# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-26-004057
**Filing Date:** 2026-6
**Character Count:** 197246
**Document Hash:** 3224fda74faed28fabd00b04f4b2c788
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004057.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004057

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20270131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23762
- **FILM NUMBER:** 261127019

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Equity Market Neutral Fund**

**April 30, 2026**

EMN-NPRT1-0626

1.9911987.101 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 88.2%** | &nbsp;&nbsp;**Common Stocks - 88.2%** | &nbsp;&nbsp;**Common Stocks - 88.2%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 3.6%  |  |  |
| Energy - 0.6% |  |  |
| Oil, Gas & Consumable Fuels - 0.6% |  |  |
| Santos Ltd  | 18880 | 108775 |
| Materials - 3.0% |  |  |
| Chemicals - 0.8% |  |  |
| Orica Ltd  | 9656 | 147278 |
| Metals & Mining - 2.2% |  |  |
| BHP Group Ltd (United Kingdom)  | 9583 | 378228 |
| TOTAL MATERIALS |  | 525506 |
| TOTAL AUSTRALIA |  | 634281 |
| BELGIUM - 0.7%  |  |  |
| Utilities - 0.7% |  |  |
| Electric Utilities - 0.7% |  |  |
| Elia Group SA/NV  | 721 | 119653 |
| BERMUDA - 1.4%  |  |  |
| Financials - 1.4% |  |  |
| Insurance - 1.4% |  |  |
| RenaissanceRe Holdings Ltd  | 808 | 248032 |
| CANADA - 3.7%  |  |  |
| Consumer Discretionary - 0.9% |  |  |
| Specialty Retail - 0.9% |  |  |
| Aritzia Inc Subordinate Voting Shares (a) | 1492 | 157476 |
| Financials - 1.4% |  |  |
| Banks - 1.4% |  |  |
| Royal Bank of Canada  | 1402 | 252161 |
| Materials - 1.4% |  |  |
| Containers & Packaging - 1.4% |  |  |
| CCL Industries Inc Class B  | 3961 | 250138 |
| TOTAL CANADA |  | 659775 |
| CHINA - 3.2%  |  |  |
| Consumer Discretionary - 1.0% |  |  |
| Broadline Retail - 1.0% |  |  |
| PDD Holdings Inc Class A ADR (a) | 1767 | 176488 |
| Industrials - 0.4% |  |  |
| Ground Transportation - 0.4% |  |  |
| Full Truck Alliance Co Ltd ADR  | 10118 | 87521 |
| Real Estate - 1.8% |  |  |
| Real Estate Management & Development - 1.8% |  |  |
| China Overseas Land & Investment Ltd  | 181000 | 310899 |
| TOTAL CHINA |  | 574908 |
| FINLAND - 1.3%  |  |  |
| Consumer Discretionary - 0.5% |  |  |
| Textiles, Apparel & Luxury Goods - 0.5% |  |  |
| Amer Sports Inc (a) | 2674 | 93777 |
| Industrials - 0.8% |  |  |
| Machinery - 0.8% |  |  |
| Kone Oyj B Shares  | 2156 | 137147 |
| TOTAL FINLAND |  | 230924 |
| FRANCE - 5.1%  |  |  |
| Energy - 1.4% |  |  |
| Oil, Gas & Consumable Fuels - 1.4% |  |  |
| TotalEnergies SE  | 2586 | 240650 |
| Financials - 3.0% |  |  |
| Banks - 1.6% |  |  |
| BNP Paribas SA  | 2762 | 290070 |
| Insurance - 1.4% |  |  |
| SCOR SE  | 6465 | 240680 |
| TOTAL FINANCIALS |  | 530750 |
| Industrials - 0.7% |  |  |
| Building Products - 0.7% |  |  |
| Cie de Saint-Gobain SA  | 1531 | 140269 |
| TOTAL FRANCE |  | 911669 |
| GERMANY - 1.7%  |  |  |
| Health Care - 1.0% |  |  |
| Health Care Providers & Services - 1.0% |  |  |
| Fresenius SE & Co KGaA  | 3705 | 179432 |
| Industrials - 0.7% |  |  |
| Machinery - 0.7% |  |  |
| Daimler Truck Holding AG  | 2294 | 115704 |
| TOTAL GERMANY |  | 295136 |
| ITALY - 1.5%  |  |  |
| Financials - 1.5% |  |  |
| Financial Services - 1.5% |  |  |
| Nexi SpA (b)(c) | 57782 | 274519 |
| JAPAN - 1.9%  |  |  |
| Consumer Discretionary - 0.7% |  |  |
| Automobile Components - 0.7% |  |  |
| Nifco Inc/Japan  | 4100 | 120815 |
| Consumer Staples - 1.2% |  |  |
| Household Products - 1.2% |  |  |
| Lion Corp  | 21700 | 212276 |
| TOTAL JAPAN |  | 333091 |
| KOREA (SOUTH) - 5.2%  |  |  |
| Communication Services - 0.9% |  |  |
| Diversified Telecommunication Services - 0.9% |  |  |
| KT Corp  | 3993 | 165563 |
| Information Technology - 4.3% |  |  |
| Semiconductors & Semiconductor Equipment - 2.1% |  |  |
| SK Hynix Inc  | 417 | 374255 |
| Technology Hardware, Storage & Peripherals - 2.2% |  |  |
| Samsung Electronics Co Ltd  | 2582 | 391313 |
| TOTAL INFORMATION TECHNOLOGY |  | 765568 |
| TOTAL KOREA (SOUTH) |  | 931131 |
| NORWAY - 1.7%  |  |  |
| Financials - 1.7% |  |  |
| Insurance - 1.7% |  |  |
| Storebrand ASA A Shares  | 15746 | 303713 |
| SPAIN - 4.4%  |  |  |
| Consumer Discretionary - 1.6% |  |  |
| Specialty Retail - 1.6% |  |  |
| Industria de Diseno Textil SA  | 4912 | 291592 |
| Industrials - 0.8% |  |  |
| Machinery - 0.8% |  |  |
| Fluidra SA  | 5817 | 135791 |
| Utilities - 2.0% |  |  |
| Electric Utilities - 2.0% |  |  |
| Redeia Corp SA  | 19933 | 348577 |
| TOTAL SPAIN |  | 775960 |
| SWEDEN - 2.1%  |  |  |
| Consumer Discretionary - 1.1% |  |  |
| Automobile Components - 1.1% |  |  |
| Autoliv Inc  | 1754 | 203342 |
| Industrials - 1.0% |  |  |
| Machinery - 1.0% |  |  |
| Volvo AB B Shares  | 5086 | 177281 |
| TOTAL SWEDEN |  | 380623 |
| SWITZERLAND - 2.3%  |  |  |
| Consumer Discretionary - 1.8% |  |  |
| Textiles, Apparel & Luxury Goods - 1.8% |  |  |
| Cie Financiere Richemont SA Series A  | 1615 | 309947 |
| Materials - 0.5% |  |  |
| Chemicals - 0.5% |  |  |
| DSM-Firmenich AG  | 1213 | 90597 |
| TOTAL SWITZERLAND |  | 400544 |
| TAIWAN - 3.0%  |  |  |
| Communication Services - 0.6% |  |  |
| Wireless Telecommunication Services - 0.6% |  |  |
| Far EasTone Telecommunications Co Ltd  | 37000 | 110698 |
| Information Technology - 2.4% |  |  |
| Semiconductors & Semiconductor Equipment - 2.4% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd  | 6000 | 417857 |
| TOTAL TAIWAN |  | 528555 |
| THAILAND - 1.6%  |  |  |
| Consumer Staples - 1.6% |  |  |
| Consumer Staples Distribution & Retail - 1.6% |  |  |
| CP ALL PCL  | 214300 | 287012 |
| UNITED KINGDOM - 5.6%  |  |  |
| Communication Services - 0.8% |  |  |
| Interactive Media & Services - 0.8% |  |  |
| Autotrader Group PLC (b)(c) | 20444 | 137524 |
| Financials - 1.7% |  |  |
| Banks - 1.7% |  |  |
| Standard Chartered PLC  | 11974 | 304916 |
| Health Care - 1.2% |  |  |
| Health Care Equipment & Supplies - 1.2% |  |  |
| Convatec Group PLC (b)(c) | 72559 | 208087 |
| Industrials - 1.9% |  |  |
| Professional Services - 1.9% |  |  |
| RELX PLC  | 9477 | 345592 |
| TOTAL UNITED KINGDOM |  | 996119 |
| UNITED STATES - 38.2%  |  |  |
| Communication Services - 1.4% |  |  |
| Interactive Media & Services - 1.4% |  |  |
| Meta Platforms Inc Class A  | 418 | 255778 |
| Consumer Discretionary - 1.6% |  |  |
| Automobile Components - 0.7% |  |  |
| LCI Industries  | 1014 | 120889 |
| Specialty Retail - 0.9% |  |  |
| Floor & Decor Holdings Inc Class A (a) | 3449 | 166932 |
| TOTAL CONSUMER DISCRETIONARY |  | 287821 |
| Consumer Staples - 1.1% |  |  |
| Consumer Staples Distribution & Retail - 1.1% |  |  |
| Dollar Tree Inc (a) | 1998 | 194025 |
| Energy - 3.3% |  |  |
| Energy Equipment & Services - 3.3% |  |  |
| Tenaris SA  | 9835 | 313947 |
| Valaris Ltd (a) | 2616 | 266779 |
| TOTAL ENERGY |  | 580726 |
| Financials - 10.2% |  |  |
| Banks - 4.8% |  |  |
| JPMorgan Chase & Co  | 841 | 263426 |
| Wells Fargo & Co  | 3099 | 254831 |
| Zions Bancorp NA  | 5127 | 325155 |
|  |  | 843412 |
| Capital Markets - 3.7% |  |  |
| Morgan Stanley  | 1970 | 375462 |
| Tradeweb Markets Inc Class A  | 2402 | 272027 |
|  |  | 647489 |
| Financial Services - 1.7% |  |  |
| Apollo Global Management Inc  | 2378 | 306096 |
| TOTAL FINANCIALS |  | 1796997 |
| Health Care - 4.4% |  |  |
| Health Care Equipment & Supplies - 2.3% |  |  |
| Boston Scientific Corp (a) | 5003 | 288223 |
| Insulet Corp (a) | 701 | 120670 |
|  |  | 408893 |
| Pharmaceuticals - 2.1% |  |  |
| Bristol-Myers Squibb Co  | 6059 | 367115 |
| TOTAL HEALTH CARE |  | 776008 |
| Industrials - 4.4% |  |  |
| Aerospace & Defense - 1.7% |  |  |
| L3Harris Technologies Inc  | 964 | 309010 |
| Air Freight & Logistics - 1.8% |  |  |
| FedEx Corp  | 803 | 323858 |
| Electrical Equipment - 0.9% |  |  |
| Nextpower Inc Class A (a) | 1274 | 151772 |
| TOTAL INDUSTRIALS |  | 784640 |
| Information Technology - 4.6% |  |  |
| Communications Equipment - 1.5% |  |  |
| Motorola Solutions Inc  | 606 | 266052 |
| IT Services - 1.7% |  |  |
| Cognizant Technology Solutions Corp Class A  | 5771 | 305286 |
| Software - 1.4% |  |  |
| Microsoft Corp  | 604 | 246299 |
| TOTAL INFORMATION TECHNOLOGY |  | 817637 |
| Materials - 5.6% |  |  |
| Chemicals - 2.9% |  |  |
| International Flavors & Fragrances Inc  | 2805 | 196911 |
| Linde PLC  | 625 | 313213 |
|  |  | 510124 |
| Construction Materials - 1.4% |  |  |
| James Hardie Industries PLC depository receipt (a) | 11389 | 242985 |
| Metals & Mining - 1.3% |  |  |
| Steel Dynamics Inc  | 1011 | 231174 |
| TOTAL MATERIALS |  | 984283 |
| Utilities - 1.6% |  |  |
| Electric Utilities - 0.7% |  |  |
| NRG Energy Inc  | 830 | 129131 |
| Multi-Utilities - 0.9% |  |  |
| Ameren Corp  | 1308 | 148655 |
| TOTAL UTILITIES |  | 277786 |
| TOTAL UNITED STATES |  | 6755701 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $13,519,943) |  | <br> **15641346** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 5.1%** | &nbsp;&nbsp;**Money Market Funds - 5.1%** | &nbsp;&nbsp;**Money Market Funds - 5.1%** | &nbsp;&nbsp;**Money Market Funds - 5.1%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Morgan Stanley Institutional Liquidity Prime Portfolio Institutional Class (d)<br>(Cost $911,943)<br>| 3.70 | 911959 | **912050** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 93.3%**<br> (Cost $14,431,886)<br>| <br>**16553396** |
| **NET OTHER ASSETS (LIABILITIES) - 6.7%**  | **1182816** |
| **NET ASSETS - 100.0%** | **17736212** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| CNY | 80000 | USD | 11752 | HSBC Bank PLC | 5/2026 | (17) |
| EUR | 86 | USD | 100 | HSBC Bank PLC | 5/2026 | 1 |
| EUR | 13008 | USD | 15189 | UBS AG | 5/2026 | 79 |
| JPY | 157255 | USD | 979 | HSBC Bank PLC | 5/2026 | 25 |
| JPY | 5795000 | USD | 36456 | UBS AG | 5/2026 | 634 |
| KRW | 27238000 | USD | 18482 | HSBC Bank PLC | 5/2026 | 12 |
| KRW | 38314000 | USD | 25964 | HSBC Bank PLC | 5/2026 | 50 |
| KRW | 42137000 | USD | 28648 | JPMorgan Chase Bank NA | 5/2026 | (37) |
| KRW | 22131000 | USD | 14980 | JPMorgan Chase Bank NA | 5/2026 | 47 |
| NOK | 167843 | USD | 18060 | Morgan Stanley | 5/2026 | 56 |
| NOK | 248000 | USD | 26562 | Goldman Sachs International | 5/2026 | 200 |
| NOK | 204000 | USD | 21849 | UBS AG | 5/2026 | 165 |
| SEK | 102000 | USD | 11035 | UBS AG | 5/2026 | 26 |
| THB | 501000 | USD | 15450 | HSBC Bank PLC | 5/2026 | (27) |
| THB | 479000 | USD | 14937 | JPMorgan Chase Bank NA | 5/2026 | (192) |
| TWD | 410000 | USD | 12963 | JPMorgan Chase Bank NA | 5/2026 | 36 |
| TWD | 639000 | USD | 20270 | UBS AG | 5/2026 | (9) |
| TWD | 310000 | USD | 9794 | UBS AG | 5/2026 | 35 |
| USD | 7785 | AUD | 10930 | HSBC Bank PLC | 5/2026 | (84) |
| USD | 508 | AUD | 707 | Morgan Stanley | 5/2026 | (1) |
| USD | 15673 | AUD | 22000 | JPMorgan Chase Bank NA | 5/2026 | (159) |
| USD | 250847 | AUD | 350000 | UBS AG | 5/2026 | (1033) |
| USD | 895 | CAD | 1223 | Morgan Stanley | 5/2026 | (6) |
| USD | 36632 | CAD | 50000 | HSBC Bank PLC | 5/2026 | (212) |
| USD | 618721 | CAD | 845000 | HSBC Bank PLC | 5/2026 | (3951) |
| USD | 15476 | CHF | 12000 | HSBC Bank PLC | 5/2026 | 80 |
| USD | 280923 | CHF | 219000 | UBS AG | 5/2026 | (52) |
| USD | 188625 | CNY | 1284000 | UBS AG | 5/2026 | 274 |
| USD | 6294 | EUR | 5383 | HSBC Bank PLC | 5/2026 | (23) |
| USD | 4078 | EUR | 3481 | UBS AG | 5/2026 | (8) |
| USD | 2279 | EUR | 1945 | UBS AG | 5/2026 | (4) |
| USD | 15244 | EUR | 13008 | UBS AG | 5/2026 | (24) |
| USD | 2791632 | EUR | 2363000 | JPMorgan Chase Bank NA | 5/2026 | 15334 |
| USD | 216017 | EUR | 184000 | JPMorgan Chase Bank NA | 5/2026 | (165) |
| USD | 799 | GBP | 591 | UBS AG | 5/2026 | (5) |
| USD | 1314798 | GBP | 972000 | UBS AG | 5/2026 | (7820) |
| USD | 35512 | HKD | 278000 | Goldman Sachs International | 5/2026 | (13) |
| USD | 270578 | HKD | 2116000 | HSBC Bank PLC | 5/2026 | 178 |
| USD | 19560 | HKD | 153000 | JPMorgan Chase Bank NA | 5/2026 | 8 |
| USD | 384541 | JPY | 61015000 | JPMorgan Chase Bank NA | 5/2026 | (5967) |
| USD | 196328 | KRW | 290230000 | JPMorgan Chase Bank NA | 5/2026 | (734) |
| USD | 20917 | KRW | 30984000 | JPMorgan Chase Bank NA | 5/2026 | (121) |
| USD | 51208 | KRW | 75470000 | UBS AG | 5/2026 | (35) |
| USD | 18136 | NOK | 168429 | UBS AG | 5/2026 | (43) |
| USD | 371027 | NOK | 3477000 | JPMorgan Chase Bank NA | 5/2026 | (4184) |
| USD | 33673 | NOK | 313000 | Morgan Stanley | 5/2026 | (104) |
| USD | 4270 | SEK | 39721 | UBS AG | 5/2026 | (32) |
| USD | 2332 | SEK | 21569 | UBS AG | 5/2026 | (5) |
| USD | 12933 | SEK | 119000 | Goldman Sachs International | 5/2026 | 28 |
| USD | 170693 | SEK | 1562000 | HSBC Bank PLC | 5/2026 | 1309 |
| USD | 9859 | THB | 321000 | Goldman Sachs International | 5/2026 | (22) |
| USD | 119238 | THB | 3827000 | HSBC Bank PLC | 5/2026 | 1432 |
| USD | 44499 | THB | 1454000 | HSBC Bank PLC | 5/2026 | (259) |
| USD | 12199 | TWD | 384000 | Goldman Sachs International | 5/2026 | 23 |
| USD | 23072 | TWD | 726000 | HSBC Bank PLC | 5/2026 | 53 |
| USD | 11072 | TWD | 350000 | HSBC Bank PLC | 5/2026 | (25) |
| USD | 7380 | TWD | 233000 | JPMorgan Chase Bank NA | 5/2026 | (8) |
| USD | 20257 | TWD | 639000 | UBS AG | 5/2026 | (3) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(5299)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 20085 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (25384) |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SOFR-1D benchmark ranging from 3.63 to 3.66% plus or minus a specified spread ranging from (3.00)% to .31% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International | 6/2039 - 4/2041 | 6322312 | (124095) | (428) | (124523) |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** |
|  **Common Stocks** |  |  |  |  |  |  |
| UNITED STATES -(8.2)%  |  |  |  |  |  |  |
| **Health Care - (8.2)%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - (8.2)%**  |  |  |  |  |  |  |
| Dexcom Inc (1)  |  |  |  | 5158 | 307159 | 10264 |
| TOTAL HEALTH CARE |  |  |  |  | 307159 | 10264 |
| TOTAL UNITED STATES |  |  |  |  | 307159 | 10264 |
| **TOTAL LONG** |  |  |  |  | **307159** | **10264** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| KOREA (SOUTH) -5.6%  |  |  |  |  |  |  |
| **Financials - 4.2%**  |  |  |  |  |  |  |
| **Banks - 4.2%**  |  |  |  |  |  |  |
| Hana Financial Group Inc  |  |  |  | (4170) | (364622) | (5236) |
| TOTAL FINANCIALS |  |  |  |  | (364622) | (5236) |
| **Industrials - (3.0)%**  |  |  |  |  |  |  |
| **Electrical Equipment - (3.0)%**  |  |  |  |  |  |  |
| LG Energy Solution Ltd (1)  |  |  |  | (855) | (270136) | 3723 |
| TOTAL INDUSTRIALS |  |  |  |  | (270136) | 3723 |
| **Materials - 4.3%**  |  |  |  |  |  |  |
| **Chemicals - 4.3%**  |  |  |  |  |  |  |
| LG Chem Ltd  |  |  |  | (1038) | (282940) | (5407) |
| TOTAL MATERIALS |  |  |  |  | (282940) | (5407) |
| TOTAL KOREA (SOUTH) |  |  |  |  | (917698) | (6920) |
| TAIWAN -0.1%  |  |  |  |  |  |  |
| **Financials - 0.1%**  |  |  |  |  |  |  |
| **Insurance - 0.1%**  |  |  |  |  |  |  |
| Fubon Financial Holding Co Ltd  |  |  |  | (3075) | (8792) | (157) |
| TOTAL FINANCIALS |  |  |  |  | (8792) | (157) |
| TOTAL TAIWAN |  |  |  |  | (8792) | (157) |
| THAILAND -13.3%  |  |  |  |  |  |  |
| **Information Technology - 13.3%**  |  |  |  |  |  |  |
| **Electronic Equipment, Instruments & Components - 13.3%**  |  |  |  |  |  |  |
| Delta Electronics Thailand PCL depository receipt  |  |  |  | (13700) | (134412) | (3756) |
| Fabrinet (1)  |  |  |  | (321) | (219394) | (12843) |
|  |  |  |  |  | (353806) | (16599) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (353806) | (16599) |
| TOTAL THAILAND |  |  |  |  | (353806) | (16599) |
| UNITED STATES -88.9%  |  |  |  |  |  |  |
| **Consumer Discretionary - 1.2%**  |  |  |  |  |  |  |
| **Household Durables - 1.7%**  |  |  |  |  |  |  |
| NVR Inc (1)  |  |  |  | (28) | (176844) | (2099) |
| **Textiles, Apparel & Luxury Goods - (0.5)%**  |  |  |  |  |  |  |
| Lululemon Athletica Inc (1)  |  |  |  | (1343) | (184931) | 618 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (361775) | (1481) |
| **Consumer Staples - 9.6%**  |  |  |  |  |  |  |
| **Consumer Staples Distribution & Retail - 9.6%**  |  |  |  |  |  |  |
| Walmart Inc  |  |  |  | (3041) | (401199) | (11921) |
| TOTAL CONSUMER STAPLES |  |  |  |  | (401199) | (11921) |
| **Energy - (1.8)%**  |  |  |  |  |  |  |
| **Energy Equipment & Services - (1.8)%**  |  |  |  |  |  |  |
| NOV Inc  |  |  |  | (7448) | (152386) | 2234 |
| TOTAL ENERGY |  |  |  |  | (152386) | 2234 |
| **Financials - 0.1%**  |  |  |  |  |  |  |
| **Banks - (9.0)%**  |  |  |  |  |  |  |
| Citigroup Inc  |  |  |  | (3021) | (386628) | (1118) |
| **Capital Markets - 0.1%**  |  |  |  |  |  |  |
| CME Group Inc Class A  |  |  |  | (1243) | (357761) | (684) |
| MarketAxess Holdings Inc  |  |  |  | (870) | (136755) | 3115 |
| Nasdaq Inc  |  |  |  | (3998) | (367456) | (2559) |
|  |  |  |  |  | (861972) | (128) |
| **Consumer Finance - 2.7%**  |  |  |  |  |  |  |
| American Express Co  |  |  |  | (451) | (145696) | (3337) |
| **Financial Services - (3.5)%**  |  |  |  |  |  |  |
| WEX Inc (1)  |  |  |  | (1016) | (152734) | 4399 |
| TOTAL FINANCIALS |  |  |  |  | (1547030) | (184) |
| **Industrials - 27.5%**  |  |  |  |  |  |  |
| **Aerospace & Defense - 3.5%**  |  |  |  |  |  |  |
| Howmet Aerospace Inc  |  |  |  | (674) | (163809) | (4394) |
| **Building Products - 5.4%**  |  |  |  |  |  |  |
| Lennox International Inc  |  |  |  | (392) | (209677) | (6770) |
| **Electrical Equipment - 16.8%**  |  |  |  |  |  |  |
| Eaton Corp PLC  |  |  |  | (941) | (407462) | (20928) |
| **Machinery - 1.7%**  |  |  |  |  |  |  |
| Federal Signal Corp  |  |  |  | (1239) | (158715) | (2127) |
| TOTAL INDUSTRIALS |  |  |  |  | (939663) | (34219) |
| **Information Technology - 5.0%**  |  |  |  |  |  |  |
| **Semiconductors & Semiconductor Equipment - 46.1%**  |  |  |  |  |  |  |
| Micron Technology Inc  |  |  |  | (565) | (292196) | 734 |
| QUALCOMM Inc  |  |  |  | (2087) | (374783) | (49211) |
| Texas Instruments Inc  |  |  |  | (751) | (211091) | (8907) |
|  |  |  |  |  | (878070) | (57384) |
| **Technology Hardware, Storage & Peripherals - 4.2%**  |  |  |  |  |  |  |
| NetApp Inc  |  |  |  | (2477) | (274377) | (5251) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (1152447) | (62635) |
| **Materials - 2.0%**  |  |  |  |  |  |  |
| **Chemicals - 2.0%**  |  |  |  |  |  |  |
| DuPont de Nemours Inc  |  |  |  | (3950) | (180357) | (2477) |
| TOTAL MATERIALS |  |  |  |  | (180357) | 2478 |
| TOTAL UNITED STATES |  |  |  |  | (4734857) | (110683) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(6015153)** | <br> **(134359)** |
| **TOTAL SHORT** |  |  |  |  | **(6015153)** | **(134359)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(5707994)** | **(124095)** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the BBSW-1W benchmark of 4.20% plus or minus a specified spread of (.25)% on short/long CFDs, respectively, which is denominated in AUD based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International | 10/2039 - 8/2040 | 154112 | (1185) | 23 | (1162) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the ESTR-1D benchmark of 1.93% plus or minus a specified spread of (.20)% on short/long CFDs, respectively, which is denominated in EUR based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International | 3/2040 - 5/2041 | 1973851 | 12293 | (15248) | (2955) |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| FRANCE -(143.3)%  |  |  |  |  |  |  |
| **Consumer Discretionary - (44.2)%**  |  |  |  |  |  |  |
| **Textiles, Apparel & Luxury Goods - (44.2)%**  |  |  |  |  |  |  |
| LVMH Moet Hennessy Louis Vuitton SE  |  |  |  | (336) | (178008) | 1306 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (178008) | 1306 |
| **Health Care - (54.1)%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - (54.1)%**  |  |  |  |  |  |  |
| EssilorLuxottica SA  |  |  |  | (583) | (123403) | 1598 |
| TOTAL HEALTH CARE |  |  |  |  | (123403) | 1598 |
| **Utilities - (45.0)%**  |  |  |  |  |  |  |
| **Multi-Utilities - (45.0)%**  |  |  |  |  |  |  |
| Engie SA  |  |  |  | (9699) | (319528) | 1331 |
| TOTAL UTILITIES |  |  |  |  | (319528) | 1331 |
| TOTAL FRANCE |  |  |  |  | (620939) | 4235 |
| GERMANY -(71.3)%  |  |  |  |  |  |  |
| **Consumer Discretionary - (19.3)%**  |  |  |  |  |  |  |
| **Automobiles - (19.3)%**  |  |  |  |  |  |  |
| Volkswagen AG non-voting shares  |  |  |  | (2335) | (236788) | 572 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (236788) | 572 |
| **Information Technology - (30.6)%**  |  |  |  |  |  |  |
| **Software - (30.6)%**  |  |  |  |  |  |  |
| Nemetschek SE  |  |  |  | (1534) | (111263) | 905 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (111263) | 905 |
| **Utilities - (21.3)%**  |  |  |  |  |  |  |
| **Multi-Utilities - (21.3)%**  |  |  |  |  |  |  |
| E.ON SE  |  |  |  | (16518) | (366209) | 628 |
| TOTAL UTILITIES |  |  |  |  | (366208) | 628 |
| TOTAL GERMANY |  |  |  |  | (714260) | 2105 |
| ITALY -247.9%  |  |  |  |  |  |  |
| **Energy - 244.4%**  |  |  |  |  |  |  |
| **Oil, Gas & Consumable Fuels - 244.4%**  |  |  |  |  |  |  |
| Eni SpA  |  |  |  | (9101) | (257344) | (7220) |
| TOTAL ENERGY |  |  |  |  | (257344) | (7220) |
| **Utilities - 3.5%**  |  |  |  |  |  |  |
| **Electric Utilities - 3.5%**  |  |  |  |  |  |  |
| Enel SpA  |  |  |  | (18121) | (211575) | (104) |
| TOTAL UTILITIES |  |  |  |  | (211575) | (104) |
| TOTAL ITALY |  |  |  |  | (468919) | (7324) |
| UNITED STATES -(449.4)%  |  |  |  |  |  |  |
| **Consumer Discretionary - (449.4)%**  |  |  |  |  |  |  |
| **Automobiles - (449.4)%**  |  |  |  |  |  |  |
| Stellantis NV (1)  |  |  |  | (23292) | (169733) | 13277 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (169733) | 13277 |
| TOTAL UNITED STATES |  |  |  |  | (169733) | 13277 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(1973851)** | <br> **12293** |
| **TOTAL SHORT** |  |  |  |  | **(1973851)** | **12293** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1973851)** | **12293** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SONIA-1D benchmark of 3.73% plus or minus a specified spread of (.17)% on short/long CFDs, respectively, which is denominated in GBP based on the local currencies of the positions within the swap as applicable. | Goldman Sachs International | 8/2039 - 2/2041 | 279697 | 3925 | 90 | 4015 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| CHILE -(64.3)%  |  |  |  |  |  |  |
| **Materials - (64.3)%**  |  |  |  |  |  |  |
| **Metals & Mining - (64.3)%**  |  |  |  |  |  |  |
| Antofagasta PLC  |  |  |  | (3061) | (147846) | (2582) |
| TOTAL MATERIALS |  |  |  |  | (147846) | (2582) |
| TOTAL CHILE |  |  |  |  | (147846) | (2582) |
| UNITED KINGDOM -162.0%  |  |  |  |  |  |  |
| **Consumer Discretionary - 2.4%**  |  |  |  |  |  |  |
| **Textiles, Apparel & Luxury Goods - 2.4%**  |  |  |  |  |  |  |
| Burberry Group PLC (1)  |  |  |  | (551) | (8681) | 98 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (8681) | 98 |
| **Health Care - 159.6%**  |  |  |  |  |  |  |
| **Pharmaceuticals - 159.6%**  |  |  |  |  |  |  |
| GSK PLC  |  |  |  | (4698) | (123170) | 6409 |
| TOTAL HEALTH CARE |  |  |  |  | (123170) | 6409 |
| TOTAL UNITED KINGDOM |  |  |  |  | (131851) | 6507 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(279696)** | <br> **3925** |
| **TOTAL SHORT** |  |  |  |  | **(279696)** | **3925** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(279696)** | **3925** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SOFR-1D benchmark of 3.66% plus or minus a specified spread of (.10)% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | JPMorgan Chase Bank NA | 10/2029 - 2/2031 | 773180 | (8815) | 0 | (8815) |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| TAIWAN -59.7%  |  |  |  |  |  |  |
| **Communication Services - 12.3%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - 12.3%**  |  |  |  |  |  |  |
| Chunghwa Telecom Co Ltd  |  |  |  | (13000) | (55996) | (1087) |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (55996) | (1087) |
| **Financials - 47.4%**  |  |  |  |  |  |  |
| **Insurance - 47.4%**  |  |  |  |  |  |  |
| Fubon Financial Holding Co Ltd  |  |  |  | (30625) | (87562) | (4179) |
| TOTAL FINANCIALS |  |  |  |  | (87562) | (4179) |
| TOTAL TAIWAN |  |  |  |  | (143558) | (5266) |
| UNITED STATES -40.3%  |  |  |  |  |  |  |
| **Health Care - (200.0)%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - (136.8)%**  |  |  |  |  |  |  |
| Becton Dickinson & Co  |  |  |  | (1803) | (268719) | 12062 |
| **Life Sciences Tools & Services - (63.2)%**  |  |  |  |  |  |  |
| Waters Corp (1)  |  |  |  | (256) | (79163) | 5568 |
| TOTAL HEALTH CARE |  |  |  |  | (347882) | 17630 |
| **Information Technology - 240.3%**  |  |  |  |  |  |  |
| **Semiconductors & Semiconductor Equipment - 182.1%**  |  |  |  |  |  |  |
| Texas Instruments Inc  |  |  |  | (258) | (72519) | (16050) |
| **Software - 58.2%**  |  |  |  |  |  |  |
| Palantir Technologies Inc Class A (1)  |  |  |  | (1504) | (209221) | (5129) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (281740) | (21179) |
| TOTAL UNITED STATES |  |  |  |  | (629622) | (3549) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(773180)** | <br> **(8815)** |
| **TOTAL SHORT** |  |  |  |  | **(773180)** | **(8815)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(773180)** | **(8815)** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the BBSW-1M benchmark of 4.20% plus or minus a specified spread ranging from (.29)% to (.10)% on short/long CFDs, respectively, which is denominated in AUD based on the local currencies of the positions within the swap as applicable. | JPMorgan Chase Bank NA | 7/2029 - 6/2030 | 334027 | 6233 | 89 | 6322 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| AUSTRALIA -(125.6)%  |  |  |  |  |  |  |
| **Financials - (125.6)%**  |  |  |  |  |  |  |
| **Banks - 224.2%**  |  |  |  |  |  |  |
| Westpac Banking Corp  |  |  |  | (5318) | (148780) | 14171 |
| **Insurance - (125.6)%**  |  |  |  |  |  |  |
| Medibank Pvt Ltd  |  |  |  | (54479) | (185247) | (7938) |
| TOTAL FINANCIALS |  |  |  |  | (185247) | (7938) |
| TOTAL AUSTRALIA |  |  |  |  | (185247) | (7938) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(334027)** | <br> **6233** |
| **TOTAL SHORT** |  |  |  |  | **(334027)** | **6233** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(334027)** | **6233** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the CORRA-1D benchmark of 2.30% plus or minus a specified spread of (.20)% on short/long CFDs, respectively, which is denominated in CAD based on the local currencies of the positions within the swap as applicable. | JPMorgan Chase Bank NA | 7/2029 | 188861 | 9750 | (1742) | 8008 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| CANADA -121.8%  |  |  |  |  |  |  |
| **Consumer Discretionary - 121.8%**  |  |  |  |  |  |  |
| **Broadline Retail - 121.8%**  |  |  |  |  |  |  |
| Canadian Tire Corp Ltd Class A  |  |  |  | (1358) | (188861) | 9750 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (188861) | 9750 |
| TOTAL CANADA |  |  |  |  | (188861) | 9750 |
| **TOTAL SHORT** |  |  |  |  | **(188861)** | **9750** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(188861)** | **9750** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SARON-1D benchmark of (.04)% plus or minus a specified spread of (.25)% on short/long CFDs, respectively, which is denominated in CHF based on the local currencies of the positions within the swap as applicable. | JPMorgan Chase Bank NA | 7/2029 - 11/2030 | 434215 | 1429 | 101 | 1530 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| SWITZERLAND -93.4%  |  |  |  |  |  |  |
| **Communication Services - (15.0)%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - (15.0)%**  |  |  |  |  |  |  |
| Swisscom AG  |  |  |  | (293) | (248057) | (229) |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (248057) | (229) |
| **Financials - 108.4%**  |  |  |  |  |  |  |
| **Insurance - 108.4%**  |  |  |  |  |  |  |
| Zurich Insurance Group AG  |  |  |  | (267) | (186158) | 1658 |
| TOTAL FINANCIALS |  |  |  |  | (186158) | 1658 |
| TOTAL SWITZERLAND |  |  |  |  | (434215) | 1429 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(434215)** | <br> **1429** |
| **TOTAL SHORT** |  |  |  |  | **(434215)** | **1429** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(434215)** | **1429** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SONIA-1D benchmark of 3.73% plus or minus a specified spread of .25% on short/long CFDs, respectively, which is denominated in GBP based on the local currencies of the positions within the swap as applicable. | JPMorgan Chase Bank NA | 7/2029 | 279489 | (7183) | (69) | (7252) |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** |
|  **Common Stocks** |  |  |  |  |  |  |
| UNITED KINGDOM -99.0%  |  |  |  |  |  |  |
| **Utilities - 99.0%**  |  |  |  |  |  |  |
| **Electric Utilities - 99.0%**  |  |  |  |  |  |  |
| SSE PLC  |  |  |  | 7806 | 279489 | (7183) |
| TOTAL UTILITIES |  |  |  |  | 279489 | (7183) |
| TOTAL UNITED KINGDOM |  |  |  |  | 279489 | (7183) |
| **TOTAL LONG** |  |  |  |  | **279489** | **(7183)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **279489** | **(7183)** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the HIBOR-1M benchmark of 2.44% plus or minus a specified spread of (.09)% on short/long CFDs, respectively, which is denominated in HKD based on the local currencies of the positions within the swap as applicable. | JPMorgan Chase Bank NA | 3/2031 | 297915 | 16840 | (5) | 16835 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| CHINA -100.0%  |  |  |  |  |  |  |
| **Health Care - 100.0%**  |  |  |  |  |  |  |
| **Pharmaceuticals - 100.0%**  |  |  |  |  |  |  |
| Sino Biopharmaceutical Ltd  |  |  |  | (428000) | (297915) | 16840 |
| TOTAL HEALTH CARE |  |  |  |  | (297915) | 16840 |
| TOTAL CHINA |  |  |  |  | (297915) | 16840 |
| **TOTAL SHORT** |  |  |  |  | **(297915)** | **16840** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(297915)** | **16840** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the TONAR-1D benchmark of .73% plus or minus a specified spread ranging from (.20)% to .20% on short/long CFDs, respectively, which is denominated in JPY based on the local currencies of the positions within the swap as applicable. | JPMorgan Chase Bank NA | 7/2029 - 3/2031 | 1108268 | 23750 | (10478) | 13272 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** |
|  **Common Stocks** |  |  |  |  |  |  |
| JAPAN -95.6%  |  |  |  |  |  |  |
| **Information Technology - 95.6%**  |  |  |  |  |  |  |
| **IT Services - 95.6%**  |  |  |  |  |  |  |
| Simplex Holdings Inc  |  |  |  | 31200 | 175014 | 12689 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | 175014 | 12689 |
| TOTAL JAPAN |  |  |  |  | 175014 | 12689 |
| **TOTAL LONG** |  |  |  |  | **175014** | **12689** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| JAPAN -83.3%  |  |  |  |  |  |  |
| **Consumer Discretionary - (23.1)%**  |  |  |  |  |  |  |
| **Automobiles - (23.1)%**  |  |  |  |  |  |  |
| Honda Motor Co Ltd  |  |  |  | (29400) | (238565) | (3065) |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (238565) | (3065) |
| **Consumer Staples - 50.5%**  |  |  |  |  |  |  |
| **Food Products - (28.8)%**  |  |  |  |  |  |  |
| Yakult Honsha Co Ltd  |  |  |  | (6900) | (120157) | (3828) |
| **Household Products - 40.4%**  |  |  |  |  |  |  |
| Unicharm Corp  |  |  |  | (23700) | (138450) | 5358 |
| **Personal Care Products - 38.9%**  |  |  |  |  |  |  |
| Shiseido Co Ltd  |  |  |  | (9400) | (191995) | 5169 |
| TOTAL CONSUMER STAPLES |  |  |  |  | (450602) | 6699 |
| **Real Estate - 56.0%**  |  |  |  |  |  |  |
| **Real Estate Management & Development - 56.0%**  |  |  |  |  |  |  |
| Daiwa House Industry Co Ltd  |  |  |  | (8000) | (244087) | 7427 |
| TOTAL REAL ESTATE |  |  |  |  | (244087) | 7427 |
| TOTAL JAPAN |  |  |  |  | (933254) | 11061 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(933254)** | <br> **11061** |
| **TOTAL SHORT** |  |  |  |  | **(933254)** | **11061** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(758240)** | **23750** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SOFR-1D benchmark of 3.66% plus or minus a specified spread ranging from (.25)% to (.10)% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | Morgan Stanley | 6/2026 - 8/2027 | 1709799 | (16985) | (5418) | (22403) |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| KOREA (SOUTH) -25.2%  |  |  |  |  |  |  |
| **Financials - 25.2%**  |  |  |  |  |  |  |
| **Banks - 25.2%**  |  |  |  |  |  |  |
| Hana Financial Group Inc  |  |  |  | (387) | (33839) | (5646) |
| TOTAL FINANCIALS |  |  |  |  | (33839) | (5646) |
| TOTAL KOREA (SOUTH) |  |  |  |  | (33839) | (5646) |
| SINGAPORE -58.4%  |  |  |  |  |  |  |
| **Industrials - 58.4%**  |  |  |  |  |  |  |
| **Ground Transportation - 58.4%**  |  |  |  |  |  |  |
| Grab Holdings Ltd Class A (1)  |  |  |  | (65461) | (250061) | (13092) |
| TOTAL INDUSTRIALS |  |  |  |  | (250061) | (13092) |
| TOTAL SINGAPORE |  |  |  |  | (250061) | (13092) |
| UNITED STATES -(7.8)%  |  |  |  |  |  |  |
| **Communication Services - (46.8)%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - (46.8)%**  |  |  |  |  |  |  |
| Verizon Communications Inc  |  |  |  | (7658) | (367814) | 10491 |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (367814) | 10491 |
| **Consumer Discretionary - (52.0)%**  |  |  |  |  |  |  |
| **Hotels, Restaurants & Leisure - (52.0)%**  |  |  |  |  |  |  |
| Royal Caribbean Cruises Ltd  |  |  |  | (1184) | (312292) | 11639 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (312292) | 11639 |
| **Health Care - 2.3%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - 2.3%**  |  |  |  |  |  |  |
| Envista Holdings Corp (1)  |  |  |  | (3935) | (102074) | (512) |
| TOTAL HEALTH CARE |  |  |  |  | (102074) | (512) |
| **Industrials - (43.5)%**  |  |  |  |  |  |  |
| **Professional Services - (43.5)%**  |  |  |  |  |  |  |
| Equifax Inc  |  |  |  | (1152) | (200379) | 9734 |
| TOTAL INDUSTRIALS |  |  |  |  | (200379) | 9734 |
| **Information Technology - 67.4%**  |  |  |  |  |  |  |
| **Software - 67.4%**  |  |  |  |  |  |  |
| Crowdstrike Holdings Inc Class A (1)  |  |  |  | (324) | (144423) | (15108) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (144423) | (15108) |
| **Materials - 64.7%**  |  |  |  |  |  |  |
| **Chemicals - 64.7%**  |  |  |  |  |  |  |
| PPG Industries Inc  |  |  |  | (2755) | (298917) | (14491) |
| TOTAL MATERIALS |  |  |  |  | (298917) | (14491) |
| TOTAL UNITED STATES |  |  |  |  | (1425899) | 1753 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(1709799)** | <br> **(16985)** |
| **TOTAL SHORT** |  |  |  |  | **(1709799)** | **(16985)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1709799)** | **(16985)** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the CORRA-1D benchmark of 2.32% plus or minus a specified spread of (.20)% on short/long CFDs, respectively, which is denominated in CAD based on the local currencies of the positions within the swap as applicable. | Morgan Stanley | 6/2026 | 157344 | 6478 | (186) | 6292 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SARON-1D benchmark of (.05)% plus or minus a specified spread ranging from (.26)% to .14% on short/long CFDs, respectively, which is denominated in CHF based on the local currencies of the positions within the swap as applicable. | Morgan Stanley | 6/2026 | 311310 | 5531 | 37 | 5568 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** |
|  **Common Stocks** |  |  |  |  |  |  |
| UNITED STATES -1.8%  |  |  |  |  |  |  |
| **Health Care - 1.8%**  |  |  |  |  |  |  |
| **Pharmaceuticals - 1.8%**  |  |  |  |  |  |  |
| Roche Holding AG (1)  |  |  |  | 444 | 180930 | 99 |
| TOTAL HEALTH CARE |  |  |  |  | 180930 | 99 |
| TOTAL UNITED STATES |  |  |  |  | 180930 | 99 |
| **TOTAL LONG** |  |  |  |  | **180930** | **99** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| SWITZERLAND -97.6%  |  |  |  |  |  |  |
| **Financials - 97.6%**  |  |  |  |  |  |  |
| **Insurance - 97.6%**  |  |  |  |  |  |  |
| Zurich Insurance Group AG  |  |  |  | (187) | (130380) | 5432 |
| TOTAL FINANCIALS |  |  |  |  | (130380) | 5432 |
| TOTAL SWITZERLAND |  |  |  |  | (130380) | 5432 |
| **TOTAL SHORT** |  |  |  |  | **(130380)** | **5432** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **50550** | **5531** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the ESTR-1D benchmark of 1.93% plus or minus a specified spread ranging from (.20)% to .20% on short/long CFDs, respectively, which is denominated in EUR based on the local currencies of the positions within the swap as applicable. | Morgan Stanley | 6/2026 | 1412647 | 79041 | 196 | 79237 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** |
|  **Common Stocks** |  |  |  |  |  |  |
| GERMANY -90.7%  |  |  |  |  |  |  |
| **Consumer Discretionary - 4.7%**  |  |  |  |  |  |  |
| **Automobile Components - 4.7%**  |  |  |  |  |  |  |
| Continental AG (1)  |  |  |  | 2210 | 166468 | 3704 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | 166468 | 3704 |
| **Industrials - 86.0%**  |  |  |  |  |  |  |
| **Electrical Equipment - 86.0%**  |  |  |  |  |  |  |
| Siemens Energy AG  |  |  |  | 2056 | 435744 | 68116 |
| TOTAL INDUSTRIALS |  |  |  |  | 435744 | 68116 |
| TOTAL GERMANY |  |  |  |  | 602212 | 71820 |
| ITALY -7.0%  |  |  |  |  |  |  |
| **Consumer Discretionary - (2.6)%**  |  |  |  |  |  |  |
| **Automobiles - (2.6)%**  |  |  |  |  |  |  |
| Ferrari NV  |  |  |  | 403 | 138749 | (2064) |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | 138749 | (2064) |
| **Financials - 9.6%**  |  |  |  |  |  |  |
| **Capital Markets - 9.6%**  |  |  |  |  |  |  |
| Banca Generali SpA  |  |  |  | 2154 | 140938 | 7612 |
| TOTAL FINANCIALS |  |  |  |  | 140938 | 7612 |
| TOTAL ITALY |  |  |  |  | 279687 | 5548 |
| NETHERLANDS -16.5%  |  |  |  |  |  |  |
| **Financials - 16.5%**  |  |  |  |  |  |  |
| **Insurance - 16.5%**  |  |  |  |  |  |  |
| NN Group NV  |  |  |  | 2223 | 193851 | 13066 |
| TOTAL FINANCIALS |  |  |  |  | 193851 | 13066 |
| TOTAL NETHERLANDS |  |  |  |  | 193851 | 13066 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **1075750** | <br> **90434** |
| **TOTAL LONG** |  |  |  |  | **1075750** | **90434** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| SPAIN -(14.4)%  |  |  |  |  |  |  |
| **Financials - 0.0%**  |  |  |  |  |  |  |
| **Banks - 0.0%**  |  |  |  |  |  |  |
| CaixaBank SA  |  |  |  | (26) | (331) | (11) |
| TOTAL FINANCIALS |  |  |  |  | (331) | (11) |
| **Utilities - (14.4)%**  |  |  |  |  |  |  |
| **Electric Utilities - (14.4)%**  |  |  |  |  |  |  |
| Endesa SA  |  |  |  | (7509) | (336566) | (11382) |
| TOTAL UTILITIES |  |  |  |  | (336566) | (11382) |
| TOTAL SPAIN |  |  |  |  | (336897) | (11393) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(336897)** | <br> **(11393)** |
| **TOTAL SHORT** |  |  |  |  | **(336897)** | **(11393)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **738853** | **79041** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the NIBOR-1M benchmark of 4.03% plus or minus a specified spread of (.20)% on short/long CFDs, respectively, which is denominated in NOK based on the local currencies of the positions within the swap as applicable. | Morgan Stanley | 6/2026 | 288747 | 31639 | 1561 | 33200 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| NORWAY -95.3%  |  |  |  |  |  |  |
| **Energy - 95.3%**  |  |  |  |  |  |  |
| **Oil, Gas & Consumable Fuels - 95.3%**  |  |  |  |  |  |  |
| Equinor ASA  |  |  |  | (7095) | (288747) | 31639 |
| TOTAL ENERGY |  |  |  |  | (288747) | 31639 |
| TOTAL NORWAY |  |  |  |  | (288747) | 31639 |
| **TOTAL SHORT** |  |  |  |  | **(288747)** | **31639** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(288747)** | **31639** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the STIBO-1M benchmark of 1.95% plus or minus a specified spread ranging from (.20)% to .20% on short/long CFDs, respectively, which is denominated in SEK based on the local currencies of the positions within the swap as applicable. | Morgan Stanley | 6/2026 | 165323 | (5088) | 109 | (4979) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SOFR-1D benchmark ranging from 3.63% to 3.67% plus or minus a specified spread ranging from .08% to .13% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | HSBC Bank PLC | 10/2026 | 1060026 | 608 | (1964) | (1356) |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| TAIWAN -197.5%  |  |  |  |  |  |  |
| **Financials - 197.5%**  |  |  |  |  |  |  |
| **Insurance - 197.5%**  |  |  |  |  |  |  |
| Fubon Financial Holding Co Ltd  |  |  |  | (37925) | (108434) | (2677) |
| TOTAL FINANCIALS |  |  |  |  | (108434) | (2677) |
| TOTAL TAIWAN |  |  |  |  | (108434) | (2677) |
| UNITED STATES -(242.3)%  |  |  |  |  |  |  |
| **Consumer Staples - 258.1%**  |  |  |  |  |  |  |
| **Consumer Staples Distribution & Retail - 258.1%**  |  |  |  |  |  |  |
| Costco Wholesale Corp  |  |  |  | (239) | (242473) | (3499) |
| TOTAL CONSUMER STAPLES |  |  |  |  | (242473) | (3499) |
| **Financials - 12.6%**  |  |  |  |  |  |  |
| **Capital Markets - 12.6%**  |  |  |  |  |  |  |
| Cboe Global Markets Inc  |  |  |  | (1138) | (341502) | (171) |
| TOTAL FINANCIALS |  |  |  |  | (341502) | (171) |
| **Industrials - (513.0)%**  |  |  |  |  |  |  |
| **Trading Companies & Distributors - (513.0)%**  |  |  |  |  |  |  |
| Fastenal Co  |  |  |  | (8182) | (367617) | 6955 |
| TOTAL INDUSTRIALS |  |  |  |  | (367617) | 6955 |
| TOTAL UNITED STATES |  |  |  |  | (951592) | 3285 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(1060026)** | <br> **608** |
| **TOTAL SHORT** |  |  |  |  | **(1060026)** | **608** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1060026)** | **608** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the ESTR-1D benchmark of 1.93% plus or minus a specified spread of .13% on short/long CFDs, respectively, which is denominated in EUR based on the local currencies of the positions within the swap as applicable. | HSBC Bank PLC | 10/2026 | 20261 | (434) | (4) | (438) |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the NIBOR-1M benchmark of 4.03% plus or minus a specified spread of .13% on short/long CFDs, respectively, which is denominated in NOK based on the local currencies of the positions within the swap as applicable. | HSBC Bank PLC | 10/2026 | 34933 | 7386 | 63 | 7449 |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the STIBO-1M benchmark of 1.90% plus or minus a specified spread of .13% on short/long CFDs, respectively, which is denominated in SEK based on the local currencies of the positions within the swap as applicable. | HSBC Bank PLC | 10/2026 | 190327 | (92) | 54 | (38) |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| SWEDEN -241.0%  |  |  |  |  |  |  |
| **Information Technology - 241.0%**  |  |  |  |  |  |  |
| **Electronic Equipment, Instruments & Components - 241.0%**  |  |  |  |  |  |  |
| Hexagon AB B Shares  |  |  |  | (17707) | (190327) | (92) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (190327) | (92) |
| TOTAL SWEDEN |  |  |  |  | (190327) | (92) |
| **TOTAL SHORT** |  |  |  |  | **(190327)** | **(92)** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(190327)** | **(92)** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SOFR-1D benchmark of 3.66% plus or minus a specified spread ranging from (.39)% to (.09)% on short/long CFDs, respectively, which is denominated in USD based on the local currencies of the positions within the swap as applicable. | UBS AG | 6/2027 - 7/2027 | 1050159 | (10875) | 0 | (10875) |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** | **LONG** |
|  **Common Stocks** |  |  |  |  |  |  |
| TAIWAN -2.1%  |  |  |  |  |  |  |
| **Communication Services - 2.1%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - 2.1%**  |  |  |  |  |  |  |
| RChunghwa Telecom Co Ltd  |  |  |  | (54000) | (232598) | 228 |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (232598) | 228 |
| TOTAL TAIWAN |  |  |  |  | (232598) | 228 |
| **TOTAL LONG** |  |  |  |  | **(232598)** | **228** |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| THAILAND -(18.8)%  |  |  |  |  |  |  |
| **Information Technology - (18.8)%**  |  |  |  |  |  |  |
| **Electronic Equipment, Instruments & Components - (18.8)%**  |  |  |  |  |  |  |
| Delta Electronics Thailand PCL depository receipt  |  |  |  | (2600) | (25509) | (2040) |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (25509) | (2040) |
| TOTAL THAILAND |  |  |  |  | (25509) | (2040) |
| UNITED STATES -116.7%  |  |  |  |  |  |  |
| **Consumer Discretionary - 36.2%**  |  |  |  |  |  |  |
| **Specialty Retail - (32.3)%**  |  |  |  |  |  |  |
| Advance Auto Parts Inc  |  |  |  | (2644) | (157344) | (3517) |
| **Textiles, Apparel & Luxury Goods - 68.6%**  |  |  |  |  |  |  |
| Deckers Outdoor Corp (1)  |  |  |  | (1178) | (120392) | 7457 |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (277736) | 3940 |
| **Health Care - 78.3%**  |  |  |  |  |  |  |
| **Health Care Equipment & Supplies - 78.3%**  |  |  |  |  |  |  |
| Baxter International Inc  |  |  |  | (14676) | (258004) | 8512 |
| TOTAL HEALTH CARE |  |  |  |  | (258004) | 8512 |
| **Industrials - (2.9)%**  |  |  |  |  |  |  |
| **Aerospace & Defense - (2.9)%**  |  |  |  |  |  |  |
| Howmet Aerospace Inc  |  |  |  | (530) | (128811) | (318) |
| TOTAL INDUSTRIALS |  |  |  |  | (128811) | (318) |
| **Information Technology - 5.1%**  |  |  |  |  |  |  |
| **IT Services - 5.1%**  |  |  |  |  |  |  |
| IBM Corporation  |  |  |  | (552) | (127501) | 552 |
| TOTAL INFORMATION TECHNOLOGY |  |  |  |  | (127501) | 552 |
| TOTAL UNITED STATES |  |  |  |  | (792052) | 12686 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(817561)** | <br> **10646** |
| **TOTAL SHORT** |  |  |  |  | **(817561)** | **10646** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1050159)** | **10875** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SARON-1D benchmark of (.05)% plus or minus a specified spread of (.20)% on short/long CFDs, respectively, which is denominated in CHF based on the local currencies of the positions within the swap as applicable. | UBS AG | 8/2028 | 396946 | 4583 | 77 | 4660 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| SWITZERLAND -98.3%  |  |  |  |  |  |  |
| **Communication Services - 2.1%**  |  |  |  |  |  |  |
| **Diversified Telecommunication Services - 2.1%**  |  |  |  |  |  |  |
| Swisscom AG  |  |  |  | (27) | (22859) | 100 |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | (22859) | 100 |
| **Financials - 4.4%**  |  |  |  |  |  |  |
| **Insurance - 4.4%**  |  |  |  |  |  |  |
| Zurich Insurance Group AG  |  |  |  | (41) | (28585) | 207 |
| TOTAL FINANCIALS |  |  |  |  | (28585) | 207 |
| **Industrials - 91.8%**  |  |  |  |  |  |  |
| **Building Products - 40.9%**  |  |  |  |  |  |  |
| Geberit AG  |  |  |  | (142) | (95812) | 1906 |
| **Professional Services - 50.9%**  |  |  |  |  |  |  |
| SGS SA  |  |  |  | (2305) | (249690) | 2370 |
| TOTAL INDUSTRIALS |  |  |  |  | (345502) | 4276 |
| TOTAL SWITZERLAND |  |  |  |  | (396946) | 4583 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(396946)** | <br> **4583** |
| **TOTAL SHORT** |  |  |  |  | **(396946)** | **4583** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(396946)** | **4583** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the ESTR-1D benchmark of 1.93% plus or minus a specified spread ranging from (.15)% to (.05)% on short/long CFDs, respectively, which is denominated in EUR based on the local currencies of the positions within the swap as applicable. | UBS AG | 1/2029 - 2/2029 | 1734724 | 17828 | (1538) | 16290 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| AUSTRIA -(36.5)%  |  |  |  |  |  |  |
| **Energy - (36.5)%**  |  |  |  |  |  |  |
| **Oil, Gas & Consumable Fuels - (36.5)%**  |  |  |  |  |  |  |
| OMV AG  |  |  |  | (2986) | (210797) | (5941) |
| TOTAL ENERGY |  |  |  |  | (210797) | (5941) |
| TOTAL AUSTRIA |  |  |  |  | (210797) | (5941) |
| FINLAND -84.2%  |  |  |  |  |  |  |
| **Industrials - 29.8%**  |  |  |  |  |  |  |
| **Machinery - 29.8%**  |  |  |  |  |  |  |
| Metso Oyj  |  |  |  | (7045) | (121380) | 4862 |
| TOTAL INDUSTRIALS |  |  |  |  | (121380) | 4862 |
| **Utilities - 54.4%**  |  |  |  |  |  |  |
| **Electric Utilities - 54.4%**  |  |  |  |  |  |  |
| Fortum Oyj  |  |  |  | (11863) | (298509) | 8862 |
| TOTAL UTILITIES |  |  |  |  | (298509) | 8862 |
| TOTAL FINLAND |  |  |  |  | (419889) | 13724 |
| GERMANY -158.7%  |  |  |  |  |  |  |
| **Financials - 158.7%**  |  |  |  |  |  |  |
| **Capital Markets - 43.4%**  |  |  |  |  |  |  |
| Deutsche Bank AG (United States)  |  |  |  | (8332) | (259140) | 7067 |
| **Insurance - 115.3%**  |  |  |  |  |  |  |
| Hannover Rueck SE  |  |  |  | (934) | (282378) | 18788 |
| TOTAL FINANCIALS |  |  |  |  | (541518) | 25855 |
| TOTAL GERMANY |  |  |  |  | (541518) | 25855 |
| ITALY -(26.6)%  |  |  |  |  |  |  |
| **Energy - (5.9)%**  |  |  |  |  |  |  |
| **Oil, Gas & Consumable Fuels - (5.9)%**  |  |  |  |  |  |  |
| Eni SpA  |  |  |  | (931) | (26325) | (956) |
| TOTAL ENERGY |  |  |  |  | (26325) | (956) |
| **Financials - (20.8)%**  |  |  |  |  |  |  |
| **Banks - (20.8)%**  |  |  |  |  |  |  |
| Banco BPM SpA  |  |  |  | (11313) | (164442) | (3385) |
| TOTAL FINANCIALS |  |  |  |  | (164442) | (3385) |
| TOTAL ITALY |  |  |  |  | (190767) | (4341) |
| SPAIN -(70.4)%  |  |  |  |  |  |  |
| **Financials - (72.6)%**  |  |  |  |  |  |  |
| **Banks - (72.6)%**  |  |  |  |  |  |  |
| CaixaBank SA  |  |  |  | (26548) | (337912) | (11829) |
| TOTAL FINANCIALS |  |  |  |  | (337912) | (11829) |
| **Utilities - 2.2%**  |  |  |  |  |  |  |
| **Electric Utilities - 2.2%**  |  |  |  |  |  |  |
| Endesa SA  |  |  |  | (755) | (33841) | 360 |
| TOTAL UTILITIES |  |  |  |  | (33841) | 360 |
| TOTAL SPAIN |  |  |  |  | (371753) | (11469) |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(1734724)** | <br> **17828** |
| **TOTAL SHORT** |  |  |  |  | **(1734724)** | **17828** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(1734724)** | **17828** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the SONIA-1D benchmark of 3.73% plus or minus a specified spread ranging from (.15)% to (.10)% on short/long CFDs, respectively, which is denominated in GBP based on the local currencies of the positions within the swap as applicable. | UBS AG | 3/2028 | 439455 | 5473 | (2443) | 3030 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| UNITED KINGDOM -180.6%  |  |  |  |  |  |  |
| **Consumer Discretionary - (75.0)%**  |  |  |  |  |  |  |
| **Diversified Consumer Services - (33.2)%**  |  |  |  |  |  |  |
| Pearson PLC  |  |  |  | (10626) | (156808) | (1005) |
| **Textiles, Apparel & Luxury Goods - (41.9)%**  |  |  |  |  |  |  |
| Burberry Group PLC (1)  |  |  |  | (11542) | (181841) | (1268) |
| TOTAL CONSUMER DISCRETIONARY |  |  |  |  | (338649) | (2273) |
| **Health Care - 255.6%**  |  |  |  |  |  |  |
| **Pharmaceuticals - 255.6%**  |  |  |  |  |  |  |
| GSK PLC  |  |  |  | (3845) | (100806) | 7746 |
| TOTAL HEALTH CARE |  |  |  |  | (100806) | 7746 |
| TOTAL UNITED KINGDOM |  |  |  |  | (439455) | 5473 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **(439455)** | <br> **5473** |
| **TOTAL SHORT** |  |  |  |  | **(439455)** | **5473** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **(439455)** | **5473** |
| Underlying Reference | Counterparty | Maturity Date | Absolute Notional Value<br> ($)  | Unrealized <br> Appreciation/<br> (Depreciation) ($) <br>| Net Cash and Other Receivables/<br> (Payables) ($) | Value ($) <br>|
| The Fund receives appreciation or pays depreciation on underlying contracts for difference (CFDs), receives/pays accrued income on long/short CFDs, respectively, and receives/pays interest based on the TONAR-1D benchmark of .73% plus or minus a specified spread of .22% on short/long CFDs, respectively, which is denominated in JPY based on the local currencies of the positions within the swap as applicable. | UBS AG | 6/2027 | 668965 | 28211 | 6827 | 35038 |
| The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. | The following table represents disclosures associated with the underlying components of the total return basket swap at period end, and percentages shown are based on total swap value. |
| Reference Entity |  |  |  | Shares/Principal<br> Amount <br>| Notional Value ($)<br>| Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** | **SHORT** |
|  **Common Stocks** |  |  |  |  |  |  |
| JAPAN -80.5%  |  |  |  |  |  |  |
| **Communication Services - (10.6)%**  |  |  |  |  |  |  |
| **Wireless Telecommunication Services - (10.6)%**  |  |  |  |  |  |  |
| KDDI Corp  |  |  |  | 15200 | 248741 | (3700) |
| TOTAL COMMUNICATION SERVICES |  |  |  |  | 248741 | (3700) |
| **Industrials - 91.1%**  |  |  |  |  |  |  |
| **Electrical Equipment - 91.1%**  |  |  |  |  |  |  |
| Fuji Electric Co Ltd  |  |  |  | 5000 | 420224 | 31911 |
| TOTAL INDUSTRIALS |  |  |  |  | 420224 | 31911 |
| TOTAL JAPAN |  |  |  |  | 668965 | 28211 |
| <br> **TOTAL COMMON STOCKS** |  |  |  |  | **668965** | <br> **28211** |
| **TOTAL SHORT** |  |  |  |  | **668965** | **28211** |
| **TOTAL SWAP COMPONENTS** |  |  |  |  | **668965** | **28211** |

---

(1) Non-income producing.

---

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

---

**Currency Abbreviations**

---

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

---

**Legend**

(a) Non-income producing.

(b) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $620,130 or 3.5% of net assets.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $620,130 or 3.5% of net assets.

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2027-01-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $17806661.76

**Total Liabilities:** $98250.62

**Net Assets:** $17708411.14

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249703 | -1.12%               | -3.67%               | 1.46%                |
| Class ID C000249700 | -1.11%               | -3.63%               | 1.55%                |
| Class ID C000249702 | -1.11%               | -3.64%               | 1.55%                |
| Class ID C000249705 | -1.13%               | -3.70%               | 1.48%                |
| Class ID C000249701 | -1.11%               | -3.64%               | 1.55%                |
| Class ID C000249704 | -1.02%               | -3.75%               | 1.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $430821.96               | $224083.90                                 |
| Month 2  | $4397.74                 | $-1613257.99                               |
| Month 3  | $-50332.65               | $1010147.53                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                    | Title                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN SECURITIES PLC                                                 | SSE PLC (JPM) (CFD)                          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      7806 | NC      | $-7183.05     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | VOLKSWAGEN AG PFD (GS) (CFD)                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2335 | NC      | $571.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/EUR settle 2026-05-04        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-8.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FABRINET (GS) (CFD)                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -321 | NC      | $-12843.21    | -0.07%            |  |  |  | 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        |    -11313 | NC      | $-3385.11     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS SA                                                              | TENARIS SA (ITALY)                           | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |      9835 | NS      | $313946.65    | 1.77%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CITIGROUP INC (GS) (CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3021 | NC      | $-1117.77     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                        | TOTALENERGIES SE                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      2586 | NS      | $240649.82    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SWISSCOM AG (REG) (JPM)(CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -293 | NC      | $-229.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | HANA FINANCIAL GROUP INC (MS) (CFD)          | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      -387 | NC      | $-5646.19     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LION CORP                                                               | LION CORP                                    | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |     21700 | NS      | $212275.57    | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | NN GROUP NV (MS) (CFD)                       | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      2223 | NC      | $13066.37     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                              | SAMSUNG ELECTRONICS CO LTD                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      2992 | NS      | $453450.52    | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | DELTA ELECTRONICS THAI-NVDR (UBS)(CFD)       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -2700 | NC      | $-2118.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | ENI SPA (UBS)(CFD)                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      -931 | NC      | $-956.04      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KT CORP                                                                 | KT CORP                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |      3993 | NS      | $165563.37    | 0.93%             |  |  |  | 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        |     37000 | NS      | $110698.68    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/GBP settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-7819.83     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: SEK/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $25.64        | 0.00%             |  |  |  | No            |                  2 | 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        |    -65461 | NC      | $-13092.20    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/CHF settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $79.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MARKETAXESS HLDGS INC (GS)(CFD)              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -870 | NC      | $3114.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: KRW/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | SWISSCOM AG (UBS) (CFD)                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |       -27 | NC      | $99.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | FX Forward: USD/NOK settle 2026-05-26        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-103.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                                           | BHP GROUP LIMITED                            | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      9583 | NS      | $378227.16    | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | QUALCOMM INC (GS)(CFD)                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2087 | NC      | $-49211.46    | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | AMERICAN EXPRESS CO (GS)(CFD)                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -451 | NC      | $-3337.40     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/NOK settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4183.71     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                                 | SCOR SE                                      | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |      6465 | NS      | $240680.17    | 1.36%             |  |  |  | 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        |     -7658 | NC      | $10491.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/CAD settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-212.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NATIONAL OILWELL VARCO INC (GS) (CFD)        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -7448 | NC      | $2234.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                          | MICROSOFT CORP                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       604 | NS      | $246299.12    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: KRW/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $12.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRADEWEB MARKETS INC                                                    | TRADEWEB MARKETS INC A                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2402 | NS      | $272026.50    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ENI SPA (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9101 | NC      | $-7219.74     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP PARIBAS                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      2762 | NS      | $290069.43    | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | HEXAGON AB SER B (MS) (CFD)                  | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1634 | NC      | $-1314.64     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WEX INC (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1016 | NC      | $4399.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | FIRST QUANTUM MINERALS LTD (MS) (CFD)        | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -6426 | NC      | $6478.31      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | KDDI CORP (UBS)(CFD)                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     15200 | NC      | $-3700.38     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                          | LCI INDUSTRIES                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1014 | NS      | $120889.08    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA                                   | INDITEX SA                                   | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      4912 | NS      | $291592.12    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NASDAQ INC (GS)(CFD)                         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3998 | NC      | $-2558.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | BRISTOL-MYERS SQUIBB CO                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6059 | NS      | $367114.81    | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUIDRA SA                                                              | FLUIDRA SA                                   | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |      5817 | NS      | $135791.46    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                      | STEEL DYNAMICS INC                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1011 | NS      | $231175.26    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WAL MART STORES INC (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3041 | NC      | $-11920.72    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                      | META PLATFORMS INC CL A                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       418 | NS      | $255778.38    | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                           | APOLLO GLOBAL MANAGEMENT INC                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      2378 | NS      | $306096.16    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | GLAXOSMITHKLINE PLC (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -4698 | NC      | $6408.98      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CANADIAN TIRE LTD A PHYS DELIVERY (JPM)(CFD) | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -1358 | NC      | $9750.25      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                | RELX PLC                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      9477 | NS      | $345591.65    | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | METSO CORPORATION (UBS)(CFD)                 | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -7045 | NC      | $4861.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | SGS SA (REG) (UBS) (CFD)                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -2305 | NC      | $2369.95      | 0.01%             |  |  |  | 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        |     -7509 | NC      | $-11382.07    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | KONGSBERG GRUPPEN ASA (HSBC) (CFD)           | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -3553 | NC      | $25136.62     | 0.14%             |  |  |  | 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        |     -8600 | NC      | $-4770.57     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FUBON FINANCIAL HOLDING CO LTD (HSBC) (CFD)  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -37925 | NC      | $-2676.99     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | CAIXABANK SA (MS) (CFD)                      | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |       -26 | NC      | $-11.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SHISEIDO CO LTD (JPM) (CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -9400 | NC      | $5169.29      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/TWD settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $52.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NA                                                 | ZIONS BANCORP                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      5127 | NS      | $325154.34    | 1.84%             |  |  |  | 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        |    -54000 | NC      | $228.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | TEXAS INSTRUMENTS INC (GS)(CFD)              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -751 | NC      | $-8906.86     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WESTPAC BANKING CORP (GS)(CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -5274 | NC      | $-931.73      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DSM FIRMENICH AG                                                        | DSM FIRMENICH AG                             | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |      1213 | NS      | $90597.59     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | EQUIFAX INC (MS) (CFD)                       | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1152 | NC      | $9734.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: NOK/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $165.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DELTA ELECTRONICS THAI-NVDR (GS) (CFD)       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -14000 | NC      | $-3837.53     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/HKD settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS LTD                                                              | SANTOS LTD                                   | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |     18880 | NS      | $108775.13    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/SEK settle 2026-05-26        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $28.33        | 0.00%             |  |  |  | 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        |      7201 | NC      | $-3772.87     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | WESTPAC BANKING CORP (JPM)(CFD)              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -5318 | NC      | $14170.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/EUR settle 2026-05-04        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-22.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | PALANTIR TECHNOLOGIES INC (JPM)(CFD)         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -1504 | NC      | $-5128.64     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CHUNGHWA TELECOM CO LTD (JPM) (CFD)          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -13000 | NC      | $-1086.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | ENDESA SA (UBS) (CFD)                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      -755 | NC      | $360.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KONE OYJ                                                                | KONE OYJ B                                   | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      2156 | NS      | $137147.11    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | GFL ENVIRONMENTAL INC (JPM) (CFD)            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -2604 | NC      | $-2399.08     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/KRW settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-733.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/CHF settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-51.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: KRW/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $50.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | OMV AG (UBS) (CFD)                           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -2986 | NC      | $-5940.65     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG ENERGY INC                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       830 | NS      | $129131.40    | 0.73%             |  |  |  | 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        |    -14676 | NC      | $8512.08      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MICRON TECHN INC (GS) (CFD)                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -565 | NC      | $734.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | ZURICH INSURANCE GROUP AG (JPM) (CFD)        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -267 | NC      | $1658.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | E.ON SE (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -16518 | NC      | $628.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD HOLDINGS INC                                                        | PDD HOLDINGS INC ADR                         | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      1767 | NS      | $176487.96    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | MEDIBANK PRIVATE LIMITED (JPM) (CFD)         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -54479 | NC      | $-7937.98     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | UNICHARM CORP (JPM) (CFD)                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -23700 | NC      | $5357.70      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STOREBRAND ASA                                                          | STOREBRAND ASA CL A                          | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |     15746 | NS      | $303713.04    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXI SPA                                                                | NEXI SPA                                     | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |     57782 | NS      | $274518.54    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                                                | DAIMLER TRUCK HOLDING AG                     | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |      2294 | NS      | $115704.61    | 0.65%             |  |  |  | No            |                  2 | 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        |     -3935 | NC      | $-511.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                             | VALARIS LTD                                  | CUSIP: N/A<br>LEI: 5299008BQ9IREYWBTS30       | Long             | EC               | CORP              | BM        |      2616 | NS      | $266779.68    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/TWD settle 2026-05-26        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $23.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | DAIWA HOUSE INDUSTRY CO LTD (JPM)(CFD)       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -8000 | NC      | $7427.38      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/KRW settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-35.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | PEARSON PLC (UBS) (CFD)                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -10626 | NC      | $-1004.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                             | AMEREN CORP                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1308 | NS      | $148654.20    | 0.84%             |  |  |  | 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        |      2210 | NC      | $3703.93      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIA GROUP                                                              | ELIA GROUP                                   | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |       721 | NS      | $119652.91    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | DEUTSCHE BANK (UBS) (CFD)                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -8332 | NC      | $7066.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/THB settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1431.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MEDIBANK PRIVATE LIMITED (GS) (CFD)          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1930 | NC      | $-253.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: THB/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-27.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | EATON CORP PLC (GS)(CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -941 | NC      | $-20927.84    | -0.12%            |  |  |  | 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        |       403 | NC      | $-2063.91     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CONVATEC GROUP PLC                                                      | CONVATEC GROUP PLC                           | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     72559 | NS      | $208086.54    | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | BURBERRY GROUP PLC (GS) (CFD)                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -551 | NC      | $97.53        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/TWD settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-3.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/CNY settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $273.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | FX Forward: NOK/USD settle 2026-05-04        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $55.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LG CHEMICAL LTD(GS) (CFD)                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1038 | NC      | $-5407.25     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/THB settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-259.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                               | L3HARRIS TECHNOLOGIES INC                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       964 | NS      | $309010.20    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | GFL ENVIRONMENTAL INC (GS) (CFD)             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1122 | NC      | $586.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SINO BIOPHARMACEUTICAL LTD (JPM)(CFD)        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |   -428000 | NC      | $16839.93     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC                                            | FLOOR and DECOR HOLDINGS INC                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      3449 | NS      | $166931.60    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DEXCOM INC (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      5158 | NC      | $10264.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LULULEMON ATHLETICA (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1343 | NC      | $617.78       | 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        |     -1803 | NC      | $12062.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | HANNOVER RUECKV (UBS) (CFD)                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      -934 | NC      | $18788.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DUPONT DE NEMOURS INC (GS)(CFD)              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2624 | NC      | $-2407.89     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                | INTERNATIONAL FLAVORS and FRAGRA             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2805 | NS      | $196911.00    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: JPY/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $633.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                  | BOSTON SCIENTIFIC CORP                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      5003 | NS      | $288222.83    | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: NOK/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $200.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NETAPP INC (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2477 | NC      | $-5251.24     | -0.03%            |  |  |  | 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        |      2154 | NC      | $7611.59      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FEDERAL SIGNAL CORP (GS)(CFD)                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1289 | NC      | $-2126.85     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ROCHE HOLDINGS (MS) (CFD)                    | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |       444 | NC      | $99.09        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | STANDARD CHARTERED PLC                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     11974 | NS      | $304915.87    | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/HKD settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $178.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | HONDA MOTOR CO LTD (JPM)(CFD)                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -29400 | NC      | $-3065.47     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REDEIA CORP SA                                                          | REDEIA CORP SA                               | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |     19933 | NS      | $348576.05    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ENEL (ENTE NAZ ENERG ELET) SPA (GS) (CFD)    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -18121 | NC      | $-103.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NVR INC (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |       -28 | NC      | $-2098.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/AUD settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-1033.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: CNY/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-16.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | FUBON FINANCIAL HOLDING CO LTD (JPM) (CFD)   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -30625 | NC      | $-4179.34     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | OMV AG (AUSH100) (HSBC) (CFD)                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -287 | NC      | $-433.90      | -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        |      -239 | NC      | $-3498.96     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | STELLANTIS NV(GS)(CFD)                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -23292 | NC      | $13276.59     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: TWD/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $35.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                                                  | ST GOBAIN CIE DE                             | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      1531 | NS      | $140270.04    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | HEXAGON AB SER B (HSBC) (CFD)                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -17707 | NC      | $-92.46       | -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        |     -1178 | NC      | $7456.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | GLAXOSMITHKLINE PLC (UBS)(CFD)               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -3845 | NC      | $7746.42      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | FUJI ELECTRIC (UBS CFD)                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      5000 | NC      | $31911.32     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                         | TAIWAN SEMICONDUCTOR MFG CO LTD              | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      6000 | NS      | $417856.61    | 2.36%             |  |  |  | No            |                  2 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                                             | JAMES HARDIE INDUSTRES PLC CDI               | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |     11389 | NS      | $242984.51    | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Fund, Inc. Global Infrastructure Portfolio | Morgan Stanley Inst Lqudty Prime Inst        | CUSIP: 61747C715<br>LEI: 549300H64EYU04JX1U50 | Long             | EC               | RF                | US        |   1496428 | NS      | $1496577.53   | 8.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FASTENAL CO (HSBC) (CFD)                     | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -8182 | NC      | $6954.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | ZURICH FIN SVCS AG (UBS)(CFD)                | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |       -41 | NC      | $207.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/TWD settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: TWD/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-9.09        | -0.00%            |  |  |  | No            |                  2 | 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        |    181000 | NS      | $310899.32    | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/AUD settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-159.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FUBON FINANCIAL HOLDING CO LTD (GS) (CFD)    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3075 | NC      | $-157.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | FORTUM OYJ (UBS) (CFD)                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -11863 | NC      | $8862.21      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL PCL                                                              | CP ALL PCL (FOR)                             | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |    214300 | NS      | $287011.94    | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTO TRADER GROUP PLC                                                   | AUTOTRADER GROUP PLC                         | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     20444 | NS      | $137525.27    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | HOWMET AEROSPACE INC (UBS)(CFD)              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      -530 | NC      | $-318.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: TWD/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $36.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                              | RENAISSANCERE HLDGS LTD                      | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       808 | NS      | $248031.76    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                         | DOLLAR TREE INC                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1998 | NS      | $194025.78    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ZURICH INSURANCE GROUP AG (MS) (CFD)         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      -187 | NC      | $5431.97      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTPOWER INC                                                           | NEXTPOWER INC                                | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1274 | NS      | $151771.62    | 0.86%             |  |  |  | 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        |      -552 | NC      | $552.00       | 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        |     -1138 | NC      | $-170.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | TEXAS INSTRUMENTS INC (JPM) (CFD)            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -258 | NC      | $-16050.18    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | SIEMENS ENERGY AG (MS) (CFD)                 | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      2056 | NC      | $68116.48     | 0.38%             |  |  |  | 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        |     -1243 | NC      | $-683.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CCL INDUSTRIES INC                                                      | CCL INDUSTRIES INC B NON VTG                 | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |      3961 | NS      | $250137.73    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LENNOX INTERNATIONAL INC (GS) (CFD)          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -392 | NC      | $-6769.84     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | WATERS CORP (JPM)(CFD)                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -256 | NC      | $5568.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ROYAL CARIBBEAN CRUISES LTD (MS) (CFD)       | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1184 | NC      | $11638.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC                                                             | ARITZIA INC                                  | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |      1492 | NS      | $157476.38    | 0.89%             |  |  |  | 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        |     10118 | NS      | $87520.70     | 0.49%             |  |  |  | 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        |      1615 | NS      | $309946.61    | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LG ENERGY SOLUTION(GS) (CFD)                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -855 | NC      | $3723.80      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/JPY settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5967.48     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/EUR settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-164.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIFCO INC                                                               | NIFCO INC                                    | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |      4100 | NS      | $120815.44    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1970 | NS      | $375462.30    | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                                | VOLVO AB SER B                               | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      5086 | NS      | $177281.49    | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LTD                                                               | ORICA LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      9656 | NS      | $147278.28    | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                              | FEDEX CORP                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       803 | NS      | $323857.93    | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | CAIXABANK SA (UBS) (CFD)                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -26548 | NC      | $-11829.23    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/SEK settle 2026-05-04        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-31.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ANTOFAGASTA PLC (GS) (CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3061 | NC      | $-2581.62     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                  | MOTOROLA SOLUTIONS INC                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       606 | NS      | $266052.18    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SIMPLEX HOLDINGS INC (JPM)(CFD)              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     31200 | NC      | $12688.84     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/SEK settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1308.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: THB/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-191.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                   | JPMORGAN CHASE and CO                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       841 | NS      | $263426.43    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                      | WELLS FARGO and CO                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3099 | NS      | $254830.77    | 1.44%             |  |  |  | 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        |     -2644 | NC      | $-3516.52     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                            | SK HYNIX INC                                 | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       575 | NS      | $516058.47    | 2.91%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/EUR settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $15334.37     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: KRW/USD settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $46.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | BURBERRY GROUP PLC (UBS) (CFD)               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -11542 | NC      | $-1268.49     | -0.01%            |  |  |  | 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        |      -324 | NC      | $-15108.12    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS INC                                                         | AMER SPORTS INC                              | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | KY        |      2674 | NS      | $93777.18     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/HKD settle 2026-05-26        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-13.05       | -0.00%            |  |  |  | No            |                  2 | 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        |     -2755 | NC      | $-14491.30    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/KRW settle 2026-05-26        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-120.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | EQUINOR ASA (MS) (CFD)                       | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -7095 | NC      | $31639.34     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NEMETSCHEK SE (GS) (CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1534 | NC      | $904.83       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | HOWMET AEROSPACE INC (GS) (CFD)              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -674 | NC      | $-4394.48     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ESSILOR INTERNATIONAL SA (FRAN) (GS) (CFD)   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -583 | NC      | $1598.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | ROYAL BANK OF CANADA                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      1402 | NS      | $252160.80    | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                            | INSULET CORP                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       701 | NS      | $120670.14    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | GEBERIT AG (REG) (UBS) (CFD)                 | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      -142 | NC      | $1906.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/TWD settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-24.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/CAD settle 2026-05-26        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3951.32     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LVMH (GS) (CFD)                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -336 | NC      | $1305.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                                     | COGNIZANT TECH SOLUTIONS CL A                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      5771 | NS      | $305285.90    | 1.72%             |  |  |  | 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        |     -4038 | NC      | $1948.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ENGIE (GS) (CFD)                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9699 | NC      | $1335.93      | 0.01%             |  |  |  | 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        |     -4170 | NC      | $-5236.46     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PLC                                                               | LINDE PLC                                    | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       625 | NS      | $313212.50    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS SE and CO KGAA                                                | FRESENIUS SE and CO KGAA                     | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      3705 | NS      | $179431.71    | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOLIV INC                                                             | AUTOLIV INC                                  | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1754 | NS      | $203341.22    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer