# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-25-000705
**Filing Date:** 2025-9
**Character Count:** 80478
**Document Hash:** cedff06f49e15b6ef3e175c489a2cb39
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-000705.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000035402-25-000705

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23762
- **FILM NUMBER:** 251349218

**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           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $14522307.33

**Total Liabilities:** $70762.17

**Net Assets:** $14451545.16

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249703 | 0.82%                | 0.81%                | 1.01%                |
| Class ID C000249700 | 0.91%                | 0.70%                | 1.10%                |
| Class ID C000249702 | 0.92%                | 0.81%                | 1.10%                |
| Class ID C000249705 | 0.82%                | 0.71%                | 1.01%                |
| Class ID C000249701 | 0.92%                | 0.81%                | 1.10%                |
| Class ID C000249704 | 0.92%                | 0.71%                | 1.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-34471.33               | $765467.92                                 |
| Month 2  | $-44578.73               | $464815.69                                 |
| Month 3  | $-55.34                  | $-105734.13                                |

**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        |      9812 | NC      | $2833.02      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | VOLKSWAGEN AG PFD (GS) (CFD)                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2232 | NC      | $9919.08      | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | CHARTER COMMUNICATIONS (UBS) (CFD)           | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      -435 | NC      | $17569.65     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | TELEFONICA SA (MS) (CFD)                     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |    -13326 | NC      | $272.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LION CORP                                                               | LION CORP                                    | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |     21600 | NS      | $210443.77    | 1.46%             |  |  |  | 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        |      2183 | NC      | $7224.42      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                              | SAMSUNG ELECTRONICS CO LTD                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      2069 | NS      | $104802.86    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | BARCLAYS PLC ORD (GS) (CFD)                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -63365 | NC      | $896.13       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KT CORP                                                                 | KT CORP                                      | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |      3865 | NS      | $152429.67    | 1.05%             |  |  |  | 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        |     68000 | NS      | $185044.79    | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/NOK settle 2025-08-28        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3693.18      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                          | FORTUNE BRANDS INNOVATIONS INC               | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      1809 | NS      | $98662.86     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MARKETAXESS HLDGS INC (GS)(CFD)              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -793 | NC      | $3639.87      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | MITSUBISHI HEAVY INDS LTD (JPM) (CFD)        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -13100 | NC      | $-37091.49    | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                                           | BHP GROUP LIMITED                            | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |      7885 | NS      | $198582.11    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ELISA CORP                                                              | ELISA CORP CL A                              | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      1444 | NS      | $74418.84     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MIURA CO LTD                                                            | MIURA CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7100 | NS      | $141569.40    | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                                 | SCOR SE                                      | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | EC               | CORP              | FR        |      6452 | NS      | $211171.48    | 1.46%             |  |  |  | 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        |     -4424 | NC      | $3494.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NATIONAL OILWELL VARCO INC (GS) (CFD)        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -16065 | NC      | $3213.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: THB/USD settle 2025-08-28        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-480.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                          | MICROSOFT CORP                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       602 | NS      | $321167.00    | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                   | NICKEL INDUSTRIES LTD                        | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | EC               | CORP              | AU        |    322126 | NS      | $151331.11    | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ENI SPA (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9671 | NC      | $-1652.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP PARIBAS                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      2257 | NS      | $205789.38    | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/EUR settle 2025-08-28        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $330.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WEX INC (GS) (CFD)                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -934 | NC      | $1924.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                                    | ENN ENERGY HOLDINGS LTD                      | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |     26700 | NS      | $217605.59    | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/AUD settle 2025-08-28        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $6118.49      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | FIRST QUANTUM MINERALS LTD (MS) (CFD)        | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -6446 | NC      | $8364.41      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | SONIC HEALTHCARE LTD (GS) (CFD)              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -754 | NC      | $-560.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | BRISTOL-MYERS SQUIBB CO                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3758 | NS      | $162758.98    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUIDRA SA                                                              | FLUIDRA SA                                   | CUSIP: N/A<br>LEI: 95980020140005026620       | Long             | EC               | CORP              | ES        |      8488 | NS      | $212715.66    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | PAPA JOHNS INTL INC(GS)(CFD)                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1747 | NC      | $1781.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: THB/USD settle 2025-08-28        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-76.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | EDP RENOVAVEIS SA (GS) (CFD)                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -8428 | NC      | $-1058.76     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                                      | STEEL DYNAMICS INC                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1329 | NS      | $169527.24    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CK INFRASTRUCTURE HOLDINGS LTD (JPM) (CFD)   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4000 | NC      | $-2108.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                                                     | SUN COMMUNITIES INC - REIT                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       719 | NS      | $89177.57     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                      | META PLATFORMS INC CL A                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       416 | NS      | $321751.04    | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                           | APOLLO GLOBAL MANAGEMENT INC                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      1497 | NS      | $217544.04    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | GLAXOSMITHKLINE PLC (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -9609 | NC      | $509.93       | 0.00%             |  |  |  | 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        |      -672 | NC      | $2017.33      | 0.01%             |  |  |  | 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        |     -8200 | NC      | $12175.57     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: HKD/USD settle 2025-08-28        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-3.54        | -0.00%            |  |  |  | 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        |    -38000 | NC      | $4609.00      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | PRICE (T ROWE)GROUP INC (GS) (CFD)           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1292 | NC      | $3165.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                                                 | DARLING INGREDIENTS INC                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2953 | NS      | $95618.14     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SHISEIDO CO LTD (JPM) (CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -17000 | NC      | $18019.87     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| COMERICA INC                                                            | COMERICA INC                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1557 | NS      | $105206.49    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/SEK settle 2025-08-28        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $227.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/GBP settle 2025-08-28        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $19052.56     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | MEDTRONIC PLC (GS)(CFD)                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2865 | NC      | $4011.00      | 0.03%             |  |  |  | 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        |    -53000 | NC      | $5271.86      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                                                               | EMERA INC                                    | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      3743 | NS      | $175750.27    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | TEXAS INSTRUMENTS INC (GS)(CFD)              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -949 | NC      | $8028.54      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WESTPAC BANKING CORP (GS)(CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -870 | NC      | $557.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM FIRMENICH AG                                                        | DSM FIRMENICH AG                             | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |      1151 | NS      | $110587.59    | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | GE VERNOVA INC (GS) (CFD)                    | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -214 | NC      | $-1132.06     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DELTA ELECTRONICS THAI-NVDR (GS) (CFD)       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -27300 | NC      | $-280.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | VERBUND AG (JPM) (CFD)                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -1757 | NC      | $-1249.41     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/SEK settle 2025-08-28        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $333.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/CHF settle 2025-08-28        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $3874.01      | 0.03%             |  |  |  | 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        |     13405 | NC      | $15239.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | WESTPAC BANKING CORP (JPM)(CFD)              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -5265 | NC      | $761.50       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CHUNGHWA TELECOM CO LTD (JPM) (CFD)          | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -10000 | NC      | $1581.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NIO INC ADR (GS) (CFD)                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -15057 | NC      | $-5420.52     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/KRW settle 2025-08-28        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $3025.45      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | GFL ENVIRONMENTAL INC (JPM) (CFD)            | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4171 | NC      | $-11833.12    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TKH GROUP NV                                                            | TKH GROUP NV DUTCH CERTIFICATE               | CUSIP: N/A<br>LEI: 7245008G22FOV7TYYJ34       | Long             | EC               | CORP              | NL        |      2274 | NS      | $93838.41     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/GBP settle 2025-08-28        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $209.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FIFTH THIRD BANCORP (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -6890 | NC      | $4478.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG ENERGY INC                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       820 | NS      | $137104.00    | 0.95%             |  |  |  | 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        |     -3418 | NC      | $25498.28     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                     | DOLLAR GENERAL CORP                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1257 | NS      | $131859.30    | 0.91%             |  |  |  | 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        |      -276 | NC      | $-173.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PDD HOLDINGS INC                                                        | PDD HOLDINGS INC ADR                         | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      1749 | NS      | $198424.05    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | MEDIBANK PRIVATE LIMITED (JPM) (CFD)         | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -44600 | NC      | $-1587.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | UNICHARM CORP (JPM) (CFD)                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -23200 | NC      | $-1286.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: THB/USD settle 2025-08-28        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-32.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STOREBRAND ASA                                                          | STOREBRAND ASA CL A                          | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |     15632 | NS      | $222715.97    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CLARIANT AG (JPM) (CFD)                      | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -9530 | NC      | $3490.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LIQUIDE SA                                                          | AIR LIQUIDE SA                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       482 | NS      | $94827.03     | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                | NEXI SPA                                     | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |     36338 | NS      | $207759.32    | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | HUHTAMAKI OYJ (GS) (CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1672 | NC      | $1641.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO CORP                                                         | STORA ENSO AB R 1/10 VTG(FINL)               | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |      9159 | NS      | $94425.64     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CBOE GLOBAL MARKETS INC (GS)(CFD)            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1088 | NC      | $696.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ENVISTA HOLDINGS CORP (MS) CFD)              | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -4863 | NC      | $7294.50      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                             | VALARIS LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2613 | NS      | $127070.19    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SOLVENTUM CORP (JPM) (CFD)                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -2275 | NC      | $6165.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | FX Forward: USD/TWD settle 2025-08-28        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $120.49       | 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        |    -16597 | NC      | $-4252.09     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: TWD/USD settle 2025-08-28        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-172.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | CONTINENTAL AG (MS) (CFD)                    | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      2188 | NC      | $-162.82      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO LTD                                                          | KURARAY CO LTD                               | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |     16800 | NS      | $207706.44    | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/CHF settle 2025-08-28        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $592.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | HILTON WORLDWIDE HOLDINGS INC (MS) (CFD)     | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      -938 | NC      | $5008.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SERCO GROUP PLC (JPM) (CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     29526 | NC      | $-1278.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DE LONGHI SPA                                                           | DE LONGHI SPA                                | CUSIP: N/A<br>LEI: 8156000E09A52C4F8A38       | Long             | EC               | CORP              | IT        |      1804 | NS      | $59414.80     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CONVATEC GROUP PLC                                                      | CONVATEC GROUP PLC                           | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |     47690 | NS      | $146999.52    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | FX Forward: USD/SEK settle 2025-08-28        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $170.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DR HORTON INC (GS) (CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -996 | NC      | $468.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMENOS AG                                                              | TEMENOS AG                                   | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |      1118 | NS      | $100685.38    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | EURONEXT NV (GS)(CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1373 | NC      | $2978.31      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | SOPRA STERIA GROUP (MS) (CFD)                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |       490 | NC      | $-8843.79     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MAKITA CORP                                                             | MAKITA CORP                                  | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |      8000 | NS      | $247665.04    | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | BROWN and BROWN INC (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1333 | NC      | $2092.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                               | L3HARRIS TECHNOLOGIES INC                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1112 | NS      | $305599.84    | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DEXCOM INC (GS) (CFD)                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      2068 | NC      | $-17143.72    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LULULEMON ATHLETICA (GS) (CFD)               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -319 | NC      | $1894.86      | 0.01%             |  |  |  | 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        |      -797 | NC      | $-924.52      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                      | FX Forward: USD/EUR settle 2025-08-28        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $50259.87     | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | DR ING HC F PORSCHE AG PFD (MS)(CFD)         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -1961 | NC      | $-3127.91     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | NINTENDO CO LTD (JPM) (CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -3200 | NC      | $1704.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                  | BOSTON SCIENTIFIC CORP                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2584 | NS      | $271113.28    | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                                                     | CELLNEX TELECOM SAU                          | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      2388 | NS      | $84480.75     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | ZTO EXPRESS CAYMAN INC (JPM) (CFD)           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -10750 | NC      | $-7442.41     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | OTSUKA CORPORATION (JPM) (CFD)               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4800 | NC      | $-32.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | HARMONIC DRIVE SYSTEMS INC (JPM) (CFD)       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      3500 | NC      | $7724.92      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | AUCTION TECHNOLOGY GROUP PLC (JPM) (CFD)     | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      8007 | NC      | $-282.86      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SONIC HEALTHCARE LTD (JPM) (CFD)             | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4149 | NC      | $-745.83      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | HOWDEN JOINERY GROUP PLC (GS) (CFD)          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -11160 | NC      | $2140.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ROCKWELL AUTOMATION INC (GS) (CFD)           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -754 | NC      | $-392.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | FUBON FINANCIAL HOLDING CO LTD (JPM) (CFD)   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -26000 | NC      | $2356.37      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | TOKIO MARINE HOLDINGS(UBS)(CFD               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |      2400 | NC      | $-3645.37     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/HKD settle 2025-08-28        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $214.53       | 0.00%             |  |  |  | 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        |    -22360 | NC      | $-12396.71    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CK INFRASTRUCTURE HOLDINGS LTD (GS)(CFD)     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -15500 | NC      | $-4615.27     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | DECKERS OUTDOOR CORP (UBS) (CFD)             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -1082 | NC      | $11555.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/SEK settle 2025-08-28        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $74.69        | 0.00%             |  |  |  | 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        |      8000 | NS      | $307299.34    | 2.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/TWD settle 2025-08-28        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-0.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Fund, Inc. Global Infrastructure Portfolio | Morgan Stanley Inst Lqudty Prime Inst        | CUSIP: 61747C715<br>LEI: 549300H64EYU04JX1U50 | Long             | EC               | RF                | US        |   2144775 | NS      | $2144775.10   | 14.84%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/TWD settle 2025-08-28        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $915.69       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | FX Forward: USD/JPY settle 2025-08-28        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $21659.84     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LIGHT and WONDER INC CL A (GS) (CFD)         | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2912 | NC      | $3640.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                 | WPP PLC NEW (UK)                             | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |     16528 | NS      | $89489.03     | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSUNION                                                              | TRANSUNION                                   | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       922 | NS      | $87765.18     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                       | EXPEDIA INC                                  | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      1451 | NS      | $261499.22    | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                                           | CARNIVAL CORP                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      3508 | NS      | $104433.16    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ALL PCL                                                              | CP ALL PCL (FOR)                             | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |     85100 | NS      | $122561.97    | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | CAPCOM CO LTD (JPM) (CFD)                    | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -7500 | NC      | $21377.08     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTO TRADER GROUP PLC                                                   | AUTO TRADER GROUP PLC                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |     19232 | NS      | $212317.34    | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                       | TELUS CORPORATION                            | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     10370 | NS      | $167045.61    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | HOWMET AEROSPACE INC (UBS)(CFD)              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -1148 | NC      | $11193.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | FX Forward: SEK/USD settle 2025-08-28        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-791.83      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                              | RENAISSANCERE HLDGS LTD                      | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       805 | NS      | $196210.70    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                         | DOLLAR TREE INC                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1992 | NS      | $226191.60    | 1.57%             |  |  |  | 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        |      -507 | NC      | $3330.99      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                                                               | DHL GROUP                                    | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      4290 | NS      | $192216.63    | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CRH PLC (UK) (GS)(CFD)                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1307 | NC      | $2763.50      | 0.02%             |  |  |  | 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        |      2874 | NC      | $29708.65     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CME GROUP INC A (GS) (CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -766 | NC      | $-413.64      | -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        |      2468 | NS      | $137952.22    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | ROCHE HOLDINGS AG (GENUSSCHEINE) (MS) (CFD)  | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |       618 | NC      | $-3026.07     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | LENNOX INTERNATIONAL INC (GS) (CFD)          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |      -380 | NC      | $2496.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | PROCORE TECHNOLOGIES INC (UBS)(CFD)          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -1916 | NC      | $7625.68      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: HKD/USD settle 2025-08-28        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-9.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARITZIA INC                                                             | ARITZIA INC                                  | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |      2322 | NS      | $124629.86    | 0.86%             |  |  |  | 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        |      9570 | NS      | $110533.50    | 0.76%             |  |  |  | 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        |       642 | NS      | $104823.40    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | NATIONAL GRID PLC (JPM)(CFD)                 | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      5505 | NC      | $2638.67      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | GEBERIT AG (REG) (JPM)(CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      -130 | NC      | $-494.21      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | OTSUKA HOLDINGS CO LTD (JPM) (CFD)           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -3100 | NC      | $-10344.34    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NIFCO INC                                                               | NIFCO INC                                    | CUSIP: 654101104<br>LEI: 353800JMDOH68J9I5140 | Long             | EC               | CORP              | JP        |      3500 | NS      | $85400.03     | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1963 | NS      | $279648.98    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | DELTA ELECTRONICS THAI-NVDR (JPM)(CFD)       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -9700 | NC      | $-10418.26    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: SEK/USD settle 2025-08-28        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-275.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                  | FX Forward: THB/USD settle 2025-08-28        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-49.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | OMV AG (AUSH100) (GS) (CFD)                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -4809 | NC      | $14493.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORICA LTD                                                               | ORICA LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     19243 | NS      | $262783.57    | 1.82%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                              | FEDEX CORP                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       828 | NS      | $185049.72    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | RESORTTRUST INC (JPM) (CFD)                  | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     21700 | NC      | $10902.25     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | CAIXABANK SA (UBS) (CFD)                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |    -25343 | NC      | $-8918.48     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DAYFORCE INC (GS) (CFD)                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3436 | NC      | $4569.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | ANTOFAGASTA PLC (GS) (CFD)                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -2885 | NC      | $4132.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | WORLDLINE SA (GS) (CFD)                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |    -23395 | NC      | $9804.28      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SIMPLEX HOLDINGS INC (JPM)(CFD)              | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |      8700 | NC      | $18203.22     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                  | FAIR ISAAC CORP                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       110 | NS      | $158039.20    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDN BRANCH                                                     | AT and T INC (UBS) (CFD)                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DO               | CORP              | GB        |     -7135 | NC      | $4209.65      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                   | JPMORGAN CHASE and CO                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       935 | NS      | $276984.40    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | ENEL (ENTE NAZ ENERG ELET) SPA (HSBC) (CFD)  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |    -11810 | NC      | $2228.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                            | CENTRICA PLC                                 | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |    137694 | NS      | $299317.82    | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                      | WELLS FARGO and CO                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3082 | NS      | $248501.66    | 1.72%             |  |  |  | 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        |     -2528 | NC      | $14182.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                            | SK HYNIX INC                                 | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       781 | NS      | $150449.22    | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | SUN LIFE FINANCIAL INC (JPM) (CFD)           | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |     -4019 | NC      | $4347.83      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                  | FX Forward: USD/CAD settle 2025-08-28        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |         1 | NC      | $12638.34     | 0.09%             |  |  |  | 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        |    -13804 | NC      | $9174.04      | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/CNY settle 2025-08-28        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $108.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                           | UNIVERSAL MUSIC GROUP NV (HSBC)(CFD)         | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |     -9376 | NC      | $18400.54     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS SA                                                                | IPSOS SA                                     | CUSIP: N/A<br>LEI: 9695002OY2X35E9X8W87       | Long             | EC               | CORP              | FR        |      1622 | NS      | $73115.54     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | PPG INDUSTRIES INC (MS)(CFD)                 | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |      -973 | NC      | $12434.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                | EQUINOR ASA (MS) (CFD)                       | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DO               | CORP              | GB        |     -6769 | NC      | $-3832.44     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | DELIVERY HERO SE (GS) (CFD)                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -5884 | NC      | $4769.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | NEMETSCHEK SE (GS) (CFD)                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -1414 | NC      | $-2743.22     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | BLACKBERRY LTD (JPM) (CFD)                   | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -16793 | NC      | $5114.97      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CARLYLE GROUP INC (THE) (GS) (CFD)           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |     -3624 | NC      | $4747.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES PLC                                                 | POWER ASSETS HOLDINGS LTD (JPM) (CFD)        | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DO               | CORP              | GB        |    -20500 | NC      | $-4661.85     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | ROYAL BANK OF CANADA                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      2169 | NS      | $278310.13    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                                                            | INSULET CORP                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       697 | NS      | $201014.80    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | EDP RENOVAVEIS SA (HSBC)(CFD)                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -100 | NC      | $-25.67       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | FX Forward: USD/CNY settle 2025-08-28        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $820.62       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                                     | COGNIZANT TECH SOLUTIONS CL A                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      3399 | NS      | $243912.24    | 1.69%             |  |  |  | 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        |     -9128 | NC      | $1888.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                           | ESSILORLUXOTTICA (HSBC)(CFD)                 | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DO               | CORP              | GB        |      -702 | NC      | $-13400.39    | -0.09%            |  |  |  | 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        |      5198 | NS      | $249023.58    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                             | AUTOLIV INC                                  | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1757 | NS      | $195993.35    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer