# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-26-000555
**Filing Date:** 2026-1
**Character Count:** 176373
**Document Hash:** e2e80eaea69de97c63950883a6c41a52
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000555.hdr.sgml**: 20260126

**ACCESSION NUMBER**: 0000035402-26-000555

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260126

**DATE AS OF CHANGE**: 20260126

**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:** 26559553

**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           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-11-30

**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:** $2345532800.51

**Total Liabilities:** $2321791.34

**Net Assets:** $2343211009.17

**Amount of Assets Invested in Other Investment Companies:** $12583059.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000258440 | 1.48%                | 0.78%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-89412.63               | $19775712.08                               |
| Month 2  | $-167543.10              | $9667361.59                                |
| Month 3  | $-1206113.10             | $10533224.31                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIR LIQUIDE SA                                                    | AIR LIQUIDE SA                                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      5455 | NS      | $1045438.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                        | CP ALL PCL (FOR)                                             | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |   2267700 | NS      | $3053487.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE OYJ                                                          | KONE OYJ B                                                   | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     32598 | NS      | $2214280.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                       | AUTOLIV INC                                                  | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     19670 | NS      | $2320863.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     25468 | NS      | $2176972.87   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK FDS                                                     | BlackRock Global Equity Mkt Netrl A                          | CUSIP: 091936542<br>LEI: OA6RHYR6LGM5LRCG2L62 | Long             | EC               | RF                | US        |  16694741 | NS      | $238567846.45 | 10.18%            |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                            | BOSTON SCIENTIFIC CORP                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     35026 | NS      | $3557941.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | BRISTOL-MYERS SQUIBB CO                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     67532 | NS      | $3322574.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL INDUSTRIES INC                                                | CCL INDUSTRIES INC B NON VTG                                 | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     44078 | NS      | $2699341.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                     | CARNIVAL CORP                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     39306 | NS      | $1013308.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUIDRA SA                                                        | FLUIDRA SA                                                   | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |     64828 | NS      | $1797833.75   | 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        |   1614000 | NS      | $2755076.33   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | SCHINDLER HLDG (REG)(UBS)(CFD)                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -6709 | NC      | $-19912.03    | -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        |     49080 | NS      | $3814006.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | BARCLAYS PLC (UBS) (CFD)                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -587807 | NC      | $-201485.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | PARTNERS GROUP HLDG (UBS)(CFD)                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      2517 | NC      | $78581.01     | 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        |   -131392 | NC      | $68193.10     | 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        |    -94532 | NC      | $-37459.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMERICA INC                                                      | COMERICA INC                                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     17589 | NS      | $1413803.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                            | ST GOBAIN CIE DE                                             | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     17141 | NS      | $1710791.04   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | TOKIO MARINE HOLDINGS(UBS)(CFD                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     27100 | NC      | $1689.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | KDDI CORP (UBS)(CFD)                                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    169500 | NC      | $-20098.93    | -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        |    388000 | NS      | $1089422.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DE LONGHI SPA                                                     | DE LONGHI SPA                                                | CUSIP: N/A<br>LEI: 8156000E09A52C4F8A38       | Long             | EC               | CORP              | IT        |     20595 | NS      | $875123.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                               | DOLLAR GENERAL CORP                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     16288 | NS      | $1783373.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                   | DOLLAR TREE INC                                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     22317 | NS      | $2472946.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                                    | LCI INDUSTRIES                                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     10810 | NS      | $1228772.70   | 0.05%             |  |  |  | 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        |  19913736 | NS      | $238964828.71 | 10.20%            |  |  |  | No            |                  1 | On Loan: No      |
| ELISA CORP                                                        | ELISA CORP CL A                                              | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      3717 | NS      | $162687.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                 | EXPEDIA INC                                                  | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     13150 | NS      | $3362323.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                | META PLATFORMS INC CL A                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4672 | NS      | $3027222.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                            | FAIR ISAAC CORP                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      2227 | NS      | $4021583.41   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                        | FEDEX CORP                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      8958 | NS      | $2469541.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Colchester Street Trust                                  | FIMM MM Government Portfolio - Instl Cl                      | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        | 227189352 | NS      | $227189352.50 | 9.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                      | Fidelity Cash Central Fund                                   | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    377411 | NS      | $377486.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                                                 | NATIONAL GRID PLC                                            | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     46162 | NS      | $701387.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                    | FORTUNE BRANDS INNOVATIONS INC                               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     20305 | NS      | $1048347.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | VOLKSWAGEN AG PFD (UBS) (CFD)                                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -25864 | NC      | $-78111.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS SE and CO KGAA                                          | FRESENIUS SE and CO KGAA                                     | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     58433 | NS      | $3209103.27   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | FUJI ELECTRIC (UBS CFD)                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     55700 | NC      | $52242.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | ANTOFAGASTA PLC (GS) (CFD)                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -33613 | NC      | $-13348.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                         | L3HARRIS TECHNOLOGIES INC                                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     12522 | NS      | $3489756.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                      | INSULET CORP                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      7853 | NS      | $2569423.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                          | INTERNATIONAL FLAVORS and FRAGRA                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     44271 | NS      | $3075949.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      9404 | NS      | $2944204.32   | 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        |    -36000 | NC      | $-63962.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | STELLANTIS NV(UBS)(CFD)                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -258373 | NC      | $-115748.11   | -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        |    -10000 | NC      | $95.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KT CORP                                                           | KT CORP                                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |     34080 | NS      | $1174076.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | MICRON TECHN INC (GS) (CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -17016 | NC      | $-105839.52   | -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        |    -38508 | NC      | $-42358.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | LULULEMON ATHLETICA (GS) (CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -14815 | NC      | $-33185.60    | -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        |    -13755 | NC      | $-8115.45     | -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        |    -46653 | NC      | $-17250.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | DEXCOM INC (GS) (CFD)                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     36447 | NC      | $34260.18     | 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        |    -49155 | NC      | $10611.57     | 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        |     -6156 | NC      | $31429.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | WEX INC (GS) (CFD)                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -10737 | NC      | $3221.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGSPAN GROUP PLC                                                | KINGSPAN GROUP PLC                                           | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |     16702 | NS      | $1431225.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | QUALCOMM INC (GS)(CFD)                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -23143 | NC      | $-68271.85    | -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        |   -111725 | NC      | $-18927.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | NATIONAL OILWELL VARCO INC (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -184668 | NC      | $-49860.36    | -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        |     64013 | NS      | $3591469.25   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LION CORP                                                         | LION CORP                                                    | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |    242400 | NS      | $2569016.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                           | MAGNA INTL INC                                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     26997 | NS      | $1318891.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                    | MICROSOFT CORP                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      6746 | NS      | $3319099.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     22060 | NS      | $3742699.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/GBP settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-104518.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/NOK settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1196.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/SEK settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-453.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/JPY settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $57024.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/CNY settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-9730.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/KRW settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $5018.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/CAD settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-34723.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/THB settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2419.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/EUR settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28466.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/AUD settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-31910.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: TWD/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-9776.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/HKD settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1694.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/CHF settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $32170.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/HKD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $91.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/SEK settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-177.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: CNY/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $731.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/THB settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-145.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                    | NRG ENERGY INC                                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      9204 | NS      | $1559985.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: KRW/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $36.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: THB/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $906.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: SEK/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $674.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: GBP/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $11727.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: EUR/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $12270.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/TWD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $119.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: CAD/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $16126.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/SEK settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-91.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: NOK/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $686.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: AUD/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $8133.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/THB settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1205.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: JPY/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6831.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/TWD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-30.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/TWD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-53.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: KRW/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2508.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: CNY/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $923.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/HKD settle 2025-12-22                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $70.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: SEK/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $500.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: EUR/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $13188.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/NOK settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12614.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/EUR settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12385.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/THB settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1298.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: AUD/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $12466.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: KRW/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1659.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: SEK/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $131.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/NOK settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2084.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/JPY settle 2025-12-01                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/KRW settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1656.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: TWD/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $1795.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: AUD/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $4908.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: GBP/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $13193.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/HKD settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $148.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIFCO INC                                                         | NIFCO INC                                                    | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |     45100 | NS      | $1387314.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: KRW/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2001.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: SEK/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $300.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/THB settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-280.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: KRW/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2313.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: JPY/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2061.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/GBP settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11856.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/EUR settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14413.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/CHF settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3717.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/NOK settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6661.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: THB/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $202.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/SEK settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-42.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/CAD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-13268.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/CNY settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-421.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/AUD settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4419.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | FX Forward: USD/JPY settle 2025-12-22                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $850.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: JPY/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-1276.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: TWD/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-318.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: KRW/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3140.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: TWD/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $53.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: THB/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $3354.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/HKD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $654.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: JPY/USD settle 2025-12-22                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $263.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LTD                                                         | ORICA LTD                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    155346 | NS      | $2426314.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                                       | NN GROUP NV                                                  | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     18993 | NS      | $1376967.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/TWD settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $420.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/KRW settle 2025-12-22                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5471.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/SEK settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-64.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                     | FX Forward: USD/THB settle 2025-12-22                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-89.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTO TRADER GROUP PLC                                             | AUTO TRADER GROUP PLC                                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    218175 | NS      | $1845002.62   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                          | RELX PLC                                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     72618 | NS      | $2912265.73   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                        | RENAISSANCERE HLDGS LTD                                      | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      9052 | NS      | $2364110.84   | 0.10%             |  |  |  | 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        |     17991 | NS      | $3824898.98   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA                                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     21713 | NS      | $3347262.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                      | SK HYNIX INC                                                 | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      8730 | NS      | $3168832.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                        | SAMSUNG ELECTRONICS CO LTD                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     45315 | NS      | $3118917.04   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                           | SCOR SE                                                      | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |     72294 | NS      | $2330362.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                           | SSE PLC                                                      | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     92315 | NS      | $2685771.84   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    174922 | NS      | $3874460.58   | 0.17%             |  |  |  | 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        | 176380040 | NS      | $176380040.05 | 7.53%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                | STEEL DYNAMICS INC                                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     14898 | NS      | $2500331.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                  | TOTALENERGIES SE                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     28759 | NS      | $1891962.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TKH GROUP NV                                                      | TKH GROUP NV DUTCH CERTIFICATE                               | CUSIP: N/A<br>LEI: 7245008G22FOV7TYYJ34       | Long             | EC               | CORP              | NL        |     25538 | NS      | $1136129.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STOREBRAND ASA                                                    | STOREBRAND ASA CL A                                          | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |    175741 | NS      | $2733876.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                | WELLS FARGO and CO                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     34577 | NS      | $2968435.45   | 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        |     75000 | NS      | $3458860.31   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NA                                           | ZIONS BANCORP                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     57176 | NS      | $3043478.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | LENNOX INTERNATIONAL INC (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -4352 | NC      | $-23805.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | FERRARI NV (IT) (MS) (CFD)                                   | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      7372 | NC      | $8172.79      | 0.00%             |  |  |  | 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        |   -398950 | NC      | $-1462.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC                                                       | ARITZIA INC                                                  | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |     16751 | NS      | $1319150.99   | 0.06%             |  |  |  | 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        |    -30484 | NC      | $-113606.49   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONVATEC GROUP PLC                                                | CONVATEC GROUP PLC                                           | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |    810333 | NS      | $2527134.63   | 0.11%             |  |  |  | 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        |    -12767 | NC      | $-32134.33    | -0.00%            |  |  |  | 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        |    -84879 | NC      | $-87418.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC                                      | FLOOR and DECOR HOLDINGS INC                                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     38378 | NS      | $2441608.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | TEXAS INSTRUMENTS INC (GS)(CFD)                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -8179 | NC      | $-23882.68    | -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        |     -9143 | NC      | $2834.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD HOLDINGS INC                                                  | PDD HOLDINGS INC ADR                                         | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |     19695 | NS      | $2286195.60   | 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: 2549005VKCXTBZYHYR39 | Long             | EC               | RF                | US        |  16037535 | NS      | $167752617.79 | 7.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BURBERRY GROUP PLC (GS) (CFD)                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -132986 | NC      | $102099.47    | 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        |    -27130 | NC      | $-62670.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | TELEFONICA SA (MS) (CFD)                                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |   -147030 | NC      | $72829.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                          | NEXI SPA                                                     | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |    644088 | NS      | $3003670.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                                              | TRADEWEB MARKETS INC A                                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26840 | NS      | $2921802.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR JAN26 NGF26                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |      -132 | NC      | $-259690.04   | -0.01%            |  |  |  | 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        |        -2 | NC      | $1176.06      | 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        |        -6 | NC      | $2188.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR MAR26 NGH26                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -8 | NC      | $1684.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR FEB26 NGG26                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       -12 | NC      | $-11873.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR FEB26 COG6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        43 | NC      | $-30878.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR MAR26 COH6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        20 | NC      | $-18762.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR APR26 COJ6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         1 | NC      | $-1641.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE JAN26 ENF6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        16 | NC      | $-13608.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE MAR26 ENH6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        10 | NC      | $-6441.30     | -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        |         2 | NC      | $-12.26       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE FEB26 ENG6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        11 | NC      | $-282.43      | -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        |    -14178 | NC      | $-5884.46     | -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        |     -3401 | NC      | $68256.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONE RIDGE TR                                                    | Stone Ridge Diversified Alternatives I                       | CUSIP: 861728624<br>LEI: 549300OSYMMPL5LGIM86 | Long             | EC               | RF                | US        |  15216850 | NS      | $163124630.45 | 6.96%             |  |  |  | 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        |    -54656 | NC      | $-30383.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SWISSCOM AG (REG) (JPM)(CFD)                                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -3540 | NC      | $54342.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | CHUNGHWA TELECOM CO LTD (JPM) (CFD)                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -721000 | NC      | $43738.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | PEARSON PLC (GS) (CFD)                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -166365 | NC      | $-25737.82    | -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        |    -50058 | NC      | $-39862.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | HOWDEN JOINERY GROUP PLC (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -128369 | NC      | $-11894.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | JPN YEN CURR FUT DEC25 JYZ5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       677 | NC      | $-704981.09   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CHF CURRENCY FUT DEC25 SFZ5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -217 | NC      | $400570.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | AUDUSD CRNCY FUT DEC25 ADZ5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -376 | NC      | $87844.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | C$ CURRENCY FUT DEC25 CDZ5                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -282 | NC      | $179259.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | ZTO EXPRESS CAYMAN INC (JPM) (CFD)                           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -123000 | NC      | $-124263.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | ENEL (ENTE NAZ ENERG ELET) SPA (GS) (CFD)                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -198998 | NC      | $-17540.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                       | VALARIS LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     29349 | NS      | $1655577.09   | 0.07%             |  |  |  | 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        |    107948 | NS      | $1225209.80   | 0.05%             |  |  |  | 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        |   -104698 | NC      | $11347.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | BP CURRENCY FUT DEC25 BPZ5                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       672 | NC      | $-533815.24   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT JAN26 XBF6                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        44 | NC      | $-102301.88   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP27 SFRU7                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -137 | NC      | $572.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT MAR26 SFRH6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      -162 | NC      | $30320.66     | 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        |      -159 | NC      | $5712.87      | 0.00%             |  |  |  | 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        |      -181 | NC      | $26640.83     | 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        |      -128 | NC      | $18124.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP26 SFRU6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      -164 | NC      | $15542.52     | 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        |      -149 | NC      | $2003.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT DEC26 SFRZ6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -238 | NC      | $16826.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT MAR26 SFIH6                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -16 | NC      | $-3293.42     | -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              | DE               | CORP              | GB        |       -17 | NC      | $-2385.83     | -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              | DE               | CORP              | GB        |       -19 | NC      | $-7572.18     | -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        |       -18 | NC      | $-4705.46     | -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        |   -162165 | NC      | $-12973.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                     | APOLLO GLOBAL MANAGEMENT INC                                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     16788 | NS      | $2213497.80   | 0.09%             |  |  |  | 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        |     -5583 | NC      | $-5080.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP GROUP LTD                                                     | BHP GROUP LIMITED                                            | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    106550 | NS      | $2913891.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | WESTPAC BANKING CORP (GS)(CFD)                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |   -129671 | NC      | $22937.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | EURONEXT NV (UBS)(CFD)                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -20903 | NC      | $-57891.08    | -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        |   -197342 | NC      | $-101988.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | TEXAS INSTRUMENTS INC (JPM) (CFD)                            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -3040 | NC      | $-25571.49    | -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        |    -91055 | NC      | $-47981.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | FASTENAL CO (HSBC) (CFD)                                     | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -90555 | NC      | $-71041.62    | -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        |      5753 | NC      | $15951.27     | 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        |      4965 | NC      | $224819.12    | 0.01%             |  |  |  | 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        |     27420 | NC      | $194043.02    | 0.01%             |  |  |  | No            |                  2 | 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        |     -5492 | NC      | $-124979.97   | -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        |    110484 | NC      | $674.59       | 0.00%             |  |  |  | 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        |     22902 | NC      | $47362.66     | 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        |   -139270 | NC      | $74363.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | HUHTAMAKI OYJ (GS) (CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -19454 | NC      | $-9480.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | OMV AG (AUSH100) (GS) (CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -35729 | NC      | $17412.42     | 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        |    -76527 | NC      | $-11078.41    | -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        |    -12947 | NC      | $-14522.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | FIRST QUANTUM MINERALS LTD (MS) (CFD)                        | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -71122 | NC      | $-181853.82   | -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        |    -14880 | NC      | $10916.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | CBOE GLOBAL MARKETS INC (HSBC)(CFD)                          | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -12647 | NC      | $-40764.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT FEB26 XBG6                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        13 | NC      | $-1233.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT MAR26 HOH6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         1 | NC      | $-342.07      | -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        |         1 | NC      | $2005.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT FEB26 HOG6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         1 | NC      | $1736.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT MAR26 XBH6                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         3 | NC      | $-2681.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | ECX EMISSION FUT DEC25 MOZ25                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |        -4 | NC      | $-39799.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT FEB26 TZTG6                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |         5 | NC      | $-14317.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT MAR26 TZTH6                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |         5 | NC      | $-9651.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT JAN26 TZTF6                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |        25 | NC      | $-49965.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | UK NATURAL GAS FUTJAN26 FNF6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         5 | NC      | $-4665.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                                                     | NEXTPOWER INC                                                | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17548 | NS      | $1607747.76   | 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        |    -27794 | NC      | $-22791.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | FTSE TAIWAN INDEX FUT DEC25 TWTZ5                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        24 | NC      | $60186.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM FIRMENICH AG                                                  | DSM FIRMENICH AG                                             | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |     12896 | NS      | $1060734.99   | 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        |     -7514 | NC      | $73994.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SK INNOVATION (JPM) (CFD)                                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -12570 | NC      | $54849.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | EURONEXT NV (GS)(CFD)                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -5032 | NC      | $-5838.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                                         | LINDE PLC                                                    | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      6978 | NS      | $2863212.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | Fidelity SAI Convertible Arbitrage Fund                      | CUSIP: 31624J778<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |  33483066 | NS      | $386729413.03 | 16.50%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR MAR26 CTH6                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         2 | NC      | $-1460.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT MAR26 QWH6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -2 | NC      | $3837.48      | 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        |        -3 | NC      | $1358.84      | 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        |   -296200 | NC      | $125082.13    | 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        |   -131500 | NC      | $14348.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE JAN26 PLF6                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       -58 | NC      | $-443749.26   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PALLADIUM FUTURE MAR26 PAH6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       -18 | NC      | $-142243.66   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE APR26 PLJ6                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-7066.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI ALTERNATIVE RISK PREMIA STRATEGY FUND           | CUSIP: 31624J752<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |   5759852 | NS      | $56216157.86  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI ALTERNATIVE RISK PREMIA COMMODITY STRATEGY FUND | CUSIP: 31624J760<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |  10747917 | NS      | $101890252.49 | 4.35%             |  |  |  | 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        |        -1 | NC      | $1063.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT FEB26 IJG6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -12 | NC      | $244.39       | 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        |     -5804 | NC      | $-23796.40    | -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        |    -41600 | NC      | $-8087.91     | -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        |   -150000 | NC      | $-52945.55    | -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        |       -87 | NC      | $-7213.27     | -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        |   -174600 | NC      | $384247.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | NIKKEI 225 (OSE) FUT DEC25 NKZ5                              | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |        -5 | NC      | $-83887.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | NIKKEI 225 MINI FUT DEC25 NOZ5                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |       -44 | NC      | $-100848.91   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HSCEI FUTURES DEC25 HCZ5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |        21 | NC      | $-5688.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | NIKKEI 225 (SGX) FUT DEC25 NIZ5                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        -3 | NC      | $-44555.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HANG SENG IDX FUT DEC25 HIZ5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |        14 | NC      | $-6081.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOSPI2 INX FUT DEC25 KMZ5                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |        73 | NC      | $1081815.80   | 0.05%             |  |  |  | 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        |         1 | NC      | $-1.13        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS-MONEP                                              | CAC40 10 EURO FUT DEC25 CFZ5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |       -64 | NC      | $-90684.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT SEP26 CAU6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |       -29 | NC      | $12524.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                                    | FTSE/JSE TOP 40 FUT DEC25 AIZ5                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |       -64 | NC      | $-159827.53   | -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        |       -76 | NC      | $37096.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | DAX INDEX FUTURE DEC25 GXZ5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        38 | NC      | $322215.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SWISS MKT IX FUTR DEC25 SMZ5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        38 | NC      | $311436.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT MAR26 CAH6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |      -306 | NC      | $127630.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT JAN26 QSF6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        17 | NC      | $-23044.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT DEC25 QSZ5                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         7 | NC      | $27742.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT FEB26 QSG6                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         5 | NC      | $-12430.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                                      | IBEX 35 INDX FUTR DEC25 IBZ5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |        -7 | NC      | $-33504.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO STOXX 50 FUT DEC25 VGZ5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |       -70 | NC      | $-73376.25    | -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        |        -4 | NC      | $-4749.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR MAR26 SMH6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -15 | NC      | $-4206.90     | -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        |       -17 | NC      | $-5654.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE JAN26 CLF6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |       168 | NC      | $-123744.16   | -0.01%            |  |  |  | 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        |        -6 | NC      | $1897.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO FX CURR FUT DEC25 ECZ5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -110 | NC      | $188175.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR MAR26 BOH6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-896.46      | -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        |        -3 | NC      | $-882.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE FEB26 CLG6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        39 | NC      | $-17422.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COFFEE 'C' FUTURE MAR26 KCH6                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         3 | NC      | $1529.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE MAR26 S H6                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -17 | NC      | $-37566.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | S and P500 EMINI FUT DEC25 ESZ5                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        74 | NC      | $735742.90    | 0.03%             |  |  |  | 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        |       -17 | NC      | $-4479.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT MAR26 SBH6                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -10 | NC      | $3771.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT MAR26 KWH6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -91 | NC      | $29751.14     | 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        |       -32 | NC      | $8671.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE MAR26 CLH6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        17 | NC      | $-10881.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | COPPER FUTURE MAR26 HGH6                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        23 | NC      | $113818.34    | 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        |        -8 | NC      | $-13907.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | NASDAQ 100 E-MINI FUT DEC25 NQZ5                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        33 | NC      | $577222.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR JAN26 SMF6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -16 | NC      | $-11659.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE JAN26 S F6                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -54 | NC      | $-141770.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR JAN26 BOF6                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-908.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE MAR26 C H6                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |      -113 | NC      | $-43740.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) MAY26 W K6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -18 | NC      | $1980.72      | 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        |        -1 | NC      | $-12.46       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | S and P/TSX 60 IX FUT DEC25 PTZ5                             | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |        39 | NC      | $394655.56    | 0.02%             |  |  |  | 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        |       -23 | NC      | $2268.42      | 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        |         1 | NC      | $4460.58      | 0.00%             |  |  |  | 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        |        -8 | NC      | $-17107.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) MAR26 W H6                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -48 | NC      | $10919.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | MSCI EMGMKT FUT DEC25 MESZ5                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       114 | NC      | $170440.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT JAN26 HOF6                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         2 | NC      | $1911.46      | 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        |       -14 | NC      | $-3559.44     | -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        |        -1 | NC      | $-938.46      | -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        |       -23 | NC      | $4827.99      | 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        |        -7 | NC      | $-3967.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT JUN26 IRM6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |       120 | NC      | $-68834.33    | -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        |        -9 | NC      | $-2116.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT MAR26 IRH6                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |       146 | NC      | $-73092.84    | -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        |        62 | NC      | $-31744.49    | -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        |        69 | NC      | $-53199.92    | -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              | DE               | CORP              | AU        |        27 | NC      | $-19501.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | OTSUKA HOLDINGS CO LTD (JPM) (CFD)                           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -29600 | NC      | $-94326.65    | -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        |     24545 | NC      | $-48988.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | UNIVERSAL MUSIC GROUP NV (HSBC)(CFD)                         | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -30725 | NC      | $-16292.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | UNIVERSAL MUSIC GROUP NV (MS)(CFD)                           | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -77225 | NC      | $13819.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) MAR26 RSH6                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $-209.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) JAN26 RSF6                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $-276.15      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COCOA FUTURE - IC MAR26 QCH6                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        -2 | NC      | $20974.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | GOLD 100 OZ FUTR FEB26 GCG6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        62 | NC      | $568420.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | GEBERIT AG (REG) (MS)(CFD)                                   | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1497 | NC      | $-50274.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COCOA FUTURE MAR26 CCH6                                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $21022.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | NINTENDO CO LTD (JPM) (CFD)                                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -32600 | NC      | $62116.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | NATIONAL GRID PLC (JPM)(CFD)                                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     14642 | NC      | $-4063.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | SSE PLC (JPM) (CFD)                                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     36397 | NC      | $-19227.60    | -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        |    391600 | NC      | $-52807.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | SILVER FUTURE MAR26 SIH6                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |       -78 | NC      | $-2312299.76  | -0.10%            |  |  |  | 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        |        -4 | NC      | $58.89        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | MEXICAN PESO FUT DEC25 PEZ5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       407 | NC      | $242738.91    | 0.01%             |  |  |  | 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        |        -1 | NC      | $9108.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT JAN26 DFF6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        12 | NC      | $35494.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COCOA FUTURE MAY26 CCK6                                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $4597.48      | 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        |    -26068 | NC      | $-193036.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE DEC25 LHZ5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $3737.58      | 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        |    -78069 | NC      | $65494.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | SPI 200 FUTURES DEC25 XPZ5                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |       -29 | NC      | $132331.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR DEC25 LCZ5                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        19 | NC      | $-3925.98     | -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        |        -1 | NC      | $860.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | SA RAND CURR(CME) FUT DEC25 RAZ5                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       228 | NC      | $140475.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/CZK X-RATE FUT DEC25 EXZ5                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        12 | NC      | $20969.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/HUF X-RATE FUT DEC25 ELZ5                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        34 | NC      | $102990.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/PLZ X-RATE FUT DEC25 EIZ5                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        30 | NC      | $33330.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | ISRAELI SHEKEL FUT DEC25 ISZ5                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |       -17 | NC      | $-89420.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT MAR26 DFH6                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        11 | NC      | $5126.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | AT and T INC (UBS) (CFD)                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |   -150362 | NC      | $-24057.92    | -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        |    -12503 | NC      | $-32007.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | PAYPAL HLDGS INC (HSBC) (CFD)                                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -31441 | NC      | $-73580.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE FEB26 LHG6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        -7 | NC      | $19753.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR FEB26 LCG6                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        25 | NC      | $-4880.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | NEW ZEALAND $ FUT DEC25 NVZ5                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |      -176 | NC      | $183835.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | TOPIX INDX FUTR DEC25 TPZ5                                   | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |        47 | NC      | $624900.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | S and P MID 400 EMINI FUT DEC25 FAZ5                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        -9 | NC      | $-13120.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | E-MINI RUSS 2000 FUT DEC25 RTYZ5                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      -105 | NC      | $-359010.75   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | TRANSMEDICS GROUP INC (UBS)(CFD)                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -9277 | NC      | $-2875.87     | -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        |         1 | NC      | $748.77       | 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        |        -2 | NC      | $4975.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI MERGER ARBITRAGE FUND                           | CUSIP: 31624J638<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |  26325087 | NS      | $272727903.29 | 11.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI MANAGED FUTURES FUND                            | CUSIP: 31624J646<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |   9026091 | NS      | $96759690.60  | 4.13%             |  |  |  | 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        |   -152445 | NC      | $-53450.67    | -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        |        18 | NC      | $14216.44     | 0.00%             |  |  |  | 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        |        -1 | NC      | $1207.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | DJIA MINI E-CBOT FUT DEC25 DMZ5                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        -4 | NC      | $-10431.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                                        | FTSE/MIB IDX FUT DEC25 STZ5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |        30 | NC      | $166202.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | FTSE 100 IDX FUT DEC25 Z Z5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -75 | NC      | $-240877.48   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | MSCI SING IX ETS FUT DEC25 QZZ5                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       131 | NC      | $28839.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | FTSE CHINA A50 FUT DEC25 XUZ5                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |       804 | NC      | $92855.36     | 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        |         9 | NC      | $17518.22     | 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        |    -13534 | NC      | $3002.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CATTLE FEEDER FUT JAN26 FCF6                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        11 | NC      | $27123.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | CAPCOM CO LTD (JPM) (CFD)                                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -95800 | NC      | $13684.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BUXL 30Y BND FUT DEC25 UBZ5                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -32 | NC      | $72387.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BTP FUTURE DEC25 IKZ5                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       227 | NC      | $572176.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-OAT FUTURE DEC25 OATZ5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       151 | NC      | $314232.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BUND FUTURE DEC25 RXZ5                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       126 | NC      | $96850.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-SCHATZ FUT DEC25 DUZ5                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -268 | NC      | $8416.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SHORT EURO-BTP FU FUT DEC25 BTSZ5                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         7 | NC      | $352.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | JPN 10Y BOND(OSE) FUT DEC25 JBZ5                             | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |       -24 | NC      | $180753.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                     | KONGSBERG GRUPPEN ASA (HSBC) (CFD)                           | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -78355 | NC      | $10452.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | CAN 2YR BOND FUT MAR26 CVH6                                  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |      -224 | NC      | $-6689.04     | -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        |         3 | NC      | $12955.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE DEC25 UXZ5                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |       127 | NC      | $-207007.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | NEMETSCHEK SE (GS) (CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -16219 | NC      | $-44226.33    | -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        |         2 | NC      | $10095.16     | 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        |   -265100 | NC      | $50566.76     | 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      | $-13966.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE JAN26 UXF6                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |        65 | NC      | $-74013.88    | -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        |    -19933 | NC      | $-37206.98    | -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        |    -73900 | NC      | $130519.32    | 0.01%             |  |  |  | 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        |    -20500 | NC      | $908.78       | 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        |   -191000 | NC      | $5509.58      | 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        |   -457347 | NC      | $11985.24     | 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        |   -160385 | NC      | $11455.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE FEB26 UXG6                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |        18 | NC      | $-13893.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US LONG BOND(CBT) FUT MAR26 USH6                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -34 | NC      | $-8782.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR NOTE FUT (CBT)MAR26 TYH6                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -152 | NC      | $-14639.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR ULTRA FUT MAR26 UXYH6                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -47 | NC      | $-13490.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US ULTRA BOND CBT FUT MAR26 WNH6                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        79 | NC      | $24086.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | AUST 3YR BOND FUT DEC25 YMZ5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |       130 | NC      | $-39935.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | AUST 10Y BOND FUT DEC25 XMZ5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |      -124 | NC      | $111595.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOREA 10YR BND FU FUT DEC25 KAAZ5                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |       -54 | NC      | $129975.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOREA 3YR BND FUT DEC25 KEZ5                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |      -351 | NC      | $234143.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | US DOLLAR FUT DEC25 KUZ5                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |       125 | NC      | $1743.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 5YR NOTE (CBT) FUT MAR26 FVH6                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -534 | NC      | $-32992.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 2YR NOTE (CBT) FUT MAR26 TUH6                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -560 | NC      | $28203.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | LONG GILT FUTURE MAR26 G H6                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        44 | NC      | $43725.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | METSO CORPORATION (GS)(CFD)                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -98072 | NC      | $14224.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6290 12/19/2025                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        43 | NC      | $37195.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4300 09/18/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        72 | NC      | $276120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                           | FAST RETAILING CO LTD (JPM) (CFD)                            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -7500 | NC      | $-17274.01    | -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        |  18000000 | NC      | $36677.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CFM CDX NA IG S45 5YR 12/20/30                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  36000000 | NC      | $60676.82     | 0.00%             |  |  |  | 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        |  16000000 | NC      | $168822.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CFM ITRAXX EUR SNR FI S44 12/20/30                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   7000000 | NC      | $18790.32     | 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      | $38932.21     | 0.00%             |  |  |  | No            |                  2 | 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        |  11000000 | NC      | $81667.10     | 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        |    -14198 | NC      | $-17179.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4200 10/16/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        73 | NC      | $289080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6250 01/16/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        37 | NC      | $99160.00     | 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        |     -2651 | NC      | $-58801.75    | -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        |    -14621 | NC      | $34407.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4200 11/20/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        65 | NC      | $292500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6400 02/20/2026                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        37 | NC      | $269175.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | EATON CORP PLC (GS)(CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -11122 | NC      | $-46712.40    | -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        |   -723971 | NC      | $-310372.98   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | SHARKNINJA INC (GS)(CFD)                                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -32993 | NC      | $-46520.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer