# EDGAR Filing Document

**Accession Number:** 0001506768
**File Stem:** 0000894189-26-015669
**Filing Date:** 2026-5
**Character Count:** 323882
**Document Hash:** aa9574bb57ae282e9d010b1726529f3e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-015669.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000894189-26-015669

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOCORR INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001506768

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22509
- **FILM NUMBER:** 261018966

**BUSINESS ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331
- **BUSINESS PHONE:** 952-767-6900

**MAIL ADDRESS:**
- **STREET 1:** 687 EXCELSIOR BLVD
- **CITY:** EXCELSIOR
- **STATE:** MN
- **ZIP:** 55331

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LoCorr Investment Trust
- **DATE OF NAME CHANGE:** 20101201

## Series and Classes Contracts Data

### LoCorr Strategic Allocation Fund (Series ID: S000086678)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000252270 | Class A      | LSAAX           |
| C000252271 | Class I      | LSAIX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** |
| **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **COMMON STOCKS - 48.3%** | **Shares**  | **Value**  |
| **Advertising - 0.1%** | **Advertising - 0.1%** | |
| Omnicom Group, Inc. | 406 | $30576 |
| Trade Desk, Inc. - Class A <sup>(a)</sup> | 1012 | 22962 |
|  |  | 53538 |
| **Aerospace & Defense - 1.1%** | **Aerospace & Defense - 1.1%** |  |
| Boeing Co. <sup>(a)</sup> | 683 | 135938 |
| General Dynamics Corp. | 192 | 65898 |
| General Electric Co. | 890 | 252555 |
| Howmet Aerospace, Inc. | 294 | 67755 |
| L3Harris Technologies, Inc. | 108 | 37276 |
| Lockheed Martin Corp. | 165 | 99725 |
| Northrop Grumman Corp. | 105 | 71635 |
| RTX Corp. | 1158 | 223378 |
| TransDigm Group, Inc. | 60 | 69538 |
|  |  | 1023698 |
| **Agriculture - 0.4%** | **Agriculture - 0.4%** |  |
| Altria Group, Inc. | 1170 | 77209 |
| Archer-Daniels-Midland Co. | 380 | 27622 |
| Philip Morris International, Inc. | 1418 | 234452 |
|  |  | 339283 |
| **Airlines - 0.1%** | **Airlines - 0.1%** |  |
| Delta Air Lines, Inc. | 714 | 47467 |
| Southwest Airlines Co. | 430 | 16155 |
| United Airlines Holdings, Inc. <sup>(a)</sup> | 263 | 24214 |
|  |  | 87836 |
| **Apparel - 0.1%** | **Apparel - 0.1%** |  |
| Deckers Outdoor Corp. <sup>(a)</sup> | 364 | 36433 |
| NIKE, Inc. - Class B | 996 | 52609 |
| Tapestry, Inc. | 133 | 18767 |
|  |  | 107809 |
| **Auto Manufacturers - 1.1%** | **Auto Manufacturers - 1.1%** |  |
| Cummins, Inc. | 93 | 50036 |
| Ford Motor Co. | 2417 | 27892 |
| General Motors Co. | 766 | 57067 |
| PACCAR, Inc. | 488 | 56364 |
| Tesla Motors, Inc. <sup>(a)</sup> | 2422 | 900379 |
|  |  | 1091738 |
| **Banks - 2.3%** | **Banks - 2.3%** |  |
| Bank of America Corp. | 4260 | 207675 |
| Bank of New York Mellon Corp. | 608 | 72127 |
| Citigroup, Inc. | 1687 | 191323 |
| Citizens Financial Group, Inc. | 738 | 44258 |
| Fifth Third Bancorp | 1219 | 56635 |
| Goldman Sachs Group, Inc. | 292 | 247029 |
| Huntington Bancshares, Inc./OH | 3445 | 53914 |
| JPMorgan Chase & Co. | 2408 | 708337 |
| KeyCorp | 1208 | 24220 |
| M&T Bank Corp. | 236 | 48786 |
| Morgan Stanley | 1020 | 167862 |
| Northern Trust Corp. | 153 | 21354 |
| PNC Financial Services Group, Inc. | 212 | 44115 |
| Regions Financial Corp. | 1020 | 26642 |
| State Street Corp. | 231 | 29235 |
| Truist Financial Corp. | 431 | 19813 |
| US Bancorp | 543 | 28242 |
| Wells Fargo & Co. | 2221 | 176814 |
|  |  | 2168381 |
| **Beverages - 0.5%** | **Beverages - 0.5%** |  |
| Brown-Forman Corp. - Class B | 515 | 13617 |
| Coca-Cola Co. | 3072 | 233626 |
| Constellation Brands, Inc. - Class A | 191 | 28650 |
| Keurig Dr Pepper, Inc. | 916 | 24118 |
| Monster Beverage Corp. <sup>(a)</sup> | 434 | 31448 |
| PepsiCo, Inc. | 1236 | 191938 |
|  |  | 523397 |
| **Biotechnology - 0.6%** | **Biotechnology - 0.6%** |  |
| Amgen, Inc. | 489 | 172055 |
| Biogen, Inc. <sup>(a)</sup> | 120 | 21999 |
| Corteva, Inc. | 551 | 46124 |
| Gilead Sciences, Inc. | 1024 | 142715 |
| Incyte Corp. <sup>(a)</sup> | 189 | 17789 |
| Moderna, Inc. <sup>(a)</sup> | 427 | 21691 |
| Regeneron Pharmaceuticals, Inc. | 86 | 66447 |
| Vertex Pharmaceuticals, Inc. <sup>(a)</sup> | 216 | 96453 |
|  |  | 585273 |
| **Building Materials - 0.3%** | **Building Materials - 0.3%** |  |
| Carrier Global Corp. | 923 | 51974 |
| CRH PLC | 187 | 19658 |
| Johnson Controls International PLC | 472 | 61808 |
| Martin Marietta Materials, Inc. | 60 | 35321 |
| Masco Corp. | 310 | 18715 |
| Trane Technologies PLC | 161 | 67095 |
| Vulcan Materials Co. | 188 | 51192 |
|  |  | 305763 |
| **Chemicals - 0.5%** | **Chemicals - 0.5%** |  |
| Air Products and Chemicals, Inc. | 117 | 33987 |
| Albemarle Corp. | 117 | 21005 |
| CF Industries Holdings, Inc. | 272 | 35316 |
| DuPont de Nemours, Inc. | 149 | 6824 |
| Ecolab, Inc. | 259 | 68899 |
| Linde PLC | 326 | 161618 |
| LyondellBasell Industries NV - Class A | 1398 | 112623 |
| Sherwin-Williams Co. | 201 | 64431 |
|  |  | 504703 |
| **Commercial Services - 0.5%** | **Commercial Services - 0.5%** |  |
| Automatic Data Processing, Inc. | 540 | 109717 |
| Cintas Corp. | 314 | 53110 |
| Corpay, Inc. <sup>(a)</sup> | 81 | 23570 |
| Equifax, Inc. | 109 | 19628 |
| Global Payments, Inc. | 288 | 19382 |
| Moody's Corp. | 63 | 27484 |
| Quanta Services, Inc. | 124 | 68078 |
| Rollins, Inc. | 461 | 24622 |
| S&P Global, Inc. | 131 | 55720 |
| United Rentals, Inc. | 69 | 50271 |
| Verisk Analytics, Inc. | 253 | 48007 |
|  |  | 499589 |
| **Computers - 4.2%** | **Computers - 4.2%** |  |
| Accenture PLC - Class A | 251 | 49771 |
| Apple, Inc. | 12504 | 3173390 |
| Crowdstrike Holdings, Inc. - Class A <sup>(a)</sup> | 311 | 121417 |
| Dell Technologies, Inc. - Class C | 321 | 52686 |
| EPAM Systems, Inc. <sup>(a)</sup> | 151 | 20445 |
| Fortinet, Inc. <sup>(a)</sup> | 1115 | 91118 |
| Hewlett Packard Enterprise Co. | 1558 | 37096 |
| HP, Inc. | 1177 | 22610 |
| International Business Machines Corp. | 510 | 123619 |
| Leidos Holdings, Inc. | 124 | 19284 |
| Lumentum Holdings, Inc. <sup>(a)</sup> | 63 | 44274 |
| NetApp, Inc. | 168 | 17202 |
| Sandisk Corp./DE <sup>(a)</sup> | 123 | 78147 |
| Seagate Technology Holdings PLC | 206 | 80703 |
| Super Micro Computer, Inc. <sup>(a)</sup> | 477 | 10861 |
| Western Digital Corp. | 284 | 76819 |
|  |  | 4019442 |
| **Cosmetics & Personal Care - 0.4%** | **Cosmetics & Personal Care - 0.4%** |  |
| Colgate-Palmolive Co. | 917 | 78156 |
| Estee Lauder Cos., Inc. - Class A | 278 | 19952 |
| Kenvue, Inc. | 2531 | 43635 |
| Procter & Gamble Co. | 1921 | 277469 |
|  |  | 419212 |
| **Distribution & Wholesale - 0.1%** | **Distribution & Wholesale - 0.1%** |  |
| Copart, Inc. <sup>(a)</sup> | 1107 | 36752 |
| Fastenal Co. | 727 | 33733 |
| Pool Corp. | 106 | 21447 |
| WW Grainger, Inc. | 26 | 28361 |
|  |  | 120293 |
| **Diversified Financial Services - 1.9%** | **Diversified Financial Services - 1.9%** |  |
| American Express Co. | 265 | 80157 |
| Ameriprise Financial, Inc. | 126 | 55994 |
| Blackrock, Inc. | 150 | 144256 |
| Capital One Financial Corp. | 713 | 130073 |
| Cboe Global Markets, Inc. | 73 | 20518 |
| Charles Schwab Corp. | 1604 | 150744 |
| CME Group, Inc. | 342 | 101010 |
| Coinbase Global, Inc. - Class A <sup>(a)</sup> | 223 | 38938 |
| Interactive Brokers Group, Inc. - Class A | 390 | 26157 |
| Intercontinental Exchange, Inc. | 561 | 88234 |
| Invesco Ltd. | 1099 | 26695 |
| Mastercard, Inc. - Class A | 758 | 378742 |
| Nasdaq, Inc. | 608 | 51613 |
| Raymond James Financial, Inc. | 215 | 31130 |
| Synchrony Financial | 564 | 38363 |
| T Rowe Price Group, Inc. | 404 | 36417 |
| Visa, Inc. - Class A | 1548 | 467868 |
|  |  | 1866909 |
| **Electric - 1.2%** | **Electric - 1.2%** |  |
| AES Corp. | 1727 | 24333 |
| Alliant Energy Corp. | 55 | 3947 |
| Ameren Corp. | 69 | 7584 |
| American Electric Power Co., Inc. | 458 | 60035 |
| CenterPoint Energy, Inc. | 585 | 25249 |
| Consolidated Edison, Inc. | 217 | 24560 |
| Constellation Energy Corp. | 314 | 87684 |
| Dominion Energy, Inc. | 505 | 31219 |
| DTE Energy Co. | 99 | 14476 |
| Duke Energy Corp. | 511 | 66910 |
| Edison International | 348 | 25467 |
| Entergy Corp. | 654 | 73483 |
| Evergy, Inc. | 318 | 26051 |
| Eversource Energy | 335 | 23209 |
| Exelon Corp. | 487 | 23873 |
| FirstEnergy Corp. | 214 | 10841 |
| NextEra Energy, Inc. | 2127 | 197556 |
| NRG Energy, Inc. | 222 | 32443 |
| PG&E Corp. | 1920 | 33734 |
| Pinnacle West Capital Corp. | 469 | 47252 |
| PPL Corp. | 194 | 7411 |
| Sempra | 808 | 78513 |
| Southern Co. | 915 | 88316 |
| Vistra Energy Corp. | 334 | 50210 |
| WEC Energy Group, Inc. | 319 | 36931 |
| Xcel Energy, Inc. | 316 | 25103 |
|  |  | 1126390 |
| **Electrical Components & Equipment - 0.3%** | **Electrical Components & Equipment - 0.3%** |  |
| AMETEK, Inc. | 112 | 24008 |
| Eaton Corp. PLC | 370 | 132338 |
| Emerson Electric Co. | 788 | 103244 |
| Generac Holdings, Inc. <sup>(a)</sup> | 172 | 33597 |
|  |  | 293187 |
| **Electronics - 0.5%** | **Electronics - 0.5%** |  |
| Allegion PLC | 109 | 15837 |
| Amphenol Corp. - Class A | 576 | 72778 |
| Coherent Corp. <sup>(a)</sup> | 207 | 49309 |
| Garmin Ltd. | 131 | 30393 |
| Honeywell International, Inc. | 558 | 126125 |
| Hubbell, Inc. | 36 | 17667 |
| Jabil, Inc. | 76 | 20188 |
| Keysight Technologies, Inc. <sup>(a)</sup> | 104 | 29366 |
| Mettler-Toledo International, Inc. <sup>(a)</sup> | 20 | 25224 |
| TE Connectivity PLC | 104 | 21738 |
| Trimble, Inc. <sup>(a)</sup> | 920 | 60011 |
|  |  | 468636 |
| **Energy-Alternate Sources - 0.0% <sup>(b)</sup>** | **Energy-Alternate Sources - 0.0% <sup>(b)</sup>** |  |
| First Solar, Inc. <sup>(a)</sup> | 77 | 15189 |
| **Engineering & Construction - 0.1%** | **Engineering & Construction - 0.1%** |  |
| Comfort Systems USA, Inc. | 35 | 48265 |
| EMCOR Group, Inc. | 31 | 22887 |
| Jacobs Solutions, Inc. | 107 | 13619 |
|  |  | 84771 |
| **Entertainment - 0.0% <sup>(b)</sup>** | **Entertainment - 0.0% <sup>(b)</sup>** |  |
| Live Nation Entertainment, Inc. <sup>(a)</sup> | 195 | 29740 |
| **Environmental Control - 0.1%** | **Environmental Control - 0.1%** |  |
| Pentair PLC | 228 | 19861 |
| Republic Services, Inc. | 116 | 25406 |
| Waste Management, Inc. | 248 | 56988 |
|  |  | 102255 |
| **Food - 0.2%** | **Food - 0.2%** |  |
| Conagra Brands, Inc. | 1045 | 16427 |
| Hershey Co. | 201 | 41786 |
| Kraft Heinz Co. | 930 | 20916 |
| Mondelez International, Inc. - Class A | 1414 | 81503 |
| Sysco Corp. | 749 | 53426 |
|  |  | 214058 |
| **Forest Products & Paper - 0.0% <sup>(b)</sup>** | **Forest Products & Paper - 0.0% <sup>(b)</sup>** |  |
| International Paper Co. | 654 | 23348 |
| **Gas - 0.0% <sup>(b)</sup>** | **Gas - 0.0% <sup>(b)</sup>** |  |
| Atmos Energy Corp. | 192 | 35466 |
| **Healthcare-Products - 1.1%** | **Healthcare-Products - 1.1%** |  |
| Abbott Laboratories | 896 | 91992 |
| Agilent Technologies, Inc. | 215 | 24506 |
| Align Technology, Inc. <sup>(a)</sup> | 114 | 19543 |
| Baxter International, Inc. | 1349 | 22663 |
| Bio-Techne Corp. | 254 | 13274 |
| Boston Scientific Corp. <sup>(a)</sup> | 1730 | 108558 |
| Cooper Cos., Inc. <sup>(a)</sup> | 194 | 13871 |
| Danaher Corp. | 300 | 56880 |
| Edwards Lifesciences Corp. <sup>(a)</sup> | 492 | 39399 |
| GE HealthCare Technologies, Inc. | 324 | 23062 |
| Hologic, Inc. <sup>(a)</sup> | 478 | 36132 |
| IDEXX Laboratories, Inc. <sup>(a)</sup> | 60 | 33713 |
| Insulet Corp. <sup>(a)</sup> | 72 | 15109 |
| Intuitive Surgical, Inc. <sup>(a)</sup> | 174 | 80212 |
| Medtronic PLC | 1193 | 103374 |
| ResMed, Inc. | 103 | 23121 |
| STERIS PLC | 97 | 21450 |
| Stryker Corp. | 376 | 123550 |
| Thermo Fisher Scientific, Inc. | 354 | 174002 |
| Waters Corp. <sup>(a)</sup> | 74 | 22037 |
| West Pharmaceutical Services, Inc. | 74 | 18547 |
| Zimmer Biomet Holdings, Inc. | 226 | 20435 |
|  |  | 1085430 |
| **Healthcare-Services - 0.5%** | **Healthcare-Services - 0.5%** |  |
| Centene Corp. <sup>(a)</sup> | 1469 | 48095 |
| Charles River Laboratories International, Inc. <sup>(a)</sup> | 103 | 17767 |
| Cigna Group | 290 | 77358 |
| Elevance Health, Inc. | 75 | 21956 |
| HCA Healthcare, Inc. | 125 | 59155 |
| Labcorp Holdings, Inc. | 39 | 10406 |
| Quest Diagnostics, Inc. | 204 | 39980 |
| UnitedHealth Group, Inc. | 842 | 227837 |
| Universal Health Services, Inc. - Class B | 60 | 10738 |
|  |  | 513292 |
| **Home Builders - 0.1%** | **Home Builders - 0.1%** |  |
| DR Horton, Inc. | 299 | 41029 |
| Lennar Corp. - Class A | 227 | 19713 |
| PulteGroup, Inc. | 247 | 29049 |
|  |  | 89791 |
| **Household Products/Wares - 0.0% <sup>(b)</sup>** | **Household Products/Wares - 0.0% <sup>(b)</sup>** |  |
| Church & Dwight Co., Inc. | 195 | 18198 |
| Kimberly-Clark Corp. | 245 | 23635 |
|  |  | 41833 |
| **Insurance - 1.6%** | **Insurance - 1.6%** |  |
| Aflac, Inc. | 428 | 46956 |
| Allstate Corp. | 139 | 28820 |
| American International Group, Inc. | 316 | 23779 |
| Aon PLC - Class A | 135 | 43575 |
| Arch Capital Group Ltd. <sup>(a)</sup> | 259 | 24861 |
| Arthur J Gallagher & Co. | 284 | 61509 |
| Assurant, Inc. | 51 | 11108 |
| Berkshire Hathaway, Inc. - Class B <sup>(a)</sup> | 1586 | 760011 |
| Chubb Ltd. | 300 | 97779 |
| Cincinnati Financial Corp. | 68 | 10700 |
| Erie Indemnity Co. - Class A | 124 | 31163 |
| Hartford Insurance Group, Inc. | 250 | 33808 |
| Loews Corp. | 146 | 15584 |
| Marsh & McLennan Cos., Inc. | 505 | 87592 |
| MetLife, Inc. | 749 | 52969 |
| Principal Financial Group, Inc. | 160 | 14418 |
| Progressive Corp. | 585 | 115970 |
| Prudential Financial, Inc. | 620 | 60568 |
| Travelers Cos., Inc. | 124 | 36168 |
| W R Berkley Corp. | 56 | 3712 |
| Willis Towers Watson PLC | 71 | 20640 |
|  |  | 1581690 |
| **Internet - 6.8%** | **Internet - 6.8%** |  |
| Airbnb, Inc. - Class A <sup>(a)</sup> | 330 | 41672 |
| Alphabet, Inc. - Class A | 4965 | 1427735 |
| Alphabet, Inc. - Class C | 4093 | 1174118 |
| Amazon.com, Inc. <sup>(a)</sup> | 8418 | 1753217 |
| AppLovin Corp. - Class A <sup>(a)</sup> | 101 | 40198 |
| Booking Holdings, Inc. | 30 | 126310 |
| CDW Corp./DE | 170 | 20573 |
| DoorDash, Inc. - Class A <sup>(a)</sup> | 121 | 18168 |
| EBAY, Inc. | 427 | 38866 |
| Expedia Group, Inc. | 79 | 18240 |
| F5, Inc. <sup>(a)</sup> | 76 | 21989 |
| GoDaddy, Inc. - Class A <sup>(a)</sup> | 246 | 20337 |
| Match Group, Inc. | 267 | 8200 |
| Meta Platforms, Inc. - Class A | 1898 | 1085903 |
| Netflix, Inc. <sup>(a)</sup> | 3687 | 354505 |
| Palo Alto Networks, Inc. <sup>(a)</sup> | 974 | 156152 |
| Robinhood Markets, Inc. - Class A <sup>(a)</sup> | 905 | 62716 |
| Uber Technologies, Inc. <sup>(a)</sup> | 1806 | 129906 |
| VeriSign, Inc. | 73 | 18130 |
|  |  | 6516935 |
| **Iron & Steel - 0.1%** | **Iron & Steel - 0.1%** |  |
| Nucor Corp. | 189 | 31960 |
| Steel Dynamics, Inc. | 108 | 19440 |
|  |  | 51400 |
| **Leisure Time - 0.1%** | **Leisure Time - 0.1%** |  |
| Carnival Corp. | 1142 | 29555 |
| Norwegian Cruise Line Holdings Ltd. <sup>(a)</sup> | 762 | 14249 |
| Royal Caribbean Cruises Ltd. | 126 | 34673 |
|  |  | 78477 |
| **Lodging - 0.1%** | **Lodging - 0.1%** |  |
| Hilton Worldwide Holdings, Inc. | 183 | 55647 |
| Las Vegas Sands Corp. | 308 | 16595 |
| Marriott International, Inc./MD - Class A | 150 | 49060 |
|  |  | 121302 |
| **Machinery-Construction & Mining - 0.6%** | **Machinery-Construction & Mining - 0.6%** |  |
| Caterpillar, Inc. | 382 | 270632 |
| GE Vernova, Inc. | 239 | 208623 |
| Vertiv Holdings Co. - Class A | 336 | 84195 |
|  |  | 563450 |
| **Machinery-Diversified - 0.4%** | **Machinery-Diversified - 0.4%** |  |
| Deere & Co. | 196 | 110407 |
| IDEX Corp. | 104 | 19713 |
| Ingersoll Rand, Inc. | 290 | 23235 |
| Nordson Corporation | 58 | 15431 |
| Otis Worldwide Corp. | 331 | 25513 |
| Rockwell Automation, Inc. | 136 | 48808 |
| Wabtec Corp. | 212 | 52981 |
| Xylem, Inc./NY | 293 | 35014 |
|  |  | 331102 |
| **Media - 0.4%** | **Media - 0.4%** |  |
| Charter Communications, Inc. - Class A <sup>(a)</sup> | 93 | 20077 |
| Comcast Corp. - Class A | 3306 | 94915 |
| FactSet Research Systems, Inc. | 95 | 20614 |
| Fox Corp. - Class A | 298 | 17403 |
| Versant Media Group, Inc. | 125 | 4628 |
| Walt Disney Co. | 1737 | 167412 |
| Warner Bros Discovery, Inc. <sup>(a)</sup> | 2084 | 57227 |
|  |  | 382276 |
| **Mining - 0.2%** | **Mining - 0.2%** |  |
| Freeport-McMoRan, Inc. | 1354 | 79588 |
| Newmont Corp. | 912 | 98724 |
|  |  | 178312 |
| **Miscellaneous Manufacturing - 0.3%** | **Miscellaneous Manufacturing - 0.3%** |  |
| 3M Co. | 532 | 77262 |
| A O Smith Corp. | 143 | 9430 |
| Axon Enterprise, Inc. <sup>(a)</sup> | 84 | 35674 |
| Illinois Tool Works, Inc. | 170 | 44249 |
| Parker-Hannifin Corp. | 125 | 111905 |
| Teledyne Technologies, Inc. <sup>(a)</sup> | 32 | 19360 |
| Textron, Inc. | 140 | 12259 |
|  |  | 310139 |
| **Oil & Gas - 1.6%** | **Oil & Gas - 1.6%** |  |
| APA Corp. | 511 | 21687 |
| Chevron Corp. | 1609 | 332902 |
| ConocoPhillips | 1163 | 153516 |
| Devon Energy Corp. | 721 | 36281 |
| Diamondback Energy, Inc. | 186 | 36789 |
| EOG Resources, Inc. | 396 | 57250 |
| EQT Corp. | 611 | 38884 |
| Expand Energy Corp. | 197 | 21626 |
| Exxon Mobil Corp. | 3624 | 614848 |
| Marathon Petroleum Corp. | 249 | 60801 |
| Occidental Petroleum Corp. | 484 | 31460 |
| Phillips 66 | 315 | 57387 |
| Texas Pacific Land Corp. | 63 | 29897 |
| Valero Energy Corp. | 250 | 61770 |
|  |  | 1555098 |
| **Oil & Gas Services - 0.2%** | **Oil & Gas Services - 0.2%** |  |
| Baker Hughes Co. | 498 | 30403 |
| Halliburton Co. | 1177 | 45891 |
| SLB Ltd. | 1467 | 75389 |
|  |  | 151683 |
| **Packaging & Containers - 0.1%** | **Packaging & Containers - 0.1%** |  |
| Amcor PLC | 595 | 23651 |
| Packaging Corp. of America | 67 | 14219 |
| Smurfit Westrock PLC | 557 | 22196 |
|  |  | 60066 |
| **Pharmaceuticals - 2.4%** | **Pharmaceuticals - 2.4%** |  |
| AbbVie, Inc. | 1578 | 343199 |
| Becton Dickinson & Co. | 218 | 34276 |
| Bristol-Myers Squibb Co. | 1530 | 92794 |
| Cardinal Health, Inc. | 141 | 29795 |
| Cencora, Inc. | 129 | 40524 |
| CVS Health Corp. | 1026 | 73687 |
| Dexcom, Inc. <sup>(a)</sup> | 294 | 18463 |
| Eli Lilly & Co. | 676 | 621765 |
| Henry Schein, Inc. <sup>(a)</sup> | 155 | 11423 |
| Johnson & Johnson | 2002 | 489369 |
| McKesson Corp. | 113 | 97786 |
| Merck & Co., Inc. | 2178 | 261992 |
| Pfizer, Inc. | 4927 | 138350 |
| Viatris, Inc. | 1162 | 15699 |
| Zoetis, Inc. | 382 | 45156 |
|  |  | 2314278 |
| **Pipelines - 0.2%** | **Pipelines - 0.2%** |  |
| Kinder Morgan, Inc. | 1181 | 39599 |
| ONEOK, Inc. | 674 | 60923 |
| Targa Resources Corp. | 176 | 44128 |
| Williams Cos., Inc. | 818 | 59534 |
|  |  | 204184 |
| **Private Equity - 0.1%** | **Private Equity - 0.1%** |  |
| Blackstone, Inc. | 192 | 22078 |
| KKR & Co., Inc. | 235 | 21738 |
|  |  | 43816 |
| **Real Estate - 0.0% <sup>(b)</sup>** | **Real Estate - 0.0% <sup>(b)</sup>** |  |
| CBRE Group, Inc. - Class A <sup>(a)</sup> | 216 | 29259 |
| **Retail - 2.3%** | **Retail - 2.3%** |  |
| AutoZone, Inc. <sup>(a)</sup> | 9 | 30400 |
| Best Buy Co., Inc. | 272 | 17462 |
| Chipotle Mexican Grill, Inc. <sup>(a)</sup> | 1685 | 53937 |
| Costco Wholesale Corp. | 393 | 391597 |
| Darden Restaurants, Inc. | 109 | 21368 |
| Dollar General Corp. | 225 | 26714 |
| Dollar Tree, Inc. <sup>(a)</sup> | 122 | 13360 |
| Domino's Pizza, Inc. | 44 | 15787 |
| Genuine Parts Co. | 183 | 19352 |
| Home Depot, Inc. | 962 | 316392 |
| Lowe's Cos., Inc. | 480 | 113414 |
| McDonald's Corp. | 622 | 193311 |
| O'Reilly Automotive, Inc. <sup>(a)</sup> | 573 | 52894 |
| Ross Stores, Inc. | 215 | 46576 |
| Starbucks Corp. | 1086 | 97295 |
| Target Corp. | 368 | 44602 |
| TJX Cos., Inc. | 916 | 146285 |
| Tractor Supply Co. | 457 | 20702 |
| Ulta Beauty, Inc. <sup>(a)</sup> | 33 | 17250 |
| Walmart, Inc. | 3911 | 486059 |
| Williams-Sonoma, Inc. | 118 | 21515 |
| Yum! Brands, Inc. | 216 | 33584 |
|  |  | 2179856 |
| **Semiconductors - 7.1%** | **Semiconductors - 7.1%** |  |
| Advanced Micro Devices, Inc. <sup>(a)</sup> | 1398 | 284395 |
| Analog Devices, Inc. | 543 | 172750 |
| Applied Materials, Inc. | 687 | 234810 |
| Broadcom, Inc. | 4102 | 1269610 |
| Intel Corp. <sup>(a)</sup> | 3980 | 175637 |
| KLA Corp. | 117 | 172272 |
| Lam Research Corp. | 1065 | 227548 |
| Micron Technology, Inc. | 949 | 320610 |
| Monolithic Power Systems, Inc. | 38 | 41547 |
| NVIDIA Corp. | 20667 | 3604325 |
| NXP Semiconductors NV | 310 | 61027 |
| ON Semiconductor Corp. <sup>(a)</sup> | 457 | 28297 |
| QUALCOMM, Inc. | 929 | 119637 |
| Teradyne, Inc. | 103 | 30535 |
| Texas Instruments, Inc. | 683 | 132598 |
|  |  | 6875598 |
| **Software - 3.8%** | **Software - 3.8%** |  |
| Adobe, Inc. <sup>(a)</sup> | 149 | 36219 |
| Akamai Technologies, Inc. <sup>(a)</sup> | 297 | 34110 |
| Broadridge Financial Solutions, Inc. | 349 | 56706 |
| Cadence Design Systems, Inc. <sup>(a)</sup> | 397 | 110314 |
| Datadog, Inc. - Class A <sup>(a)</sup> | 504 | 59497 |
| Electronic Arts, Inc. | 309 | 62996 |
| Fair Isaac Corp. <sup>(a)</sup> | 45 | 48039 |
| Fiserv, Inc. <sup>(a)</sup> | 1171 | 65342 |
| Intuit, Inc. | 106 | 45832 |
| Microsoft Corp. | 6418 | 2375751 |
| MSCI, Inc. | 63 | 33958 |
| Oracle Corp. | 943 | 138725 |
| Palantir Technologies, Inc. - Class A <sup>(a)</sup> | 1380 | 201866 |
| PTC, Inc. <sup>(a)</sup> | 416 | 59276 |
| Salesforce, Inc. | 479 | 89415 |
| ServiceNow, Inc. <sup>(a)</sup> | 382 | 39938 |
| Synopsys, Inc. <sup>(a)</sup> | 50 | 19824 |
| Take-Two Interactive Software, Inc. <sup>(a)</sup> | 382 | 75445 |
| Workday, Inc. - Class A <sup>(a)</sup> | 527 | 68468 |
|  |  | 3621721 |
| **Telecommunications - 1.1%** | **Telecommunications - 1.1%** |  |
| Arista Networks, Inc. <sup>(a)</sup> | 580 | 71213 |
| AT&T, Inc. | 5993 | 173737 |
| Ciena Corp. <sup>(a)</sup> | 147 | 57070 |
| Cisco Systems, Inc. | 3598 | 279169 |
| Corning, Inc. | 799 | 108640 |
| Motorola Solutions, Inc. | 121 | 52510 |
| T-Mobile US, Inc. | 469 | 98504 |
| Verizon Communications, Inc. | 3331 | 167216 |
|  |  | 1008059 |
| **Toys, Games, & Hobbies - 0.1%** | **Toys, Games, & Hobbies - 0.1%** |  |
| Hasbro, Inc. | 552 | 51667 |
| **Transportation - 0.4%** | **Transportation - 0.4%** |  |
| C.H. Robinson Worldwide, Inc. | 109 | 18102 |
| CSX Corp. | 1206 | 49506 |
| Expeditors International of Washington, Inc. | 209 | 29935 |
| FedEx Corp. | 139 | 49509 |
| JB Hunt Transport Services, Inc. | 122 | 25852 |
| Norfolk Southern Corp. | 135 | 38745 |
| Old Dominion Freight Line, Inc. | 172 | 33609 |
| Union Pacific Corp. | 515 | 124949 |
| United Parcel Service, Inc. - Class B | 576 | 56667 |
|  |  | 426874 |
| **Water - 0.0% <sup>(b)</sup>** | **Water - 0.0% <sup>(b)</sup>** |  |
| American Water Works Co., Inc. | 114 | 15514 |
| **TOTAL COMMON STOCKS** (Cost $44,128,890) | **TOTAL COMMON STOCKS** (Cost $44,128,890) | 46493006 |
| **REAL ESTATE INVESTMENT TRUSTS - 0.9%** | **Shares**  | **Value**  |
| Alexandria Real Estate Equities, Inc. | 325 | 15087 |
| American Tower Corp. | 486 | 83874 |
| AvalonBay Communities, Inc. | 227 | 37081 |
| Crown Castle, Inc. | 320 | 26019 |
| Digital Realty Trust, Inc. | 279 | 50279 |
| Equinix, Inc. | 80 | 78419 |
| Essex Property Trust, Inc. | 68 | 16456 |
| Extra Space Storage, Inc. | 377 | 49436 |
| Healthpeak Properties, Inc. | 1407 | 23117 |
| Host Hotels & Resorts, Inc. | 527 | 10097 |
| Iron Mountain, Inc. | 324 | 33093 |
| Prologis, Inc. | 910 | 120284 |
| Public Storage | 101 | 27359 |
| Realty Income Corp. | 1105 | 67604 |
| Simon Property Group, Inc. | 297 | 55399 |
| Ventas, Inc. | 275 | 22490 |
| VICI Properties, Inc. | 907 | 24779 |
| Welltower, Inc. | 671 | 132663 |
| Weyerhaeuser Co. | 859 | 20985 |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $846,256) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $846,256) | 894521 |
| **TOTAL INVESTMENTS - 49.2% (**Cost $44,975,146**)** | **TOTAL INVESTMENTS - 49.2% (**Cost $44,975,146**)** | $47387527 |
| Money Market Deposit Account - 46.2% <sup>(c)(d)</sup> | Money Market Deposit Account - 46.2% <sup>(c)(d)</sup> | 44582231 |
| Other Assets in Excess of Liabilities - 4.6%<sup>(e)</sup> | Other Assets in Excess of Liabilities - 4.6%<sup>(e)</sup> | 4432261 |
| **TOTAL NET ASSETS - 100.0%** |  | $96402019 |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

PLC - Public Limited Company <br> REIT - Real Estate Investment Trust

(a) Non-income producing security.

(b) Represents less than 0.05% of net assets.

(c) The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on
 market conditions and is subject to change daily. The rate as of March 31, 2026 was 3.45%.

(d) A portion of this deposit account is pledged as collateral for derivative contracts. As of the reporting date, the value of this collateral totals $44,856.

(e) Includes assets pledged as collateral for derivative contracts. As of the reporting date, the value of these assets totals $4,604,795.

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** |
| **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Description** | **Contracts Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized** <br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 04/10/2026 | $88041  | $10190  |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 04/14/2026 | 87860 | 10065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 5 | 04/17/2026 | 438926 | 50131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 04/29/2026 | 87665 | 11148 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 05/01/2026 | 87563 | 9436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 5 | 05/07/2026 | 437755 | 50877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 05/15/2026 | 87632 | 10282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 06/02/2026 | 87159 | 6525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 06/05/2026 | 87125 | 2507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 3 | 06/08/2026 | 261430 | 19448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 06/10/2026 | 87144 | (24) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 06/18/2026 | 86704 | 6325 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arabica Coffee | 1 | 05/18/2026 | 111881 | (5796) |
| &nbsp;&nbsp;&nbsp;&nbsp;ASX SPI 200 Index | 2 | 06/18/2026 | 293677 | (4212) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Dollar | 30 | 06/15/2026 | 2064750 | (67473) |
| &nbsp;&nbsp;&nbsp;&nbsp;BOVESPA Index | 8 | 04/15/2026 | 58239 | 1781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazilian Real | 105 | 04/30/2026 | 2009700 | 14624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | 2 | 04/30/2026 | 207940 | 4087 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | 1 | 04/30/2026 | 103970 | 6579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | 2 | 05/29/2026 | 192340 | 46367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | 2 | 06/30/2026 | 180340 | (2973) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | 2 | 10/30/2026 | 159240 | 13018 |
| &nbsp;&nbsp;&nbsp;&nbsp;CAC40 10 Euro Index | 2 | 04/17/2026 | 180891 | (2968) |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 5 Year Bonds | 1 | 06/19/2026 | 81583 | (1015) |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Canola Oil | 27 | 05/14/2026 | 284072 | 9789 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Canola Oil | 5 | 07/14/2026 | 53519 | 783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Dollar | 3 | 06/16/2026 | 216000 | (5656) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper | 1 | 05/27/2026 | 140350 | 3811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 04/17/2026 | 307327 | (11892) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 04/21/2026 | 307415 | (21120) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 04/30/2026 | 307698 | (25508) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 05/14/2026 | 307789 | 4700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow | 5 | 05/14/2026 | 114438 | (2060) |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow | 3 | 07/14/2026 | 70238 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow | 10 | 09/14/2026 | 235125 | (2173) |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow | 13 | 12/14/2026 | 314763 | (1667) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cotton No.2 | 4 | 05/06/2026 | 140000 | (223) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | 1 | 04/21/2026 | 101380 | 2898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | 1 | 06/22/2026 | 86530 | 368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | 2 | 11/20/2026 | 144940 | 4696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Palm Oil | 4 | 06/15/2026 | 119239 | 5509 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Palm Oil | 3 | 07/15/2026 | 89429 | 6123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Palm Oil | 2 | 08/14/2026 | 59348 | 3045 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil | 26 | 05/14/2026 | 1074528 | 73440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil | 3 | 07/14/2026 | 123984 | 5897 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil | 1 | 12/14/2026 | 39180 | 652 |
| &nbsp;&nbsp;&nbsp;&nbsp;DAX Index | 1 | 06/19/2026 | 131981 | (7511) |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Jones Industrial Average Index | 3 | 06/18/2026 | 698730 | (4645) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX 50 Dividend Index | 1 | 12/18/2026 | 19499 | 183 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX 50 Quanto Index | 5 | 06/19/2026 | 317571 | (9743) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX Banks Index | 3 | 06/19/2026 | 40510 | (1041) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro/Japanese Yen Cross Currency Rate | 7 | 06/15/2026 | 1008451 | (1024) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Bonds | 2 | 06/08/2026 | 268806 | (6832) |
| &nbsp;&nbsp;&nbsp;&nbsp;European Rapeseed | 7 | 04/30/2026 | 208040 | 5489 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Rapeseed | 1 | 07/31/2026 | 29359 | 2484 |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE 100 Index | 5 | 06/19/2026 | 674966 | 2941 |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE China A50 Index | 6 | 04/29/2026 | 87216 | (450) |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE/JSE Top 40 Index | 2 | 06/18/2026 | 126333 | (3321) |
| &nbsp;&nbsp;&nbsp;&nbsp;Gold | 1 | 06/26/2026 | 467860 | 2718 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hard Red Winter Wheat | 6 | 05/14/2026 | 190650 | 12637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hard Red Winter Wheat | 1 | 07/14/2026 | 32437 | 2448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrial Select Sector Index | 1 | 06/18/2026 | 164340 | (1252) |
| &nbsp;&nbsp;&nbsp;&nbsp;Korean Won | 1 | 04/20/2026 | 10001 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 3 | 04/09/2026 | 140689 | (13501) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 04/13/2026 | 46896 | (5284) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 04/29/2026 | 46934 | 317 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 2 | 04/30/2026 | 93980 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 05/06/2026 | 47033 | (2229) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 2 | 05/07/2026 | 94150 | (2461) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 05/08/2026 | 47079 | 285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 2 | 06/08/2026 | 94719 | (2179) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 06/18/2026 | 47441 | (144) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lean Hogs | 9 | 06/12/2026 | 378180 | 109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lean Hogs | 2 | 07/15/2026 | 85780 | (825) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lean Hogs | 1 | 08/14/2026 | 42830 | (192) |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle | 5 | 06/30/2026 | 486550 | 6790 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Aluminum<sup>(a)</sup> | 14 | 04/13/2026 | 1232493 | 137394 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Aluminum<sup>(a)</sup> | 16 | 05/18/2026 | 1401616 | 127786 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Aluminum<sup>(a)</sup> | 11 | 06/15/2026 | 957589 | 3488 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Copper<sup>(a)</sup> | 2 | 04/13/2026 | 614159 | (28374) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Copper<sup>(a)</sup> | 2 | 05/18/2026 | 615577 | (36306) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Copper<sup>(a)</sup> | 1 | 06/15/2026 | 308338 | (16564) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Nickel<sup>(a)</sup> | 1 | 04/13/2026 | 101689 | (4897) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Nickel<sup>(a)</sup> | 1 | 05/18/2026 | 102162 | (2486) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Nickel<sup>(a)</sup> | 3 | 06/15/2026 | 307548 | (6016) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc<sup>(a)</sup> | 7 | 04/13/2026 | 564926 | (7496) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc<sup>(a)</sup> | 9 | 05/18/2026 | 729212 | (36393) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc<sup>(a)</sup> | 8 | 06/15/2026 | 648600 | (8779) |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil | 2 | 05/12/2026 | 247850 | 21371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexican Peso | 22 | 06/15/2026 | 608960 | (9982) |
| &nbsp;&nbsp;&nbsp;&nbsp;Milling Wheat No. 2 | 6 | 05/11/2026 | 70998 | (1098) |
| &nbsp;&nbsp;&nbsp;&nbsp;MSCI EAFE Index | 1 | 06/19/2026 | 145055 | (1571) |
| &nbsp;&nbsp;&nbsp;&nbsp;MSCI Emerging Markets Index | 1 | 06/19/2026 | 72730 | (1945) |
| &nbsp;&nbsp;&nbsp;&nbsp;MSCI Singapore Index | 7 | 04/29/2026 | 237707 | (917) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 2 | 04/01/2026 | 203211 | (15620) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 2 | 04/02/2026 | 203238 | (1762) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 2 | 04/27/2026 | 203792 | (11546) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 04/30/2026 | 101985 | (2180) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 05/01/2026 | 101997 | (6314) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 06/10/2026 | 102459 | (1946) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 06/12/2026 | 102501 | (2234) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 06/16/2026 | 102525 | 867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 06/18/2026 | 102558 | 876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 06/22/2026 | 102570 | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 06/23/2026 | 102588 | (527) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nikkei 225 Index | 1 | 06/11/2026 | 265425 | (7650) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nikkei 225 Index | 15 | 06/11/2026 | 483539 | (23917) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nikkei 225 Index | 1 | 06/11/2026 | 161715 | (8996) |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | 2 | 04/30/2026 | 345559 | 6414 |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | 1 | 05/29/2026 | 157118 | 17369 |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | 2 | 06/30/2026 | 290102 | 17179 |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | 1 | 07/31/2026 | 137605 | 3917 |
| &nbsp;&nbsp;&nbsp;&nbsp;OMXS30 Index | 19 | 04/17/2026 | 586057 | (7075) |
| &nbsp;&nbsp;&nbsp;&nbsp;Platinum | 1 | 07/29/2026 | 98510 | 3588 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | 3 | 04/30/2026 | 403691 | 38177 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | 2 | 05/29/2026 | 256670 | (990) |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | 1 | 07/31/2026 | 116470 | (2673) |
| &nbsp;&nbsp;&nbsp;&nbsp;Russell 2000 Index | 1 | 06/18/2026 | 125610 | (937) |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Index | 2 | 06/18/2026 | 657075 | (1449) |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P/Toronto Stock Exchange 60 Index | 3 | 06/18/2026 | 822860 | (2691) |
| &nbsp;&nbsp;&nbsp;&nbsp;SGX FTSE Taiwan Index | 2 | 04/29/2026 | 206640 | (11620) |
| &nbsp;&nbsp;&nbsp;&nbsp;SGX TSI Iron Ore | 16 | 05/29/2026 | 168768 | (1353) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybean Meal | 7 | 05/14/2026 | 221480 | (1626) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybean Meal | 3 | 07/14/2026 | 94290 | (1507) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans | 12 | 05/14/2026 | 702600 | (7600) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans | 4 | 07/14/2026 | 237200 | 2329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans | 14 | 11/13/2026 | 810250 | 15330 |
| &nbsp;&nbsp;&nbsp;&nbsp;STOXX 600 Utilities Index | 4 | 06/19/2026 | 126196 | (736) |
| &nbsp;&nbsp;&nbsp;&nbsp;STOXX Europe 600 Index | 13 | 06/19/2026 | 434030 | (15905) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar #11 | 8 | 04/30/2026 | 139059 | (376) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar #11 | 5 | 06/30/2026 | 87808 | 2016 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar #11 | 2 | 09/30/2026 | 35952 | 96 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tin - 90 day settlement<sup>(a)</sup> | 1 | 04/01/2026 | 233310 | 20855 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tin - 90 day settlement<sup>(a)</sup> | 1 | 05/20/2026 | 233572 | (35009) |
| &nbsp;&nbsp;&nbsp;&nbsp;TOPIX Index | 1 | 06/11/2026 | 220787 | (7719) |
| &nbsp;&nbsp;&nbsp;&nbsp;US 3 Year Notes | 1 | 06/30/2026 | 211391 | (1665) |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat | 11 | 05/14/2026 | 338938 | 18814 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat | 3 | 09/14/2026 | 95738 | 2081 |
| &nbsp;&nbsp;&nbsp;&nbsp;White Sugar | 1 | 04/15/2026 | 22425 | (76) |
| &nbsp;&nbsp;&nbsp;&nbsp;White Sugar | 5 | 07/16/2026 | 113000 | 2849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Yellow Maize | 1 | 07/24/2026 | 21003 | (40) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 04/09/2026 | 80680 | 610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 04/16/2026 | 161482 | (1589) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 04/17/2026 | 161502 | 2653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 04/20/2026 | 161520 | (5737) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 05/21/2026 | 161797 | (6203) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 06/02/2026 | 80961 | 3870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 06/16/2026 | 80825 | 4034 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 06/18/2026 | 80700 | 3909 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 06/22/2026 | 80612 | 3615 |
|  |  |  |  | $316501  |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br>**Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;1 Month Secured Overnight Financing Rate | (1) | 08/31/2026 | $401511  | $249  |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year Japanese Government Bonds | (1) | 06/12/2026 | 82197 | 989 |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | (4) | 06/18/2026 | 454063 | (770) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Canadian Overnight Repo Rate Average | (8) | 09/15/2026 | 1403566 | (100) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Canadian Overnight Repo Rate Average | (7) | 12/15/2026 | 1225604 | (306) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Canadian Overnight Repo Rate Average | (6) | 03/16/2027 | 1048684 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Canadian Overnight Repo Rate Average | (6) | 06/15/2027 | 1047229 | 1259 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Canadian Overnight Repo Rate Average | (5) | 09/14/2027 | 872286 | 1265 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (16) | 09/14/2026 | 4496509 | 9972 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (13) | 12/14/2026 | 3650596 | 10610 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (31) | 03/15/2027 | 8702581 | 24732 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (20) | 06/14/2027 | 5615724 | 8599 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (9) | 09/13/2027 | 2528636 | 5021 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (8) | 12/13/2027 | 2248948 | 2985 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (8) | 03/13/2028 | 2249179 | 1656 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (37) | 06/19/2028 | 10401385 | 8403 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (10) | 09/18/2028 | 2810752 | 2219 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (13) | 06/18/2029 | 3651536 | 2941 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Day Federal Funds Rate | (1) | 03/31/2027 | 401845 | 874 |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (31) | 12/15/2026 | 7465963 | 12272 |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (56) | 03/16/2027 | 13491100 | 17137 |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (21) | 06/15/2027 | 5060213 | 6688 |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (20) | 09/14/2027 | 4822250 | 2727 |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (19) | 12/14/2027 | 4585413 | (646) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (9) | 03/14/2028 | 2173388 | (216) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (6) | 06/20/2028 | 1448925 | (286) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (5) | 09/19/2028 | 1207062 | (534) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (4) | 12/19/2028 | 965300 | (307) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (4) | 12/18/2029 | 963950 | (532) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 04/10/2026 | 88041 | (8097) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 04/14/2026 | 87860 | (9690) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (5) | 04/17/2026 | 438926 | (53060) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 04/29/2026 | 87665 | (6569) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 05/01/2026 | 87563 | (6479) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (5) | 05/07/2026 | 437755 | (43798) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 05/15/2026 | 87632 | (6646) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 06/02/2026 | 87158 | (3039) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 06/05/2026 | 87125 | (2455) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (3) | 06/08/2026 | 261430 | (9696) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 06/18/2026 | 86704 | (8108) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 06/16/2026 | 86829 | (3233) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Government 10 Year Bonds | (28) | 06/15/2026 | 2081653 | 2567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Government 3 Year Bonds | (60) | 06/15/2026 | 4291003 | 12042 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian 90 Day Bank Bills | (4) | 12/10/2026 | 2727455 | 6426 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Dollar | (142) | 06/15/2026 | 9773150 | 283132 |
| &nbsp;&nbsp;&nbsp;&nbsp;BMF US Dollar Fut May 26 | (15) | 04/30/2026 | 756566 | 4521 |
| &nbsp;&nbsp;&nbsp;&nbsp;British Pound | (25) | 06/15/2026 | 2066562 | 22004 |
| &nbsp;&nbsp;&nbsp;&nbsp;CAC40 10 Euro Index | (1) | 04/17/2026 | 90446 | 195 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 10 Year Government Bonds | (30) | 06/19/2026 | 2588096 | (945) |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Dollar | (20) | 06/16/2026 | 1440000 | 786 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 04/17/2026 | 307327 | 21151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 04/21/2026 | 307415 | 18518 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 04/30/2026 | 307697 | (4804) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 05/14/2026 | 307789 | 11456 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 06/23/2026 | 308245 | (1737) |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow | (2) | 05/14/2026 | 45775 | (79) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cotton No.2 | (5) | 05/06/2026 | 175000 | (4027) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cotton No.2 | (2) | 07/09/2026 | 72130 | (2795) |
| &nbsp;&nbsp;&nbsp;&nbsp;Dollar Index | (3) | 06/15/2026 | 299277 | (2347) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro | (235) | 06/15/2026 | 34032406 | 244783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro BUXL 30 Year Bonds | (8) | 06/08/2026 | 1019557 | (5180) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BOBL | (37) | 06/08/2026 | 4936555 | 23492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Bonds | (3) | 06/08/2026 | 403209 | 3512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | (20) | 06/08/2026 | 2898655 | 12734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | (99) | 06/08/2026 | 12100941 | 36723 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Government Bonds | (14) | 06/08/2026 | 1920639 | 13435 |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE China A50 Index | (20) | 04/29/2026 | 290720 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE MIB Index | (1) | 06/19/2026 | 50368 | (707) |
| &nbsp;&nbsp;&nbsp;&nbsp;German Stock Index | (1) | 06/19/2026 | 659907 | 29167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hang Seng China Enterprises Index | (4) | 04/29/2026 | 213156 | 1866 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hang Seng Index | (2) | 04/29/2026 | 315704 | 3071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hang Seng Index | (4) | 04/29/2026 | 126282 | 1296 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (3) | 12/15/2026 | 949710 | 5259 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (3) | 03/16/2027 | 949412 | 2512 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (3) | 06/15/2027 | 949412 | 2231 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (3) | 09/14/2027 | 949958 | 1619 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (3) | 12/14/2027 | 950852 | 1503 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (3) | 03/14/2028 | 951596 | 1486 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (4) | 06/20/2028 | 1269192 | 2015 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (7) | 09/19/2028 | 2221665 | 2575 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (7) | 12/19/2028 | 2221897 | 1665 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE European Climate Exchange Emissions | (1) | 12/20/2027 | 86839 | 9473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indian Rupee | (1) | 04/28/2026 | 21156 | 55 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese 10 Year Government Bonds | (8) | 06/15/2026 | 6568665 | 44985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese Yen | (46) | 06/15/2026 | 3642050 | 17844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (3) | 04/09/2026 | 140689 | 8964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 04/13/2026 | 46896 | 3704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 04/29/2026 | 46934 | 2498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (2) | 04/30/2026 | 93980 | 4297 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 05/06/2026 | 47033 | 2125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (2) | 05/07/2026 | 94150 | 4465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 05/08/2026 | 47079 | 2541 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (2) | 06/08/2026 | 94719 | (495) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (3) | 06/18/2026 | 142323 | (1596) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 06/22/2026 | 47473 | (26) |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle | (1) | 08/31/2026 | 95920 | (3632) |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle | (2) | 12/31/2026 | 188260 | (5204) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Cocoa | (1) | 07/16/2026 | 33249 | (319) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Aluminum<sup>(a)</sup> | (14) | 04/13/2026 | 1232493 | (141873) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Aluminum<sup>(a)</sup> | (16) | 05/18/2026 | 1401616 | (65570) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Aluminum<sup>(a)</sup> | (4) | 06/15/2026 | 348214 | (21595) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Copper<sup>(a)</sup> | (2) | 04/13/2026 | 614159 | 39052 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Copper<sup>(a)</sup> | (2) | 05/18/2026 | 615577 | 26684 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Nickel<sup>(a)</sup> | (1) | 04/13/2026 | 101689 | 4707 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Nickel<sup>(a)</sup> | (1) | 05/18/2026 | 102162 | 2926 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Nickel<sup>(a)</sup> | (2) | 06/15/2026 | 205032 | (2698) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc<sup>(a)</sup> | (7) | 04/13/2026 | 564926 | 36732 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc<sup>(a)</sup> | (9) | 05/18/2026 | 729212 | 12150 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc<sup>(a)</sup> | (5) | 06/15/2026 | 405375 | (19537) |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Gilt | (8) | 06/26/2026 | 929585 | 3340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lumber | (1) | 05/15/2026 | 16734 | (483) |
| &nbsp;&nbsp;&nbsp;&nbsp;Maize | (1) | 06/05/2026 | 12108 | (536) |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexican Peso | (5) | 06/15/2026 | 138400 | 2364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Milling Wheat No. 2 | (8) | 05/11/2026 | 94665 | 1332 |
| &nbsp;&nbsp;&nbsp;&nbsp;Milling Wheat No. 2 | (1) | 12/10/2026 | 12859 | (1215) |
| &nbsp;&nbsp;&nbsp;&nbsp;Mini Dollar Future May 26 | (48) | 04/30/2026 | 484202 | 3242 |
| &nbsp;&nbsp;&nbsp;&nbsp;MSCI Emerging Markets Index | (1) | 06/19/2026 | 72730 | (2216) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq 100 Index | (1) | 06/18/2026 | 478300 | 10948 |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (1) | 04/27/2026 | 7210 | 427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (1) | 04/28/2026 | 28840 | 2998 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Dollar | (27) | 06/15/2026 | 1553310 | 26008 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (2) | 04/01/2026 | 203211 | 8764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (2) | 04/02/2026 | 203238 | 11407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (2) | 04/27/2026 | 203792 | 22998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 04/30/2026 | 101985 | 6302 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 05/01/2026 | 101997 | 988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 06/10/2026 | 102459 | (27) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 06/12/2026 | 102501 | (1044) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 06/16/2026 | 102525 | 580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 06/18/2026 | 102558 | (653) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 06/23/2026 | 102588 | (877) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nifty 50 Index | (7) | 04/28/2026 | 314741 | 9574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Robusta Coffee | (3) | 05/22/2026 | 104790 | 3384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Robusta Coffee | (1) | 07/27/2026 | 34050 | 1579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rough Rice | (1) | 05/14/2026 | 22750 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Index | (7) | 06/18/2026 | 2299762 | 36189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-term Euro-BTP | (48) | 06/08/2026 | 5872671 | 4682 |
| &nbsp;&nbsp;&nbsp;&nbsp;South African Rand | (1) | 06/15/2026 | 29300 | (76) |
| &nbsp;&nbsp;&nbsp;&nbsp;STOXX 600 Bank Spread Index | (1) | 06/19/2026 | 18780 | (96) |
| &nbsp;&nbsp;&nbsp;&nbsp;Swiss Franc | (15) | 06/15/2026 | 2362125 | 25581 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tin - 90 day settlement<sup>(a)</sup> | (1) | 04/01/2026 | 233310 | 35174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tin - 90 day settlement<sup>(a)</sup> | (1) | 05/20/2026 | 233567 | 3903 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | (42) | 06/18/2026 | 4663969 | 61220 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | (71) | 06/30/2026 | 14728617 | 10053 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | (28) | 06/30/2026 | 3029031 | (3027) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | (11) | 06/18/2026 | 1252625 | (3982) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | (7) | 06/18/2026 | 815938 | 5021 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Cocoa | (2) | 05/13/2026 | 66000 | 7686 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Dollar/Swedish Krona Cross Currency Rate | (2) | 06/15/2026 | 199545 | (7925) |
| &nbsp;&nbsp;&nbsp;&nbsp;USD/CNH futures Jun 26 | (1) | 06/15/2026 | 99848 | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 04/09/2026 | 80680 | (723) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 04/16/2026 | 161482 | 5759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 04/17/2026 | 161502 | 5442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 04/20/2026 | 161520 | (1343) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 05/21/2026 | 161797 | (8817) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 06/02/2026 | 80961 | 1896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 06/15/2026 | 81075 | (417) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 06/16/2026 | 80825 | (3879) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 06/18/2026 | 80700 | (3835) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 06/22/2026 | 80612 | (4330) |
|  |  |  |  | $941982  |
| **Net Unrealized Appreciation (Depreciation)** |  | $– | $– | $1258483  |

---

(a) London Metal Exchange ("LME") futures contracts settle on their respective maturity date, and do not have daily cash movements like other futures contracts.

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** |
| **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized** <br> **Appreciation**<br> (Depreciation) |
| Deutsche Bank | 04/30/2026 | AUD | 1000000 | CAD | 952019 | $4424  |
| Deutsche Bank | 04/30/2026 | AUD | 1259962 | EUR | 750000 | 778 |
| Deutsche Bank | 04/30/2026 | AUD | 724673 | GBP | 375000 | 3470 |
| Deutsche Bank | 04/30/2026 | AUD | 3600000 | NZD | 4300865 | 8801 |
| Deutsche Bank | 04/30/2026 | AUD | 800000 | USD | 548471 | 3281 |
| Deutsche Bank | 04/30/2026 | CAD | 1100000 | USD | 790320 | 1465 |
| Deutsche Bank | 04/30/2026 | CHF | 132009 | GBP | 125000 | 235 |
| Deutsche Bank | 04/30/2026 | CNH | 13130756 | USD | 1900000 | 11001 |
| Deutsche Bank | 04/06/2026 | COP | 741306632 | USD | 200000 | 1478 |
| Deutsche Bank | 04/13/2026 | COP | 756646000 | USD | 200000 | 5223 |
| Deutsche Bank | 04/30/2026 | EUR | 750000 | CAD | 1199216 | 5006 |
| Deutsche Bank | 04/30/2026 | EUR | 1400000 | GBP | 1217178 | 9658 |
| Deutsche Bank | 04/30/2026 | EUR | 100000 | PLN | 429087 | 179 |
| Deutsche Bank | 04/30/2026 | EUR | 375000 | USD | 431895 | 2208 |
| Deutsche Bank | 04/30/2026 | HUF | 78166428 | EUR | 200000 | 3002 |
| Deutsche Bank | 04/30/2026 | HUF | 67867246 | USD | 200000 | 3623 |
| Deutsche Bank | 04/30/2026 | ILS | 1257135 | USD | 400000 | 336 |
| Deutsche Bank | 04/30/2026 | MXN | 13000000 | USD | 715645 | 7860 |
| Deutsche Bank | 04/30/2026 | NOK | 7032451 | EUR | 625000 | 2678 |
| Deutsche Bank | 04/30/2026 | NOK | 9000000 | SEK | 8723922 | 6283 |
| Deutsche Bank | 04/30/2026 | NOK | 6838680 | USD | 700000 | 6174 |
| Deutsche Bank | 04/30/2026 | NZD | 100000 | USD | 57385 | 140 |
| Deutsche Bank | 04/30/2026 | PLN | 4097808 | USD | 1100000 | 3815 |
| Deutsche Bank | 04/30/2026 | SEK | 5677663 | USD | 600000 | 750 |
| Deutsche Bank | 04/30/2026 | SGD | 2700562 | USD | 2100000 | 5283 |
| Deutsche Bank | 04/13/2026 | TWD | 3199004 | USD | 100000 | 162 |
| Deutsche Bank | 04/06/2026 | USD | 300000 | CLP | 272813510 | 5429 |
| Deutsche Bank | 04/13/2026 | USD | 300000 | CLP | 277770000 | 37 |
| Deutsche Bank | 04/09/2026 | USD | 200000 | INR | 18539780 | 4718 |
| Deutsche Bank | 04/13/2026 | USD | 600000 | INR | 55865179 | 11806 |
| Deutsche Bank | 04/20/2026 | USD | 800000 | INR | 74240364 | 18900 |
| Deutsche Bank | 04/23/2026 | USD | 100000 | INR | 9284415 | 2347 |
| Deutsche Bank | 04/06/2026 | USD | 500000 | KRW | 754333999 | 7420 |
| Deutsche Bank | 04/09/2026 | USD | 100000 | KRW | 149278000 | 2513 |
| Deutsche Bank | 04/13/2026 | USD | 1300000 | KRW | 1916922141 | 47990 |
| Deutsche Bank | 05/04/2026 | USD | 1300000 | KRW | 1965552000 | 15426 |
| Deutsche Bank | 04/07/2026 | USD | 400000 | TWD | 12532456 | 7780 |
| Deutsche Bank | 04/13/2026 | USD | 100000 | TWD | 3173606 | 633 |
| Deutsche Bank | 04/30/2026 | ZAR | 12010780 | USD | 700000 | 8120 |
| Deutsche Bank | 04/30/2026 | AUD | 600000 | JPY | 65500074 | (134) |
| Deutsche Bank | 04/30/2026 | CAD | 800000 | JPY | 91762808 | (4081) |
| Deutsche Bank | 04/30/2026 | CHF | 803317 | EUR | 875000 | (4702) |
| Deutsche Bank | 04/30/2026 | CHF | 250000 | JPY | 49939888 | (1848) |
| Deutsche Bank | 04/06/2026 | CLP | 277772490 | USD | 300000 | (75) |
| Deutsche Bank | 04/13/2026 | CLP | 273787800 | USD | 300000 | (4337) |
| Deutsche Bank | 04/30/2026 | EUR | 700000 | JPY | 128380091 | (1013) |
| Deutsche Bank | 04/30/2026 | GBP | 250000 | JPY | 52741720 | (2431) |
| Deutsche Bank | 04/30/2026 | GBP | 625000 | USD | 828071 | (854) |
| Deutsche Bank | 04/09/2026 | INR | 18380571 | USD | 200000 | (6395) |
| Deutsche Bank | 04/13/2026 | INR | 55282358 | USD | 600000 | (17942) |
| Deutsche Bank | 04/20/2026 | INR | 9503030 | USD | 100000 | (17) |
| Deutsche Bank | 04/06/2026 | KRW | 739762925 | USD | 500000 | (16935) |
| Deutsche Bank | 04/09/2026 | KRW | 145911563 | USD | 100000 | (4711) |
| Deutsche Bank | 04/13/2026 | KRW | 1966627922 | USD | 1300000 | (15526) |
| Deutsche Bank | 04/27/2026 | KRW | 903092210 | USD | 600000 | (9912) |
| Deutsche Bank | 04/30/2026 | NZD | 800000 | JPY | 73103856 | (1801) |
| Deutsche Bank | 04/30/2026 | SEK | 6811746 | EUR | 625000 | (2758) |
| Deutsche Bank | 04/30/2026 | TRY | 13817159 | USD | 300000 | (1412) |
| Deutsche Bank | 04/07/2026 | TWD | 12754083 | USD | 400000 | (844) |
| Deutsche Bank | 04/06/2026 | USD | 200000 | COP | 758502968 | (6151) |
| Deutsche Bank | 04/13/2026 | USD | 200000 | COP | 742764000 | (1458) |
| Deutsche Bank | 04/30/2026 | USD | 143523 | EUR | 125000 | (1178) |
| Deutsche Bank | 04/30/2026 | USD | 706501 | JPY | 112500000 | (4478) |
| Deutsche Bank | 04/27/2026 | USD | 300000 | TWD | 9607470 | (1126) |
| Deutsche Bank | 05/04/2026 | USD | 100000 | TWD | 3203920 | (469) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $117844  |
| AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc |
| CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso |
| CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi |
| COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint |
| ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel |
| INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee |
| JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen |
| KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won |
| MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso |
| NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone |
| NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar |
| PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty |
| SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona |
| SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar |
| TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira |
| TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |
| ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand |

---

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
LoCorr Strategic Allocation Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $46493006 | $– | $– | $46493006 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | 894521 | – | – | 894521 |
| Total Investments | $47387527 | $– | $– | $47387527 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | $2331209 | $– | $– | $2331209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | 230432 | – | 230432 |
| Total Other Financial Instruments | $2331209 | $230432 | $– | $2561641 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | $(1072726) | $– | $– | $(1072726) |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | (112588) | – | (112588) |
| Total Other Financial Instruments | $(1072726) | $(112588) | $– | $(1185314) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LoCorr Investment Trust

- **b. Investment Company Act file number:** 811-22509

- **c. CIK number of Registrant:** 0001506768

- **d. LEI of Registrant:** 54930075F5KEPQITLS33

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

  - **Street Address 1:** 687 Excelsior Blvd

  - **City:** Excelsior

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55331

  - **Telephone number:** 952-767-2920

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

- **a. Name of Series:** LoCorr Strategic Allocation Fund

- **b. EDGAR series identifier (if any):** S000086678

- **c. LEI of Series:** 529900ZSQAJQ4J12WY68

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $98542298.58

**Total Liabilities:** $1862781.34

**Net Assets:** $96679517.24

**Amount of Assets Invested in Other Investment Companies:** $1061394.63

**Cash Not Reported:** $5063953.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -30462.450000000000 | **1-Year:** -1998.650000000000 | **5-Year:** -358.370000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000252270 | 2.03%                | 1.52%                | -2.43%               |
| Class ID C000252271 | 2.13%                | 1.51%                | -2.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $35185.50                | $389638.37                                 |
| Month 2  | $54808.31                | $-360930.46                                |
| Month 3  | $-398213.18              | $-1929542.51                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                      | Aflac Inc                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       428 | NS      | $46955.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                   | AES Corp/The                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      1727 | NS      | $24333.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5993 | NS      | $173737.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       896 | NS      | $91992.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1578 | NS      | $343199.22    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       149 | NS      | $36218.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1398 | NS      | $284395.14    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       215 | NS      | $24505.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                     | Airbnb Inc                                   | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       330 | NS      | $41672.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       117 | NS      | $33987.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc        | Akamai Technologies Inc                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       297 | NS      | $34110.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                 | Albemarle Corp                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       117 | NS      | $21005.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       325 | NS      | $15086.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc           | Align Technology Inc                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       114 | NS      | $19543.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        55 | NS      | $3946.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       139 | NS      | $28820.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4093 | NS      | $1174117.98   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4965 | NS      | $1427735.40   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1170 | NS      | $77208.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8418 | NS      | $1753216.86   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                    | Ameren Corp                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        69 | NS      | $7584.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       458 | NS      | $60034.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       265 | NS      | $80157.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       316 | NS      | $23779.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       486 | NS      | $83873.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       114 | NS      | $15514.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                    | Cencora Inc                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       129 | NS      | $40524.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc       | Ameriprise Financial Inc                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       126 | NS      | $55994.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                     | AMETEK Inc                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       112 | NS      | $24008.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       489 | NS      | $172054.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       576 | NS      | $72777.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       543 | NS      | $172750.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        75 | NS      | $21956.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       511 | NS      | $21686.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     12504 | NS      | $3173390.16   | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc          | Applied Materials Inc                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       687 | NS      | $234809.73    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                  | AppLovin Corp                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       101 | NS      | $40198.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       380 | NS      | $27622.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc            | Arista Networks Inc                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       580 | NS      | $71212.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                   | Assurant Inc                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        51 | NS      | $11108.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp              | Atmos Energy Corp                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       192 | NS      | $35466.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       540 | NS      | $109717.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone Inc                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         9 | NS      | $30400.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc      | AvalonBay Communities Inc                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       227 | NS      | $37080.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc            | Axon Enterprise Inc                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        84 | NS      | $35673.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                | Baker Hughes Co                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       498 | NS      | $30402.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      4260 | NS      | $207675.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T | Bank of New York Mellon Corp/The             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       608 | NS      | $72127.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc       | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1349 | NS      | $22663.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       218 | NS      | $34276.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp               | W R Berkley Corp                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        56 | NS      | $3711.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1586 | NS      | $760011.20    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       272 | NS      | $17462.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       120 | NS      | $21999.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                | Bio-Techne Corp                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       254 | NS      | $13274.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                 | Blackstone Inc                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       192 | NS      | $22078.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                  | Blackrock Inc                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       150 | NS      | $144256.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       683 | NS      | $135937.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        30 | NS      | $126309.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      1730 | NS      | $108557.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1530 | NS      | $92794.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions | Broadridge Financial Solutions Inc           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       349 | NS      | $56705.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                   | Broadcom Inc                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4102 | NS      | $1269610.02   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       515 | NS      | $13616.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc        | Cboe Global Markets Inc                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        73 | NS      | $20518.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       216 | NS      | $29259.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                    | CDW Corp/DE                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       170 | NS      | $20573.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       272 | NS      | $35316.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       109 | NS      | $18101.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                | Cigna Group/The                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       290 | NS      | $77357.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                  | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       342 | NS      | $101009.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                       | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1206 | NS      | $49506.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1026 | NS      | $73687.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       397 | NS      | $110314.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       713 | NS      | $130072.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc            | Cardinal Health Inc                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       141 | NS      | $29794.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                  | Carnival Corp                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      1142 | NS      | $29554.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       923 | NS      | $51974.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       382 | NS      | $270631.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1469 | NS      | $48095.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc         | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       585 | NS      | $25248.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       103 | NS      | $17767.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc     | Charter Communications Inc                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        93 | NS      | $20076.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp             | Expand Energy Corp                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       197 | NS      | $21626.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1609 | NS      | $332902.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                   | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      1685 | NS      | $53936.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       195 | NS      | $18197.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                     | Ciena Corp                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       147 | NS      | $57069.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp      | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        68 | NS      | $10699.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      3598 | NS      | $279168.82    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       314 | NS      | $53109.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1687 | NS      | $191322.67    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc   | Citizens Financial Group Inc                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       738 | NS      | $44257.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The               | Coca-Cola Co/The                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      3072 | NS      | $233625.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                  | Coherent Corp                                | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       207 | NS      | $49309.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc            | Coinbase Global Inc                          | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       223 | NS      | $38938.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       917 | NS      | $78155.91     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc        | Comfort Systems USA Inc                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        35 | NS      | $48264.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3306 | NS      | $94915.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1045 | NS      | $16427.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1163 | NS      | $153516.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc        | Consolidated Edison Inc                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       217 | NS      | $24560.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       191 | NS      | $28650.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       314 | NS      | $87684.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The             | Cooper Cos Inc/The                           | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       194 | NS      | $13871.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                     | Copart Inc                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      1107 | NS      | $36752.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                    | Corning Inc                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       799 | NS      | $108640.03    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                     | Corpay Inc                                   | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        81 | NS      | $23570.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       551 | NS      | $46124.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       393 | NS      | $391596.99    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc       | Crowdstrike Holdings Inc                     | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       311 | NS      | $121417.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       320 | NS      | $26019.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                    | Cummins Inc                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        93 | NS      | $50035.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       299 | NS      | $41028.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                  | DTE Energy Co                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        99 | NS      | $14475.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       300 | NS      | $56880.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       109 | NS      | $21368.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                    | Datadog Inc                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       504 | NS      | $59497.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       364 | NS      | $36432.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       196 | NS      | $110406.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc          | Dell Technologies Inc                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       321 | NS      | $52685.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc            | Delta Air Lines Inc                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       714 | NS      | $47466.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       721 | NS      | $36280.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                     | Dexcom Inc                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       294 | NS      | $18463.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc         | Diamondback Energy Inc                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       186 | NS      | $36788.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust Inc                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       279 | NS      | $50278.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1737 | NS      | $167412.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       225 | NS      | $26714.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                | Dollar Tree Inc                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       122 | NS      | $13360.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy Inc                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       505 | NS      | $31219.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc             | Domino's Pizza Inc                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        44 | NS      | $15786.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                   | DoorDash Inc                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       121 | NS      | $18168.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       511 | NS      | $66910.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours Inc                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       149 | NS      | $6824.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc              | EOG Resources Inc                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       396 | NS      | $57249.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                       | EQT Corp                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       611 | NS      | $38884.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       427 | NS      | $38865.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       259 | NS      | $68899.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International           | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       348 | NS      | $25466.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       492 | NS      | $39399.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc            | Electronic Arts Inc                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       309 | NS      | $62995.83     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        31 | NS      | $22887.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co            | Emerson Electric Co                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       788 | NS      | $103243.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       654 | NS      | $73483.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc               | EPAM Systems Inc                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       151 | NS      | $20445.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                    | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       109 | NS      | $19627.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        80 | NS      | $78419.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co              | Erie Indemnity Co                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       124 | NS      | $31162.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc       | Essex Property Trust Inc                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        68 | NS      | $16456.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy Inc                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       318 | NS      | $26050.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       335 | NS      | $23208.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       487 | NS      | $23872.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc              | Expedia Group Inc                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $18240.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       209 | NS      | $29935.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc        | Extra Space Storage Inc                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       377 | NS      | $49436.01     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3624 | NS      | $614847.84    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1898 | NS      | $1085902.74   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc   | FactSet Research Systems Inc                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        95 | NS      | $20614.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                | Fair Isaac Corp                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        45 | NS      | $48039.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                    | Fastenal Co                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       727 | NS      | $33732.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       139 | NS      | $49509.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                         | F5 Inc                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        76 | NS      | $21989.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1219 | NS      | $56634.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                | First Solar Inc                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        77 | NS      | $15189.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      1171 | NS      | $65341.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       214 | NS      | $10841.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                  | Ford Motor Co                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      2417 | NS      | $27892.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                   | Fortinet Inc                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1115 | NS      | $91117.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       298 | NS      | $17403.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1354 | NS      | $79588.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc | GE HealthCare Technologies Inc               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       324 | NS      | $23062.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co        | Arthur J Gallagher & Co                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       284 | NS      | $61508.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                               | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       239 | NS      | $208623.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc           | Generac Holdings Inc                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       172 | NS      | $33596.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       192 | NS      | $65898.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       890 | NS      | $252555.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       766 | NS      | $57067.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co               | Genuine Parts Co                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       183 | NS      | $19352.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1024 | NS      | $142714.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc            | Global Payments Inc                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       288 | NS      | $19382.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                    | GoDaddy Inc                                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       246 | NS      | $20336.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group Inc/The                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       292 | NS      | $247029.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        26 | NS      | $28361.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 3YR NOTE (CBT) Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1664.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       125 | NS      | $59155.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                         | HP Inc                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1177 | NS      | $22610.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      1177 | NS      | $45891.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T | Hartford Insurance Group Inc/The             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       250 | NS      | $33807.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       552 | NS      | $51667.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc      | Healthpeak Properties Inc                    | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      1407 | NS      | $23117.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       201 | NS      | $41785.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co  | Hewlett Packard Enterprise Co                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1558 | NS      | $37095.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc  | Hilton Worldwide Holdings Inc                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       183 | NS      | $55646.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                    | Hologic Inc                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       478 | NS      | $36132.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       962 | NS      | $316392.18    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc    | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       558 | NS      | $126124.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc      | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       527 | NS      | $10097.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       294 | NS      | $67755.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                    | Hubbell Inc                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        36 | NS      | $17666.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc | JB Hunt Transport Services Inc               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       122 | NS      | $25851.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH   | Huntington Bancshares Inc/OH                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3445 | NS      | $53914.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                      | IDEX Corp                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       104 | NS      | $19713.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        60 | NS      | $33713.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       170 | NS      | $44249.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                    | Incyte Corp                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       189 | NS      | $17788.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc             | Ingersoll Rand Inc                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       290 | NS      | $23234.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                   | Insulet Corp                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        72 | NS      | $15108.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3980 | NS      | $175637.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc  | Interactive Brokers Group Inc                | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       390 | NS      | $26157.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange Inc                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       561 | NS      | $88234.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                            | International Business Machines Corp         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       510 | NS      | $123618.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co         | International Paper Co                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       654 | NS      | $23347.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       106 | NS      | $45832.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical Inc                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       174 | NS      | $80212.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc              | Iron Mountain Inc                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       324 | NS      | $33093.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2408 | NS      | $708337.28    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                      | Jabil Inc                                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        76 | NS      | $20187.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc           | Jacobs Solutions Inc                         | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       107 | NS      | $13618.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2002 | NS      | $489368.88    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       117 | NS      | $172271.97    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                   | KKR & Co Inc                                 | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       235 | NS      | $21737.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                     | Kenvue Inc                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      2531 | NS      | $43634.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc           | Keurig Dr Pepper Inc                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       916 | NS      | $24118.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                        | KeyCorp                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      1208 | NS      | $24220.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       104 | NS      | $29366.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       245 | NS      | $23635.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1181 | NS      | $39598.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       930 | NS      | $20915.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       108 | NS      | $37276.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc           | Labcorp Holdings Inc                         | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $10405.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1065 | NS      | $227547.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corp                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       308 | NS      | $16595.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The       | Estee Lauder Cos Inc/The                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       278 | NS      | $19952.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc            | Leidos Holdings Inc                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       124 | NS      | $19284.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                    | Lennar Corp                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       227 | NS      | $19712.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       676 | NS      | $621764.52    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc  | Live Nation Entertainment Inc                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       195 | NS      | $29739.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       165 | NS      | $99724.35     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                     | Loews Corp                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       146 | NS      | $15584.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       480 | NS      | $113414.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc          | Lumentum Holdings Inc                        | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        63 | NS      | $44273.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                  | M&T Bank Corp                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       236 | NS      | $48785.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        63 | NS      | $33957.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp        | Marathon Petroleum Corp                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       249 | NS      | $60800.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       505 | NS      | $87592.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD  | Marriott International Inc/MD                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       150 | NS      | $49060.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        60 | NS      | $35320.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                     | Masco Corp                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       310 | NS      | $18714.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       758 | NS      | $378742.28    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                | Match Group Inc                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       267 | NS      | $8199.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       622 | NS      | $193311.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       113 | NS      | $97785.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2178 | NS      | $261991.62    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                    | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       749 | NS      | $52969.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International Inc             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        20 | NS      | $25224.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      6418 | NS      | $2375751.06   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       949 | NS      | $320610.16    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                    | Moderna Inc                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       427 | NS      | $21691.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1414 | NS      | $81502.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc   | Monolithic Power Systems Inc                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        38 | NS      | $41547.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       434 | NS      | $31447.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        63 | NS      | $27483.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1020 | NS      | $167861.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       121 | NS      | $52510.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       222 | NS      | $32443.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                     | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       608 | NS      | $51613.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                     | NetApp Inc                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       168 | NS      | $17201.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3687 | NS      | $354505.05    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       912 | NS      | $98724.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      2127 | NS      | $197555.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       996 | NS      | $52608.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                   | Nordson Corp                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        58 | NS      | $15431.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       135 | NS      | $38745.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp            | Northern Trust Corp                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       153 | NS      | $21354.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       105 | NS      | $71635.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       189 | NS      | $31959.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     20667 | NS      | $3604324.80   | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       573 | NS      | $52893.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       484 | NS      | $31460.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc  | Old Dominion Freight Line Inc                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       172 | NS      | $33608.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       406 | NS      | $30575.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp          | ON Semiconductor Corp                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       457 | NS      | $28297.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                      | ONEOK Inc                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       674 | NS      | $60922.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                    | Oracle Corp                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       943 | NS      | $138724.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       331 | NS      | $25513.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      1920 | NS      | $33734.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group Inc/The         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       212 | NS      | $44115.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                       | PPL Corp                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       194 | NS      | $7410.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                        | PTC Inc                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       416 | NS      | $59275.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                     | PACCAR Inc                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       488 | NS      | $56364.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America      | Packaging Corp of America                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        67 | NS      | $14218.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc      | Palantir Technologies Inc                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1380 | NS      | $201866.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc         | Palo Alto Networks Inc                       | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       974 | NS      | $156151.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp           | Parker-Hannifin Corp                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       125 | NS      | $111905.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1236 | NS      | $191938.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4927 | NS      | $138350.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1418 | NS      | $234452.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                    | Phillips 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       315 | NS      | $57386.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       469 | NS      | $47251.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                      | Pool Corp                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       106 | NS      | $21446.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc         | T Rowe Price Group Inc                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       404 | NS      | $36416.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc  | Principal Financial Group Inc                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       160 | NS      | $14417.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1921 | NS      | $277469.24    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       585 | NS      | $115970.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                   | Prologis Inc                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       910 | NS      | $120283.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       620 | NS      | $60567.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                               | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       101 | NS      | $27358.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                 | PulteGroup Inc                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $29049.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       929 | NS      | $119636.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc            | Quanta Services Inc                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       124 | NS      | $68078.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc          | Quest Diagnostics Inc                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       204 | NS      | $39979.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc    | Raymond James Financial Inc                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       215 | NS      | $31129.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                       | RTX Corp                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1158 | NS      | $223378.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp             | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      1105 | NS      | $67603.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        86 | NS      | $66447.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp         | Regions Financial Corp                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      1020 | NS      | $26642.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       116 | NS      | $25406.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       103 | NS      | $23121.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc          | Robinhood Markets Inc                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       905 | NS      | $62716.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       136 | NS      | $48807.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                    | Rollins Inc                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       461 | NS      | $24622.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       215 | NS      | $46575.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       131 | NS      | $55719.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                 | Salesforce Inc                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       479 | NS      | $89414.93     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                | Sandisk Corp/DE                              | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $78146.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc               | Henry Schein Inc                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       155 | NS      | $11423.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                        | SLB Ltd                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      1467 | NS      | $75389.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1604 | NS      | $150743.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                         | Sempra                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       808 | NS      | $78513.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       382 | NS      | $39938.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       201 | NS      | $64430.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       297 | NS      | $55399.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                 | A O Smith Corp                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       143 | NS      | $9429.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co/The                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       915 | NS      | $88315.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co          | Southwest Airlines Co                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       430 | NS      | $16155.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1086 | NS      | $97294.74     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       231 | NS      | $29235.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc             | Steel Dynamics Inc                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       108 | NS      | $19440.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       376 | NS      | $123549.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer Inc                     | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       477 | NS      | $10861.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                   | Synopsys Inc                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        50 | NS      | $19824.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       564 | NS      | $38363.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       749 | NS      | $53426.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       916 | NS      | $146285.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       469 | NS      | $98504.07     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software  | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       382 | NS      | $75445.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                   | Tapestry Inc                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       133 | NS      | $18767.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       368 | NS      | $44601.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp           | Targa Resources Corp                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       176 | NS      | $44128.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc      | Teledyne Technologies Inc                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        32 | NS      | $19360.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                   | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       103 | NS      | $30535.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2422 | NS      | $900378.50    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       683 | NS      | $132597.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp        | Texas Pacific Land Corp                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $29897.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                    | Textron Inc                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       140 | NS      | $12258.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The             | Trade Desk Inc/The                           | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1012 | NS      | $22962.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       354 | NS      | $174001.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                          | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       532 | NS      | $77262.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co              | Tractor Supply Co                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       457 | NS      | $20702.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc            | TransDigm Group Inc                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $69537.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       124 | NS      | $36168.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                    | Trimble Inc                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       920 | NS      | $60011.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       431 | NS      | $19813.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANK MMDA - USBGFS 9        | US BANK MMDA - USBGFS 9                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  44553287 | NS      | $44553287.10  | 46.08%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                     | US Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       543 | NS      | $28241.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc          | Uber Technologies Inc                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1806 | NS      | $129905.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                | Ulta Beauty Inc                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        33 | NS      | $17249.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp             | Union Pacific Corp                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       515 | NS      | $124949.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       263 | NS      | $24214.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       576 | NS      | $56666.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        69 | NS      | $50270.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       842 | NS      | $227836.78    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        60 | NS      | $10738.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp             | Valero Energy Corp                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       250 | NS      | $61770.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                     | Ventas Inc                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       275 | NS      | $22489.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                   | VeriSign Inc                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        73 | NS      | $18130.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3331 | NS      | $167216.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics Inc                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       253 | NS      | $48006.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc        | Versant Media Group Inc                      | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |       125 | NS      | $4627.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       216 | NS      | $96452.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co             | Vertiv Holdings Co                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       336 | NS      | $84194.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      1162 | NS      | $15698.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc            | VICI Properties Inc                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       907 | NS      | $24779.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1548 | NS      | $467867.52    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                    | Vistra Corp                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       334 | NS      | $50210.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       188 | NS      | $51192.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc           | WEC Energy Group Inc                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       319 | NS      | $36930.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol | Westinghouse Air Brake Technologies Corp     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       212 | NS      | $52980.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      3911 | NS      | $486059.08    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      2084 | NS      | $57226.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       248 | NS      | $56987.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                    | Waters Corp                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        74 | NS      | $22037.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      2221 | NS      | $176813.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       671 | NS      | $132663.41    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services Inc             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        74 | NS      | $18547.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       284 | NS      | $76819.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                | Weyerhaeuser Co                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       859 | NS      | $20985.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       818 | NS      | $59534.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc            | Williams-Sonoma Inc                          | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       118 | NS      | $21514.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                    | Workday Inc                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       527 | NS      | $68467.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy Inc                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       316 | NS      | $25103.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       293 | NS      | $35013.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       216 | NS      | $33583.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       226 | NS      | $20434.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       382 | NS      | $45156.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -142 | NC      | $283132.33    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        32 | NC      | $-72245.23    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE/JSE TOP 40   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |         2 | NC      | $-3321.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/CAD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3688.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/EUR FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $777.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/GBP FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3469.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/JPY FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-134.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/NZD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8800.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3281.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 10YR MINI JGB FUT Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |        -1 | NC      | $988.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | STOXX 600 BANK    Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -1 | NC      | $-95.80       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        24 | NC      | $73018.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $5896.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $651.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BP CURRENCY FUT   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -23 | NC      | $21812.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRAZIL REAL FUT   May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       104 | NC      | $14499.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Short Euro-BTP Fu Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -45 | NC      | $10476.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Brent Fin Last Da Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $6579.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-406.66      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $-2764.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-77.30       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         9 | NC      | $-2157.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $-2022.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAD/EUR FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5005.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/JPY FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4080.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        -8 | NC      | $1332.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |         6 | NC      | $-1098.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO STOXX BANK   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         4 | NC      | $-1646.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        -1 | NC      | $-1215.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE      May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $7685.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | C$ CURRENCY FUT   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -11 | NC      | $896.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | C$ CURRENCY FUT   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         3 | NC      | $-5656.46     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAC40 10 EURO FUT Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        -1 | NC      | $194.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAC40 10 EURO FUT Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |         2 | NC      | $-2968.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF/EUR FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4701.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/GBP FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $234.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/JPY FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1847.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $2898.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $368.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CLP/USD FWD 20260406                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-75.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20260406                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5429.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20260413                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4336.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20260413                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $36.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $4696.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CNH/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11001.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -29 | NC      | $-5067.33     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $7168.09      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $46367.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COP/USD FWD 20260406                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6151.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COP/USD FWD 20260406                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1477.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COP/USD FWD 20260413                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1458.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COP/USD FWD 20260413                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5223.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Aug26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-2972.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -7 | NC      | $1652.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -9 | NC      | $-29.83       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Jun27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -5 | NC      | $1265.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -8 | NC      | $61.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -6 | NC      | $540.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $13018.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-4026.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $234.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-2794.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $183.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFF ROBUSTA 10tn May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $3384.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFF ROBUSTA 10tn Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1578.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DAX Mini Future   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $-7510.63     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DJIA MINI e-CBOT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $-4644.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -99 | NC      | $74866.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DOLLAR INDEX      Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -3 | NC      | $-2346.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO FX CURR FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -235 | NC      | $244782.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | E-MINI NATURAL GASMay26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $426.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MAIZE FUT         Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        -1 | NC      | $-536.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -31 | NC      | $49463.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Mar28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -8 | NC      | $1655.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -17 | NC      | $17086.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -37 | NC      | $16805.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun29                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -13 | NC      | $2941.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -16 | NC      | $9972.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -9 | NC      | $5021.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -10 | NC      | $2219.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -13 | NC      | $10609.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -7 | NC      | $2985.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P500 EMINI FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7 | NC      | $36188.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P500 EMINI FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-1448.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/GBP FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9063.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/HUF FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3001.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/JPY FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1012.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/NOK FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2152.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/PLN FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $178.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/SEK FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2758.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2208.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FED FUND 30DAY    Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $873.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -24 | NC      | $-6092.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -8 | NC      | $6679.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                   | Allegion plc                                 | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       109 | NS      | $15836.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                      | Amcor PLC                                    | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | CH        |       595 | NS      | $23651.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                      | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | GB        |       135 | NS      | $43575.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                       | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       259 | NS      | $24861.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       251 | NS      | $49770.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                        | CRH PLC                                      | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       187 | NS      | $19657.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp PLC                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       370 | NS      | $132337.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                    | Invesco Ltd                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |      1099 | NS      | $26694.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc           | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |       472 | NS      | $61808.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                                    | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |       326 | NS      | $161617.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      1193 | NS      | $103373.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings | Norwegian Cruise Line Holdings Ltd           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       762 | NS      | $14249.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL | Seagate Technology Holdings PLC              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |       206 | NS      | $80702.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                    | Pentair PLC                                  | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | GB        |       228 | NS      | $19861.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock PLC           | Smurfit Westrock PLC                         | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |       557 | NS      | $22196.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        97 | NS      | $21449.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                          | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |       104 | NS      | $21738.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       161 | NS      | $67095.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | GB        |        71 | NS      | $20639.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/JPY FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2431.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-853.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STOXX 600 UTIL    Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         4 | NC      | $-736.21      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DAX INDEX FUTURE  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -2 | NC      | $31881.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                      | Chubb Ltd                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       300 | NS      | $97779.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                     | Garmin Ltd                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       131 | NS      | $30393.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HSCEI Futures     Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -4 | NC      | $1865.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COPPER FUTURE     May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $3810.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HANG SENG IDX FUT Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -2 | NC      | $3071.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $6413.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $17369.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $17178.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Aug26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $3916.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HUF/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3622.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MINI HSI IDX FUT  Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -4 | NC      | $1296.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RAPESEED  EURO    May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |         7 | NC      | $5488.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RAPESEED  EURO    Aug26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |         1 | NC      | $2483.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -2 | NC      | $3523.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         4 | NC      | $-11063.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ILS/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $336.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260409                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6394.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260409                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4717.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260413                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17942.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260413                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11805.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260420                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260420                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18900.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260423                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2346.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        -4 | NC      | $6425.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | XAI Emini Industr Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1251.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -7 | NC      | $87575.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IFSC NIFTY 50 FUT Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |        -7 | NC      | $9574.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/NZD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1800.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4478.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPN YEN CURR FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -44 | NC      | $18265.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-5796.09     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |         4 | NC      | $5509.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |         3 | NC      | $6123.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Aug26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |         2 | NC      | $3044.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260406                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16934.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260406                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7419.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260409                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4711.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260409                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2512.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260413                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-15525.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260413                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $47990.27     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260427                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9912.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260504                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15426.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US DOLLAR FUT     Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $325.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $12636.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $2447.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/SEK Future    Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -2 | NC      | $-7925.08     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $137394.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $-141873.44   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-65569.66    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $127785.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-21594.49    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $3487.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Lumber Future     May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-482.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-201.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $5912.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Aug26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-3632.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-5204.45     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $-942.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-824.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Aug26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-192.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-8096.56     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $10189.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-9690.31     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $10064.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-53059.90    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $50131.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-6568.48     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $11147.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-6479.23     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $9436.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-43798.14    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $50877.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-6646.23     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $10281.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3038.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6524.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2454.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2507.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $19448.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-9695.68     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-24.06       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3233.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-8108.28     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6325.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $21151.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-11892.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $18517.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-21120.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4803.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-25507.56    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $11456.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4699.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1737.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $8763.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-15619.59    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $11407.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-1761.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $22997.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-11545.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-2180.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $6302.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $988.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-6314.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-27.42       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1945.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1044.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-2233.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $580.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $867.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-652.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $876.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $52.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-877.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-527.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $8963.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-13501.43    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-5283.81     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $3704.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2498.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $317.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $4296.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $614.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2124.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-2229.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $4464.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-2461.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2540.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $284.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-495.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-2179.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-1595.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-143.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-25.98       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $35174.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $20854.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $3903.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-35009.34    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-722.81      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $610.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $5758.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-1588.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $5441.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $2652.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-1342.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-5736.96     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-8817.46     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-6202.96     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1896.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3870.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-417.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3878.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4034.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3834.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3909.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4330.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3615.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $4706.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-4897.04     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2925.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-2486.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-2697.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-6015.71     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $39052.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-28373.59    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $26683.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-36305.57    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-16564.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $36731.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-7496.27     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $12150.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $-36392.64    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $-8778.53     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-19537.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI EmgMkt       Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-2216.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI EmgMkt       Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-4160.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI EAFE         Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-1571.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ECX EMISSION      Dec27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | NL        |        -1 | NC      | $9473.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7859.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV   | LyondellBasell Industries NV                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |      1398 | NS      | $112622.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV          | NXP Semiconductors NV                        | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       310 | NS      | $61026.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $2796.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NIKKEI 225  (SGX) Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         1 | NC      | $-8995.62     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NOK/SEK FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6174.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6174.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NIKKEI 225 MINI   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        15 | NC      | $-23916.99    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NASDAQ 100 E-MINI Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $10948.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NASDAQ 100 E-MINI Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $10214.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NEW ZEALAND $ FUT Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -24 | NC      | $26451.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NIKKEI 225  (CME) Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-7650.06     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $140.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Euro-OAT Future   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -15 | NC      | $44741.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -37 | NC      | $49063.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MEXICAN PESO FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -5 | NC      | $2363.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MEXICAN PESO FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        28 | NC      | $-13828.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLATINUM FUTURE   Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $3588.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLN/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3815.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | S&P/TSX 60 IX FUT Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         3 | NC      | $-2690.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | OMXS30 IND FUTURE Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |        20 | NC      | $-7888.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE - IC May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-861.49      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $21371.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHITE SUGAR (ICE) Aug26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $2849.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI SING IX ETS  Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         5 | NC      | $-1068.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ROUGH RICE (CBOT) May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $7.68         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CANOLA FUTR (WCE) May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |        27 | NC      | $10619.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CANOLA FUTR (WCE) Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |         4 | NC      | $813.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | E-Mini Russ 2000  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-936.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -20 | NC      | $25468.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO/JPY FUTURE   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         9 | NC      | $-1181.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        12 | NC      | $-7599.97     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $2328.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Nov26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $15330.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $-376.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $2015.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Oct26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $109.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IODEX IO FUT      May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        16 | NC      | $-1352.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $750.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 1 MONTH SOFR FUT  Aug26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $248.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -3 | NC      | $2230.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Mar28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -4 | NC      | $2014.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Jun27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -3 | NC      | $1618.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Jun28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -5 | NC      | $2626.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -3 | NC      | $5258.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -3 | NC      | $1502.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -5 | NC      | $1732.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -3 | NC      | $2512.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -3 | NC      | $1486.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF CURRENCY FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -13 | NC      | $25439.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -21 | NC      | $6688.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Mar28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -7 | NC      | $-212.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Jun27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -20 | NC      | $2727.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Jun28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -6 | NC      | $-285.56      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5 | NC      | $-258.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep29                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $-532.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -30 | NC      | $12273.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18 | NC      | $-694.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -54 | NC      | $34330.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -9 | NC      | $-215.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SGD/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5282.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $-1625.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $-1507.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | STOXX EUROPE 600  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        14 | NC      | $-16908.55    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TOPIX INDX FUTR   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         1 | NC      | $-7719.44     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TRY/USD FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1412.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -68 | NC      | $20069.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260407                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-843.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260407                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7779.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260413                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $161.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260413                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $633.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260427                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1126.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260504                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-468.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FTSE Taiwan Index Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         2 | NC      | $-11620.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -40 | NC      | $183994.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUXL 30Y BND Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -8 | NC      | $-5180.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BMF US Dollar Fut Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |       -15 | NC      | $-1999.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20260430                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8119.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -9 | NC      | $-6897.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE VIX FUTURE   May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-689.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-501.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd    | Royal Caribbean Cruises Ltd                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       126 | NS      | $34672.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO STOXX 50     Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         5 | NC      | $-11206.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        11 | NC      | $18814.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $2080.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Mini Dollar Futur Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |       -48 | NC      | $-1072.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -7 | NC      | $10042.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MINI BOVESPA FUT  Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |         8 | NC      | $1781.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $38176.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-990.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT Aug26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-2672.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | INR/USD           Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |        -1 | NC      | $55.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -27 | NC      | $5528.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SPI 200 FUTURES   Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         2 | NC      | $-4211.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAN 5YR BOND FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         1 | NC      | $-1014.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE CHINA A50    Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         6 | NC      | $-449.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE CHINA A50    Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -18 | NC      | $243.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 3YR BOND FUT Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -60 | NC      | $24084.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | YELLOW MAIZE-SAF  Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |         1 | NC      | $-40.13       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE 100 IDX FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         5 | NC      | $2940.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** LoCorr Investment Trust

**Signature:** Jon Essen

**Name of Signer:** Jon Essen

**Title:** Treasurer