# EDGAR Filing Document

**Accession Number:** 0001795351
**File Stem:** 0001099263-26-002581
**Filing Date:** 2026-2
**Character Count:** 83860
**Document Hash:** a3599a6e48be592ca9ee65d1d5e9f93f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-002581.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001099263-26-002581

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Exchange-Traded Funds, Inc.
- **CENTRAL INDEX KEY:** 0001795351

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23494
- **FILM NUMBER:** 26686627

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

## Series and Classes Contracts Data

### T. Rowe Price Capital Appreciation Premium Income ETF (Series ID: S000089785)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000256565 | T. Rowe Price Capital Appreciation Premium Income ETF | TCAL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. Rowe Price Exchange-Traded Funds, Inc.

- **b. Investment Company Act file number:** 811-23494

- **c. CIK number of Registrant:** 0001795351

- **d. LEI of Registrant:** 549300XZPUK24E1UMH17

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Capital Appreciation Premium Income ETF

- **b. EDGAR series identifier (if any):** S000089785

- **c. LEI of Series:** 254900YH6HK1U9EACO50

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $213115967.34

**Total Liabilities:** $2729513.63

**Net Assets:** $210386453.71

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000256565 | -1.50%               | 2.50%                | -1.11%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $55593.13                | $-4263702.21                               |
| Month 2  | $-658481.30              | $4509110.37                                |
| Month 3  | $-1581678.84             | $-2453992.37                               |

**Designated Index Information**

- **Index Name:** S&P 500 INDEX

- **Index Identifier:** SP500

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBOTT LABORATORIES                   | ABBOTT LABORATORIES COMMON STOCK                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     20868 | NS      | $2614551.72   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | ABBOTT LABORATORIES FEB26 135 CALL                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -127 | NC      | $-10922.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ABBOTT LABORATORIES FEB26 140 CALL                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -81 | NC      | $-2632.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC COMMON STOCK USD.01                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     16800 | NS      | $3838632.00   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | ABBVIE INC JAN26 230 CALL                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-1050.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ABBVIE INC JAN26 240 CALL                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -165 | NC      | $-10725.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                   | ALLIANT ENERGY CORP COMMON STOCK USD.01             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     31300 | NS      | $2034813.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | ALLIANT ENERGY CORP JAN26 67.5 CALL                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -313 | NC      | $-6260.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | AMAZON.COM INC COMMON STOCK USD.01                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     14800 | NS      | $3416136.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | AMAZON.COM INC JAN26 250 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -143 | NC      | $-4433.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | AMAZON.COM INC JAN26 255 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -5 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | AMEREN CORP JAN26 100 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -8 | NC      | $-1180.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | AMEREN CORP JAN26 105 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -226 | NC      | $-4520.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                    | AMEREN CORPORATION COMMON STOCK USD.01              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     23464 | NS      | $2343115.04   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | AMERICAN TOWER CORP JAN26 180 CALL                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -172 | NC      | $-22360.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | AMERICAN TOWER CORP JAN26 190 CALL                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -9 | NC      | $-135.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP REIT USD.01                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     18131 | NS      | $3183259.67   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                            | AMETEK INC COMMON STOCK USD.01                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      4000 | NS      | $821240.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | AMETEK INC JAN26 210 CALL                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -39 | NC      | $-7215.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | AMETEK INC JAN26 220 CALL                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-22.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AON PLC-CLASS A                       | AON PLC CLASS A COMMON STOCK                        | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      7924 | NS      | $2796221.12   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | AON PLC JAN26 360 CALL                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -75 | NC      | $-15937.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | AON PLC JAN26 370 CALL                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-270.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO               | ARTHUR J GALLAGHER + CO COMMON STOCK USD1.0         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     13900 | NS      | $3597181.00   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | ARTHUR J GALLAGHER + CO FEB26 280 CALL              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-670.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ARTHUR J GALLAGHER + CO JAN26 270 CALL              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -117 | NC      | $-19012.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ARTHUR J GALLAGHER + CO JAN26 280 CALL              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -20 | NC      | $-2250.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING             | AUTOMATIC DATA PROCESSING COMMON STOCK USD.1        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      7314 | NS      | $1881380.22   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | AUTOMATIC DATA PROCESSING INC JAN26 270 CALL        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -70 | NC      | $-3150.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | AUTOMATIC DATA PROCESSING INC JAN26 280 CALL        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-52.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | BECTON DICKINSON + CO JAN26 210 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -7 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | BECTON DICKINSON + CO JAN26 220 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -5 | NC      | $-400.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | BECTON DICKINSON + CO MAR26 210 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -159 | NC      | $-54457.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | BECTON DICKINSON + CO MAR26 220 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-435.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO               | BECTON DICKINSON AND CO COMMON STOCK USD1.0         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     17400 | NS      | $3376818.00   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | BOOZ ALLEN HAMILTON HOLDING CO JAN26 100 CALL       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -11 | NC      | $-137.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | BOOZ ALLEN HAMILTON HOLDING CO JAN26 90 CALL        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -389 | NC      | $-24312.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS          | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK USD.01    | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     40059 | NS      | $3379377.24   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                     | BROWN + BROWN INC COMMON STOCK USD.1                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     26614 | NS      | $2121135.80   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | BROWN + BROWN INC JAN26 85 CALL                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -266 | NC      | $-2660.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                   | CARDINAL HEALTH INC COMMON STOCK                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      6956 | NS      | $1429458.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CARDINAL HEALTH INC JAN26 210 CALL                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -68 | NC      | $-12750.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CARDINAL HEALTH INC JAN26 217.5 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-57.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC               | CBOE GLOBAL MARKETS INC COMMON STOCK                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      8440 | NS      | $2118440.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CBOE GLOBAL MARKETS INC JAN26 260 CALL              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -83 | NC      | $-8715.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CBOE GLOBAL MARKETS INC JAN26 267.5 CALL            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-40.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC COMMON STOCK USD.01                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      4757 | NS      | $1606676.75   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CENCORA INC JAN26 360 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -47 | NC      | $-4465.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                | CENTERPOINT ENERGY INC COMMON STOCK USD.01          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     65600 | NS      | $2515104.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CENTERPOINT ENERGY INC JAN26 40 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -656 | NC      | $-4920.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                | CHURCH + DWIGHT CO INC COMMON STOCK USD1.0          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     24244 | NS      | $2032859.40   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CHURCH + DWIGHT CO INC JAN26 85 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-230.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CHURCH + DWIGHT CO INC JAN26 90 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -240 | NC      | $-1800.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CINTAS CORP                           | CINTAS CORP COMMON STOCK                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21808 | NS      | $4101430.56   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CINTAS CORP JAN26 195 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -212 | NC      | $-16430.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CINTAS CORP JAN26 197.5 CALL                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CINTAS CORP JAN26 200 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-37.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC                         | CME GROUP INC COMMON STOCK USD.01                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      7540 | NS      | $2059023.20   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CME GROUP INC JAN26 280 CALL                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -71 | NC      | $-10650.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME GROUP INC JAN26 290 CALL                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-100.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                       | CMS ENERGY CORP COMMON STOCK USD.01                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     23016 | NS      | $1609508.88   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CMS ENERGY CORP JAN26 70 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -225 | NC      | $-21375.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CMS ENERGY CORP JAN26 75 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -5 | NC      | $-50.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                 | COSTCO WHOLESALE CORP COMMON STOCK USD.005          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1740 | NS      | $1500471.60   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | COSTCO WHOLESALE CORP JAN26 895 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -17 | NC      | $-5652.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSX CORP                              | CSX CORP COMMON STOCK USD1.0                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     43800 | NS      | $1587750.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CSX CORP JAN26 37.5 CALL                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -438 | NC      | $-7665.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                      | CYTOKINETICS INC COMMON STOCK USD.001               | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     30360 | NS      | $1929074.40   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | CYTOKINETICS INC JAN26 100 CALL                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -303 | NC      | $-1515.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                          | DANAHER CORP COMMON STOCK USD.01                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      7626 | NS      | $1745743.92   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | DANAHER CORP JAN26 230 CALL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -71 | NC      | $-28755.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | DANAHER CORP JAN26 240 CALL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -5 | NC      | $-337.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINO S PIZZA INC                    | DOMINO S PIZZA INC COMMON STOCK USD.01              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      8430 | NS      | $3513792.60   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | DOMINO'S PIZZA INC JAN26 440 CALL                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-147.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | DOMINO'S PIZZA INC JAN26 460 CALL                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -83 | NC      | $-3320.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | DTE ENERGY CO JAN26 135 CALL                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -198 | NC      | $-3465.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                    | DTE ENERGY COMPANY COMMON STOCK                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     19862 | NS      | $2561800.76   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                      | DUKE ENERGY CORP COMMON STOCK USD.001               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     23970 | NS      | $2809523.70   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | DUKE ENERGY CORP JAN26 120 CALL                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -239 | NC      | $-13145.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                          | ENTERGY CORP COMMON STOCK USD.01                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     27847 | NS      | $2573898.21   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | ENTERGY CORP JAN26 100 CALL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -9 | NC      | $-90.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ENTERGY CORP JAN26 95 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -269 | NC      | $-12105.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY INC                            | EVERGY INC COMMON STOCK                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     29768 | NS      | $2157882.32   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | EVERGY INC JAN26 75 CALL                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -289 | NC      | $-7225.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | EVERGY INC JAN26 77.5 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -8 | NC      | $-60.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                           | EXELON CORP COMMON STOCK                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     56800 | NS      | $2475912.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | EXELON CORP JAN26 46 CALL                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -568 | NC      | $-1420.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                      | EXXON MOBIL CORP COMMON STOCK                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     14936 | NS      | $1797398.24   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | EXXON MOBIL CORP JAN26 120 CALL                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -146 | NC      | $-28616.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | EXXON MOBIL CORP JAN26 125 CALL                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-91.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTIVE CORP                          | FORTIVE CORP COMMON STOCK USD.01                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     52860 | NS      | $2918400.60   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | FORTIVE CORP FEB26 60 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -6 | NC      | $-465.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | FORTIVE CORP JAN26 60 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -478 | NC      | $-17925.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | FORTIVE CORP MAR26 60 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -44 | NC      | $-5060.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | GE HEALTHCARE TECHNOLOGIES INC JAN26 87.5 CALL      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -250 | NC      | $-31875.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC        | GE HEALTHCARE TECHNOLOGY COMMON STOCK USD.01        | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     25064 | NS      | $2055749.28   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                 | GENERAL DYNAMICS CORP COMMON STOCK USD1.0           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      7715 | NS      | $2597331.90   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | GENERAL DYNAMICS CORP JAN26 350 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -72 | NC      | $-5400.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | GENERAL DYNAMICS CORP JAN26 360 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -5 | NC      | $-412.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                   | GILEAD SCIENCES INC COMMON STOCK USD.001            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     30400 | NS      | $3731296.00   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | GILEAD SCIENCES INC JAN26 125 CALL                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-656.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | GILEAD SCIENCES INC JAN26 130 CALL                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -300 | NC      | $-13500.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS                   | ILLINOIS TOOL WORKS COMMON STOCK USD.01             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      5420 | NS      | $1334946.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | ILLINOIS TOOL WORKS INC JAN26 260 CALL              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -54 | NC      | $-2160.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                     | JOHNSON + JOHNSON COMMON STOCK USD1.0               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     13812 | NS      | $2858393.40   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | JOHNSON + JOHNSON JAN26 220 CALL                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -138 | NC      | $-2967.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC COMMON STOCK USD.01            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     72120 | NS      | $2020081.20   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | KEURIG DR PEPPER INC JAN26 29 CALL                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -691 | NC      | $-8637.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | KEURIG DR PEPPER INC JAN26 31 CALL                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -30 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KROGER CO                             | KROGER CO COMMON STOCK USD1.0                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     41364 | NS      | $2584422.72   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | KROGER CO/THE JAN26 65 CALL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -413 | NC      | $-12803.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC             | L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     10000 | NS      | $2935700.00   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | L3HARRIS TECHNOLOGIES INC JAN26 310 CALL            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -100 | NC      | $-7250.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PLC                             | LINDE PLC COMMON STOCK                              | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      7938 | NS      | $3384683.82   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | LINDE PLC JAN26 420 CALL                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-1160.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LINDE PLC JAN26 430 CALL                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-1605.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LINDE PLC JAN26 440 CALL                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -75 | NC      | $-15187.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                  | LOCKHEED MARTIN CORP COMMON STOCK USD1.0            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      5500 | NS      | $2660185.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | LOCKHEED MARTIN CORP JAN26 490 CALL                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -50 | NC      | $-26750.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LOCKHEED MARTIN CORP JAN26 500 CALL                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-940.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LOCKHEED MARTIN CORP JAN26 510 CALL                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-102.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS                  | MARSH + MCLENNAN COS COMMON STOCK USD1.0            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     19800 | NS      | $3673296.00   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | MARSH + MCLENNAN COS INC JAN26 190 CALL             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -185 | NC      | $-23125.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | MARSH + MCLENNAN COS INC JAN26 195 CALL             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -13 | NC      | $-617.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INC - A                    | MASTERCARD INC   A COMMON STOCK USD.0001            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7200 | NS      | $4110336.00   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | MASTERCARD INC JAN26 595 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-294.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | MASTERCARD INC JAN26 600 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -69 | NC      | $-4450.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD S CORP                       | MCDONALD S CORP COMMON STOCK USD.01                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     12855 | NS      | $3928873.65   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | MCDONALD'S CORP JAN26 325 CALL                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-42.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | MCDONALD'S CORP JAN26 330 CALL                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -126 | NC      | $-1449.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCKESSON CORP                         | MCKESSON CORP COMMON STOCK USD.01                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3100 | NS      | $2542899.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | MCKESSON CORP JAN26 860 CALL                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -29 | NC      | $-12325.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | MCKESSON CORP JAN26 870 CALL                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-725.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                         | MEDTRONIC PLC COMMON STOCK USD.1                    | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     36319 | NS      | $3488803.14   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | MEDTRONIC PLC JAN26 100 CALL                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-68.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | MEDTRONIC PLC JAN26 105 CALL                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -359 | NC      | $-1436.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                        | MICROSOFT CORP COMMON STOCK USD.00000625            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7000 | NS      | $3385340.00   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | MICROSOFT CORP JAN26 535 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -70 | NC      | $-980.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC            | MONDELEZ INTERNATIONAL INC A COMMON STOCK           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     19028 | NS      | $1024277.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | MONDELEZ INTERNATIONAL INC JAN26 57.5 CALL          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -190 | NC      | $-475.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOTOROLA  SOLUTIONS INC               | MOTOROLA SOLUTIONS INC COMMON STOCK USD.01          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      4854 | NS      | $1860635.28   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | MOTOROLA SOLUTIONS INC JAN26 390 CALL               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -48 | NC      | $-20640.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NISOURCE INC COMMON STOCK USD.01                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     53710 | NS      | $2242929.60   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | NISOURCE INC FEB26 45 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -510 | NC      | $-10200.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | NISOURCE INC JAN26 45 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -27 | NC      | $-67.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                 | NORTHROP GRUMMAN CORP COMMON STOCK USD1.0           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3612 | NS      | $2059598.52   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | NORTHROP GRUMMAN CORP JAN26 590 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-397.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | NORTHROP GRUMMAN CORP JAN26 595 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -35 | NC      | $-8225.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                   | OTIS WORLDWIDE CORP COMMON STOCK USD.01             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     30354 | NS      | $2651421.90   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | OTIS WORLDWIDE CORP JAN26 90 CALL                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-82.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | OTIS WORLDWIDE CORP JAN26 92.5 CALL                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -300 | NC      | $-2250.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PEPSICO INC COMMON STOCK USD.017                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     21946 | NS      | $3149689.92   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | PEPSICO INC JAN26 155 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -219 | NC      | $-2737.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPL CORP                              | PPL CORP COMMON STOCK USD.01                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     92136 | NS      | $3226602.72   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | PPL CORP JAN26 35 CALL                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -24 | NC      | $-1320.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | PPL CORP JAN26 36 CALL                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -897 | NC      | $-15697.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE               | PROCTER + GAMBLE CO/THE COMMON STOCK                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     22959 | NS      | $3290254.29   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | PROCTER + GAMBLE CO/THE JAN26 150 CALL              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -229 | NC      | $-7328.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC INC                               | PTC INC COMMON STOCK USD.01                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     16264 | NS      | $2833351.44   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | PTC INC FEB26 195 CALL                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-480.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | PTC INC JAN26 190 CALL                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -6 | NC      | $-180.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | PTC INC JAN26 200 CALL                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -152 | NC      | $-5700.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                 | REPUBLIC SERVICES INC COMMON STOCK USD.01           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     18721 | NS      | $3967541.53   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | REPUBLIC SERVICES INC FEB26 230 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -13 | NC      | $-2242.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | REPUBLIC SERVICES INC JAN26 230 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -160 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | REPUBLIC SERVICES INC JAN26 240 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -12 | NC      | $-150.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | REPUBLIC SERVICES INC MAR26 230 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-290.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROLLINS INC                           | ROLLINS INC COMMON STOCK USD1.0                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     32948 | NS      | $1977538.96   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | ROLLINS INC JAN26 62.5 CALL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -329 | NC      | $-12337.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                | ROPER TECHNOLOGIES INC COMMON STOCK USD.01          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      5969 | NS      | $2656980.97   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | ROPER TECHNOLOGIES INC FEB26 480 CALL               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -5 | NC      | $-2587.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ROPER TECHNOLOGIES INC FEB26 490 CALL               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -52 | NC      | $-16250.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ROPER TECHNOLOGIES INC FEB26 500 CALL               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-330.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                              | RTX CORP COMMON STOCK USD1.0                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5628 | NS      | $1032175.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | RTX CORP JAN26 190 CALL                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -56 | NC      | $-4592.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                        | S+P GLOBAL INC COMMON STOCK USD1.0                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      7511 | NS      | $3925173.49   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | S+P GLOBAL INC FEB26 550 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-775.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | S+P GLOBAL INC FEB26 570 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-485.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | S+P GLOBAL INC JAN26 530 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -63 | NC      | $-28980.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | S+P GLOBAL INC JAN26 540 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -9 | NC      | $-2272.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | S+P GLOBAL INC MAR26 570 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-425.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | SBA COMMUNICATIONS CORP JAN26 200 CALL              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -149 | NC      | $-15645.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP               | SBA COMMUNICATIONS CORP REIT USD.01                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     14936 | NS      | $2889070.48   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL            | SERVICE CORP INTERNATIONAL COMMON STOCK USD1.0      | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     45470 | NS      | $3545295.90   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | SERVICE CORP INTERNATIONAL/US JAN26 82.5 CALL       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -454 | NC      | $-9080.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                       | SOUTHERN CO/THE COMMON STOCK USD5.0                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     30124 | NS      | $2626812.80   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | SOUTHERN CO/THE JAN26 90 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -301 | NC      | $-7525.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                        | STARBUCKS CORP COMMON STOCK USD.001                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     24800 | NS      | $2088408.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | STARBUCKS CORP JAN26 95 CALL                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -248 | NC      | $-1612.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                            | STERIS PLC COMMON STOCK USD75.0                     | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9058 | NS      | $2296384.16   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | STERIS PLC JAN26 260 CALL                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-795.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | STERIS PLC JAN26 270 CALL                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -87 | NC      | $-7177.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund               | CUSIP: 000000000<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    797152 | NS      | $797151.78    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC             | TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2968 | NS      | $1515846.64   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | TELEDYNE TECHNOLOGIES INC JAN26 520 CALL            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -29 | NC      | $-17545.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC          | THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      6900 | NS      | $3998205.00   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | THERMO FISHER SCIENTIFIC INC JAN26 590 CALL         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -65 | NC      | $-48750.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | THERMO FISHER SCIENTIFIC INC JAN26 600 CALL         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-1680.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERALTO CORP                          | VERALTO CORP COMMON STOCK USD.01                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |     21520 | NS      | $2147265.60   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | VERALTO CORP JAN26 100 CALL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-197.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | VERALTO CORP JAN26 105 CALL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -206 | NC      | $-5150.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | VERALTO CORP JAN26 110 CALL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -8 | NC      | $-300.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC-CLASS A SHARES               | VISA INC CLASS A SHARES COMMON STOCK USD.0001       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10811 | NS      | $3791525.81   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | VISA INC JAN26 355 CALL                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-254.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | VISA INC JAN26 365 CALL                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -107 | NC      | $-4922.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                           | WALMART INC COMMON STOCK USD.1                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     25100 | NS      | $2796391.00   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | WALMART INC JAN26 120 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -251 | NC      | $-2259.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                 | WASTE CONNECTIONS INC COMMON STOCK                  | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     22633 | NS      | $3968922.88   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | WASTE CONNECTIONS INC FEB26 195 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-150.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WASTE CONNECTIONS INC JAN26 185 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-160.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WASTE CONNECTIONS INC JAN26 190 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -7 | NC      | $-262.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WASTE CONNECTIONS INC MAR26 180 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -207 | NC      | $-91080.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WASTE CONNECTIONS INC MAR26 185 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-232.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WASTE CONNECTIONS INC MAR26 195 CALL                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-247.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                  | WASTE MANAGEMENT INC COMMON STOCK USD.01            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     13166 | NS      | $2892701.86   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | WASTE MANAGEMENT INC JAN26 230 CALL                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -8 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WASTE MANAGEMENT INC MAR26 240 CALL                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -123 | NC      | $-24292.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WATERS CORP                           | WATERS CORP COMMON STOCK USD.01                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      8010 | NS      | $3042438.30   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | WATERS CORP JAN26 390 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -76 | NC      | $-32300.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WATERS CORP JAN26 400 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-325.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WATERS CORP JAN26 410 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-757.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                  | WEC ENERGY GROUP INC COMMON STOCK USD.01            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     17813 | NS      | $1878558.98   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | WEC ENERGY GROUP INC JAN26 110 CALL                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -178 | NC      | $-2225.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIS TOWERS WATSON PLC              | WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      7000 | NS      | $2300200.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | WILLIS TOWERS WATSON PLC JAN26 340 CALL             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -1 | NC      | $-177.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WILLIS TOWERS WATSON PLC JAN26 350 CALL             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-270.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WILLIS TOWERS WATSON PLC JAN26 360 CALL             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -65 | NC      | $-6337.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WILLIS TOWERS WATSON PLC JAN26 370 CALL             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-215.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORKDAY INC                           | WORKDAY INC CLASS A COMMON STOCK USD.001            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     10000 | NS      | $2147800.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | WORKDAY INC JAN26 240 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -98 | NC      | $-2940.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | WORKDAY INC JAN26 250 CALL                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-50.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YUM  BRANDS INC                       | YUM  BRANDS INC COMMON STOCK                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     19336 | NS      | $2925150.08   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | YUM  BRANDS INC FEB26 165 CALL                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -184 | NC      | $-13800.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | YUM  BRANDS INC JAN26 160 CALL                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -2 | NC      | $-60.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | YUM  BRANDS INC JAN26 170 CALL                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -3 | NC      | $-112.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | YUM  BRANDS INC MAR26 165 CALL                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-04

**Name of Applicant:** T. Rowe Price Exchange-Traded Funds, Inc.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President