK | 82000 | USD | 8212 | Goldman Sachs International | 11/25/2025 | (117) |
| NOK | 107000 | USD | 10695 | HSBC Bank PLC | 11/25/2025 | (132) |
| SEK | 289000 | USD | 30852 | Morgan Stanley | 11/25/2025 | (393) |
| THB | 347000 | USD | 10721 | Goldman Sachs International | 11/25/2025 | 4 |
| THB | 1166000 | USD | 35747 | Goldman Sachs International | 11/25/2025 | 289 |
| TWD | 5020000 | USD | 163093 | Goldman Sachs International | 11/25/2025 | 249 |
| USD | 371944 | AUD | 571000 | Goldman Sachs International | 11/25/2025 | (1754) |
| USD | 14412 | AUD | 22000 | HSBC Bank PLC | 11/25/2025 | 14 |
| USD | 951138 | CAD | 1329000 | Goldman Sachs International | 11/25/2025 | 2560 |
| USD | 12166 | CAD | 17000 | UBS AG | 11/25/2025 | 33 |
| USD | 396206 | CHF | 315000 | UBS AG | 11/25/2025 | 3816 |
| USD | 13118 | CNY | 93000 | HSBC Bank PLC | 11/25/2025 | 35 |
| USD | 225990 | CNY | 1607000 | Morgan Stanley | 11/25/2025 | (81) |
| USD | 4562 | EUR | 3927 | HSBC Bank PLC | 11/3/2025 | 36 |
| USD | 63708 | EUR | 55000 | HSBC Bank PLC | 11/25/2025 | 237 |
| USD | 224239 | EUR | 192000 | JPMorgan Chase Bank NA | 11/25/2025 | 2668 |
| USD | 2228957 | EUR | 1919000 | JPMorgan Chase Bank NA | 11/25/2025 | 14401 |
| USD | 1345 | GBP | 1025 | HSBC Bank PLC | 11/3/2025 | (2) |
| USD | 1644 | GBP | 1234 | HSBC Bank PLC | 11/3/2025 | 23 |
| USD | 1145630 | GBP | 858000 | Goldman Sachs International | 11/25/2025 | 18423 |
| USD | 270886 | GBP | 204000 | JPMorgan Chase Bank NA | 11/25/2025 | 2879 |
| USD | 46038 | GBP | 35000 | JPMorgan Chase Bank NA | 11/25/2025 | 56 |
| USD | 210340 | HKD | 1634000 | UBS AG | 11/25/2025 | (32) |
| USD | 3735 | HKD | 29000 | UBS AG | 11/25/2025 | 1 |
| USD | 88542 | JPY | 13586739 | Goldman Sachs International | 11/4/2025 | 380 |
| USD | 72601 | JPY | 11199237 | HSBC Bank PLC | 11/5/2025 | (77) |
| USD | 923134 | JPY | 140442000 | Goldman Sachs International | 11/25/2025 | 9878 |
| USD | 32008 | JPY | 4917000 | HSBC Bank PLC | 11/25/2025 | 34 |
| USD | 57015 | JPY | 8644000 | UBS AG | 11/25/2025 | 805 |
| USD | 34755 | KRW | 49607000 | Goldman Sachs International | 11/25/2025 | 13 |
| USD | 314693 | KRW | 452390000 | Goldman Sachs International | 11/25/2025 | (2130) |
| USD | 29697 | KRW | 42613000 | UBS AG | 11/25/2025 | (146) |
| USD | 41454 | NOK | 417000 | HSBC Bank PLC | 11/25/2025 | 286 |
| USD | 146671 | NOK | 1465000 | UBS AG | 11/25/2025 | 2041 |
| USD | 1494 | SEK | 14000 | Goldman Sachs International | 11/25/2025 | 18 |
| USD | 6732 | SEK | 63000 | HSBC Bank PLC | 11/25/2025 | 93 |
| USD | 2015 | SEK | 19000 | HSBC Bank PLC | 11/25/2025 | 13 |
| USD | 2131 | SEK | 20000 | JPMorgan Chase Bank NA | 11/25/2025 | 23 |
| USD | 9807 | THB | 317000 | Goldman Sachs International | 11/25/2025 | 10 |
| USD | 3493 | THB | 113000 | Goldman Sachs International | 11/25/2025 | 0 |
| USD | 62159 | THB | 2036000 | HSBC Bank PLC | 11/25/2025 | (765) |
| USD | 8555 | TWD | 262000 | Goldman Sachs International | 11/25/2025 | 30 |
| USD | 9524 | TWD | 292000 | Goldman Sachs International | 11/25/2025 | 22 |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **52732** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 59512 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (6780) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 4.20% plus or minus a specified spread ranging from (.76)% 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. | Goldman Sachs International Ltd. | Jun 2039 - Oct 2040 | 2292739 | (3456) | 5325 | 1869 |
| 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 -(1716.6)%  |  |  |  |  |  |  |
| **Health Care - (1716.6)%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - (1716.6)%**  |  |  |  |  |  |  |
| Dexcom Inc (1)  |  |  |  | 3215 | 187177 | (32086) |
| TOTAL HEALTH CARE |  |  |  |  | 187177 | (32086) |
| TOTAL UNITED STATES |  |  |  |  | 187177 | (32086) |
| **TOTAL LONG** |  |  |  |  | **187177** | **(32086)** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| KOREA (SOUTH) -434.4%  |  |  |  |  |  |  |
| **Communication Services - 434.4%**  |  |  |  |  |  |  |
| **Interactive Media & Services - 434.4%**  |  |  |  |  |  |  |
| Kakao Corp  |  |  |  | (4671) | (212755) | 8120 |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (212755) | 8120 |
| TOTAL KOREA (SOUTH) |  |  |  |  | (212755) | 8120 |
| THAILAND -483.3%  |  |  |  |  |  |  |
| **Information Technology - 483.3%**  |  |  |  |  |  |  |
| **Electronic Equipment, Instruments & Components - 483.3%**  |  |  |  |  |  |  |
| Delta Electronics Thailand PCL depository receipt  |  |  |  | (28000) | (187473) | 9034 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (187473) | 9034 |
| TOTAL THAILAND |  |  |  |  | (187473) | 9034 |
| TAIWAN -6.7%  |  |  |  |  |  |  |
| **Financials - 6.7%**  |  |  |  |  |  |  |
| **Insurance - 6.7%**  |  |  |  |  |  |  |
| Fubon Financial Holding Co Ltd  |  |  |  | (3075) | (9111) | 124 |
| TOTAL FINANCIALS |  |  |  |  | (9111) | 124 |
| TOTAL TAIWAN |  |  |  |  | (9111) | 124 |
| UNITED STATES -607.3%  |  |  |  |  |  |  |
| Textiles, Apparel & Luxury Goods - (176.2)%  |  |  |  |  |  |  |
| Lululemon Athletica Inc (1)  | Lululemon Athletica Inc (1)  |  |  | (1307) | (222896) | (3294) |
| TOTAL TEXTILES, APPAREL & LUXURY GOODS |  |  |  |  | (222896) | (3294) |
| **Energy - 453.1%**  |  |  |  |  |  |  |
| **Energy Equipment & Services - 453.1%**  |  |  |  |  |  |  |
| NOV Inc  |  |  |  | (16288) | (237805) | 8470 |
| TOTAL ENERGY |  |  |  |  | (237805) | 8470 |
| **Financials - 708.6%**  |  |  |  |  |  |  |
| **Capital Markets - 421.8%**  |  |  |  |  |  |  |
| Carlyle Group Inc/The  |  |  |  | (3229) | (172170) | 10494 |
| CME Group Inc Class A  |  |  |  | (778) | (206551) | (2023) |
| MarketAxess Holdings Inc  |  |  |  | (806) | (129008) | (64) |
| T Rowe Price Group Inc  |  |  |  | (1308) | (134109) | (523) |
|  |  |  |  |  | (641838) | (7884) |
| **Financial Services - 286.8%**  |  |  |  |  |  |  |
| WEX Inc (1)  |  |  |  | (947) | (138148) | 5360 |
| TOTAL FINANCIALS |  |  |  |  | (779986) | (13244) |
| **Industrials - (342.2)%**  |  |  |  |  |  |  |
| **Building Products - (191.3)%**  |  |  |  |  |  |  |
| Lennox International Inc  |  |  |  | (384) | (193920) | (3575) |
| **Machinery - (150.9)%**  |  |  |  |  |  |  |
| Federal Signal Corp  |  |  |  | (1248) | (147301) | (2820) |
| TOTAL INDUSTRIALS |  |  |  |  | (341221) | (6395) |
| **Information Technology - (36.0)%**  |  |  |  |  |  |  |
| **Semiconductors & Semiconductor Equipment - (36.0)%**  |  |  |  |  |  |  |
| Texas Instruments Inc  |  |  |  | (708) | (114314) | (673) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (114314) | (673) |
| TOTAL UNITED STATES |  |  |  |  | (1696222) | 11352 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(2105562)** | <br> **28630** |
| **TOTAL SHORT** |  |  |  |  | **(2105562)** | **28630** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1918384)** | **3456** |
| 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 3.54% 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 Ltd. | Oct 2039 - Aug 2040 | 47480 | (407) | 104 | (303) |
| 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 2.26% plus or minus a specified spread of (.25)% on short/long CFDs, respectively, which is denominated in CAD based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International Ltd. | Oct 2040 | 97602 | 1125 | 28 | 1153 |
| 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 (4.50)% 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 Ltd. | Jun 2039 - Sep 2040 | 892242 | 1524 | 1083 | 2607 |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| AUSTRIA -(80.0)%  |  |  |  |  |  |  |
| **Energy - (80.0)%**  |  |  |  |  |  |  |
| **Oil, Gas & Consumable Fuels - (80.0)%**  |  |  |  |  |  |  |
| OMV AG  |  |  |  | (3758) | (205581) | (2086) |
| TOTAL ENERGY |  |  |  |  | (205581) | (2086) |
| TOTAL AUSTRIA |  |  |  |  | (205581) | (2086) |
| GERMANY -56.8%  |  |  |  |  |  |  |
| **Information Technology - 56.8%**  |  |  |  |  |  |  |
| **Software - 56.8%**  |  |  |  |  |  |  |
| Nemetschek SE  |  |  |  | (1431) | (164944) | 1482 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (164944) | 1482 |
| TOTAL GERMANY |  |  |  |  | (164944) | 1482 |
| FINLAND -141.8%  |  |  |  |  |  |  |
| **Industrials - 111.3%**  |  |  |  |  |  |  |
| **Machinery - 111.3%**  |  |  |  |  |  |  |
| Metso Oyj  |  |  |  | (8650) | (141680) | 2901 |
| TOTAL INDUSTRIALS |  |  |  |  | (141680) | 2901 |
| **Materials - 30.5%**  |  |  |  |  |  |  |
| **Containers & Packaging - 30.5%**  |  |  |  |  |  |  |
| Huhtamaki Oyj  |  |  |  | (1716) | (57677) | 794 |
| TOTAL MATERIALS |  |  |  |  | (57677) | 794 |
| TOTAL FINLAND |  |  |  |  | (199357) | 3695 |
| FRANCE -31.8%  |  |  |  |  |  |  |
| **Financials - (35.9)%**  |  |  |  |  |  |  |
| **Financial Services - (35.9)%**  |  |  |  |  |  |  |
| Worldline SA/France (1)  |  |  |  | (22663) | (61414) | (936) |
| TOTAL FINANCIALS |  |  |  |  | (61414) | (936) |
| **Health Care - 4.1%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - 4.1%**  |  |  |  |  |  |  |
| EssilorLuxottica SA  |  |  |  | (94) | (34379) | 108 |
| TOTAL HEALTH CARE |  |  |  |  | (34379) | 108 |
| TOTAL FRANCE |  |  |  |  | (95793) | (828) |
| ITALY -(28.3)%  |  |  |  |  |  |  |
| **Energy - (15.3)%**  |  |  |  |  |  |  |
| **Oil, Gas & Consumable Fuels - (15.3)%**  |  |  |  |  |  |  |
| Eni SpA  |  |  |  | (9854) | (181703) | (400) |
| TOTAL ENERGY |  |  |  |  | (181703) | (400) |
| **Energy - (13.0)%**  |  |  |  |  |  |  |
| **Electric Utilities - (13.0)%**  |  |  |  |  |  |  |
| Enel SpA  |  |  |  | (4435) | (44863) | (339) |
| TOTAL ENERGY |  |  |  |  | (44863) | (339) |
| TOTAL ITALY |  |  |  |  | (226566) | (739) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(892242)** | <br> **1524** |
| **TOTAL SHORT** |  |  |  |  | **(892242)** | **1524** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(892242)** | **1524** |
| 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 Ltd. | Aug 2039 - Apr 2040 | 465109 | (263) | 555 | 292 |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| CHILE -853.7%  |  |  |  |  |  |  |
| **Materials - 853.7%**  |  |  |  |  |  |  |
| **Metals & Mining - 853.7%**  |  |  |  |  |  |  |
| Antofagasta PLC  |  |  |  | (2965) | (108674) | 2493 |
| TOTAL MATERIALS |  |  |  |  | (108674) | 2493 |
| TOTAL CHILE |  |  |  |  | (108674) | 2493 |
| UNITED KINGDOM -381.9%  |  |  |  |  |  |  |
| **Industrials - 381.9%**  |  |  |  |  |  |  |
| **Trading Companies & Distributors - 381.9%**  |  |  |  |  |  |  |
| Howden Joinery Group PLC  |  |  |  | (11322) | (128435) | 1116 |
| TOTAL INDUSTRIALS |  |  |  |  | (128435) | 1116 |
| TOTAL UNITED KINGDOM |  |  |  |  | (128435) | 1116 |
| UNITED STATES -(1325.6)%  |  |  |  |  |  |  |
| **Health Care - (1325.6)%**  |  |  |  |  |  |  |
| **Pharmaceuticals - (1325.6)%**  |  |  |  |  |  |  |
| GSK PLC  |  |  |  | (9738) | (228000) | (3872) |
| TOTAL HEALTH CARE |  |  |  |  | (228000) | (3872) |
| TOTAL UNITED STATES |  |  |  |  | (228000) | (3872) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(465109)** | <br> **(263)** |
| **TOTAL SHORT** |  |  |  |  | **(465109)** | **(263)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(465109)** | **(263)** |
| 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 3.43% plus or minus a specified spread of (.25)% on short/long CFDs, respectively, which is denominated in HKD based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International Ltd. | Aug 2040 - Sep 2040 | 251790 | (9303) | 673 | (8630) |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| CHINA -107.8%  |  |  |  |  |  |  |
| **Consumer Discretionary - 111.5%**  |  |  |  |  |  |  |
| **Automobiles - 111.5%**  |  |  |  |  |  |  |
| XPeng Inc A Shares (1)  |  |  |  | (20900) | (243488) | (9624) |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (243488) | (9624) |
| **Industrials - (3.7)%**  |  |  |  |  |  |  |
| **Air Freight & Logistics - (3.7)%**  |  |  |  |  |  |  |
| ZTO Express Cayman Inc A Shares  |  |  |  | (450) | (8302) | 321 |
| TOTAL INDUSTRIALS |  |  |  |  | (8302) | 321 |
| TOTAL CHINA |  |  |  |  | (251790) | (9303) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(251790)** | <br> **(9303)** |
| **TOTAL SHORT** |  |  |  |  | **(251790)** | **(9303)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(251790)** | **(9303)** |
| 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 4.31% plus or minus a specified spread ranging from (4.07)% 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 2029 - Nov 2030 | 600123 | (6603) | 517 | (6086) |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| KOREA (SOUTH) -179.8%  |  |  |  |  |  |  |
| **Energy - 179.8%**  |  |  |  |  |  |  |
| **Oil, Gas & Consumable Fuels - 179.8%**  |  |  |  |  |  |  |
| SK Innovation Co Ltd  |  |  |  | (618) | (55735) | (10940) |
| TOTAL ENERGY |  |  |  |  | (55735) | (10940) |
| TOTAL KOREA (SOUTH) |  |  |  |  | (55735) | (10940) |
| THAILAND -192.7%  |  |  |  |  |  |  |
| **Information Technology - 192.7%**  |  |  |  |  |  |  |
| **Electronic Equipment, Instruments & Components - 192.7%**  |  |  |  |  |  |  |
| Delta Electronics Thailand PCL depository receipt  |  |  |  | (9700) | (64946) | (11728) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (64946) | (11728) |
| TOTAL THAILAND |  |  |  |  | (64946) | (11728) |
| TAIWAN -(11.7)%  |  |  |  |  |  |  |
| **Communication Services - (21.2)%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - (21.2)%**  |  |  |  |  |  |  |
| Chunghwa Telecom Co Ltd  |  |  |  | (13000) | (55326) | 1293 |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (55326) | 1293 |
| **Financials - 9.5%**  |  |  |  |  |  |  |
| **Insurance - 9.5%**  |  |  |  |  |  |  |
| Fubon Financial Holding Co Ltd  |  |  |  | (25625) | (75931) | (577) |
| TOTAL FINANCIALS |  |  |  |  | (75931) | (577) |
| TOTAL TAIWAN |  |  |  |  | (131257) | 716 |
| UNITED STATES -(252.2)%  |  |  |  |  |  |  |
| **Health Care - (220.8)%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - (220.8)%**  |  |  |  |  |  |  |
| Becton Dickinson & Co  |  |  |  | (809) | (144576) | 7807 |
| Solventum Corp (1)  |  |  |  | (2299) | (158723) | 5633 |
|  |  |  |  |  | (303299) | 13440 |
| TOTAL HEALTH CARE |  |  |  |  | (303299) | 13440 |
| **Information Technology - (31.4)%**  |  |  |  |  |  |  |
| **Semiconductors & Semiconductor Equipment - (31.4)%**  |  |  |  |  |  |  |
| Texas Instruments Inc  |  |  |  | (278) | (44886) | 1909 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (44886) | 1909 |
| TOTAL UNITED STATES |  |  |  |  | (348185) | 15349 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(600123)** | <br> **(6603)** |
| **TOTAL SHORT** |  |  |  |  | **(600123)** | **(6603)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(600123)** | **(6603)** |
| 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 3.54% plus or minus a specified spread ranging from (.29)% to (.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 2029 - Jun 2030 | 352623 | (3043) | 519 | (2524) |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| AUSTRALIA -120.5%  |  |  |  |  |  |  |
| **Financials - 110.5%**  |  |  |  |  |  |  |
| **Banks - (13.2)%**  |  |  |  |  |  |  |
| Westpac Banking Corp  |  |  |  | (5100) | (129273) | 333 |
| **Insurance - 123.7%**  |  |  |  |  |  |  |
| Medibank Pvt Ltd  |  |  |  | (52525) | (167711) | (3123) |
| TOTAL FINANCIALS |  |  |  |  | (296984) | (2790) |
| **Health Care - 10.0%**  |  |  |  |  |  |  |
| **Health Care Providers & Services - 10.0%**  |  |  |  |  |  |  |
| Sonic Healthcare Ltd  |  |  |  | (4020) | (55639) | (253) |
| TOTAL HEALTH CARE |  |  |  |  | (55639) | (253) |
| TOTAL AUSTRALIA |  |  |  |  | (352623) | (3043) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(352623)** | <br> **(3043)** |
| **TOTAL SHORT** |  |  |  |  | **(352623)** | **(3043)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(352623)** | **(3043)** |
| 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 2.28% plus or minus a specified spread ranging from (.20)% to (.18)% 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 2029 - Nov 2030 | 463820 | 22528 | (2025) | 20503 |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| CANADA -69.2%  |  |  |  |  |  |  |
| **Consumer Discretionary - 65.4%**  |  |  |  |  |  |  |
| **Broadline Retail - 65.4%**  |  |  |  |  |  |  |
| Canadian Tire Corp Ltd Class A  |  |  |  | (1879) | (215491) | 13409 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (215491) | 13409 |
| **Industrials - 3.8%**  |  |  |  |  |  |  |
| **Construction & Engineering - 3.8%**  |  |  |  |  |  |  |
| AtkinsRealis Group Inc  |  |  |  | (902) | (63610) | 771 |
| TOTAL INDUSTRIALS |  |  |  |  | (63610) | 771 |
| TOTAL CANADA |  |  |  |  | (279101) | 14180 |
| UNITED STATES -40.7%  |  |  |  |  |  |  |
| **Industrials - 40.7%**  |  |  |  |  |  |  |
| **Commercial Services & Supplies - 40.7%**  |  |  |  |  |  |  |
| GFL Environmental Inc Subordinate Voting Shares  |  |  |  | (4225) | (184719) | 8348 |
| TOTAL INDUSTRIALS |  |  |  |  | (184719) | 8348 |
| TOTAL UNITED STATES |  |  |  |  | (184719) | 8348 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(463820)** | <br> **22528** |
| **TOTAL SHORT** |  |  |  |  | **(463820)** | **22528** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(463820)** | **22528** |
| 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 (.05)% plus or minus a specified spread of (.25)% on short/long CFDs, respectively, which is denominated in CHF based on the local currencies of the positions within the swap as applicable. | JP Morgan Securities PLC | Jul 2029 - Nov 2029 | 855019 | (19547) | (23) | (19570) |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| SWITZERLAND -99.8%  |  |  |  |  |  |  |
| **Communication Services - 6.9%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - 6.9%**  |  |  |  |  |  |  |
| Swisscom AG  |  |  |  | (313) | (229281) | (1353) |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (229281) | (1353) |
| **Financials - (16.5)%**  |  |  |  |  |  |  |
| **Insurance - (16.5)%**  |  |  |  |  |  |  |
| Zurich Insurance Group AG  |  |  |  | (280) | (194732) | 3220 |
| TOTAL FINANCIALS |  |  |  |  | (194732) | 3220 |
| **Health Care - 108.2%**  |  |  |  |  |  |  |
| **Pharmaceuticals - 108.2%**  |  |  |  |  |  |  |
| Sandoz Group AG  |  |  |  | (3735) | (248304) | (21167) |
| TOTAL HEALTH CARE |  |  |  |  | (248304) | (21167) |
| **Industrials - (10.5)%**  |  |  |  |  |  |  |
| **Building Products - (10.5)%**  |  |  |  |  |  |  |
| Geberit AG  |  |  |  | (132) | (96283) | 2045 |
| TOTAL INDUSTRIALS |  |  |  |  | (96283) | 2045 |
| **Materials - 11.7%**  |  |  |  |  |  |  |
| **Chemicals - 11.7%**  |  |  |  |  |  |  |
| Clariant AG  |  |  |  | (9639) | (86419) | (2292) |
| TOTAL MATERIALS |  |  |  |  | (86419) | (2292) |
| TOTAL SWITZERLAND |  |  |  |  | (855019) | (19547) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(855019)** | <br> **(19547)** |
| **TOTAL SHORT** |  |  |  |  | **(855019)** | **(19547)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(855019)** | **(19547)** |
| 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 | 2726 | 241 | (5) | 236 |
| 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 2029 | 410439 | 20728 | (1060) | 19668 |
| 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 KINGDOM -105.4%  |  |  |  |  |  |  |
| **Utilities - 105.4%**  |  |  |  |  |  |  |
| **Electric Utilities - 88.6%**  |  |  |  |  |  |  |
| SSE PLC  |  |  |  | 13100 | 330026 | 17427 |
| **Multi-Utilities - 16.8%**  |  |  |  |  |  |  |
| National Grid PLC  |  |  |  | 5363 | 80413 | 3301 |
| TOTAL UTILITIES |  |  |  |  | 410439 | 20728 |
| TOTAL UNITED KINGDOM |  |  |  |  | 410439 | 20728 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **410439** | <br> **20728** |
| **TOTAL LONG** |  |  |  |  | **410439** | **20728** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **410439** | **20728** |
| 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 3.43% plus or minus a specified spread of (.05)% 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 | Jun 2030 | 191868 | 2199 | 293 | 2492 |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| CHINA -88.2%  |  |  |  |  |  |  |
| **Industrials - 88.2%**  |  |  |  |  |  |  |
| **Air Freight & Logistics - 88.2%**  |  |  |  |  |  |  |
| ZTO Express Cayman Inc A Shares  |  |  |  | (10400) | (191868) | 2199 |
| TOTAL INDUSTRIALS |  |  |  |  | (191868) | 2199 |
| TOTAL CHINA |  |  |  |  | (191868) | 2199 |
| **TOTAL SHORT** |  |  |  |  | **(191868)** | **2199** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(191868)** | **2199** |
| 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 2029 - Oct 2030 | 1672890 | (17987) | (4475) | (22462) |
| 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** |  |  |  |  |  |  |
| JAPAN -(29.8)%  |  |  |  |  |  |  |
| **Information Technology - (29.8)%**  |  |  |  |  |  |  |
| **IT Services - (29.8)%**  |  |  |  |  |  |  |
| Simplex Holdings Inc  |  |  |  | 8600 | 239959 | 6697 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | 239959 | 6697 |
| TOTAL JAPAN |  |  |  |  | 239959 | 6697 |
| **TOTAL LONG** |  |  |  |  | **239959** | **6697** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| JAPAN -109.8%  |  |  |  |  |  |  |
| **Communication Services - 3.1%**  |  |  |  |  |  |  |
| **Entertainment - 3.1%**  |  |  |  |  |  |  |
| Capcom Co Ltd  |  |  |  | (8500) | (221962) | 13810 |
| Nintendo Co Ltd  |  |  |  | (2900) | (247341) | (14517) |
|  |  |  |  |  | (469303) | (707) |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (469303) | (707) |
| **Consumer Discretionary - 118.9%**  |  |  |  |  |  |  |
| **Specialty Retail - 118.9%**  |  |  |  |  |  |  |
| Fast Retailing Co Ltd  |  |  |  | (800) | (293696) | (26699) |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (293696) | (26699) |
| **Consumer Staples - (32.5)%**  |  |  |  |  |  |  |
| **Food Products - (13.1)%**  |  |  |  |  |  |  |
| Yakult Honsha Co Ltd  |  |  |  | (8300) | (124061) | 2939 |
| **Household Products - (15.9)%**  |  |  |  |  |  |  |
| Unicharm Corp  |  |  |  | (23400) | (144779) | 3564 |
| **Personal Care Products - (3.5)%**  |  |  |  |  |  |  |
| Shiseido Co Ltd  |  |  |  | (15400) | (259814) | 778 |
| TOTAL CONSUMER STAPLES |  |  |  |  | (528654) | 7281 |
| **Health Care - 20.3%**  |  |  |  |  |  |  |
| **Pharmaceuticals - 20.3%**  |  |  |  |  |  |  |
| Otsuka Holdings Co Ltd  |  |  |  | (2600) | (141279) | (4559) |
| TOTAL HEALTH CARE |  |  |  |  | (141279) | (4559) |
| TOTAL JAPAN |  |  |  |  | (1432932) | (24684) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(1432932)** | <br> **(24684)** |
| **TOTAL SHORT** |  |  |  |  | **(1432932)** | **(24684)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1192973)** | **(17987)** |
| 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 4.27% plus or minus a specified spread ranging from (3.33)% 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 2026 - Aug 2027 | 1118859 | 33711 | (418) | 33293 |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| KOREA (SOUTH) -(65.9)%  |  |  |  |  |  |  |
| **Energy - (65.9)%**  |  |  |  |  |  |  |
| **Oil, Gas & Consumable Fuels - (65.9)%**  |  |  |  |  |  |  |
| SK Innovation Co Ltd  |  |  |  | (1154) | (104075) | (21956) |
| TOTAL ENERGY |  |  |  |  | (104075) | (21956) |
| TOTAL KOREA (SOUTH) |  |  |  |  | (104075) | (21956) |
| UNITED STATES -167.2%  |  |  |  |  |  |  |
| **Communication Services - 52.9%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - 52.9%**  |  |  |  |  |  |  |
| Verizon Communications Inc  |  |  |  | (4482) | (178115) | 17614 |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (178115) | 17614 |
| **Consumer Discretionary - 4.2%**  |  |  |  |  |  |  |
| **Hotels, Restaurants & Leisure - 4.2%**  |  |  |  |  |  |  |
| Hilton Worldwide Holdings Inc  |  |  |  | (948) | (243598) | 1394 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (243598) | 1394 |
| **Health Care - 7.2%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - 7.2%**  |  |  |  |  |  |  |
| Envista Holdings Corp (1)  |  |  |  | (4821) | (98107) | 2411 |
| TOTAL HEALTH CARE |  |  |  |  | (98107) | 2411 |
| **Industrials - 86.5%**  |  |  |  |  |  |  |
| **Professional Services - 86.5%**  |  |  |  |  |  |  |
| Equifax Inc  |  |  |  | (1126) | (237699) | 28792 |
| TOTAL INDUSTRIALS |  |  |  |  | (237699) | 28792 |
| **Information Technology - (3.3)%**  |  |  |  |  |  |  |
| **Software - (3.3)%**  |  |  |  |  |  |  |
| Crowdstrike Holdings Inc Class A (1)  |  |  |  | (297) | (161274) | (1104) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (161274) | (1104) |
| **Materials - 19.7%**  |  |  |  |  |  |  |
| **Chemicals - 19.7%**  |  |  |  |  |  |  |
| PPG Industries Inc  |  |  |  | (982) | (95991) | 6560 |
| TOTAL MATERIALS |  |  |  |  | (95991) | 6560 |
| TOTAL UNITED STATES |  |  |  |  | (1014784) | 55667 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(1118859)** | <br> **33711** |
| **TOTAL SHORT** |  |  |  |  | **(1118859)** | **33711** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1118859)** | **33711** |
| 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 2.52% 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 | Nov 2026 | 130241 | 14406 | 227 | 14633 |
| 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 (.05)% plus or minus a specified spread of .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 2026 | 198887 | (18278) | 238 | (18040) |
| 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 -101.3%  |  |  |  |  |  |  |
| **Health Care - 101.3%**  |  |  |  |  |  |  |
| **Pharmaceuticals - 101.3%**  |  |  |  |  |  |  |
| Roche Holding AG  |  |  |  | 614 | 198887 | (18278) |
| TOTAL HEALTH CARE |  |  |  |  | 198887 | (18278) |
| TOTAL UNITED STATES |  |  |  |  | 198887 | (18278) |
| **TOTAL LONG** |  |  |  |  | **198887** | **(18278)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **198887** | **(18278)** |
| 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 (.20)% 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 2026 | 904157 | (5195) | (445) | (5640) |
| 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** |  |  |  |  |  |  |
| GERMANY -(321.8)%  |  |  |  |  |  |  |
| **Consumer Discretionary - (343.7)%**  |  |  |  |  |  |  |
| **Automobile Components - (343.7)%**  |  |  |  |  |  |  |
| Continental AG  |  |  |  | 2165 | 163404 | 19387 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | 163404 | 19387 |
| **Industrials - 21.9%**  |  |  |  |  |  |  |
| **Electrical Equipment - 21.9%**  |  |  |  |  |  |  |
| Siemens Energy AG (1)  |  |  |  | 2418 | 301247 | (1234) |
| TOTAL INDUSTRIALS |  |  |  |  | 301247 | (1234) |
| TOTAL GERMANY |  |  |  |  | 464651 | 18153 |
| FRANCE -260.3%  |  |  |  |  |  |  |
| **Information Technology - 260.3%**  |  |  |  |  |  |  |
| **IT Services - 260.3%**  |  |  |  |  |  |  |
| Sopra Steria Group  |  |  |  | 484 | 75258 | (14682) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | 75258 | (14682) |
| TOTAL FRANCE |  |  |  |  | 75258 | (14682) |
| NETHERLANDS -7.8%  |  |  |  |  |  |  |
| **Financials - 7.8%**  |  |  |  |  |  |  |
| **Insurance - 7.8%**  |  |  |  |  |  |  |
| NN Group NV  |  |  |  | 2182 | 149346 | (443) |
| TOTAL FINANCIALS |  |  |  |  | 149346 | (443) |
| TOTAL NETHERLANDS |  |  |  |  | 149346 | (443) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **689255** | <br> **3028** |
| **TOTAL LONG** |  |  |  |  | **689255** | **3028** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| GERMANY -104.0%  |  |  |  |  |  |  |
| **Consumer Discretionary - 104.0%**  |  |  |  |  |  |  |
| **Automobiles - 104.0%**  |  |  |  |  |  |  |
| Dr Ing hc F Porsche AG  |  |  |  | (1915) | (100195) | (5867) |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (100195) | (5867) |
| TOTAL GERMANY |  |  |  |  | (100195) | (5867) |
| SPAIN -19.4%  |  |  |  |  |  |  |
| **Communication Services - 15.9%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - 15.9%**  |  |  |  |  |  |  |
| Telefonica SA  |  |  |  | (12968) | (65763) | (896) |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (65763) | (896) |
| **Financials - 3.5%**  |  |  |  |  |  |  |
| **Banks - 3.5%**  |  |  |  |  |  |  |
| CaixaBank SA  |  |  |  | (1193) | (12610) | (200) |
| TOTAL FINANCIALS |  |  |  |  | (12610) | (200) |
| TOTAL SPAIN |  |  |  |  | (78373) | (1096) |
| FRANCE -23.8%  |  |  |  |  |  |  |
| **Health Care - 23.8%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - 23.8%**  |  |  |  |  |  |  |
| EssilorLuxottica SA  |  |  |  | (31) | (11338) | (1343) |
| TOTAL HEALTH CARE |  |  |  |  | (11338) | (1343) |
| TOTAL FRANCE |  |  |  |  | (11338) | (1343) |
| ITALY -16.7%  |  |  |  |  |  |  |
| **Utilities - 16.7%**  |  |  |  |  |  |  |
| **Electric Utilities - 16.7%**  |  |  |  |  |  |  |
| Enel SpA  |  |  |  | (1307) | (13221) | (941) |
| TOTAL UTILITIES |  |  |  |  | (13221) | (941) |
| TOTAL ITALY |  |  |  |  | (13221) | (941) |
| NETHERLANDS -(18.2)%  |  |  |  |  |  |  |
| **Communication Services - (18.2)%**  |  |  |  |  |  |  |
| **Entertainment - (18.2)%**  |  |  |  |  |  |  |
| Universal Music Group NV  |  |  |  | (439) | (11775) | 1024 |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (11775) | 1024 |
| TOTAL NETHERLANDS |  |  |  |  | (11775) | 1024 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(214902)** | <br> **(8223)** |
| **TOTAL SHORT** |  |  |  |  | **(214902)** | **(8223)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **474353** | **(5195)** |
| 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 4.05% 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 2026 | 238532 | 22655 | 603 | 23258 |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| NORWAY -97.4%  |  |  |  |  |  |  |
| **Energy - 10.7%**  |  |  |  |  |  |  |
| **Oil, Gas & Consumable Fuels - 10.7%**  |  |  |  |  |  |  |
| Equinor ASA  |  |  |  | (6886) | (164929) | 2479 |
| TOTAL ENERGY |  |  |  |  | (164929) | 2479 |
| **Industrials - 86.7%**  |  |  |  |  |  |  |
| **Aerospace & Defense - 86.7%**  |  |  |  |  |  |  |
| Kongsberg Gruppen ASA  |  |  |  | (2878) | (73603) | 20176 |
| TOTAL INDUSTRIALS |  |  |  |  | (73603) | 20176 |
| TOTAL NORWAY |  |  |  |  | (238532) | 22655 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(238532)** | <br> **22655** |
| **TOTAL SHORT** |  |  |  |  | **(238532)** | **22655** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(238532)** | **22655** |
| 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 1.88% 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 2026 | 290125 | (10284) | (36) | (10320) |
| 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** |  |  |  |  |  |  |
| SWEDEN -88.5%  |  |  |  |  |  |  |
| **Communication Services - 88.5%**  |  |  |  |  |  |  |
| **Wireless Telecommunication Services - 88.5%**  |  |  |  |  |  |  |
| Tele2 AB B Shares  |  |  |  | 9744 | 154310 | (9132) |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | 154310 | (9132) |
| TOTAL SWEDEN |  |  |  |  | 154310 | (9132) |
| **TOTAL LONG** |  |  |  |  | **154310** | **(9132)** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| SWEDEN -11.1%  |  |  |  |  |  |  |
| **Information Technology - 0.4%**  |  |  |  |  |  |  |
| **Electronic Equipment, Instruments & Components - 0.4%**  |  |  |  |  |  |  |
| Hexagon AB B Shares  |  |  |  | (1034) | (12604) | (46) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (12604) | (46) |
| **Materials - 10.7%**  |  |  |  |  |  |  |
| **Paper & Forest Products - 10.7%**  |  |  |  |  |  |  |
| Svenska Cellulosa AB SCA B Shares  |  |  |  | (9235) | (123211) | (1106) |
| TOTAL MATERIALS |  |  |  |  | (123211) | (1106) |
| TOTAL SWEDEN |  |  |  |  | (135815) | (1152) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(135815)** | <br> **(1152)** |
| **TOTAL SHORT** |  |  |  |  | **(135815)** | **(1152)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **18495** | **(10284)** |
| 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 4.31% plus or minus a specified spread ranging from .07% to .13% 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 2026 - Aug 2028 | 1661671 | 6436 | 349 | 6785 |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| TAIWAN -(16.6)%  |  |  |  |  |  |  |
| **Financials - (16.6)%**  |  |  |  |  |  |  |
| **Insurance - (16.6)%**  |  |  |  |  |  |  |
| Fubon Financial Holding Co Ltd  |  |  |  | (37925) | (112378) | (1124) |
| TOTAL FINANCIALS |  |  |  |  | (112378) | (1124) |
| TOTAL TAIWAN |  |  |  |  | (112378) | (1124) |
| UNITED STATES -111.5%  |  |  |  |  |  |  |
| **Consumer Staples - 103.4%**  |  |  |  |  |  |  |
| **Consumer Staples Distribution & Retail - 103.4%**  |  |  |  |  |  |  |
| Costco Wholesale Corp  |  |  |  | (282) | (257029) | 7016 |
| TOTAL CONSUMER STAPLES |  |  |  |  | (257029) | 7016 |
| **Financials - (190.5)%**  |  |  |  |  |  |  |
| **Capital Markets - (99.0)%**  |  |  |  |  |  |  |
| Cboe Global Markets Inc  |  |  |  | (1116) | (274134) | (6718) |
| **Financial Services - (91.5)%**  |  |  |  |  |  |  |
| PayPal Holdings Inc (1)  |  |  |  | (3337) | (231154) | (6207) |
| TOTAL FINANCIALS |  |  |  |  | (505288) | (12925) |
| **Health Care - 308.9%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - 308.9%**  |  |  |  |  |  |  |
| ResMed Inc  |  |  |  | (988) | (243917) | 20955 |
| TOTAL HEALTH CARE |  |  |  |  | (243917) | 20955 |
| **Industrials - (110.3)%**  |  |  |  |  |  |  |
| **Electrical Equipment - (233.1)%**  |  |  |  |  |  |  |
| Rockwell Automation Inc  |  |  |  | (764) | (281427) | (15815) |
| **Trading Companies & Distributors - 122.8%**  |  |  |  |  |  |  |
| Fastenal Co  |  |  |  | (6358) | (261632) | 8329 |
| TOTAL INDUSTRIALS |  |  |  |  | (543059) | (7486) |
| TOTAL UNITED STATES |  |  |  |  | (1549293) | (7560) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(1661671)** | <br> **6436** |
| **TOTAL SHORT** |  |  |  |  | **(1661671)** | **6436** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1661671)** | **6436** |
| 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 .13% 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 | 619838 | (32269) | 620 | (31649) |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| FRANCE -105.1%  |  |  |  |  |  |  |
| **Health Care - 105.1%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - 105.1%**  |  |  |  |  |  |  |
| EssilorLuxottica SA  |  |  |  | (702) | (256747) | (33273) |
| TOTAL HEALTH CARE |  |  |  |  | (256747) | (33273) |
| TOTAL FRANCE |  |  |  |  | (256747) | (33273) |
| ITALY -10.3%  |  |  |  |  |  |  |
| **Utilities - 10.3%**  |  |  |  |  |  |  |
| **Electric Utilities - 10.3%**  |  |  |  |  |  |  |
| Enel SpA  |  |  |  | (11810) | (119467) | (3254) |
| TOTAL UTILITIES |  |  |  |  | (119467) | (3254) |
| TOTAL ITALY |  |  |  |  | (119467) | (3254) |
| NETHERLANDS -(13.5)%  |  |  |  |  |  |  |
| **Communication Services - (13.5)%**  |  |  |  |  |  |  |
| **Entertainment - (13.5)%**  |  |  |  |  |  |  |
| Universal Music Group NV  |  |  |  | (9083) | (243624) | 4258 |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (243624) | 4258 |
| TOTAL NETHERLANDS |  |  |  |  | (243624) | 4258 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(619838)** | <br> **(32269)** |
| **TOTAL SHORT** |  |  |  |  | **(619838)** | **(32269)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(619838)** | **(32269)** |
| 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 1.92% plus or minus a specified spread of .13% 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 | 264039 | (6731) | 249 | (6482) |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| SWEDEN -103.8%  |  |  |  |  |  |  |
| **Information Technology - 103.8%**  |  |  |  |  |  |  |
| **Electronic Equipment, Instruments & Components - 103.8%**  |  |  |  |  |  |  |
| Hexagon AB B Shares  |  |  |  | (21661) | (264039) | (6731) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (264039) | (6731) |
| TOTAL SWEDEN |  |  |  |  | (264039) | (6731) |
| **TOTAL SHORT** |  |  |  |  | **(264039)** | **(6731)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(264039)** | **(6731)** |
| 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 4.31% 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 | Jun 2027 - Jul 2027 | 1587638 | 69018 | (1247) | 67771 |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| TAIWAN -14.7%  |  |  |  |  |  |  |
| **Communication Services - 7.1%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - 7.1%**  |  |  |  |  |  |  |
| Chunghwa Telecom Co Ltd  |  |  |  | (51000) | (217048) | 4783 |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (217048) | 4783 |
| **Information Technology - 7.6%**  |  |  |  |  |  |  |
| **Electronic Equipment, Instruments & Components - 7.6%**  |  |  |  |  |  |  |
| Largan Precision Co Ltd  |  |  |  | (3000) | (215901) | 5149 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (215901) | 5149 |
| TOTAL TAIWAN |  |  |  |  | (432949) | 9932 |
| UNITED STATES -87.3%  |  |  |  |  |  |  |
| **Communication Services - 4.2%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - 4.2%**  |  |  |  |  |  |  |
| AT&T Inc  |  |  |  | (7224) | (178794) | 2817 |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (178794) | 2817 |
| **Consumer Discretionary - 35.8%**  |  |  |  |  |  |  |
| **Specialty Retail - 26.9%**  |  |  |  |  |  |  |
| Advance Auto Parts Inc  |  |  |  | (2451) | (115516) | 18211 |
| **Textiles, Apparel & Luxury Goods - 8.9%**  |  |  |  |  |  |  |
| Deckers Outdoor Corp (1)  |  |  |  | (1103) | (89895) | 6000 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (205411) | 24211 |
| **Health Care - 64.6%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - 64.6%**  |  |  |  |  |  |  |
| Baxter International Inc  |  |  |  | (9799) | (180988) | 44585 |
| TransMedics Group Inc (1)  |  |  |  | (819) | (107731) | (835) |
|  |  |  |  |  | (288719) | 43750 |
| TOTAL HEALTH CARE |  |  |  |  | (288719) | 43750 |
| **Industrials - (17.3)%**  |  |  |  |  |  |  |
| **Aerospace & Defense - (17.3)%**  |  |  |  |  |  |  |
| Howmet Aerospace Inc  |  |  |  | (1575) | (324371) | (11718) |
| TOTAL INDUSTRIALS |  |  |  |  | (324371) | (11718) |
| **Information Technology - 0.0%**  |  |  |  |  |  |  |
| **IT Services - 0.0%**  |  |  |  |  |  |  |
| IBM Corporation  |  |  |  | (512) | (157394) | 26 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (157394) | 26 |
| TOTAL UNITED STATES |  |  |  |  | (1154689) | 59086 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(1587638)** | <br> **69018** |
| **TOTAL SHORT** |  |  |  |  | **(1587638)** | **69018** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1587638)** | **69018** |
| 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 (.05)% 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 | Aug 2028 | 199724 | 13760 | (157) | 13603 |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| SWITZERLAND -101.2%  |  |  |  |  |  |  |
| **Industrials - 101.2%**  |  |  |  |  |  |  |
| **Machinery - 101.2%**  |  |  |  |  |  |  |
| Schindler Holding AG  |  |  |  | (592) | (199724) | 13760 |
| TOTAL INDUSTRIALS |  |  |  |  | (199724) | 13760 |
| TOTAL SWITZERLAND |  |  |  |  | (199724) | 13760 |
| **TOTAL SHORT** |  |  |  |  | **(199724)** | **13760** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(199724)** | **13760** |
| 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 (.25)% to (.10)% 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 | Aug 2027 | 1240787 | (6023) | 413 | (5610) |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| GERMANY -46.8%  |  |  |  |  |  |  |
| **Consumer Discretionary - 46.8%**  |  |  |  |  |  |  |
| **Automobiles - 46.8%**  |  |  |  |  |  |  |
| Volkswagen AG  |  |  |  | (2281) | (237536) | (2628) |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (237536) | (2628) |
| TOTAL GERMANY |  |  |  |  | (237536) | (2628) |
| SPAIN -218.1%  |  |  |  |  |  |  |
| **Financials - 218.1%**  |  |  |  |  |  |  |
| **Banks - 218.1%**  |  |  |  |  |  |  |
| CaixaBank SA  |  |  |  | (24551) | (259498) | (12236) |
| TOTAL FINANCIALS |  |  |  |  | (259498) | (12236) |
| TOTAL SPAIN |  |  |  |  | (259498) | (12236) |
| ITALY -165.9%  |  |  |  |  |  |  |
| **Financials - 165.9%**  |  |  |  |  |  |  |
| **Banks - 165.9%**  |  |  |  |  |  |  |
| Banco BPM SpA  |  |  |  | (17993) | (261423) | (9309) |
| TOTAL FINANCIALS |  |  |  |  | (261423) | (9309) |
| TOTAL ITALY |  |  |  |  | (261423) | (9309) |
| NETHERLANDS -(113.4)%  |  |  |  |  |  |  |
| **Financials - (113.4)%**  |  |  |  |  |  |  |
| **Capital Markets - (113.4)%**  |  |  |  |  |  |  |
| Euronext NV  |  |  |  | (1764) | (252126) | 6363 |
| TOTAL FINANCIALS |  |  |  |  | (252126) | 6363 |
| TOTAL NETHERLANDS |  |  |  |  | (252126) | 6363 |
| UNITED STATES -(210.1)%  |  |  |  |  |  |  |
| **Consumer Discretionary - (210.1)%**  |  |  |  |  |  |  |
| **Automobiles - (210.1)%**  |  |  |  |  |  |  |
| Stellantis NV  |  |  |  | (22752) | (230204) | 11787 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (230204) | 11787 |
| TOTAL UNITED STATES |  |  |  |  | (230204) | 11787 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(1240787)** | <br> **(6023)** |
| **TOTAL SHORT** |  |  |  |  | **(1240787)** | **(6023)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1240787)** | **(6023)** |
| 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 ranging from (.22)% to (.10)% on short/long CFDs, respectively, which is denominated in GBP based on the local currencies of the positions within the swap as applicable. | UBS AG | Mar 2028 | 744395 | 1530 | 521 | 2051 |
| 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 ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| UNITED KINGDOM -74.6%  |  |  |  |  |  |  |
| **Consumer Discretionary - 889.5%**  |  |  |  |  |  |  |
| **Diversified Consumer Services - 553.2%**  |  |  |  |  |  |  |
| Pearson PLC  |  |  |  | (14674) | (204233) | 11348 |
| **Textiles, Apparel & Luxury Goods - 336.3%**  |  |  |  |  |  |  |
| Burberry Group PLC (1)  |  |  |  | (13992) | (227468) | 6899 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (431701) | 18247 |
| **Financials - (814.9)%**  |  |  |  |  |  |  |
| **Banks - (814.9)%**  |  |  |  |  |  |  |
| Barclays PLC  |  |  |  | (58299) | (312694) | (16717) |
| TOTAL FINANCIALS |  |  |  |  | (312694) | (16717) |
| TOTAL UNITED KINGDOM |  |  |  |  | (744395) | 1530 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(744395)** | <br> **1530** |
| **TOTAL SHORT** |  |  |  |  | **(744395)** | **1530** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(744395)** | **1530** |
| 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 | Jun 2027 | 89504 | (3845) | 1450 | (2395) |
| 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 4.13% 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 | Aug 2028 | 103142 | 13977 | (91) | 13886 |

---

(1) Non-income producing.

---

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

---

**Currency Abbreviations**

---

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

---

**Legend**

(a) Non-income producing.

(b) 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 $960,103 or 6.0% of net assets.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $960,103 or 6.0% of net assets.

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $16019878.48

**Total Liabilities:** $75576.76

**Net Assets:** $15944301.72

**Cash Not Reported:** $27538.40

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249703 | -0.80%               | 0.30%                | 3.87%                |
| Class ID C000249700 | -0.69%               | 0.30%                | 3.94%                |
| Class ID C000249702 | -0.79%               | 0.30%                | 3.94%                |
| Class ID C000249705 | -0.90%               | 0.30%                | 3.79%                |
| Class ID C000249701 | -0.79%               | 0.30%                | 3.94%                |
| Class ID C000249704 | -0.79%               | 0.30%                | 3.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $772.63                  | $413930.52                                 |
| Month 2  | $126783.22               | $-66847.68                                 |
| Month 3  | $33923.16                | $318436.65                                 |

**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        |     13100 | NC      | $17426.66     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/CNY settle 2025-11-25        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $34.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | BANCO BPM SPA (UBS) (CFD)                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -17993 | NC      | $-9308.74     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                        | TOTALENERGIES SE                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      2528 | NS      | $157835.78    | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | TELEFONICA SA (MS) (CFD)                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -12968 | NC      | $-897.10      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SWISSCOM AG (REG) (JPM)(CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -313 | NC      | $-1353.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LION CORP                                                               | LION CORP                                    | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |     21400 | NS      | $211000.58    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                                                        | ABN AMRO BANK NV-GDR                         | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      9024 | NS      | $269503.22    | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | FX Forward: CHF/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-219.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | NN GROUP NV (MS) (CFD)                       | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      2182 | NC      | $-442.55      | -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        |      3997 | NS      | $300629.35    | 1.89%             |  |  |  | No            |                  1 | 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        |      -439 | NC      | $1024.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KT CORP                                                                 | KT CORP                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |      3840 | NS      | $131853.70    | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| FAR EASTONE TELECOMMUNICATIONS CO LTD                                   | FAR EASTONE TELECOM CO LTD                   | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |     67000 | NS      | $201361.36    | 1.26%             |  |  |  | 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        |     -2878 | NC      | $20176.27     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                          | FORTUNE BRANDS INNOVATIONS INC               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      1791 | NS      | $90982.80     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MARKETAXESS HLDGS INC (GS)(CFD)              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -806 | NC      | $-64.48       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | STELLANTIS NV(UBS)(CFD)                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -22752 | NC      | $11786.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                                           | BHP GROUP LIMITED                            | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      7811 | NS      | $222157.38    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ELISA CORP                                                              | ELISA CORP CL A                              | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      1436 | NS      | $63295.05     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGSPAN GROUP PLC                                                      | KINGSPAN GROUP PLC                           | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      1457 | NS      | $108993.78    | 0.68%             |  |  |  | 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        |     -1154 | NC      | $-21954.66    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                                 | SCOR SE                                      | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |      6376 | NS      | $193139.51    | 1.21%             |  |  |  | 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        |     -4482 | NC      | $17614.26     | 0.11%             |  |  |  | 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        |    -16288 | NC      | $8469.76      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ESSILORLUXOTTICA (MS)(CFD)                   | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |       -31 | NC      | $-1342.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                          | MICROSOFT CORP                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       595 | NS      | $308096.95    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                   | NICKEL INDUSTRIES LTD                        | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | EC               | CORP              | AU        |    321253 | NS      | $155544.92    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ENI SPA (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9854 | NC      | $-399.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP PARIBAS                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      2246 | NS      | $173970.70    | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | VOLKSWAGEN AG PFD (UBS) (CFD)                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -2281 | NC      | $-2627.96     | -0.02%            |  |  |  | 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        |     -1034 | NC      | $-45.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | FX Forward: SEK/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-393.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WEX INC (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -947 | NC      | $5360.02      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                                    | ENN ENERGY HOLDINGS LTD                      | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |     22900 | NS      | $199366.20    | 1.25%             |  |  |  | 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        |     -6273 | NC      | $14405.73     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | BARCLAYS PLC (UBS) (CFD)                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -58299 | NC      | $-16716.95    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/GBP settle 2025-11-25        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2878.91      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | SONIC HEALTHCARE LTD (GS) (CFD)              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -883 | NC      | $-19.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA                                   | INDITEX SA                                   | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      5646 | NS      | $311726.59    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | BRISTOL-MYERS SQUIBB CO                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3735 | NS      | $172071.45    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUIDRA SA                                                              | FLUIDRA SA                                   | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |      5718 | NS      | $165562.22    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                      | STEEL DYNAMICS INC                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1314 | NS      | $206035.20    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                                     | SUN COMMUNITIES INC - REIT                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       680 | NS      | $86088.00     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                      | META PLATFORMS INC CL A                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       412 | NS      | $267120.20    | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                           | APOLLO GLOBAL MANAGEMENT INC                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      1481 | NS      | $184103.11    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | GLAXOSMITHKLINE PLC (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9738 | NC      | $-3872.49     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CANADIAN TIRE LTD A PHYS DELIVERY (JPM)(CFD) | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -1879 | NC      | $13409.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                | RELX PLC                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      5024 | NS      | $222042.69    | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/TWD settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $30.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | YAKULT HONSHA CO LTD (JPM) (CFD)             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -8300 | NC      | $2938.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/EUR settle 2025-11-25        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $14401.04     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | PAYPAL HLDGS INC (HSBC) (CFD)                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -3337 | NC      | $-6206.82     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FUBON FINANCIAL HOLDING CO LTD (HSBC) (CFD)  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -37925 | NC      | $-1125.06     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | PRICE (T ROWE)GROUP INC (GS) (CFD)           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1308 | NC      | $-523.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                                 | DARLING INGREDIENTS INC                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2810 | NS      | $90060.50     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/HKD settle 2025-11-25        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-32.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | CAIXABANK SA (MS) (CFD)                      | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1193 | NC      | $-200.13      | -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        |    -15400 | NC      | $778.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                            | COMERICA INC                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1551 | NS      | $118651.50    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/CHF settle 2025-11-25        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $3816.05      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/TWD settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $22.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | CHUNGHWA TELECOM CO LTD (UBS) (CFD)          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -51000 | NC      | $4782.06      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                                                               | EMERA INC                                    | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      2087 | NS      | $99220.11     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | TEXAS INSTRUMENTS INC (GS)(CFD)              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -708 | NC      | $-672.60      | -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        |     -1144 | NC      | $-336.87      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DSM FIRMENICH AG                                                        | DSM FIRMENICH AG                             | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |      1137 | NS      | $92675.70     | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/AUD settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1754.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | WORLDLINE SA (JPM) (CFD)                     | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -1006 | NC      | $241.31       | 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        |     -1126 | NC      | $28791.82     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: JPY/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-397.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: KRW/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $63.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | TRANSMEDICS GROUP INC (UBS)(CFD)             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      -819 | NC      | $-835.38      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DELTA ELECTRONICS THAI-NVDR (GS) (CFD)       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -28000 | NC      | $9033.52      | 0.06%             |  |  |  | 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        |      9744 | NC      | $-9132.24     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | WESTPAC BANKING CORP (JPM)(CFD)              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -5100 | NC      | $332.39       | 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        |    -13000 | NC      | $1293.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: TWD/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $248.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/NOK settle 2025-11-25        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $2041.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/SEK settle 2025-11-25        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $23.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | GFL ENVIRONMENTAL INC (JPM) (CFD)            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4225 | NC      | $8347.91      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TKH GROUP NV                                                            | TKH GROUP NV DUTCH CERTIFICATE               | CUSIP: N/A<br>LEI: 7245008G22FOV7TYYJ34       | Long             | EC               | CORP              | NL        |      2252 | NS      | $99625.57     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ZTO EXPRESS CAYMAN INC (GS) (CFD)            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -450 | NC      | $320.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ENEL (ENTE NAZ ENERG ELET) SPA (MS) (CFD)    | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1307 | NC      | $-940.88      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/KRW settle 2025-11-25        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-146.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG ENERGY INC                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       812 | NS      | $139550.32    | 0.88%             |  |  |  | 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        |     -9799 | NC      | $44585.45     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                     | DOLLAR GENERAL CORP                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1777 | NS      | $175318.82    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | ZURICH INSURANCE GROUP AG (JPM) (CFD)        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -280 | NC      | $3220.19      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD HOLDINGS INC                                                        | PDD HOLDINGS INC ADR                         | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      1737 | NS      | $234269.19    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | MEDIBANK PRIVATE LIMITED (JPM) (CFD)         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -52525 | NC      | $-3122.96     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: NOK/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-132.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | UNICHARM CORP (JPM) (CFD)                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -23400 | NC      | $3563.55      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STOREBRAND ASA                                                          | STOREBRAND ASA CL A                          | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |      7545 | NS      | $117019.47    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/GBP settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $18422.72     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CLARIANT AG (JPM) (CFD)                      | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -9639 | NC      | $-2291.96     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/JPY settle 2025-11-25        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $805.40       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                                          | AIR LIQUIDE SA                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       481 | NS      | $93092.22     | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                | NEXI SPA                                     | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |     36097 | NS      | $189978.51    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: THB/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $289.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | HUHTAMAKI OYJ (GS) (CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1716 | NC      | $794.14       | 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        |     -4821 | NC      | $2410.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                             | VALARIS LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2588 | NS      | $145238.56    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SOLVENTUM CORP (JPM) (CFD)                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -2299 | NC      | $5632.55      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: NOK/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-117.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | PEARSON PLC (UBS) (CFD)                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -14674 | NC      | $11348.29     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | CONTINENTAL AG (MS) (CFD)                    | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      2165 | NC      | $19386.21     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/KRW settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2130.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KURARAY CO LTD                                                          | KURARAY CO LTD                               | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |     16600 | NS      | $180153.79    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MEDIBANK PRIVATE LIMITED (GS) (CFD)          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1961 | NC      | $-51.35       | -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        |      -948 | NC      | $1393.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DE LONGHI SPA                                                           | DE LONGHI SPA                                | CUSIP: N/A<br>LEI: 8156000E09A52C4F8A38       | Long             | EC               | CORP              | IT        |      1816 | NS      | $66187.38     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CONVATEC GROUP PLC                                                      | CONVATEC GROUP PLC                           | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     71469 | NS      | $229276.51    | 1.44%             |  |  |  | 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        |       484 | NC      | $-14681.67    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| MAKITA CORP                                                             | MAKITA CORP                                  | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |      2400 | NS      | $72820.71     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/JPY settle 2025-11-04        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $379.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                               | L3HARRIS TECHNOLOGIES INC                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1104 | NS      | $319166.40    | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/JPY settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $9877.59      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DEXCOM INC (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      3215 | NC      | $-32085.70    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LULULEMON ATHLETICA (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1307 | NC      | $-3293.64     | -0.02%            |  |  |  | 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        |      -809 | NC      | $7806.85      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: HKD/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1.85        | -0.00%            |  |  |  | No            |                  2 | 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        |     -1915 | NC      | $-5866.71     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | RESMED INC (HSBC) (CFD)                      | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -988 | NC      | $20955.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | NINTENDO CO LTD (JPM) (CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -2900 | NC      | $-14516.77    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                  | BOSTON SCIENTIFIC CORP                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      3089 | NS      | $311124.08    | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                                                     | CELLNEX TELECOM SAU                          | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      2375 | NS      | $73937.89     | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: CHF/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-472.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FEDERAL SIGNAL CORP (GS)(CFD)                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1248 | NC      | $-2820.48     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | STANDARD CHARTERED PLC                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     15428 | NS      | $316694.43    | 1.99%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | ZTO EXPRESS CAYMAN INC (JPM) (CFD)           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -10400 | NC      | $2198.70      | 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        |     -4435 | NC      | $-339.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/EUR settle 2025-11-25        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2668.15      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | SCHINDLER HLDG (REG)(UBS)(CFD)               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      -592 | NC      | $13760.23     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SONIC HEALTHCARE LTD (JPM) (CFD)             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4020 | NC      | $-252.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | HOWDEN JOINERY GROUP PLC (GS) (CFD)          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -11322 | NC      | $1115.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | FUBON FINANCIAL HOLDING CO LTD (JPM) (CFD)   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -25625 | NC      | $-576.78      | -0.00%            |  |  |  | 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        |      2400 | NC      | $-3844.52     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | COSTCO WHOLESALE CORP (HSBC)(CFD)            | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -282 | NC      | $7016.16      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                  | ST GOBAIN CIE DE                             | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      1496 | NS      | $145204.85    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | HEXAGON AB SER B (HSBC) (CFD)                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -21661 | NC      | $-6730.98     | -0.04%            |  |  |  | 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        |     -1103 | NC      | $6000.32      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                         | TAIWAN SEMICONDUCTOR MFG CO LTD              | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      7000 | NS      | $338110.85    | 2.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | FX Forward: USD/CNY settle 2025-11-25        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-81.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Fund, Inc. Global Infrastructure Portfolio | Morgan Stanley Inst Lqudty Prime Inst        | CUSIP: 61747C715<br>LEI: 549300H64EYU04JX1U50 | Long             | EC               | RF                | US        |   1297297 | NS      | $1297556.74   | 8.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FASTENAL CO (HSBC) (CFD)                     | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -6358 | NC      | $8328.98      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                 | WPP PLC NEW (UK)                             | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     16455 | NS      | $62178.08     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                       | EXPEDIA INC                                  | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      1301 | NS      | $286220.00    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | EURONEXT NV (UBS)(CFD)                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -1764 | NC      | $6362.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SANDOZ GROUP AG (JPM)(CFD)                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -3735 | NC      | $-21166.49    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| IBIDEN CO LTD                                                           | IBIDEN CO LTD                                | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |      3900 | NS      | $369855.95    | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FUBON FINANCIAL HOLDING CO LTD (GS) (CFD)    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3075 | NC      | $124.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                           | CARNIVAL CORP                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      3467 | NS      | $99953.61     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL PCL                                                              | CP ALL PCL (FOR)                             | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |    200000 | NS      | $283863.01    | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ATKINSREALIS GROUP INC (GS) (CFD)            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1384 | NC      | $1124.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CAPCOM CO LTD (JPM) (CFD)                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -8500 | NC      | $-221961.50   | -1.39%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTO TRADER GROUP PLC                                                   | AUTO TRADER GROUP PLC                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     19242 | NS      | $197405.42    | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                       | TELUS CORPORATION                            | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |      6487 | NS      | $94861.77     | 0.59%             |  |  |  | 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        |     -1575 | NC      | $-11718.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                              | RENAISSANCERE HLDGS LTD                      | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       798 | NS      | $202763.82    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                         | DOLLAR TREE INC                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1968 | NS      | $195068.16    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTRACKER INC                                                          | NEXTRACKER INC CL A                          | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1548 | NS      | $156688.56    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | FAST RETAILING CO LTD (JPM) (CFD)            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -800 | NC      | $-26699.08    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | INTL BUS MACH CORP (UBS) (CFD)               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      -512 | NC      | $25.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | CBOE GLOBAL MARKETS INC (HSBC)(CFD)          | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -1116 | NC      | $-6718.32     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | TEXAS INSTRUMENTS INC (JPM) (CFD)            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -278 | NC      | $1909.27      | 0.01%             |  |  |  | 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        |      2418 | NC      | $-1233.72     | -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        |      -778 | NC      | $-2022.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CCL INDUSTRIES INC                                                      | CCL INDUSTRIES INC B NON VTG                 | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |      3888 | NS      | $216888.61    | 1.36%             |  |  |  | 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        |       614 | NC      | $-18277.78    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LENNOX INTERNATIONAL INC (GS) (CFD)          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -384 | NC      | $-3575.04     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC                                                             | ARITZIA INC                                  | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |      1477 | NS      | $103170.43    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FULL TRUCK ALLIANCE CO LTD                                              | FULL TRUCK ALLIANCE CO LTD ADR               | CUSIP: 35969L108<br>LEI: 984500884LB1DP8DAC57 | Long             | EC               | CORP              | KY        |      9521 | NS      | $123773.00    | 0.78%             |  |  |  | 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        |      1587 | NS      | $313917.66    | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | NATIONAL GRID PLC (JPM)(CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      5363 | NC      | $3300.98      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/THB settle 2025-11-25        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-764.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | GEBERIT AG (REG) (JPM)(CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -132 | NC      | $2045.34      | 0.01%             |  |  |  | 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        |     -2600 | NC      | $-4558.68     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NIFCO INC                                                               | NIFCO INC                                    | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |      4000 | NS      | $116280.58    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/GBP settle 2025-11-03        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $22.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1946 | NS      | $319144.00    | 2.00%             |  |  |  | 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        |     -9700 | NC      | $-11727.49    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | OMV AG (AUSH100) (GS) (CFD)                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3758 | NC      | $-2085.96     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ORICA LTD                                                               | ORICA LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     15916 | NS      | $231707.91    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                              | FEDEX CORP                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       919 | NS      | $233260.58    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | CAIXABANK SA (UBS) (CFD)                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -24551 | NC      | $-12235.75    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/CAD settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2559.82      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ANTOFAGASTA PLC (GS) (CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2965 | NC      | $2493.86      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WORLDLINE SA (GS) (CFD)                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -22663 | NC      | $-935.72      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/THB settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $0.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SIMPLEX HOLDINGS INC (JPM)(CFD)              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      8600 | NC      | $6697.02      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                  | FAIR ISAAC CORP                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       196 | NS      | $325267.88    | 2.04%             |  |  |  | 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        |     -7224 | NC      | $2817.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                   | JPMORGAN CHASE and CO                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       829 | NS      | $257918.48    | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | ENEL (ENTE NAZ ENERG ELET) SPA (HSBC) (CFD)  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -11810 | NC      | $-3254.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                            | CENTRICA PLC                                 | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |     69958 | NS      | $164783.55    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                      | WELLS FARGO and CO                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3050 | NS      | $265258.50    | 1.66%             |  |  |  | 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        |     -2451 | NC      | $18210.93     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                            | SK HYNIX INC                                 | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       770 | NS      | $301155.84    | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | XPENG INC CL A (GS)(CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -20900 | NC      | $-9624.17     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: THB/USD settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                 | MAGNA INTL INC                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      2381 | NS      | $112484.45    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | BURBERRY GROUP PLC (UBS) (CFD)               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -13992 | NC      | $6899.17      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DAUM KAKAO CORP (GS) (CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -4671 | NC      | $8120.04      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | CROWDSTRIKE HOLDINGS INC (MS)(CFD)           | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      -297 | NC      | $-1104.39     | -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        |     -9083 | NC      | $4258.02      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | KONGSBERG GRUPPEN (UBS) (CFD)                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -4033 | NC      | $13976.79     | 0.09%             |  |  |  | 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        |      -982 | NC      | $6559.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | EQUINOR ASA (MS) (CFD)                       | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -6886 | NC      | $2479.14      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | LARGAN PRECISION CO (UBS)(CFD)               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -3000 | NC      | $5149.23      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NEMETSCHEK SE (GS) (CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1431 | NC      | $1481.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SK INNOVATION (JPM) (CFD)                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -618 | NC      | $-10940.07    | -0.07%            |  |  |  | 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        |       -94 | NC      | $107.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | ATKINSREALIS GROUP INC (JPM)(CFD)            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -830 | NC      | $798.54       | 0.01%             |  |  |  | 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        |     -3229 | NC      | $10494.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | ROYAL BANK OF CANADA                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      2144 | NS      | $314090.54    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                            | INSULET CORP                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       693 | NS      | $216915.93    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | METSO CORPORATION (GS)(CFD)                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -8650 | NC      | $2900.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                                     | COGNIZANT TECH SOLUTIONS CL A                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      4329 | NS      | $315497.52    | 1.98%             |  |  |  | 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        |     -9235 | NC      | $-1106.27     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | ESSILORLUXOTTICA (HSBC)(CFD)                 | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -702 | NC      | $-33272.69    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | ROCKWELL AUTOMATION INC (HSBC) (CFD)         | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -764 | NC      | $-15814.80    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/SEK settle 2025-11-25        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $92.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS SE and CO KGAA                                                | FRESENIUS SE and CO KGAA                     | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      5154 | NS      | $297156.72    | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/SEK settle 2025-11-25        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $18.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOLIV INC                                                             | AUTOLIV INC                                  | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1735 | NS      | $202648.00    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer