# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-26-002695
**Filing Date:** 2026-4
**Character Count:** 278562
**Document Hash:** 07d5c8bfd69e3360bd0dca2005b3e6e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002695.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0000035402-26-002695

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 26898688

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Consolidated Quarterly Holdings Report**

**for**

**Strategic Advisers® Fidelity® Alternatives Fund**

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

**February 28, 2026**

SAF-NPRT3-0426

1.9918629.100 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Alternative Funds - 63.2%** | &nbsp;&nbsp;**Alternative Funds - 63.2%** | &nbsp;&nbsp;**Alternative Funds - 63.2%** |
|  | Shares | Value ($)<br>|
| Absolute Convertible Arbitrage Fund Investor Shares  | 9417808 | 110094177 |
| BlackRock Global Equity Market Neutral Fund A Shares  | 32573672 | 476227084 |
| BlackRock Systematic Multi-Strategy Fund Investor A Shares  | 30665671 | 330882591 |
| Fidelity SAI Alternative Risk Premia Commodity Strategy Fund (d) | 22129030 | 206021269 |
| Fidelity SAI Alternative Risk Premia Currency Strategy Fund (d) | 11439715 | 109020480 |
| Fidelity SAI Convertible Arbitrage Fund (d) | 54030919 | 597581968 |
| Fidelity SAI Managed Futures Fund (d) | 16452816 | 185423239 |
| Fidelity SAI Merger Arbitrage Fund (d) | 48772911 | 509189190 |
| Stone Ridge Diversified Alternatives Fund Class I  | 23420769 | 231631406 |
| <br> **TOTAL ALTERNATIVE FUNDS**<br> (Cost $2,728,235,250) |  | **2756071404** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 9.0%** | &nbsp;&nbsp;**Common Stocks - 9.0%** | &nbsp;&nbsp;**Common Stocks - 9.0%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Chemicals - 0.1% |  |  |
| Orica Ltd  | 221804 | 3854619 |
| Metals & Mining - 0.2% |  |  |
| BHP Group Ltd (United Kingdom)  | 220498 | 9021600 |
| TOTAL AUSTRALIA |  | 12876219 |
| BERMUDA - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Insurance - 0.1% |  |  |
| RenaissanceRe Holdings Ltd  | 18581 | 5620009 |
| CANADA - 0.3%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Specialty Retail - 0.1% |  |  |
| Aritzia Inc Subordinate Voting Shares (a) | 34470 | 3052151 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Royal Bank of Canada  | 32226 | 5388207 |
| Materials - 0.1% |  |  |
| Containers & Packaging - 0.1% |  |  |
| CCL Industries Inc Class B  | 90780 | 6314436 |
| TOTAL CANADA |  | 14754794 |
| CHINA - 0.3%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Broadline Retail - 0.1% |  |  |
| PDD Holdings Inc Class A ADR (a) | 40377 | 4188306 |
| Industrials - 0.0% |  |  |
| Ground Transportation - 0.0% |  |  |
| Full Truck Alliance Co Ltd ADR  | 237022 | 2223266 |
| Real Estate - 0.2% |  |  |
| Real Estate Management & Development - 0.2% |  |  |
| China Overseas Land & Investment Ltd  | 4154000 | 7619437 |
| TOTAL CHINA |  | 14031009 |
| FINLAND - 0.1%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Amer Sports Inc (a) | 61481 | 2335048 |
| Industrials - 0.1% |  |  |
| Machinery - 0.1% |  |  |
| Kone Oyj B Shares  | 49635 | 3754691 |
| TOTAL FINLAND |  | 6089739 |
| FRANCE - 0.5%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| TotalEnergies SE  | 59828 | 4756209 |
| Financials - 0.3% |  |  |
| Banks - 0.2% |  |  |
| BNP Paribas SA  | 52522 | 5897260 |
| Insurance - 0.1% |  |  |
| SCOR SE  | 149001 | 5440241 |
| TOTAL FINANCIALS |  | 11337501 |
| Industrials - 0.1% |  |  |
| Building Products - 0.1% |  |  |
| Cie de Saint-Gobain SA  | 35188 | 3566013 |
| TOTAL FRANCE |  | 19659723 |
| GERMANY - 0.1%  |  |  |
| Health Care - 0.1% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| Fresenius SE & Co KGaA  | 84934 | 5108223 |
| ITALY - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Nexi SpA (b)(c) | 1325337 | 5446611 |
| JAPAN - 0.2%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.1% |  |  |
| Nifco Inc/Japan  | 92700 | 3290935 |
| Consumer Staples - 0.1% |  |  |
| Household Products - 0.1% |  |  |
| Lion Corp  | 501700 | 5906416 |
| TOTAL JAPAN |  | 9197351 |
| KOREA (SOUTH) - 0.6%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| KT Corp  | 78516 | 3490106 |
| Information Technology - 0.5% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| SK Hynix Inc  | 15044 | 11083887 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Samsung Electronics Co Ltd  | 77929 | 11715758 |
| TOTAL INFORMATION TECHNOLOGY |  | 22799645 |
| TOTAL KOREA (SOUTH) |  | 26289751 |
| NETHERLANDS - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Insurance - 0.1% |  |  |
| NN Group NV  | 39126 | 3203827 |
| NORWAY - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Insurance - 0.2% |  |  |
| Storebrand ASA A Shares  | 361173 | 6844901 |
| SPAIN - 0.5%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Specialty Retail - 0.2% |  |  |
| Industria de Diseno Textil SA  | 113155 | 7556194 |
| Industrials - 0.1% |  |  |
| Machinery - 0.1% |  |  |
| Fluidra SA  | 134799 | 3612436 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Redeia Corp SA  | 458275 | 8519572 |
| TOTAL SPAIN |  | 19688202 |
| SWEDEN - 0.2%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.1% |  |  |
| Autoliv Inc  | 40396 | 4787734 |
| Industrials - 0.1% |  |  |
| Machinery - 0.1% |  |  |
| Volvo AB B Shares  | 116931 | 4549600 |
| TOTAL SWEDEN |  | 9337334 |
| SWITZERLAND - 0.2%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |
| Cie Financiere Richemont SA Series A  | 37071 | 7557210 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| DSM-Firmenich AG  | 28317 | 2022393 |
| TOTAL SWITZERLAND |  | 9579603 |
| TAIWAN - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Far EasTone Telecommunications Co Ltd  | 713000 | 2091309 |
| Information Technology - 0.2% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd  | 111000 | 6891973 |
| TOTAL TAIWAN |  | 8983282 |
| THAILAND - 0.2%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| CP ALL PCL  | 4979100 | 8290490 |
| UNITED KINGDOM - 0.6%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Autotrader Group PLC (b)(c) | 452334 | 2996239 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Standard Chartered PLC  | 274618 | 6774113 |
| Health Care - 0.1% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Convatec Group PLC (b)(c) | 1667958 | 5763420 |
| Industrials - 0.2% |  |  |
| Professional Services - 0.2% |  |  |
| RELX PLC  | 219033 | 7651562 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| SSE PLC  | 129281 | 4672912 |
| TOTAL UNITED KINGDOM |  | 27858246 |
| UNITED STATES - 4.2%  |  |  |
| Communication Services - 0.1% |  |  |
| Interactive Media & Services - 0.1% |  |  |
| Meta Platforms Inc Class A  | 9668 | 6266604 |
| Consumer Discretionary - 0.4% |  |  |
| Automobile Components - 0.1% |  |  |
| LCI Industries  | 22279 | 2967563 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Carnival Corp  | 79585 | 2510907 |
| Domino's Pizza Inc  | 16769 | 6749690 |
|  |  | 9260597 |
| Specialty Retail - 0.1% |  |  |
| Floor & Decor Holdings Inc Class A (a) | 79281 | 5477524 |
| TOTAL CONSUMER DISCRETIONARY |  | 17705684 |
| Consumer Staples - 0.3% |  |  |
| Consumer Staples Distribution & Retail - 0.3% |  |  |
| Dollar General Corp  | 33482 | 5231228 |
| Dollar Tree Inc (a) | 45806 | 5793543 |
| TOTAL CONSUMER STAPLES |  | 11024771 |
| Energy - 0.3% |  |  |
| Energy Equipment & Services - 0.3% |  |  |
| Tenaris SA  | 226108 | 6180416 |
| Valaris Ltd (a) | 60402 | 5789531 |
| TOTAL ENERGY |  | 11969947 |
| Financials - 1.0% |  |  |
| Banks - 0.5% |  |  |
| JPMorgan Chase & Co  | 19405 | 5827322 |
| Wells Fargo & Co  | 71075 | 5789059 |
| Zions Bancorp NA  | 117975 | 6757608 |
|  |  | 18373989 |
| Capital Markets - 0.4% |  |  |
| Morgan Stanley  | 45496 | 7575539 |
| Tradeweb Markets Inc Class A  | 55336 | 6820439 |
|  |  | 14395978 |
| Financial Services - 0.1% |  |  |
| Apollo Global Management Inc  | 54459 | 5696411 |
| TOTAL FINANCIALS |  | 38466378 |
| Health Care - 0.5% |  |  |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Boston Scientific Corp (a) | 114956 | 8834369 |
| Insulet Corp (a) | 16177 | 3989410 |
|  |  | 12823779 |
| Pharmaceuticals - 0.2% |  |  |
| Bristol-Myers Squibb Co  | 139066 | 8673546 |
| TOTAL HEALTH CARE |  | 21497325 |
| Industrials - 0.4% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| L3Harris Technologies Inc  | 22183 | 8086591 |
| Air Freight & Logistics - 0.2% |  |  |
| FedEx Corp  | 18450 | 7140150 |
| Electrical Equipment - 0.0% |  |  |
| Nextpower Inc Class A (a) | 29163 | 3065031 |
| TOTAL INDUSTRIALS |  | 18291772 |
| Information Technology - 0.6% |  |  |
| Communications Equipment - 0.1% |  |  |
| Motorola Solutions Inc  | 13937 | 6721257 |
| IT Services - 0.2% |  |  |
| Cognizant Technology Solutions Corp Class A  | 132890 | 8562103 |
| Software - 0.3% |  |  |
| Fair Isaac Corp (a) | 4572 | 6443594 |
| Microsoft Corp  | 13838 | 5434736 |
|  |  | 11878330 |
| TOTAL INFORMATION TECHNOLOGY |  | 27161690 |
| Materials - 0.5% |  |  |
| Chemicals - 0.3% |  |  |
| International Flavors & Fragrances Inc  | 64981 | 5343388 |
| Linde PLC  | 14368 | 7300093 |
|  |  | 12643481 |
| Construction Materials - 0.1% |  |  |
| James Hardie Industries PLC depository receipt (a) | 261835 | 6376380 |
| Metals & Mining - 0.1% |  |  |
| Steel Dynamics Inc  | 23152 | 4471345 |
| TOTAL MATERIALS |  | 23491206 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| NRG Energy Inc  | 19010 | 3402030 |
| TOTAL UNITED STATES |  | 179277407 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $359,977,117) |  | <br> **392136721** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Funds - 10.5%** | &nbsp;&nbsp;**Fixed-Income Funds - 10.5%** | &nbsp;&nbsp;**Fixed-Income Funds - 10.5%** |
|  | Shares | Value ($)<br>|
| Eaton Vance Global Macro Absolute Return Advantage Fund Class A <br>(Cost $434,830,671)<br>| 37417784 | **457619495** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 15.7%** | &nbsp;&nbsp;**Money Market Funds - 15.7%** | &nbsp;&nbsp;**Money Market Funds - 15.7%** | &nbsp;&nbsp;**Money Market Funds - 15.7%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (f) | 3.70 | 1088180 | 1088397 |
| Fidelity Investments Money Market Government Portfolio - Institutional Class (d)(g) | 3.59 | 295802920 | 295802920 |
| State Street Institutional U.S. Government Money Market Fund Premier Class (g) | 3.63 | 389200810 | 389200810 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $686,092,127) |  |  | **686092127** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Options - 0.1%** | **Purchased Options - 0.1%** | **Purchased Options - 0.1%** | **Purchased Options - 0.1%** | **Purchased Options - 0.1%** | **Purchased Options - 0.1%** | **Purchased Options - 0.1%** |
|  | Counterparty | Number<br> of Contracts | Notional Amount ($) | Exercise<br> Price ($) | Expiration<br> Date | Value ($) |
| Put Options |  |  |  |  |  |  |
| S&P 500 Index | Chicago Board Options Exchange | 79 | 54343152 | 6500 | 5/2026 | 777360 |
| S&P 500 Index | Chicago Board Options Exchange | 85 | 58470480 | 6650 | 4/2026 | 767550 |
| S&P 500 Index | Chicago Board Options Exchange | 145 | 99743760 | 4450 | 12/2026 | 717750 |
| S&P 500 Index | Chicago Board Options Exchange | 74 | 50903712 | 6550 | 3/2026 | 253079 |
| S&P 500 Index | Chicago Board Options Exchange | 126 | 86673888 | 4600 | 1/2027 | 764190 |
| S&P 500 Index | Chicago Board Options Exchange | 144 | 99055872 | 4300 | 2/2027 | 779760 |
|  |  |  |  |  |  | **4059689** |
| **TOTAL PURCHASED OPTIONS**<br> (Cost $4,523,652) |  |  |  |  |  | **4059689** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 98.5%**<br> (Cost $4,213,658,816)<br>| <br>**4295979436** |
| **NET OTHER ASSETS (LIABILITIES) - 1.5%** (e)(h)  | **67528167** |
| **NET ASSETS - 100.0%** | **4363507603** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Commodity Contracts |  |  |  |  |
| CEC Copper Contracts (United States) | 52 | 5/2026 | 7877350 | 155500 |
| CEC Copper Contracts (United States) | 2 | 7/2026 | 305900 | 1484 |
| CEC Gold Bullion Contracts (United States) | 5 | 6/2026 | 2643800 | 100710 |
| CEC Gold Bullion Contracts (United States) | 59 | 4/2026 | 30962610 | 553607 |
| CME Cattle Feeder Contracts (United States) | 8 | 5/2026 | 1388800 | (12482) |
| CME Cattle Feeder Contracts (United States) | 12 | 3/2026 | 2132550 | 150758 |
| CME Cattle Feeder Contracts (United States) | 7 | 8/2026 | 1215638 | (39592) |
| CME Cattle Feeder Contracts (United States) | 16 | 4/2026 | 2809600 | (51189) |
| CME Live Cattle Contracts (United States) | 73 | 4/2026 | 6780970 | 12733 |
| CME Live Cattle Contracts (United States) | 32 | 6/2026 | 2933120 | 60513 |
| CME Live Cattle Contracts (United States) | 6 | 10/2026 | 545340 | (15115) |
| CME Live Cattle Contracts (United States) | 19 | 8/2026 | 1731280 | (10656) |
| ICE Brent Crude Oil Contracts (United Kingdom) | 18 | 5/2026 | 1288980 | 61620 |
| ICE Brent Crude Oil Contracts (United Kingdom) | 85 | 4/2026 | 6144650 | 229614 |
| ICE Brent Crude Oil Contracts (United Kingdom) | 209 | 3/2026 | 15229830 | 1240594 |
| ICE Coffee C Contracts (United States) | 2 | 7/2026 | 206925 | (11686) |
| ICE Coffee Contracts (United States) | 13 | 5/2026 | 1368656 | (103552) |
| ICE Coffee Robusta Contracts (United Kingdom) | 26 | 5/2026 | 942240 | (31703) |
| ICE Coffee Robusta Contracts (United Kingdom) | 1 | 9/2026 | 34920 | 49 |
| ICE Coffee Robusta Contracts (United Kingdom) | 15 | 7/2026 | 532800 | (10099) |
| ICE Cotton No 2 Contracts (United States) | 42 | 5/2026 | 1377810 | 25634 |
| ICE Cotton No 2 Contracts (United States) | 5 | 12/2026 | 174250 | 2002 |
| ICE Cotton No 2 Contracts (United States) | 7 | 7/2026 | 235620 | 2807 |
| ICE Endex Natural Gas Contracts (Netherlands) | 15 | 5/2026 | 398496 | 29540 |
| ICE Endex Natural Gas Contracts (Netherlands) | 15 | 4/2026 | 415512 | 24972 |
| ICE Endex Natural Gas Contracts (Netherlands) | 65 | 3/2026 | 1767297 | 126350 |
| ICE Frozen Concentrated Orange Juice Contracts (United States) | 5 | 5/2026 | 136125 | 527 |
| ICE Frozen Concentrated Orange Juice Contracts (United States) | 1 | 7/2026 | 27098 | 1542 |
| ICE Gas Oil Contracts (United Kingdom) | 42 | 4/2026 | 3120600 | 267278 |
| ICE Gas Oil Contracts (United Kingdom) | 5 | 6/2026 | 357000 | 15869 |
| ICE Gas Oil Contracts (United Kingdom) | 21 | 5/2026 | 1527750 | 116226 |
| ICE Low Sulpur Gas Oil Contracts (United Kingdom) | 20 | 3/2026 | 1505500 | 264877 |
| ICE Natural Gas Contracts (United Kingdom) | 10 | 3/2026 | 317655 | 11412 |
| ICE WTI Crude Contracts (United Kingdom) | 9 | 5/2026 | 599040 | 56320 |
| ICE WTI Crude Contracts (United Kingdom) | 1 | 6/2026 | 66180 | 5289 |
| ICE WTI Crude Contracts (United Kingdom) | 12 | 3/2026 | 804240 | 99916 |
| ICE WTI Crude Contracts (United Kingdom) | 13 | 4/2026 | 869570 | 57115 |
| NYMEX Gasoline RBOB Contracts (United States) | 14 | 5/2026 | 1342051 | 144597 |
| NYMEX Gasoline RBOB Contracts (United States) | 20 | 4/2026 | 1926120 | 115328 |
| NYMEX Gasoline RBOB Contracts (United States) | 11 | 6/2026 | 1044397 | 73555 |
| NYMEX Gasoline RBOB Contracts (United States) | 20 | 3/2026 | 1919820 | 175665 |
| NYMEX Gasoline RBOB Contracts (United States) | 1 | 7/2026 | 93635 | 5819 |
| NYMEX Heating Oil Contracts (United States) | 7 | 5/2026 | 731031 | 62361 |
| NYMEX Heating Oil Contracts (United States) | 7 | 4/2026 | 744232 | 66019 |
| NYMEX Heating Oil Contracts (United States) | 1 | 6/2026 | 103295 | (447) |
| NYMEX Heating Oil Contracts (United States) | 11 | 3/2026 | 1199352 | 154250 |
| NYMEX WTI Crude Contracts (United States) | 30 | 5/2026 | 1996800 | 180624 |
| NYMEX WTI Crude Contracts (United States) | 130 | 3/2026 | 8712600 | 702937 |
| NYMEX WTI Crude Contracts (United States) | 40 | 4/2026 | 2675600 | 242315 |
| NYMEX WTI Crude Contracts (United States) | 5 | 6/2026 | 330900 | 4721 |
| **TOTAL COMMODITY CONTRACTS** |  |  |  | 5316528 |
| Equity Contracts |  |  |  |  |
| CBOE VIX Index Contracts (United States) | 160 | 4/2026 | 3384176 | 92134 |
| CBOE VIX Index Contracts (United States) | 332 | 3/2026 | 6851185 | 362979 |
| CBOE VIX Index Contracts (United States) | 41 | 5/2026 | 877252 | 15677 |
| CBOT E-Mini Dow Jones Industrial Average Index Contracts (United States) | 50 | 3/2026 | 12250000 | (2238) |
| CME E-Mini Nasdaq 100 Index Contracts (United States) | 49 | 3/2026 | 24504655 | (369050) |
| CME E-Mini S&P 500 Index Contracts (United States) | 227 | 3/2026 | 78190150 | (302725) |
| Eurex DAX Index Contracts (Germany) | 39 | 3/2026 | 29201265 | 1046740 |
| Eurex SMI Contracts (Germany) | 105 | 3/2026 | 19059374 | 958943 |
| IDEM FTSE MIB Index Contracts (Italy) | 59 | 3/2026 | 16477347 | 778731 |
| KRX KOSPI 200 Index Contracts (South Korea) | 187 | 3/2026 | 30444247 | 9803603 |
| NSE S&P CNX NIFTY Index Contracts (India) | 58 | 3/2026 | 2933060 | (58881) |
| OSE TOPIX Contracts (Japan) | 43 | 3/2026 | 10888707 | 1298439 |
| SGX FTSE China A50 Index Contracts (Singapore) | 1981 | 3/2026 | 29005802 | (317388) |
| SGX MSCI Singapore Index Contracts (Singapore) | 188 | 3/2026 | 6859941 | (18271) |
| TME S&P/TSX 60 Index Contracts (Canada) | 105 | 3/2026 | 30351893 | 1227366 |
| **TOTAL EQUITY CONTRACTS** |  |  |  | 14516059 |
| Foreign Exchange Contracts |  |  |  |  |
| CME EURO/CZK Cross Currency Contracts (United States) | 19 | 3/2026 | 3703598 | 7570 |
| CME EURO/PLZ Cross Currency Contracts (United States) | 55 | 3/2026 | 7689380 | 25883 |
| CME Euro Contracts (United States) | 832 | 3/2026 | 123011200 | 305809 |
| CME Euro/HUF Cross-Currency Rate Contracts (United States) | 68 | 3/2026 | 6383391 | 119299 |
| CME Japanese Yen Contracts (United States) | 1713 | 3/2026 | 137414719 | 107867 |
| CME Mexican Peso Contracts (United States) | 814 | 3/2026 | 23589720 | 808203 |
| CME South African Rand Contracts (United States) | 297 | 3/2026 | 9325800 | 450993 |
| CME United Kingdom Pound Contracts (United States) | 1183 | 3/2026 | 99667750 | 549469 |
| **TOTAL FOREIGN EXCHANGE CONTRACTS** |  |  |  | 2375093 |
| Interest Rate Contracts |  |  |  |  |
| ASX 10Y Australia Treasury Bond Contracts (Australia) | 33 | 3/2027 | 23238630 | (28728) |
| ASX 3Y Australia Treasury Bond Contracts (Australia) | 158 | 3/2026 | 11802543 | 631 |
| ASX 90 Day Bill Contract (Australia) | 64 | 9/2026 | 45066659 | (82581) |
| ASX 90 Day Bill Contract (Australia) | 53 | 12/2026 | 37319916 | (46605) |
| ASX 90 Day Bill Contract (Australia) | 78 | 6/2026 | 54938394 | (69036) |
| ASX 90 Day Bill Contract (Australia) | 20 | 6/2027 | 14085393 | (2420) |
| CBOT US Treasury Long Bond Contracts (United States) | 69 | 6/2026 | 8170031 | 66120 |
| CBOT US Treasury Ultra Bond Contracts (United States) | 180 | 6/2026 | 21881250 | 225871 |
| Eurex Euro-BTP Contracts (Germany) | 116 | 3/2026 | 16838509 | 274058 |
| ICE Long GILT Futures (United Kingdom) | 160 | 6/2026 | 20199656 | 222817 |
| TMX 10Y Canadian Bond Contracts (Canada) | 82 | 6/2026 | 7384539 | 31899 |
| **TOTAL INTEREST RATE CONTRACTS** |  |  |  | 592026 |
| TOTAL LONG |  |  |  | 22799706 |
| SHORT |  |  |  |  |
| Commodity Contracts |  |  |  |  |
| CBOT Corn Contracts (United States) | (149) | 5/2026 | (3341325) | (66967) |
| CBOT Corn Contracts (United States) | (72) | 7/2026 | (1641600) | (22477) |
| CBOT Corn Contracts (United States) | (13) | 9/2026 | (296238) | (5994) |
| CBOT Corn Contracts (United States) | (94) | 12/2026 | (2206650) | (42431) |
| CBOT Corn Contracts (United States) | (6) | 3/2027 | (144225) | (1002) |
| CBOT Hard Red Winter Wheat Contracts (United States) | (15) | 9/2026 | (456000) | (2487) |
| CBOT Hard Red Winter Wheat Contracts (United States) | (5) | 12/2026 | (157250) | (1512) |
| CBOT KC Hard Red Winter Wheat Contracts (United States) | (199) | 5/2026 | (5775975) | (230665) |
| CBOT KC Hard Red Winter Wheat Contracts (United States) | (84) | 7/2026 | (2492700) | (104257) |
| CBOT Soybean Contracts (United States) | (66) | 5/2026 | (3863475) | (128312) |
| CBOT Soybean Contracts (United States) | (29) | 7/2026 | (1714988) | (59396) |
| CBOT Soybean Contracts (United States) | (3) | 9/2026 | (109350) | (12145) |
| CBOT Soybean Meal Contracts (United States) | (53) | 5/2026 | (1698650) | (51150) |
| CBOT Soybean Meal Contracts (United States) | (17) | 7/2026 | (548760) | (5492) |
| CBOT Soybean Meal Contracts (United States) | (4) | 8/2026 | (128720) | (810) |
| CBOT Soybean Meal Contracts (United States) | (2) | 9/2026 | (63900) | (855) |
| CBOT Soybean Meal Contracts (United States) | (2) | 10/2026 | (63300) | (285) |
| CBOT Soybean Oil Contracts (United States) | (54) | 5/2026 | (2003940) | (133951) |
| CBOT Soybean Oil Contracts (United States) | (23) | 7/2026 | (854082) | (45273) |
| CBOT Soybean Oil Contracts (United States) | (4) | 8/2026 | (147288) | (6238) |
| CBOT Soybean Oil Contracts (United States) | (2) | 10/2026 | (72072) | (1835) |
| CBOT Soybean Oil Contracts (United States) | (1) | 12/2026 | (35838) | (32) |
| CBOT Soybeans Contracts (United States) | (1) | 8/2026 | (58550) | (565) |
| CBOT Soybeans Contracts (United States) | (23) | 9/2026 | (1302088) | (10594) |
| CBOT Wheat Contracts (United States) | (68) | 5/2026 | (2011100) | (122767) |
| CBOT Wheat Contracts (United States) | (28) | 7/2026 | (838250) | (40744) |
| CBOT Wheat Contracts (United States) | (6) | 9/2026 | (182925) | (5590) |
| CBOT Wheat Contracts (United States) | (5) | 12/2026 | (156688) | (7612) |
| CEC Silver Bullion Contracts (United States) | (9) | 5/2026 | (4198095) | 9283 |
| CME Lean Hogs Contracts (United States) | (4) | 6/2026 | (175280) | 400 |
| CME Lean Hogs Contracts (United States) | (2) | 8/2026 | (88460) | (235) |
| CME Lean Hogs Contracts (United States) | (20) | 4/2026 | (765800) | 4302 |
| CME Lean Hogs Contracts (United States) | (2) | 7/2026 | (89340) | (175) |
| Euronext MATIF Rapeseed Contracts (France) | (44) | 4/2026 | (1265966) | (18263) |
| Euronext MATIF Rapeseed Contracts (France) | (7) | 10/2026 | (195924) | (3901) |
| Euronext MATIF Rapeseed Contracts (France) | (12) | 7/2026 | (334097) | (6658) |
| Euronext MATIF Wheat Contracts (France) | (83) | 9/2026 | (1010150) | (30006) |
| Euronext MATIF Wheat Contracts (France) | (61) | 12/2026 | (763122) | (22887) |
| Euronext MATIF Wheat Contracts (France) | (334) | 5/2026 | (3976143) | (134600) |
| ICE Canola Contracts (United States) | (9) | 11/2026 | (91303) | (2514) |
| ICE Canola Contracts (United States) | (37) | 5/2026 | (373079) | (5236) |
| ICE Canola Contracts (United States) | (21) | 7/2026 | (215073) | (1924) |
| ICE Canola Contracts (United States) | (1) | 1/2027 | (10247) | (27) |
| ICE Cocoa Contracts (United Kingdom) | (6) | 5/2026 | (166327) | 90155 |
| ICE Cocoa Contracts (United Kingdom) | (2) | 7/2026 | (56790) | 14354 |
| ICE Cocoa Contracts (United States) | (10) | 5/2026 | (288800) | 105245 |
| ICE Cocoa Contracts (United States) | (2) | 7/2026 | (58840) | 51275 |
| ICE ENDEX Bull Carbon Emission Contracts (Netherlands) | (8) | 12/2026 | (664437) | 114561 |
| ICE Sugar No 11 Contracts (United States) | (108) | 4/2026 | (1680134) | 10245 |
| ICE Sugar No 11 Contracts (United States) | (24) | 6/2026 | (372826) | 2314 |
| ICE Sugar No 11 Contracts (United States) | (2) | 9/2026 | (31718) | 73 |
| ICE White Sugar Contracts (United Kingdom) | (28) | 4/2026 | (570780) | 8155 |
| ICE White Sugar Contracts (United Kingdom) | (7) | 7/2026 | (141995) | (599) |
| NYMEX Natural Gas Contracts (United States) | (3) | 6/2026 | (100110) | 10764 |
| NYMEX Natural Gas Contracts (United States) | (111) | 3/2026 | (3173490) | 301531 |
| NYMEX Natural Gas Contracts (United States) | (4) | 5/2026 | (122520) | 8892 |
| NYMEX Natural Gas Contracts (United States) | (24) | 4/2026 | (691440) | 73103 |
| NYMEX Palladium Bullion Contracts (United States) | (28) | 6/2026 | (5119800) | (1532) |
| NYMEX Platinum Bullion Contracts (United States) | (22) | 4/2026 | (2610850) | (51088) |
| NYMEX Platinum Bullion Contracts (United States) | (1) | 7/2026 | (120115) | (10482) |
| **TOTAL COMMODITY CONTRACTS** |  |  |  | (596913) |
| Equity Contracts |  |  |  |  |
| ASX 24 S&P/ASX 200 Index Contracts (Australia) | (12) | 3/2026 | (1957749) | (68406) |
| CME E-Mini Russell 2000 Index Contracts (United States) | (175) | 3/2026 | (23053625) | 212239 |
| CME E-Mini S&P MidCap 400 Index Contracts (United States) | (16) | 3/2026 | (5724640) | (210477) |
| Eurex Euro STOXX 50 Contracts (Germany) | (383) | 3/2026 | (27845574) | (234293) |
| Euronext CAC 40 Index Contracts (France) | (109) | 3/2026 | (11067947) | (208311) |
| HKFE HSI Index Contracts (Hong Kong) | (18) | 3/2026 | (1021436) | 19629 |
| HKFE HSI Index Contracts (Hong Kong) | (62) | 3/2026 | (10543344) | 10205 |
| ICE 3M SONIA Index Contracts (United Kingdom) | (63) | 6/2027 | (20544149) | (28297) |
| ICE FTSE 100 Index Contracts (United Kingdom) | (76) | 3/2026 | (11170078) | (726064) |
| ICE MSCI Emerging Markets Index Contracts (United States) | (6) | 3/2026 | (481110) | (7575) |
| JSE FTSE TOP 40 Index Contracts (South Africa) | (92) | 3/2026 | (6939858) | (552432) |
| MEFF IBEX 35 Index Contracts (Spain) | (21) | 3/2026 | (4568482) | (69635) |
| OSE Nikkei 225 Index Contracts (Japan) | (283) | 3/2026 | (10710019) | (1007235) |
| OSE Nikkei 225 Index Contracts (Japan) | (30) | 3/2026 | (11353376) | (1050827) |
| SGX FTSE Taiwan RIC Capped Index Contracts (Singapore) | (69) | 3/2026 | (7825290) | (175826) |
| SGX Nikkei 225 Index Contracts (Singapore) | (20) | 3/2026 | (3783178) | (350087) |
| **TOTAL EQUITY CONTRACTS** |  |  |  | (4447392) |
| Foreign Exchange Contracts |  |  |  |  |
| CME Australian Dollar Contracts (United States) | (802) | 3/2026 | (57054280) | (2200547) |
| CME Canadian Dollar Contracts (United States) | (380) | 3/2026 | (27893900) | (174691) |
| CME EURO/SEK Cross Currency Contracts (United States) | (4) | 3/2026 | (590689) | (3907) |
| CME Euro Contracts (United States) | (13) | 3/2026 | (1921381) | 77658 |
| CME Israel Sheckel Contracts (United States) | (37) | 3/2026 | (11781910) | (63145) |
| CME New Zealand Dollar Contracts (United States) | (279) | 3/2026 | (16738605) | (350552) |
| CME Swiss Franc Contracts (United States) | (327) | 3/2026 | (53294869) | (1213959) |
| KRX USD Contracts (South Korea) | (1654) | 3/2026 | (16508071) | 122352 |
| **TOTAL FOREIGN EXCHANGE CONTRACTS** |  |  |  | (3806791) |
| Interest Rate Contracts |  |  |  |  |
| ASX 10Y Australia Treasury Bond Contracts (Australia) | (180) | 3/2026 | (14163982) | (153983) |
| CBOT 10Y US Treasury Notes Contracts (United States) | (136) | 6/2026 | (15474250) | (94231) |
| CBOT 10Y Ultra US Treasury Notes Contracts (United States) | (43) | 6/2026 | (5018234) | (37275) |
| CBOT 2Y US Treasury Notes Contracts (United States) | (1122) | 6/2026 | (234760969) | (349705) |
| CBOT 5Y US Treasury Notes Contracts (United States) | (530) | 6/2026 | (58362109) | (246862) |
| CME 3M US SOFR Index Contracts (United States) | (414) | 9/2026 | (99913725) | 83725 |
| CME 3M US SOFR Index Contracts (United States) | (456) | 12/2026 | (110323500) | 8747 |
| CME 3M US SOFR Index Contracts (United States) | (544) | 9/2027 | (132001600) | (284867) |
| CME 3M US SOFR Index Contracts (United States) | (554) | 6/2027 | (134379625) | (221082) |
| CME 3M US SOFR Index Contracts (United States) | (704) | 3/2027 | (170623200) | (146743) |
| CME US SOFR Index Contracts (United States) | (428) | 12/2027 | (103854200) | (246784) |
| CME US SOFR Index Contracts (United States) | (476) | 3/2028 | (115477600) | (298635) |
| CME US SOFR Index Issuer Contracts (United States) | (266) | 6/2028 | (64505000) | (216255) |
| Eurex Euro-Bobl Contracts (Germany) | (641) | 3/2026 | (88964862) | (761578) |
| Eurex Euro-Bund Contracts (Germany) | (301) | 3/2026 | (46317810) | (580159) |
| Eurex Euro-Buxl Contracts (Germany) | (132) | 3/2026 | (17758881) | (424629) |
| Eurex Euro-OAT Contracts (Germany) | (125) | 3/2026 | (18302984) | (195861) |
| Eurex Euro-Schatz Contracts (Germany) | (464) | 3/2026 | (58680525) | (81960) |
| Eurex Euro-Schatz Contracts (Germany) | (463) | 6/2026 | (58532175) | (37493) |
| Eurex Short Euro-BTP Contracts (Germany) | (129) | 3/2026 | (16420896) | (27624) |
| ICE 3M EURIBOR Index Contracts (United Kingdom) | (42) | 3/2028 | (12141294) | (28574) |
| ICE 3M EURIBOR Index Contracts (United States) | (188) | 9/2026 | (54427273) | (25035) |
| ICE 3M EURIBOR Index Contracts (United States) | (202) | 12/2026 | (58492302) | (57842) |
| ICE 3M EURIBOR Index Contracts (United States) | (200) | 6/2026 | (57880676) | (4378) |
| ICE 3M EURIBOR Index Contracts (United States) | (105) | 9/2027 | (30379601) | (61228) |
| ICE 3M EURIBOR Index Contracts (United States) | (99) | 12/2027 | (28631926) | (64403) |
| ICE 3M EURIBOR Index Contracts (United States) | (132) | 6/2027 | (38205145) | (66995) |
| ICE 3M EURIBOR Index Contracts (United States) | (126) | 3/2027 | (36479714) | (51338) |
| ICE 3M SONIA Index Contracts (United States) | (87) | 9/2026 | (28329456) | (22291) |
| ICE 3M SONIA Index Contracts (United States) | (59) | 12/2026 | (19233795) | (19017) |
| ICE 3M SONIA Index Contracts (United States) | (89) | 3/2027 | (29025686) | (35765) |
| KRX 10Y Korea Treasury Bond Contracts (South Korea) | (205) | 3/2026 | (16064559) | (124289) |
| KRX 3Y Korea Treasury Bond Contracts (South Korea) | (282) | 3/2026 | (20667102) | (36827) |
| OSE 10Y Japan Treasury Bond Contracts (Japan) | (7) | 3/2026 | (5952678) | 21242 |
| TME 2Y Canadian Bond Contracts (Canada) | (14) | 6/2026 | (1087680) | (888) |
| TME 3M CORRA Contracts (Canada) | (12) | 9/2026 | (2150948) | (958) |
| TME 3M CORRA Contracts (Canada) | (13) | 12/2026 | (2330551) | (2923) |
| TME 3M CORRA Contracts (Canada) | (9) | 9/2027 | (1611231) | (4414) |
| TME 3M CORRA Contracts (Canada) | (10) | 6/2027 | (1791265) | (4508) |
| TME 3M CORRA Contracts (Canada) | (15) | 3/2027 | (2688272) | (4908) |
| **TOTAL INTEREST RATE CONTRACTS** |  |  |  | (4908593) |
| TOTAL SHORT |  |  |  | (13759689) |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **9040017** |
| The notional amount of long futures as a percentage of Net Assets is 25.1%. | The notional amount of long futures as a percentage of Net Assets is 25.1%. | The notional amount of long futures as a percentage of Net Assets is 25.1%. | The notional amount of long futures as a percentage of Net Assets is 25.1%. | The notional amount of long futures as a percentage of Net Assets is 25.1%. |
| The notional amount of short futures as a percentage of Net Assets is 55.4%. | The notional amount of short futures as a percentage of Net Assets is 55.4%. | The notional amount of short futures as a percentage of Net Assets is 55.4%. | The notional amount of short futures as a percentage of Net Assets is 55.4%. | The notional amount of short futures as a percentage of Net Assets is 55.4%. |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 | 605229 | USD | 430239 | Morgan Stanley | 3/2026 | 472 |
| AUD | 637 | USD | 453 | UBS AG | 3/2026 | 0 |
| AUD | 2812534 | USD | 2003255 | UBS AG | 3/2026 | (1716) |
| AUD | 2366401 | USD | 1686415 | Morgan Stanley | 3/2026 | (2366) |
| AUD | 415000 | USD | 291649 | Goldman Sachs International | 3/2026 | 3658 |
| AUD | 2550000 | USD | 1801196 | Morgan Stanley | 3/2026 | 13341 |
| AUD | 215000 | USD | 153130 | Morgan Stanley | 3/2026 | (139) |
| CAD | 3451000 | USD | 2521239 | Goldman Sachs International | 3/2026 | 11158 |
| CHF | 780 | USD | 1010 | JPMorgan Chase Bank NA | 3/2026 | 4 |
| CHF | 988266 | USD | 1275272 | UBS AG | 3/2026 | 10110 |
| CHF | 270 | USD | 351 | UBS AG | 3/2026 | 0 |
| CHF | 658000 | USD | 851104 | Goldman Sachs International | 3/2026 | 7108 |
| EUR | 9038176 | USD | 10642633 | Morgan Stanley | 3/2026 | 36876 |
| EUR | 1962 | USD | 2319 | UBS AG | 3/2026 | (1) |
| EUR | 36575 | USD | 43170 | JPMorgan Chase Bank NA | 3/2026 | 47 |
| EUR | 5470000 | USD | 6462346 | Goldman Sachs International | 3/2026 | 9003 |
| GBP | 74 | USD | 100 | HSBC Bank PLC | 3/2026 | 0 |
| GBP | 4459834 | USD | 6002896 | JPMorgan Chase Bank NA | 3/2026 | 7399 |
| GBP | 3444000 | USD | 4648555 | Goldman Sachs International | 3/2026 | (6927) |
| HKD | 9842756 | USD | 1257966 | HSBC Bank PLC | 3/2026 | 151 |
| JPY | 15615 | USD | 100 | UBS AG | 3/2026 | 0 |
| JPY | 234069642 | USD | 1501130 | Morgan Stanley | 3/2026 | (2269) |
| JPY | 186942000 | USD | 1200764 | HSBC Bank PLC | 3/2026 | (1334) |
| JPY | 70812000 | USD | 457574 | HSBC Bank PLC | 3/2026 | (3240) |
| KRW | 1337292000 | USD | 939921 | Goldman Sachs International | 3/2026 | (10588) |
| KRW | 4280852000 | USD | 2973557 | HSBC Bank PLC | 3/2026 | 1365 |
| NOK | 10639668 | USD | 1111758 | Goldman Sachs International | 3/2026 | 7229 |
| NOK | 3704000 | USD | 388736 | Goldman Sachs International | 3/2026 | 766 |
| NOK | 3364000 | USD | 352204 | UBS AG | 3/2026 | 1545 |
| SEK | 6712858 | USD | 739497 | Morgan Stanley | 3/2026 | 4096 |
| SEK | 764000 | USD | 84221 | HSBC Bank PLC | 3/2026 | 523 |
| SEK | 1106000 | USD | 122654 | UBS AG | 3/2026 | 25 |
| THB | 2717000 | USD | 87601 | Goldman Sachs International | 3/2026 | (8) |
| THB | 15456000 | USD | 498123 | HSBC Bank PLC | 3/2026 | 163 |
| THB | 8881000 | USD | 285864 | HSBC Bank PLC | 3/2026 | 450 |
| THB | 42996000 | USD | 1386480 | Morgan Stanley | 3/2026 | (333) |
| THB | 8374000 | USD | 270193 | UBS AG | 3/2026 | (223) |
| TWD | 8304000 | USD | 265168 | HSBC Bank PLC | 3/2026 | (7) |
| TWD | 8676000 | USD | 275647 | JPMorgan Chase Bank NA | 3/2026 | 1392 |
| TWD | 49796000 | USD | 1591028 | JPMorgan Chase Bank NA | 3/2026 | (957) |
| TWD | 137403000 | USD | 4378123 | UBS AG | 3/2026 | 9389 |
| USD | 22531 | AUD | 31700 | UBS AG | 3/2026 | (29) |
| USD | 624946 | AUD | 877000 | Morgan Stanley | 3/2026 | 887 |
| USD | 408718 | AUD | 575000 | Morgan Stanley | 3/2026 | (442) |
| USD | 5010397 | AUD | 7086000 | UBS AG | 3/2026 | (31882) |
| USD | 3773 | CAD | 5158 | HSBC Bank PLC | 3/2026 | (9) |
| USD | 13564 | CAD | 18549 | UBS AG | 3/2026 | (35) |
| USD | 14769241 | CAD | 20133000 | HSBC Bank PLC | 3/2026 | (4668) |
| USD | 1812228 | CAD | 2476000 | Morgan Stanley | 3/2026 | (4700) |
| USD | 106258 | CHF | 82230 | UBS AG | 3/2026 | (694) |
| USD | 6397101 | CHF | 4919000 | UBS AG | 3/2026 | (18615) |
| USD | 1249628 | CHF | 966000 | UBS AG | 3/2026 | (10299) |
| USD | 3682681 | CNY | 25308000 | Morgan Stanley | 3/2026 | (12283) |
| USD | 558252 | CNY | 3821000 | UBS AG | 3/2026 | 386 |
| USD | 29294 | EUR | 24820 | JPMorgan Chase Bank NA | 3/2026 | (33) |
| USD | 43220 | EUR | 36575 | UBS AG | 3/2026 | 3 |
| USD | 3709003 | EUR | 3143000 | HSBC Bank PLC | 3/2026 | (9361) |
| USD | 55999493 | EUR | 47253000 | JPMorgan Chase Bank NA | 3/2026 | 96269 |
| USD | 12305600 | EUR | 10439000 | Morgan Stanley | 3/2026 | (44383) |
| USD | 27512 | GBP | 20414 | Morgan Stanley | 3/2026 | 0 |
| USD | 7050467 | GBP | 5238000 | JPMorgan Chase Bank NA | 3/2026 | (9011) |
| USD | 32678312 | GBP | 24078000 | Morgan Stanley | 3/2026 | 227353 |
| USD | 737 | HKD | 5767 | HSBC Bank PLC | 3/2026 | 0 |
| USD | 119572 | HKD | 935441 | HSBC Bank PLC | 3/2026 | 2 |
| USD | 4270 | HKD | 33414 | Morgan Stanley | 3/2026 | (1) |
| USD | 1391194 | HKD | 10874000 | HSBC Bank PLC | 3/2026 | (294) |
| USD | 966567 | HKD | 7552000 | HSBC Bank PLC | 3/2026 | 178 |
| USD | 5607046 | HKD | 43769000 | Morgan Stanley | 3/2026 | 6159 |
| USD | 22689 | JPY | 3538350 | HSBC Bank PLC | 3/2026 | 27 |
| USD | 553456 | JPY | 85544000 | Goldman Sachs International | 3/2026 | 4601 |
| USD | 8554255 | JPY | 1311116000 | Morgan Stanley | 3/2026 | 142061 |
| USD | 1780405 | JPY | 277101000 | Morgan Stanley | 3/2026 | 2510 |
| USD | 1514531 | KRW | 2176638000 | Goldman Sachs International | 3/2026 | 1904 |
| USD | 2951751 | KRW | 4259259000 | HSBC Bank PLC | 3/2026 | (8165) |
| USD | 526597 | KRW | 755999000 | JPMorgan Chase Bank NA | 3/2026 | 1226 |
| USD | 360763 | KRW | 521368000 | JPMorgan Chase Bank NA | 3/2026 | (1555) |
| USD | 589613 | KRW | 853512000 | JPMorgan Chase Bank NA | 3/2026 | (3524) |
| USD | 2499820 | KRW | 3611596000 | UBS AG | 3/2026 | (10011) |
| USD | 1219826 | NOK | 11675000 | Goldman Sachs International | 3/2026 | (7883) |
| USD | 433889 | NOK | 4157000 | HSBC Bank PLC | 3/2026 | (3249) |
| USD | 5638513 | NOK | 53542000 | JPMorgan Chase Bank NA | 3/2026 | 8191 |
| USD | 467880 | SEK | 4198000 | HSBC Bank PLC | 3/2026 | 2232 |
| USD | 723528 | SEK | 6560000 | Morgan Stanley | 3/2026 | (4118) |
| USD | 3650763 | SEK | 33014000 | UBS AG | 3/2026 | (11202) |
| USD | 1031463 | THB | 32256000 | Goldman Sachs International | 3/2026 | (8438) |
| USD | 109231 | THB | 3383000 | Goldman Sachs International | 3/2026 | 167 |
| USD | 181375 | THB | 5632000 | HSBC Bank PLC | 3/2026 | (195) |
| USD | 275909 | THB | 8606000 | HSBC Bank PLC | 3/2026 | (1540) |
| USD | 181244 | TWD | 5678000 | HSBC Bank PLC | 3/2026 | (65) |
| USD | 1817449 | TWD | 57149000 | UBS AG | 3/2026 | (7416) |
| USD | 203310 | TWD | 6349000 | UBS AG | 3/2026 | 575 |
| **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** |  | **376793** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 621001 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (244208) |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Rating(3) | Maturity <br> Date | Clearinghouse / <br> Counterparty(1) | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(4)(5) | Notional<br> Amount(4)(5) | Value ($)(3) | Upfront<br> Premium<br> Received/<br> (Paid) ($)(2) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Sell Protection |  |  |  |  |  |  |  |  |  |  |
| iTraxx Europe Series 44 Index | NR | 12/2030 | ICE | 1% | Quarterly | EUR | 58000000 | (80143) | 0 | (80143) |
| 5Y CDX NA IG Series 45 Index | NR | 12/2030 | ICE | 1% | Quarterly |  | 111000000 | (219989) | 0 | (219989) |
| iTraxx Crossover Series 44 Index | NR | 12/2030 | ICE | 5% | Quarterly | EUR | 20000000 | 40842 | 0 | 40842 |
| 5Y CDX EM CDSI Series 44 Index | NR | 12/2030 | ICE | 1% | Quarterly |  | 5000000 | 33596 | 0 | 33596 |
| 5Y CDX NA HY Series 45 Index | NR | 12/2030 | ICE | 5% | Quarterly |  | 7890000 | 6909 | 0 | 6909 |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  |  | **(218785)** | **0** | **(218785)** |

---

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

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

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

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

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 ranging from 3.66% to 3.68% plus or minus a specified spread ranging from (2.50)% to .31% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International | 6/2040 - 2/2041 | 127709563 | 158979 | 283602 | 442581 |
| 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 -(25.4)%  |  |  |  |  |  |  |
| **Health Care - (25.4)%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - (25.4)%**  |  |  |  |  |  |  |
| Dexcom Inc (1)  |  |  |  | 118270 | 8684566 | (112355) |
| TOTAL HEALTH CARE |  |  |  |  | 8684566 | (112355) |
| TOTAL UNITED STATES |  |  |  |  | 8684566 | (112355) |
| **TOTAL LONG** |  |  |  |  | **8684566** | **(112355)** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| KOREA (SOUTH) -56.0%  |  |  |  |  |  |  |
| **Financials - 53.9%**  |  |  |  |  |  |  |
| **Banks - 53.9%**  |  |  |  |  |  |  |
| Hana Financial Group Inc  |  |  |  | (86847) | (7345401) | 237124 |
| TOTAL FINANCIALS |  |  |  |  | (7345401) | 237124 |
| **Industrials - 2.1%**  |  |  |  |  |  |  |
| **Electrical Equipment - 2.1%**  |  |  |  |  |  |  |
| LG Energy Solution Ltd (1)  |  |  |  | (18952) | (5619482) | 9151 |
| TOTAL INDUSTRIALS |  |  |  |  | (5619482) | 9151 |
| TOTAL KOREA (SOUTH) |  |  |  |  | (12964883) | 246275 |
| THAILAND -(6.0)%  |  |  |  |  |  |  |
| **Information Technology - (6.0)%**  |  |  |  |  |  |  |
| **Electronic Equipment, Instruments & Components - (6.0)%**  |  |  |  |  |  |  |
| Delta Electronics Thailand PCL depository receipt  |  |  |  | (628100) | (5638349) | (203038) |
| Fabrinet (1)  |  |  |  | (10499) | (5728570) | 176488 |
|  |  |  |  |  | (11366919) | (26550) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (11366919) | (26550) |
| TOTAL THAILAND |  |  |  |  | (11366919) | (26550) |
| UNITED STATES -11.7%  |  |  |  |  |  |  |
| **Consumer Discretionary - 6.5%**  |  |  |  |  |  |  |
| **Textiles, Apparel & Luxury Goods - 6.5%**  |  |  |  |  |  |  |
| Lululemon Athletica Inc (1)  |  |  |  | (30968) | (5734345) | 28801 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (5734345) | 28801 |
| **Consumer Staples - (56.2)%**  |  |  |  |  |  |  |
| **Consumer Staples Distribution & Retail - (56.2)%**  |  |  |  |  |  |  |
| Walmart Inc  |  |  |  | (70437) | (9012414) | (248643) |
| TOTAL CONSUMER STAPLES |  |  |  |  | (9012414) | (248643) |
| **Energy - (2.7)%**  |  |  |  |  |  |  |
| **Energy Equipment & Services - (2.7)%**  |  |  |  |  |  |  |
| NOV Inc  |  |  |  | (172888) | (3502711) | (12102) |
| TOTAL ENERGY |  |  |  |  | (3502711) | (12102) |
| **Financials - 75.7%**  |  |  |  |  |  |  |
| **Banks - 95.1%**  |  |  |  |  |  |  |
| Citigroup Inc  |  |  |  | (70124) | (7726964) | 420744 |
| **Capital Markets - (30.1)%**  |  |  |  |  |  |  |
| CME Group Inc Class A  |  |  |  | (28859) | (9220451) | (88020) |
| MarketAxess Holdings Inc  |  |  |  | (19441) | (3732672) | (138614) |
| Nasdaq Inc  |  |  |  | (92589) | (8108944) | 93515 |
|  |  |  |  |  | (21062067) | (133119) |
| **Financial Services - 10.7%**  |  |  |  |  |  |  |
| WEX Inc (1)  |  |  |  | (22578) | (3368412) | 47414 |
| TOTAL FINANCIALS |  |  |  |  | (32157443) | 335039 |
| **Industrials - (60.1)%**  |  |  |  |  |  |  |
| **Aerospace & Defense - (8.8)%**  |  |  |  |  |  |  |
| Howmet Aerospace Inc  |  |  |  | (17557) | (4609239) | (38977) |
| **Building Products - (52.4)%**  |  |  |  |  |  |  |
| Lennox International Inc  |  |  |  | (9091) | (5181325) | (232093) |
| **Electrical Equipment - (7.0)%**  |  |  |  |  |  |  |
| Eaton Corp PLC  |  |  |  | (23303) | (8760064) | (30993) |
| **Machinery - 8.1%**  |  |  |  |  |  |  |
| Federal Signal Corp  |  |  |  | (29851) | (3475551) | 35821 |
| TOTAL INDUSTRIALS |  |  |  |  | (22026179) | (266242) |
| **Information Technology - 48.5%**  |  |  |  |  |  |  |
| **Semiconductors & Semiconductor Equipment - 47.1%**  |  |  |  |  |  |  |
| Micron Technology Inc  |  |  |  | (13138) | (5417717) | 41910 |
| QUALCOMM Inc  |  |  |  | (48297) | (6875561) | 155999 |
| Texas Instruments Inc  |  |  |  | (20310) | (4307954) | 10561 |
|  |  |  |  |  | (16601232) | 208470 |
| **Technology Hardware, Storage & Peripherals - 1.4%**  |  |  |  |  |  |  |
| NetApp Inc  |  |  |  | (57143) | (5658871) | 6286 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (22260103) | 214756 |
| TOTAL UNITED STATES |  |  |  |  | (94693195) | 51609 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(119024997)** | <br> **271334** |
| **TOTAL SHORT** |  |  |  |  | **(119024997)** | **271334** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(110340431)** | **158979** |
| 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 3.81% plus or minus a specified spread ranging from (.15)% 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 | 7/2040 | 10512384 | 98294 | (29403) | 68891 |
| 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-1D benchmark of 2.25% plus or minus a specified spread ranging from (.25)% to (.09)% 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 | 2/2041 | 3443261 | 21837 | 7504 | 29341 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SARON-1D benchmark of (.06)% plus or minus a specified spread of (.36)% on short/long CFDs, respectively, which is denominated in CHF based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International | 2/2041 | 5128400 | (54089) | (2937) | (57026) |
| 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 ranging from 1.93% to 1.94% plus or minus a specified spread ranging from (.20)% to (.02)% 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 | 2/2041 | 42748470 | (1077948) | 46735 | (1031213) |
| 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-1D benchmark of 3.73% 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 | 6/2040 - 2/2041 | 13094694 | 224706 | 27902 | 252608 |
| 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 2.41% 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 | 8/2040 - 9/2040 | 3236603 | 91139 | 9813 | 100952 |
| 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 ranging from 3.66% to 3.67% plus or minus a specified spread ranging from (3.75)% 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 Chase Bank NA | 7/2030 - 2/2031 | 30519422 | (730460) | 3401 | (727059) |
| 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 3.81% plus or minus a specified spread ranging from (.30)% 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 Chase Bank NA | 7/2030 - 1/2031 | 940912 | 3416 | (12106) | (8690) |
| 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-1D benchmark of 2.25% plus or minus a specified spread of (.20)% on short/long CFDs, respectively, which is denominated in CAD based on the local currencies of the positions within the swap as applicable. | JP Morgan Chase Bank NA | 7/2030 - 11/2030 | 11298981 | (387105) | (29518) | (416623) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SARON-1D benchmark of (.06)% plus or minus a specified spread 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 Chase Bank NA | 11/2030 | 5493479 | (266395) | (523) | (266918) |
| 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-1D benchmark of 3.73% 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 Chase Bank NA | 7/2030 | 1808390 | 37066 | (2122) | 34944 |
| 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 2.41% plus or minus a specified spread ranging from (.25)% to (.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 Chase Bank NA | 12/2030 - 3/2031 | 6584082 | 130370 | 163 | 130533 |
| 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-1D benchmark of .73% 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 Chase Bank NA | 7/2030 - 2/2031 | 22081920 | (218745) | (38771) | (257516) |
| 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 4.02% 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. | JP Morgan Chase Bank NA | 3/2031 | 1124741 | (19225) | (1) | (19226) |
| 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 ranging from 3.66% to 3.67% plus or minus a specified spread ranging from (2.65)% 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 | 6/2027 - 10/2027 | 44591197 | (885372) | 26228 | (859144) |
| 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) -21.2%  |  |  |  |  |  |  |
| **Energy - 16.3%**  |  |  |  |  |  |  |
| **Oil, Gas & Consumable Fuels - 16.3%**  |  |  |  |  |  |  |
| SK Innovation Co Ltd  |  |  |  | (10806) | (958229) | (139893) |
| TOTAL ENERGY |  |  |  |  | (958229) | (139893) |
| **Financials - 4.9%**  |  |  |  |  |  |  |
| **Banks - 4.9%**  |  |  |  |  |  |  |
| Hana Financial Group Inc  |  |  |  | (8397) | (710207) | (41980) |
| TOTAL FINANCIALS |  |  |  |  | (710207) | (41980) |
| TOTAL KOREA (SOUTH) |  |  |  |  | (1668436) | (181873) |
| SINGAPORE -1.8%  |  |  |  |  |  |  |
| **Industrials - 1.8%**  |  |  |  |  |  |  |
| **Ground Transportation - 1.8%**  |  |  |  |  |  |  |
| Grab Holdings Ltd Class A (1)  |  |  |  | (1516242) | (6398541) | (15847) |
| TOTAL INDUSTRIALS |  |  |  |  | (6398541) | (15847) |
| TOTAL SINGAPORE |  |  |  |  | (6398541) | (15847) |
| TAIWAN -0.1%  |  |  |  |  |  |  |
| **Financials - 0.1%**  |  |  |  |  |  |  |
| **Insurance - 0.1%**  |  |  |  |  |  |  |
| Fubon Financial Holding Co Ltd  |  |  |  | (119000) | (357387) | (986) |
| TOTAL FINANCIALS |  |  |  |  | (357387) | (986) |
| TOTAL TAIWAN |  |  |  |  | (357387) | (986) |
| UNITED STATES -79.9%  |  |  |  |  |  |  |
| **Communication Services - 57.9%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - 57.9%**  |  |  |  |  |  |  |
| Verizon Communications Inc  |  |  |  | (177046) | (8877086) | (497769) |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (8877086) | (497769) |
| **Consumer Discretionary - 51.2%**  |  |  |  |  |  |  |
| **Hotels, Restaurants & Leisure - 51.2%**  |  |  |  |  |  |  |
| Royal Caribbean Cruises Ltd  |  |  |  | (27406) | (8522170) | 439543 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (8522170) | 439543 |
| **Health Care - 48.5%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - 48.5%**  |  |  |  |  |  |  |
| Envista Holdings Corp (1)  |  |  |  | (90699) | (2649318) | (416522) |
| TOTAL HEALTH CARE |  |  |  |  | (2649318) | (416522) |
| **Industrials - 72.7%**  |  |  |  |  |  |  |
| **Professional Services - 72.7%**  |  |  |  |  |  |  |
| Equifax Inc  |  |  |  | (26727) | (5584874) | (624450) |
| TOTAL INDUSTRIALS |  |  |  |  | (5584874) | (624450) |
| **Information Technology - (31.2)%**  |  |  |  |  |  |  |
| **Software - (31.2)%**  |  |  |  |  |  |  |
| Crowdstrike Holdings Inc Class A (1)  |  |  |  | (7141) | (2656309) | 268177 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (2656309) | 268177 |
| **Materials - (16.8)%**  |  |  |  |  |  |  |
| **Chemicals - (16.8)%**  |  |  |  |  |  |  |
| PPG Industries Inc  |  |  |  | (63901) | (7877076) | 144355 |
| TOTAL MATERIALS |  |  |  |  | (7877076) | 144355 |
| TOTAL UNITED STATES |  |  |  |  | (36166833) | (686666) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(44591197)** | <br> **(885372)** |
| **TOTAL SHORT** |  |  |  |  | **(44591197)** | **(885372)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(44591197)** | **(885372)** |
| 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-1D benchmark of 2.25% 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 | 6/2027 | 4468343 | (286126) | 2526 | (283600) |
| 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 (.08)% plus or minus a specified spread ranging from (.26)% to .14% on short/long CFDs, respectively, which is denominated in CHF based on the local currencies of the positions within the swap as applicable. | Morgan Stanley | 6/2027 | 19816968 | (891753) | (9568) | (901321) |
| 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 1.94% 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 | 6/2027 | 35205935 | 830906 | 19752 | 850658 |
| 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-1D benchmark of .73% plus or minus a specified spread of (.27)% on short/long CFDs, respectively, which is denominated in JPY based on the local currencies of the positions within the swap as applicable. | Morgan Stanley | 11/2027 | 306377 | (9034) | (165) | (9199) |
| 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 4.02% 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 | 6/2027 | 4900971 | (482755) | 5005 | (477750) |
| 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 1.97% 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 | 6/2027 | 10821114 | (3351) | 437 | (2914) |
| 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 ranging from 3.66% to 3.73% plus or minus a specified spread ranging from .08% to .23% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | HSBC Bank PLC | 10/2026 | 22703677 | (444589) | (6383) | (450972) |
| 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 | 10/2026 | 200989 | 374 | 53 | 427 |
| 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 4.07% plus or minus a specified spread of .13% on short/long CFDs, respectively, which is denominated in NOK based on the local currencies of the positions within the swap as applicable. | HSBC Bank PLC | 10/2026 | 5491958 | 152858 | 5285 | 158143 |
| 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 1.91% plus or minus a specified spread of .35% on short/long CFDs, respectively, which is denominated in SEK based on the local currencies of the positions within the swap as applicable. | HSBC Bank PLC | 10/2026 | 833355 | (38241) | 145 | (38096) |
| 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 3.67% plus or minus a specified spread ranging from (.32)% 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 | 6/2028 - 7/2028 | 25980331 | (175307) | (19194) | (194501) |
| 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 (.08)% plus or minus a specified spread of (.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 | 8/2028 | 12818326 | (174669) | (383) | (175052) |
| 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 (.02)% 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 | 8/2028 - 2/2029 | 33727994 | (155910) | 1145 | (154765) |
| 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-1D benchmark of 3.73% plus or minus a specified spread ranging from (.15)% 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 | 10/2028 | 5121715 | (364669) | 736 | (363933) |
| 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-1D benchmark of .73% 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 | 6/2028 | 16270161 | 658399 | 877 | 659276 |

---

(1) Non-income producing.

---

| | |
|:---|:---|
| **Benchmark Abbreviations** |  |
| BBSW-1M | Bank Bill Swap Rate |
| CORRA-1D | 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-1D | Sterling Overnight Average |
| STIBO-1M | Stockholm Interbank Offered Rate |
| TONAR-1D | 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 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 $14,206,270 or 0.3% of net assets.

(c) 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 $14,206,270 or 0.3% of net assets.

(d) Affiliated fund.

(e) Includes $99,316,533 of cash collateral to cover margin requirements for futures contracts.

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

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

(h) Includes $1,176,000 of cash collateral segregated for over the counter (OTC) derivatives.

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | - | 5656098 | 4567592 | 27106 | (109) | - | 1088397 | 1088180 | 0.0% |
| Total | - | 5656098 | 4567592 | 27106 | (109) | - | 1088397 |  |  |

---

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

**Affiliated Underlying Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Investments Money Market Government Portfolio - Institutional Class | - | 772891819 | 477088899 | 4338123 | - | - | 295802920 | 295802920 |
| Fidelity SAI Alternative Risk Premia Commodity Strategy Fund | - | 214350448 | 6 | 2244788 | - | (8329173) | 206021269 | 22129030 |
| Fidelity SAI Alternative Risk Premia Strategy Fund | - | 110083118 | 3 | - | - | (1062635) | 109020480 | 11439715 |
| Fidelity SAI Convertible Arbitrage Fund | - | 599140624 | 33 | 34108707 | - | (1558623) | 597581968 | 54030919 |
| Fidelity SAI Managed Futures Fund | - | 173023867 | 8 | 3214877 | - | 12399380 | 185423239 | 16452816 |
| Fidelity SAI Merger Arbitrage Fund | - | 501226989 | 15 | 3387691 | - | 7962216 | 509189190 | 48772911 |
|  | - | 2370716865 | 477088964 | 47294186 | - | 9411165 | 1903039066 |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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.

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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.

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

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 Consolidated 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 Consolidated 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.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Rutland Square Trust II

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Strategic Advisers Fidelity Alternatives Fund

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

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

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $4387973355.31

**Total Liabilities:** $34554747.25

**Net Assets:** $4353418608.06

**Amount of Assets Invested in Other Investment Companies:** $33038525.43

**Cash Not Reported:** $28859912.38

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000258440 | 1.20%                | 1.08%                | 1.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-54570.89               | $-52667504.95                              |
| Month 2  | $-1838.05                | $23222056.48                               |
| Month 3  | $1406857.13              | $58375907.32                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CP ALL PCL                                                        | CP ALL PCL (FOR)                                             | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |   4163500 | NS      | $6932468.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE OYJ                                                          | KONE OYJ B                                                   | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     49635 | NS      | $3754690.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                       | AUTOLIV INC                                                  | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     40396 | NS      | $4787733.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     52522 | NS      | $5897259.45   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK FDS                                                     | BlackRock Global Equity Mkt Netrl A                          | CUSIP: 091936542<br>LEI: OA6RHYR6LGM5LRCG2L62 | Long             | EC               | RF                | US        |  32573672 | NS      | $476227084.07 | 10.94%            |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                            | BOSTON SCIENTIFIC CORP                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    114956 | NS      | $8834368.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | BRISTOL-MYERS SQUIBB CO                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    139066 | NS      | $8673546.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/KRW settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-8165.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/SEK settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2231.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/EUR settle 2026-03-25                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $96268.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/AUD settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-31881.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/NOK settle 2026-03-25                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8191.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/CHF settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-18615.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/JPY settle 2026-03-25                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $142060.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/THB settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-8437.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/GBP settle 2026-03-25                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $227353.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/CAD settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-4668.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/HKD settle 2026-03-25                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6159.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: TWD/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $9389.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/CNY settle 2026-03-25                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12283.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/THB settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1540.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: SEK/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $24.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/JPY settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $4601.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: NOK/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $766.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: SEK/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $522.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/KRW settle 2026-03-25                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3524.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/NOK settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3249.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: AUD/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3658.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: THB/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-223.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/SEK settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-11201.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: GBP/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-6927.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: EUR/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $9003.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: CAD/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $11158.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: CHF/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $7107.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: THB/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $162.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: TWD/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1392.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/KRW settle 2026-03-25                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1554.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: JPY/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3240.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/TWD settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-7415.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/KRW settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-10011.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: AUD/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $13341.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/THB settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-194.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/HKD settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $177.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/THB settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $166.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/EUR settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-9360.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/TWD settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-64.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/KRW settle 2026-03-25                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1225.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: THB/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-8.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: NOK/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1545.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: TWD/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-957.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: AUD/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-139.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: JPY/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1334.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/TWD settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $575.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/JPY settle 2026-03-05                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $27.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: THB/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $450.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: KRW/USD settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-10587.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/CHF settle 2026-03-25                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-10299.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/NOK settle 2026-03-25                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-7882.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/EUR settle 2026-03-25                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-44383.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/SEK settle 2026-03-25                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4117.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/GBP settle 2026-03-25                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9011.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                                                | CCL INDUSTRIES INC B NON VTG                                 | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     90780 | NS      | $6314435.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                     | CARNIVAL CORP                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     79585 | NS      | $2510906.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUIDRA SA                                                        | FLUIDRA SA                                                   | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |    134799 | NS      | $3612436.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA OVERSEAS LAND and INVESTMENT LTD                            | CHINA OVERSEAS LAND and INV LTD                              | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               | CORP              | HK        |   3473500 | NS      | $6371235.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | PEARSON PLC (UBS) (CFD)                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -126027 | NC      | $-21358.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | OMV AG (UBS) (CFD)                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -72618 | NC      | $39169.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | ENI SPA (UBS)(CFD)                                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -49730 | NC      | $-31132.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | ZURICH FIN SVCS AG (UBS)(CFD)                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -2382 | NC      | $-5294.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | SWISSCOM AG (UBS) (CFD)                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -1570 | NC      | $-24671.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                               | COGNIZANT TECH SOLUTIONS CL A                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    132890 | NS      | $8562102.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | GEBERIT AG (REG) (UBS) (CFD)                                 | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -3339 | NC      | $16785.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | ENDESA SA (UBS) (CFD)                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -40500 | NC      | $12360.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | HANNOVER RUECKV (UBS) (CFD)                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -15039 | NC      | $-84846.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | SGS SA (REG) (UBS) (CFD)                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -53376 | NC      | $-161501.98   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | FORTUM OYJ (UBS) (CFD)                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -275559 | NC      | $-80110.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | METSO CORPORATION (UBS)(CFD)                                 | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -162273 | NC      | $-12757.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | CAIXABANK SA (UBS) (CFD)                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -223799 | NC      | $58389.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REDEIA CORP SA                                                    | REDEIA CORP SA                                               | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |    458275 | NS      | $8519572.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | HOWDEN JOINERY GROUP PLC (UBS) (CFD)                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -267731 | NC      | $-343309.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                            | ST GOBAIN CIE DE                                             | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     35188 | NS      | $3566013.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | KDDI CORP (UBS)(CFD)                                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    292100 | NC      | $116782.24    | 0.00%             |  |  |  | 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        |    713000 | NS      | $2091309.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                               | DOLLAR GENERAL CORP                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     33482 | NS      | $5231227.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                   | DOLLAR TREE INC                                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     45806 | NS      | $5793542.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                                                 | DOMINOS PIZZA INC                                            | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |     16769 | NS      | $6749690.19   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                                    | LCI INDUSTRIES                                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     22279 | NS      | $2967562.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON VANCE MUT FDS TR                                            | Eaton Vance Glbl Macro Abs Ret Advtg A                       | CUSIP: 277923280<br>LEI: 549300FGUNKHMTW51F25 | Long             | EC               | RF                | US        |  37417784 | NS      | $457619494.66 | 10.51%            |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                | META PLATFORMS INC CL A                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      9668 | NS      | $6266604.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                            | FAIR ISAAC CORP                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      4572 | NS      | $6443593.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                        | FEDEX CORP                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     18450 | NS      | $7140150.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Colchester Street Trust                                  | FIMM MM Government Portfolio - Instl Cl                      | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        | 285060555 | NS      | $285060555.39 | 6.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                      | Fidelity Cash Central Fund                                   | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   1088180 | NS      | $1088397.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS SE and CO KGAA                                          | FRESENIUS SE and CO KGAA                                     | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     84934 | NS      | $5108222.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | FUJI ELECTRIC (UBS CFD)                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     96400 | NC      | $480785.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | ANTOFAGASTA PLC (GS) (CFD)                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -71053 | NC      | $147325.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                         | L3HARRIS TECHNOLOGIES INC                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     22183 | NS      | $8086590.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                      | INSULET CORP                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     16177 | NS      | $3989409.97   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                          | INTERNATIONAL FLAVORS and FRAGRA                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     64981 | NS      | $5343387.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     19405 | NS      | $5827321.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | LARGAN PRECISION CO (UBS)(CFD)                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -47000 | NC      | $-142794.05   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | CHUNGHWA TELECOM CO LTD (UBS) (CFD)                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -485000 | NC      | $13771.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                                       | JAMES HARDIE INDUSTRES PLC CDI                               | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |    218943 | NS      | $5331845.11   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KT CORP                                                           | KT CORP                                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |     78516 | NS      | $3490105.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | MICRON TECHN INC (GS) (CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -13138 | NC      | $41910.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | CITIGROUP INC (GS) (CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -70124 | NC      | $420744.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | LULULEMON ATHLETICA (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -30968 | NC      | $28800.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | CME GROUP INC A (GS) (CFD)                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -28859 | NC      | $-88019.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | HANA FINANCIAL GROUP INC (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -68933 | NC      | $246107.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | DEXCOM INC (GS) (CFD)                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    118270 | NC      | $-112356.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | GLAXOSMITHKLINE PLC (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -103830 | NC      | $1602.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | STELLANTIS NV(GS)(CFD)                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -542404 | NC      | $-251304.91   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | VOLKSWAGEN AG PFD (GS) (CFD)                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -54090 | NC      | $-26565.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | ESSILOR INTERNATIONAL SA (FRAN) (GS) (CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -12965 | NC      | $206178.12    | 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        |    -22578 | NC      | $47413.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | QUALCOMM INC (GS)(CFD)                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -48297 | NC      | $155999.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | ENI SPA (GS) (CFD)                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -185718 | NC      | $-192875.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | NATIONAL OILWELL VARCO INC (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -172888 | NC      | $-12102.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA                             | INDITEX SA                                                   | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    113155 | NS      | $7556193.74   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LION CORP                                                         | LION CORP                                                    | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |    419500 | NS      | $4938691.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                    | MICROSOFT CORP                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     13838 | NS      | $5434736.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     45496 | NS      | $7575538.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                            | MOTOROLA SOLUTIONS INC                                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     13937 | NS      | $6721257.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                    | NRG ENERGY INC                                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     19010 | NS      | $3402029.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NIFCO INC                                                         | NIFCO INC                                                    | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |     77500 | NS      | $2751320.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORICA LTD                                                         | ORICA LTD                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    185470 | NS      | $3223189.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                                       | NN GROUP NV                                                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     39126 | NS      | $3203827.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                                             | AUTOTRADER GROUP PLC                                         | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    452334 | NS      | $2996239.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                          | RELX PLC                                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    219033 | NS      | $7651561.51   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                        | RENAISSANCERE HLDGS LTD                                      | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     18581 | NS      | $5620009.26   | 0.13%             |  |  |  | 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        |     37071 | NS      | $7557209.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA                                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     32226 | NS      | $5388207.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                      | SK HYNIX INC                                                 | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     12580 | NS      | $9268498.97   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                        | SAMSUNG ELECTRONICS CO LTD                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     65163 | NS      | $9796531.79   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOR SE                                                           | SCOR SE                                                      | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |    149001 | NS      | $5440241.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                           | SSE PLC                                                      | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    129281 | NS      | $4672912.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    274618 | NS      | $6774113.24   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                 | State Street Instl US Govt MMkt Premier                      | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        | 355947985 | NS      | $355947985.39 | 8.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                | STEEL DYNAMICS INC                                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     23152 | NS      | $4471345.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS SA                                                        | TENARIS SA (ITALY)                                           | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |    226108 | NS      | $6180415.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                  | TOTALENERGIES SE                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     59828 | NS      | $4756209.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                          | VOLVO AB SER B                                               | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    116931 | NS      | $4549600.35   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| STOREBRAND ASA                                                    | STOREBRAND ASA CL A                                          | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |    361173 | NS      | $6844901.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                | WELLS FARGO and CO                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     71075 | NS      | $5789058.75   | 0.13%             |  |  |  | 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        |    111000 | NS      | $6891972.60   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NA                                           | ZIONS BANCORP                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    117975 | NS      | $6757608.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | WAL MART STORES INC (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -70437 | NC      | $-248642.61   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | LENNOX INTERNATIONAL INC (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9091 | NC      | $-232093.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | FERRARI NV (IT) (MS) (CFD)                                   | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      9336 | NC      | $364990.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | FUBON FINANCIAL HOLDING CO LTD(UBS)(CFD)                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -464950 | NC      | $-4534.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC                                                       | ARITZIA INC                                                  | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |     34470 | NS      | $3052151.02   | 0.07%             |  |  |  | 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        |    -63901 | NC      | $144354.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONVATEC GROUP PLC                                                | CONVATEC GROUP PLC                                           | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |   1667958 | NS      | $5763419.68   | 0.13%             |  |  |  | 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        |    -26727 | NC      | $-624449.54   | -0.01%            |  |  |  | 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        |   -177046 | NC      | $-497769.12   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC                                      | FLOOR and DECOR HOLDINGS INC                                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     79281 | NS      | $5477524.29   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | TEXAS INSTRUMENTS INC (GS)(CFD)                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -20310 | NC      | $10561.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | MARKETAXESS HLDGS INC (GS)(CFD)                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -19441 | NC      | $-138614.33   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PDD HOLDINGS INC                                                  | PDD HOLDINGS INC ADR                                         | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |     40377 | NS      | $4188306.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. | BlackRock Systematic Multi-Strat Inv A                       | CUSIP: 09260C109<br>LEI: MMIDQLKHUPGX6F6S4D55 | Long             | EC               | RF                | US        |  30665671 | NS      | $330882590.54 | 7.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BURBERRY GROUP PLC (GS) (CFD)                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -278763 | NC      | $89707.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | NETAPP INC (GS) (CFD)                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -57143 | NC      | $6285.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXI SPA                                                          | NEXI SPA                                                     | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |   1325337 | NS      | $5446611.29   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                                              | TRADEWEB MARKETS INC A                                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55336 | NS      | $6820438.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR MAY26 NGK26                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       -24 | NC      | $73102.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR APR26 NGJ26                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |      -111 | NC      | $301531.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR JUN26 NGM26                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -4 | NC      | $8892.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR JUL26 NGN26                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $10764.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR MAY26 COK6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       235 | NC      | $1293624.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR JUN26 COM6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        59 | NC      | $217373.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR JUL26 CON6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        18 | NC      | $61619.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE MAY26 ENK6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        13 | NC      | $57115.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE JUN26 ENM6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         9 | NC      | $56319.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE APR26 ENJ6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        12 | NC      | $99916.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE JUL26 ENN6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         1 | NC      | $5288.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | ATKINSREALIS GROUP INC (GS) (CFD)                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -26441 | NC      | $29851.65     | 0.00%             |  |  |  | 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        |     -7141 | NC      | $268177.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STONE RIDGE TR                                                    | Stone Ridge Diversified Alternatives I                       | CUSIP: 861728624<br>LEI: 549300OSYMMPL5LGIM86 | Long             | EC               | RF                | US        |  23420769 | NS      | $231631405.53 | 5.32%             |  |  |  | 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        |    -90699 | NC      | $-416522.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | ROYAL CARIBBEAN CRUISES LTD (MS) (CFD)                       | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -27406 | NC      | $439542.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SWISSCOM AG (REG) (JPM)(CFD)                                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -5854 | NC      | $-266394.90   | -0.01%            |  |  |  | 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        |   -785000 | NC      | $-39440.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | PEARSON PLC (GS) (CFD)                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -120726 | NC      | $-13930.56    | -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        |    -96296 | NC      | $-90908.45    | -0.00%            |  |  |  | No            |                  1 | 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        |   -417161 | NC      | $-75601.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | PALANTIR TECHNOLOGIES INC (JPM)(CFD)                         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -34880 | NC      | $-174786.57   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CHF CURRENCY FUT MAR26 SFH6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -327 | NC      | $-1213959.09  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | AUDUSD CRNCY FUT MAR26 ADH6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -801 | NC      | $-2200544.92  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | C$ CURRENCY FUT MAR26 CDH6                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -381 | NC      | $-175557.52   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT MAR27 ERH7                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -126 | NC      | $-51319.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                       | VALARIS LTD                                                  | CUSIP: N/A<br>LEI: 5299008BQ9IREYWBTS30       | Long             | EC               | CORP              | BM        |     60402 | NS      | $5789531.70   | 0.13%             |  |  |  | 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        |    237022 | NS      | $2223266.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT JUN27 ERM7                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -132 | NC      | $-66979.20    | -0.00%            |  |  |  | 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        |   -220583 | NC      | $-210202.98   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT SEP27 ERU7                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -105 | NC      | $-61203.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. | Absolute Convertible Arbitrage Inv                           | CUSIP: 90470L352<br>LEI: MMIDQLKHUPGX6F6S4D55 | Long             | EC               | RF                | US        |   9417808 | NS      | $110094178.08 | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | BP CURRENCY FUT MAR26 BPH6                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      1181 | NC      | $549241.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP27 SFRU7                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -428 | NC      | $-246784.46   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT MAR28 SFRH8                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -266 | NC      | $-216255.12   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT MAR27 SFRH7                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -553 | NC      | $-221005.71   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT JUN26 SFRM6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -414 | NC      | $83725.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT DEC27 SFRZ7                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -476 | NC      | $-298634.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP26 SFRU6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -456 | NC      | $8746.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT JUN27 SFRM7                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -544 | NC      | $-284866.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT DEC26 SFRZ6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -703 | NC      | $-146653.71   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT MAR27 SFIH7                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -63 | NC      | $-28275.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT JUN26 SFIM6                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -87 | NC      | $-22332.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT DEC26 SFIZ6                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -89 | NC      | $-35755.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT SEP26 SFIU6                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -59 | NC      | $-19022.98    | -0.00%            |  |  |  | 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        |   -339702 | NC      | $100551.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT DEC27 ERZ7                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -99 | NC      | $-64379.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                     | APOLLO GLOBAL MANAGEMENT INC                                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     54459 | NS      | $5696411.40   | 0.13%             |  |  |  | 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        |    -10339 | NC      | $-29879.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                                     | BHP GROUP LIMITED                                            | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    220498 | NS      | $9021599.34   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | LG ENERGY SOLUTION(GS) (CFD)                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -15592 | NC      | $23634.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | LG ENERGY SOLUTION (JPM) (CFD)                               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DE               | CORP              | GB        |      -813 | NC      | $-9616.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT MAR28 ERH8                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -42 | NC      | $-28564.24    | -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        |   -193131 | NC      | $56328.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | WESTPAC BANKING CORP (JPM)(CFD)                              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -10164 | NC      | $-11049.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | E.ON SE (GS) (CFD)                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -382522 | NC      | $-214099.92   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | CAIXABANK SA (MS) (CFD)                                      | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |   -387470 | NC      | $445128.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | TEXAS INSTRUMENTS INC (JPM) (CFD)                            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -3143 | NC      | $44159.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | ENDESA SA (MS) (CFD)                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |   -151214 | NC      | $-592239.39   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | FASTENAL CO (HSBC) (CFD)                                     | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |   -188903 | NC      | $14885.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | NN GROUP NV (MS) (CFD)                                       | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     11601 | NC      | $9786.39      | 0.00%             |  |  |  | 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        |     10267 | NC      | $153289.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | SIEMENS ENERGY AG (MS) (CFD)                                 | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     52250 | NC      | $633317.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | ZURICH INSURANCE GROUP AG (MS) (CFD)                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -9111 | NC      | $-275323.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | TELE2 AB B SHS (MS) (CFD)                                    | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    165122 | NC      | $327057.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | BANCA GENERALI SPA (MS)(CFD)                                 | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     47650 | NC      | $-160738.62   | -0.00%            |  |  |  | No            |                  1 | 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        |   -380572 | NC      | $-120208.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | OMV AG (AUSH100) (HSBC) (CFD)                                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -3104 | NC      | $373.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | HANNOVER RUECKVERSICHERUNGS SE(REGD) (MS) (CFD)              | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -6557 | NC      | $-115793.21   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | HEXAGON AB SER B (HSBC) (CFD)                                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -73254 | NC      | $-38241.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | HANA FINANCIAL GROUP INC (JPM) (CFD)                         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -10135 | NC      | $57633.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | HANA FINANCIAL GROUP INC (MS) (CFD)                          | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -8397 | NC      | $-41979.93    | -0.00%            |  |  |  | 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        |   -149242 | NC      | $-286126.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | CANADIAN TIRE LTD A PHYS DELIVERY (JPM)(CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -31312 | NC      | $-224842.32   | -0.01%            |  |  |  | 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        |    -26413 | NC      | $-330401.64   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FABRINET (GS) (CFD)                                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -10499 | NC      | $176488.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT MAY26 XBK6                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        19 | NC      | $115409.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT JUN26 XBM6                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        14 | NC      | $144596.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT AUG26 XBQ6                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         1 | NC      | $5819.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT APR26 HOJ6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        13 | NC      | $161621.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT JUL26 XBN6                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        11 | NC      | $73555.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT APR26 XBJ6                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        21 | NC      | $177209.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT MAY26 HOK6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         6 | NC      | $66268.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT JUN26 TZTM6                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |        15 | NC      | $29530.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT APR26 TZTJ6                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |        65 | NC      | $126373.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | ECX EMISSION FUT DEC26 MOZ26                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |        -8 | NC      | $114556.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT MAY26 TZTK6                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |        15 | NC      | $24971.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | UK NATURAL GAS FUTAPR26 FNJ6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        10 | NC      | $11412.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                                                     | NEXTPOWER INC                                                | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29163 | NS      | $3065031.30   | 0.07%             |  |  |  | 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        |    -58906 | NC      | $-145258.18   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DSM FIRMENICH AG                                                  | DSM FIRMENICH AG                                             | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |     28317 | NS      | $2022392.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | SK INNOVATION (MS) (CFD)                                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -10806 | NC      | $-139892.63   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SK INNOVATION (JPM) (CFD)                                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -24363 | NC      | $-193026.98   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | EURONEXT NV (GS)(CFD)                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -45138 | NC      | $-405066.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                         | LINDE PLC                                                    | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |     14368 | NS      | $7300093.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | FTSE TAIWAN INDEX FUT MAR26 TWTH6                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       -69 | NC      | $-175825.58   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | Fidelity SAI Convertible Arbitrage Fund                      | CUSIP: 31624J778<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | RF                | US        |  54030919 | NS      | $597581968.09 | 13.73%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | UNIVERSAL MUSIC GROUP NV (UBS) (CFD)                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -227666 | NC      | $-108479.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | FCOJ-A FUTURE MAY26 JOK6                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         5 | NC      | $527.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT MAY26 SBK6                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |      -113 | NC      | $8563.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COFFEE 'C' FUTURE MAY26 KCK6                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        13 | NC      | $-103551.51   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR MAY26 CTK6                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        42 | NC      | $25634.16     | 0.00%             |  |  |  | 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        |   -282700 | NC      | $-491120.29   | -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        |   -473300 | NC      | $-184238.17   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE APR26 PLJ6                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       -23 | NC      | $-56535.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PALLADIUM FUTURE JUN26 PAM6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       -28 | NC      | $-1532.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE JUL26 PLN6                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-10481.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | Fidelity SAI Alternative Risk Premia Currency Strategy Fund  | CUSIP: 31624J752<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | RF                | US        |  11439715 | NS      | $109020479.66 | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI ALTERNATIVE RISK PREMIA COMMODITY STRATEGY FUND | CUSIP: 31624J760<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | RF                | US        |  22129030 | NS      | $206021269.09 | 4.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT MAY26 QWK6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |       -28 | NC      | $8154.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR JUL26 CTN6                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         7 | NC      | $2807.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT JUL26 SBN6                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -21 | NC      | $2388.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | FCOJ-A FUTURE JUL26 JON6                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         1 | NC      | $1542.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COFFEE 'C' FUTURE JUL26 KCN6                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         2 | NC      | $-11686.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | INTL BUS MACH CORP (UBS) (CFD)                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -12106 | NC      | $-23137.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                                      | IBEX 35 INDX FUTR MAR26 IBH6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |       -21 | NC      | $-69586.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT AUG26 QWQ6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -7 | NC      | $-598.87      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | XPENG INC CL A (JPM)(CFD)                                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -58400 | NC      | $10959.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | XPENG INC CL A (GS)(CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -296500 | NC      | $95354.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT MAY26 IJK6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -44 | NC      | $-18264.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SHISEIDO CO LTD (JPM) (CFD)                                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -182100 | NC      | $-88077.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | NIKKEI 225 (SGX) FUT MAR26 NIH6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       -20 | NC      | $-350115.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT MAR26 QSH6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        23 | NC      | $294224.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT JUN26 QSM6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         5 | NC      | $15869.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT APR26 QSJ6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        40 | NC      | $266704.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT SEP26 CAU6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -83 | NC      | $-30006.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT JUN26 ERM6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -200 | NC      | $-4369.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO STOXX 50 FUT MAR26 VGH6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |      -358 | NC      | $-232039.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT MAY26 CAK6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |      -334 | NC      | $-134603.11   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | DAX INDEX FUTURE MAR26 GXH6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        39 | NC      | $1046899.39   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT MAY26 QSK6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        20 | NC      | $115527.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT SEP26 ERU6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -188 | NC      | $-25017.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                                    | FTSE/JSE TOP 40 FUT MAR26 AIH6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |       -92 | NC      | $-552353.17   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR AUG26 BOQ6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -4 | NC      | $-6237.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR MAY26 SMK6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -52 | NC      | $-51167.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE MAY26 C K6                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |      -149 | NC      | $-66966.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT DEC26 ERZ6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      -202 | NC      | $-57825.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) JUL26 W N6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -26 | NC      | $-40538.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE SEP26 C U6                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -13 | NC      | $-5994.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | S and P500 EMINI FUT MAR26 ESH6                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       226 | NC      | $-303072.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE SEP26 S U6                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -23 | NC      | $-10594.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | JPN YEN CURR FUT MAR26 JYH6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      1711 | NC      | $107983.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE JUL26 C N6                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -72 | NC      | $-22477.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT MAY26 KWK6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |      -207 | NC      | $-249696.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR OCT26 BOV6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $-1834.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE JUN26 CLM6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        30 | NC      | $180623.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR SEP26 BOU6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $-12145.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE JUL26 CLN6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         5 | NC      | $4720.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE MAY26 S K6                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -66 | NC      | $-128312.36   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE AUG26 S Q6                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-564.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT JUN26 HOM6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         7 | NC      | $62361.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | GOLD 100 OZ FUTR JUN26 GCM6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         5 | NC      | $100710.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO FX CURR FUT MAR26 ECH6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       833 | NC      | $304394.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE APR26 CLJ6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       130 | NC      | $702936.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) MAY26 W K6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -71 | NC      | $-132724.66   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR OCT26 SMV6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $-284.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR JUL26 BON6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -23 | NC      | $-45272.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR AUG26 SMQ6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -4 | NC      | $-809.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT JUL26 KWN6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -82 | NC      | $-103951.72   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | COPPER FUTURE MAY26 HGK6                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        52 | NC      | $155500.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | COPPER FUTURE JUL26 HGN6                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         2 | NC      | $1483.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE MAY26 CLK6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        40 | NC      | $242315.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE JUL26 S N6                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -29 | NC      | $-59396.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE DEC26 C Z6                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -94 | NC      | $-42431.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR MAY26 BOK6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -55 | NC      | $-138453.30   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT DEC26 CAZ6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -61 | NC      | $-22886.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | MSCI EMGMKT FUT MAR26 MESH6                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        -6 | NC      | $-7574.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR JUL26 SMN6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -17 | NC      | $-5491.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR DEC26 CTZ6                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         5 | NC      | $2002.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS INC                                                   | AMER SPORTS INC                                              | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | KY        |     61481 | NS      | $2335048.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT JUN26 IRM6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        78 | NC      | $-68921.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES JUN26 CORM6                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -11 | NC      | $-958.09      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES SEP26 CORU6                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -13 | NC      | $-2923.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT AUG26 IJQ6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -12 | NC      | $-6663.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT DEC26 IRZ6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        53 | NC      | $-46487.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT SEP26 IRU6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        64 | NC      | $-82580.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT MAR27 IRH7                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        33 | NC      | $-28727.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT JUN27 IRM7                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |        20 | NC      | $-2420.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | CONTINENTAL AG (MS) (CFD)                                    | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     50881 | NC      | $246452.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR SEP26 SMU6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $-854.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SWISS MKT IX FUTR MAR26 SMH6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |       105 | NC      | $958909.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) MAY26 RSK6                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -40 | NC      | $-6651.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES DEC26 CORZ6                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -14 | NC      | $-4897.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SSE PLC (JPM) (CFD)                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     50031 | NC      | $37066.19     | 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        |    598200 | NC      | $86313.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT NOV26 IJX6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |        -7 | NC      | $-3902.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) JUL26 RSN6                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -18 | NC      | $-2100.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COCOA FUTURE - IC MAY26 QCK6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -6 | NC      | $90153.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | GOLD 100 OZ FUTR APR26 GCJ6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        59 | NC      | $553606.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COCOA FUTURE MAY26 CCK6                                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -10 | NC      | $105244.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SOLVENTUM CORP (JPM) (CFD)                                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -53999 | NC      | $85597.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | EQUINOR ASA (MS) (CFD)                                       | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |   -163561 | NC      | $-482772.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES MAR27 CORH7                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |       -10 | NC      | $-4507.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | SILVER FUTURE MAY26 SIK6                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       -10 | NC      | $-46774.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) SEP26 W U6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -6 | NC      | $-8014.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) DEC26 W Z6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -4 | NC      | $-7422.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT SEP26 KWU6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -14 | NC      | $-6121.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | SA RAND CURR(CME) FUT MAR26 RAH6                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       296 | NC      | $451016.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COCOA FUTURE - IC JUL26 QCN6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -2 | NC      | $14353.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) NOV26 RSX6                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -9 | NC      | $-2513.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | DECKERS OUTDOOR CORP (UBS) (CFD)                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -26068 | NC      | $55973.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COCOA FUTURE JUL26 CCN6                                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $51274.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | MEXICAN PESO FUT MAR26 PEH6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       814 | NC      | $808202.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | NIKKEI 225 MINI FUT MAR26 NOH6                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |      -283 | NC      | $-1007344.33  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | NIKKEI 225 (OSE) FUT MAR26 NKH6                              | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |       -30 | NC      | $-1050934.45  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/PLZ X-RATE FUT MAR26 EIH6                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        55 | NC      | $25916.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES JUN27 CORM7                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |        -9 | NC      | $-4413.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | NASDAQ 100 E-MINI FUT MAR26 NQH6                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        50 | NC      | $-382071.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/CZK X-RATE FUT MAR26 EXH6                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        19 | NC      | $7577.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EUR/SWED KRNA X-RAT FUT MAR26 EWH6                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -4 | NC      | $-3906.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/HUF X-RATE FUT MAR26 ELH6                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        67 | NC      | $119688.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | SPI 200 FUTURES MAR26 XPH6                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |       -11 | NC      | $-67915.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | ISRAELI SHEKEL FUT MAR26 ISH6                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       -37 | NC      | $-63145.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT MAY26 DFK6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        26 | NC      | $-31702.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE APR26 LHJ6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       -20 | NC      | $4301.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI MERGER ARBITRAGE FUND                           | CUSIP: 31624J638<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | RF                | US        |  48772911 | NS      | $509189189.98 | 11.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI MANAGED FUTURES FUND                            | CUSIP: 31624J646<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | RF                | US        |  16452816 | NS      | $185423239.19 | 4.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | BANCO BPM SPA (UBS) (CFD)                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -263257 | NC      | $51496.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR APR26 LCJ6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        73 | NC      | $12733.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) JAN27 RSF7                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-27.24       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT JUL26 DFN6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        15 | NC      | $-10099.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | NEW ZEALAND $ FUT MAR26 NVH6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -279 | NC      | $-350551.73   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE JUN26 LHM6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -4 | NC      | $400.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | TOPIX INDX FUTR MAR26 TPH6                                   | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |        44 | NC      | $1301816.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE MAR27 C H7                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -6 | NC      | $-1002.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | E-MINI RUSS 2000 FUT MAR26 RTYH6                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -175 | NC      | $212238.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | S and P MID 400 EMINI FUT MAR26 FAH6                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       -16 | NC      | $-210477.20   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR JUN26 LCM6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        32 | NC      | $60512.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | HOWMET AEROSPACE INC (GS) (CFD)                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -17557 | NC      | $-38976.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | GFL ENVIRONMENTAL INC (GS) (CFD)                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -36443 | NC      | $-8015.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT SEP26 DFU6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         1 | NC      | $48.74        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE JUL26 LHN6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $-1157.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR AUG26 LCQ6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        19 | NC      | $-10655.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HSCEI FUTURES MAR26 HCH6                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |       -17 | NC      | $19930.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HANG SENG IDX FUT MAR26 HIH6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |       -61 | NC      | $10116.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOSPI2 INX FUT MAR26 KMH6                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |       188 | NC      | $9805279.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | DJIA MINI E-CBOT FUT MAR26 DMH6                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        50 | NC      | $-2237.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | KONGSBERG GRUPPEN ASA (HSBC) (CFD)                           | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |   -135353 | NC      | $152857.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | KONGSBERG GRUPPEN ASA (JPM) (CFD)                            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DE               | CORP              | GB        |    -27720 | NC      | $-19226.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | MSCI SING IX ETS FUT MAR26 QZH6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       189 | NC      | $-18757.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CATTLE FEEDER FUT MAR26 FCH6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        12 | NC      | $150758.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | S and P/TSX 60 IX FUT MAR26 PTH6                             | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |       105 | NC      | $1227361.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EUR/NOR KRONE X-RAT FUT MAR26 ENH6                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       -13 | NC      | $77659.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | FTSE 100 IDX FUT MAR26 Z H6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -80 | NC      | $-781784.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                                        | FTSE/MIB IDX FUT MAR26 STH6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |        59 | NC      | $778792.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS-MONEP                                              | CAC40 10 EURO FUT MAR26 CFH6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |      -109 | NC      | $-208330.75   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | NEMETSCHEK SE (GS) (CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -33967 | NC      | $-118584.09   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | FTSE CHINA A50 FUT MAR26 XUH6                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |      1983 | NC      | $-318037.03   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NSE IFSC                                                          | IFSC NIFTY 50 FUT MAR26 JGSH6                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IN        |        59 | NC      | $-60287.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE AUG26 LHQ6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-352.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CATTLE FEEDER FUT APR26 FCJ6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        16 | NC      | $-51188.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | UNICHARM CORP (JPM) (CFD)                                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -459500 | NC      | $-313088.25   | -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        |   -582000 | NC      | $15098.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | FUBON FINANCIAL HOLDING CO LTD (HSBC) (CFD)                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |   -170325 | NC      | $-1282.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR OCT26 LCV6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         6 | NC      | $-15114.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | BECTON DICKINSON and CO (JPM) (CFD)                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -41666 | NC      | $-19175.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | YAKULT HONSHA CO LTD (JPM) (CFD)                             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -144800 | NC      | $44894.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | YAKULT HONSHA CO LTD (MS) (CFD)                              | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -18300 | NC      | $-9034.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | FUBON FINANCIAL HOLDING CO LTD (MS)(CFD)                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |   -119000 | NC      | $-986.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CATTLE FEEDER FUT MAY26 FCK6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         8 | NC      | $-12481.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | MEDIBANK PRIVATE LIMITED (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -872209 | NC      | $31013.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | MEDIBANK PRIVATE LIMITED (JPM) (CFD)                         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -203146 | NC      | $14466.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CATTLE FEEDER FUT AUG26 FCQ6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         7 | NC      | $-39591.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SHORT EURO-BTP FU FUT MAR26 BTSH6                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -129 | NC      | $-27606.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BUXL 30Y BND FUT MAR26 UBH6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -132 | NC      | $-424605.59   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-SCHATZ FUT MAR26 DUH6                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -696 | NC      | $-154966.32   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-OAT FUTURE MAR26 OATH6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -125 | NC      | $-195827.98   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BOBL FUTURE MAR26 OEH6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -643 | NC      | $-764409.17   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BTP FUTURE MAR26 IKH6                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       117 | NC      | $274436.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BUND FUTURE MAR26 RXH6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -308 | NC      | $-599222.38   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | JPN 10Y BOND(OSE) FUT MAR26 JBH6                             | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |        -8 | NC      | $18813.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | US DOLLAR FUT MAR26 KUH6                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |     -1655 | NC      | $122147.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE MAR26 UXH6                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |       361 | NC      | $366772.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | CAN 10YR BOND FUT JUN26 CNM6                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        82 | NC      | $31899.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | CAN 2YR BOND FUT JUN26 CVM6                                  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -13 | NC      | $-857.69      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE APR26 UXJ6                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |       138 | NC      | $93649.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | SCHINDLER HOLDING AG (REG) (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -14007 | NC      | $-54088.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE MAY26 UXK6                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |        34 | NC      | $15715.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SINO BIOPHARMACEUTICAL LTD (JPM)(CFD)                        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |  -3227000 | NC      | $136932.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-SCHATZ FUT JUN26 DUM6                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -232 | NC      | $-23160.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | AUST 3YR BOND FUT MAR26 YMH6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |       158 | NC      | $634.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | AUST 10Y BOND FUT MAR26 XMH6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |      -180 | NC      | $-153983.25   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US ULTRA BOND CBT FUT JUN26 WNM6                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       176 | NC      | $225501.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR ULTRA FUT JUN26 UXYM6                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -45 | NC      | $-39402.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR NOTE FUT (CBT)JUN26 TYM6                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -142 | NC      | $-99347.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US LONG BOND(CBT) FUT JUN26 USM6                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        60 | NC      | $64443.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOREA 10YR BND FU FUT MAR26 KAAH6                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |      -204 | NC      | $-124306.47   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOREA 3YR BND FUT MAR26 KEH6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |      -278 | NC      | $-36721.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | ICE CDX ITXEB544 12/20/2030                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  58000000 | NC      | $-80143.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CDX NA IG S45 5YR 12/20/30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | 111000000 | NC      | $-219988.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CFM ITRAXX XOVER S44 5YR 12/20/30                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  20000000 | NC      | $40841.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CFM CDX EM CDSI S44 5YR 12/20/2030                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   5000000 | NC      | $33595.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 5YR NOTE (CBT) FUT JUN26 FVM6                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -525 | NC      | $-246232.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 2YR NOTE (CBT) FUT JUN26 TUM6                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |     -1117 | NC      | $-349192.12   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | LONG GILT FUTURE JUN26 G M6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       157 | NC      | $221194.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CFM ICE CDXHY S45 5Y T0 CDX 12/20/30                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   7890000 | NC      | $6908.53      | 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        |    -29851 | NC      | $35821.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | COSTCO WHOLESALE CORP (HSBC)(CFD)                            | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -5519 | NC      | $-127790.57   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | LARGAN PRECISION CO LTD (JPM)(CFD)                           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DE               | CORP              | GB        |     -3000 | NC      | $-22426.95    | -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        |    -38252 | NC      | $-71354.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | EATON CORP PLC (GS)(CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -23303 | NC      | $-30992.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | GRAB HOLDINGS LTD CL A (MS)(CFD)                             | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |  -1516242 | NC      | $-15846.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | PARTNERS GROUP HOLDING AG (MS)(CFD)                          | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      7226 | NC      | $-769720.91   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4450 12/18/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       145 | NC      | $717750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6550 03/20/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        74 | NC      | $253080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6650 04/17/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        85 | NC      | $767550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4600 01/15/2027                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       126 | NC      | $764190.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | DAIWA HOUSE INDUSTRY CO LTD (JPM)(CFD)                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -154300 | NC      | $70361.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | WATERS CORP (JPM)(CFD)                                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -6018 | NC      | $23452.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4300 02/19/2027                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       144 | NC      | $779760.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6500 05/15/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        79 | NC      | $777360.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | NASDAQ INC (GS)(CFD)                                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -92589 | NC      | $93514.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer