# EDGAR Filing Document

**Accession Number:** 0000924727
**File Stem:** 0001193125-26-118914
**Filing Date:** 2026-3
**Character Count:** 117495
**Document Hash:** ba1839aacd41cb030d9cb31872d43dd1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-118914.hdr.sgml**: 20260323

**ACCESSION NUMBER**: 0001193125-26-118914

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260323

**DATE AS OF CHANGE**: 20260323

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Investment Managers Series Trust III
- **CENTRAL INDEX KEY:** 0000924727

**ORGANIZATION NAME:**
- **EIN:** 043236699
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08544
- **FILM NUMBER:** 26780523

**BUSINESS ADDRESS:**
- **STREET 1:** 235 W. GALENA STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53212
- **BUSINESS PHONE:** 626-385-5777

**MAIL ADDRESS:**
- **STREET 1:** 235 W. GALENA STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53212

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FPA FUNDS TRUST
- **DATE OF NAME CHANGE:** 20021028

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** UAM FUNDS TRUST
- **DATE OF NAME CHANGE:** 19951101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** REGIS FUND II
- **DATE OF NAME CHANGE:** 19940606

## Series and Classes Contracts Data

### Mast Multialternative Strategy Fund (Series ID: S000088667)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000255006 | Class I Shares | CSQIX           |
| C000255007 | Class A Shares | CSQAX           |

## Nport-Ex

**Mast Multialternative Strategy Fund** 

**CONSOLIDATED SCHEDULE OF INVESTMENTS** 

**As of January 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Number |  |  |
| of Shares |  | Value |
|  | **COMMON STOCKS — 36.6%** |  |
|  | **ADVERTISING & MARKETING — 0.3%** |  |
| 1130 | AppLovin Corp. - Class A\* | $**534614** |
|  | **AEROSPACE & DEFENSE — 0.3%** |  |
| 3059 | Howmet Aerospace, Inc. | **636517** |
|  | **ASSET MANAGEMENT — 4.3%** |  |
| 267883 | DigitalBridge Group, Inc. | 4122719 |
| 85713 | Janus Henderson Group PLC | 4125367 |
| 6216 | Robinhood Markets, Inc. - Class A\* | 618368 |
|  |  | **8866454** |
|  | **AUTOMOTIVE — 0.3%** |  |
| 8303 | Aptiv PLC\* | **628952** |
|  | **BANKING — 2.9%** |  |
| 54256 | Comerica, Inc. | 4810879 |
| 22103 | MidWestOne Financial Group, Inc. | 1023811 |
|  |  | **5834690** |
|  | **BIOTECH & PHARMA — 4.5%** |  |
| 288646 | Amicus Therapeutics, Inc.\* | 4124752 |
| 59404 | Avidity Biosciences, Inc.\* | 4310948 |
| 3124 | Johnson & Johnson | 709929 |
|  |  | **9145629** |
|  | **E-COMMERCE DISCRETIONARY — 0.3%** |  |
| 7140 | eBay, Inc. | **651311** |
|  | **ELECTRICAL EQUIPMENT — 1.0%** |  |
| 4448 | Amphenol Corp. - Class A | 640868 |
| 1068 | GE Vernova, Inc. | 775763 |
| 6073 | Johnson Controls International PLC | 724266 |
|  |  | **2140897** |
|  | **ENTERTAINMENT CONTENT — 2.1%** |  |
| 20532 | Electronic Arts, Inc. | **4186885** |
|  | **GAS & WATER UTILITIES — 2.1%** |  |
| 110254 | Essential Utilities, Inc. | **4276753** |
|  | **INSURANCE — 3.3%** |  |
| 110301 | Aspen Insurance Holdings, Ltd.\* | 4117536 |
| 41708 | Brighthouse Financial, Inc.\* | 2671815 |
|  |  | **6789351** |
|  | **INTERNET MEDIA & SERVICES — 1.0%** |  |
| 2059 | Alphabet, Inc., Class C | 697033 |
| 3265 | DoorDash, Inc. - Class A\* | 668084 |
| 8129 | Uber Technologies, Inc.\* | 650727 |
|  |  | **2015844** |

---

**Mast Multialternative Strategy Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued** 

**As of January 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Number of <br>Shares |  | Value |
|  | **COMMON STOCKS (Continued)** |  |
|  | **MACHINERY — 0.3%** |  |
| 1060 | Caterpillar, Inc | $**696802** |
|  | **MEDICAL EQUIPMENT & DEVICES — 1.7%** |  |
| 33128 | Exact Sciences Corp.\* | **3390319** |
|  | **REIT — 0.3%** |  |
| 46664 | Minto Apartment Real Estate Investment Trust | **596965** |
|  | **SEMICONDUCTORS — 4.1%** |  |
| 3009 | Advanced Micro Devices, Inc.\* | 712321 |
| 2000 | Broadcom, Inc. | 662600 |
| 14195 | Intel Corp.\* | 659642 |
| 444 | KLA Corp. | 634005 |
| 3154 | Lam Research Corp. | 736333 |
| 2038 | Micron Technology, Inc. | 845525 |
| 3667 | NVIDIA Corp. | 700874 |
| 43128 | Qorvo, Inc.\* | 3368728 |
|  |  | **8320028** |
|  | **SOFTWARE — 5.0%** |  |
| 72713 | Cantaloupe, Inc.\* | 780938 |
| 170018 | Clearwater Analytics Holdings, Inc. - Class A\* | 4095733 |
| 135799 | Confluent, Inc. - Class A\* | 4147301 |
| 1508 | Crowdstrike Holdings, Inc. - Class A\* | 665639 |
| 3874 | Palantir Technologies, Inc. - Class A\* | 567890 |
|  |  | **10257501** |
|  | **TECHNOLOGY SERVICES — 0.3%** |  |
| 2302 | International Business Machines Corp. | **706023** |
|  | **TRANSPORTATION EQUIPMENT — 2.5%** |  |
| 78454 | REV Group, Inc. | **5013211** |
|  | **TOTAL COMMON STOCKS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $70,766,708) | **74688746** |

---

---

| | | |
|:---|:---|:---|
| Principal |  |  |
| Amount |  |  |
|  | **SHORT-TERM INVESTMENTS — 55.8%** |  |
|  | **MONEY MARKET INVESTMENTS — 44.1%** |  |
| $89771827 | UMB Bank, Money Market Special II Deposit Investment, 3.43%<sup>(a),(b)</sup> | **89771827** |
|  | **TREASURY BILLS — 11.7%** |  |
|  | United States Treasury Bill |  |
| 6000000 | 3.77%, 2/19/2026<sup>(c)</sup> | 5989800 |
| 6000000 | 3.87%, 3/19/2026<sup>(c)</sup> | 5972730 |
| 6000000 | 3.85%, 4/16/2026<sup>(c)</sup> | 5956380 |

---

**Mast Multialternative Strategy Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued** 

**As of January 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal <br>Amount |  | Value |
|  | **SHORT-TERM INVESTMENTS (Continued)** |  |
|  | **MONEY MARKET INVESTMENTS (Continued)** |  |
|  | **TREASURY BILLS (Continued)** |  |
| $6000000 | 3.87%, 5/14/2026<sup>(c)</sup> | $5940048 |
|  |  | **23858958** |
|  | **TOTAL SHORT-TERM INVESTMENTS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $113,618,437) | **113630785** |
|  | **TOTAL INVESTMENTS — 92.4%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $184,385,145) | **188319531** |
|  | Other Assets in Excess of Liabilities — 7.6% | 15408774 |
|  | **TOTAL NET ASSETS — 100.0%** | $**203728305** |

---

---

| | | |
|:---|:---|:---|
| Number <br>of Contracts |  |  |
|  | **WRITTEN OPTIONS CONTRACTS — (0.0)%** |  |
|  | **PUT OPTIONS — (0.0)%** |  |
|  | S&P 500 Index |  |
|  | Exercise Price: $6,940.00, Notional Amount: $(3470000) |  |
| (5) | Expiration Date: February 20, 2026 | **(42975)** |
|  | **TOTAL PUT OPTIONS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Proceeds $73,116) | **(42975)** |
|  | **TOTAL WRITTEN OPTIONS CONTRACTS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Proceeds $73,116) | $**(42975)** |

---

PLC – Public Limited Company

REIT – Real Estate Investment Trusts

\* Non-income producing security.

<sup>(a)</sup> The rate is the annualized seven-day yield at period end.

<sup>(b)</sup> All or a portion of this investment is a holding of Manteio Cayman Multialternative Strategy Fund, Ltd.

<sup>(c)</sup> Treasury bill discount rate.

**Mast Multialternative Strategy Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of January 31, 2026 (Unaudited)**

**SWAP CONTRACTS**

**EQUITY SWAP CONTRACTS**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  | | Premium | Unrealized |
|  |  |  |  | Pay/Receive | Termination | Notional | Paid | Appreciation |
| Counterparty | Reference Entity | Fund Pays | Fund Receives | Frequency | Date | Amount | (Received) | (Depreciation) |
| Barclays Bank PLC | Barclays Commodity Index <sup>1,2</sup> | 0.00% | Basket Return | Monthly | 3/31/26 | $14425875 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | $(39264) |
| Barclays Bank PLC | Barclays Month End Rebalancing Currency Index <sup>2</sup> | 0.00% | Basket Return | Monthly | 3/31/26 | 20131608 |  | (19729) |
| Barclays Bank PLC | Barclays TrendStar Plus Index <sup>2</sup> | 0.00% | Basket Return | Monthly | 3/31/26 | 15074347 |  | (22084) |
| Barclays Bank PLC | Shiller Barclays CAPE US Mid-Month Sector Market Hedged ER Index <sup>2</sup> | 0.00% | Basket Return | Monthly | 3/31/26 | 15576874 |  | 99426 |
| BNP Paribas | Alerian MLP Total Return Index | 0.20% | Index Return | At Maturity | 3/31/26 | 3969810 |  | (1795) |
| BNP Paribas | BNP Paribas Buy Write Call Gold Daily Index <sup>1,2</sup> | 0.50% | Basket Return | At Maturity | 3/31/26 | 15478944 |  | 63139 |
| BNP Paribas | BNP Paribas Credit Flex Basket <sup>2</sup> | 0.00% | Basket Return | At Maturity | 3/31/26 | 30595353 |  | (70570) |
| BNP Paribas | BNP Paribas Dynamic Pre-Roll Alpha ex-Agriculture and Livestock Index <sup>1,2</sup> | 0.08% | Basket Return | At Maturity | 3/31/26 | 14957993 |  | (28064) |
| BNP Paribas | BNP Paribas Equity Low Volatility Europe LS Index <sup>2</sup> | 0.00% | Basket Return | At Maturity | 3/31/26 | 14705453 |  | 366514 |
| BNP Paribas | BNP Paribas GALAXY World Excess Return USD LS Index <sup>2</sup> | 0.08% | Basket Return | At Maturity | 3/31/26 | 21146762 |  | 653354 |
| BNP Paribas | BNP Paribas PPP Long Term Value G10 USD Index <sup>2</sup> | 0.00% | Basket Return | At Maturity | 3/31/26 | 15328627 |  | 25778 |
| BNP Paribas | BNP Paribas Volatility Index ER <sup>2</sup> | 0.35% | Basket Return | At Maturity | 3/31/26 | 14580608 |  | 6169 |
| BNP Paribas | BNP Paribas Volatility Index ER <sup>2</sup> | 0.35% | Basket Return | At Maturity | 3/31/26 | 5992734 |  | 10686 |
| BNP Paribas | BNP USD Custom Equity Basket <sup>2</sup> | 3.70% | Basket Return | At Maturity | 3/31/26 | 15715522 |  | (29112) |
| BNP Paribas | S&P 500 Equal Weighted Communication Services Sector | Index Return | 0.00% | Monthly | 3/31/26 | 345023 |  | (27656) |
| BNP Paribas | S&P 500 Equal Weighted Consumer Discretionary Sector | Index Return | 0.00% | Monthly | 3/31/26 | 1837957 |  | (260) |
| BNP Paribas | S&P 500 Equal Weighted Consumer Staples Sector | Index Return | 0.00% | Monthly | 3/31/26 | 403041 |  | (810) |
| BNP Paribas | S&P 500 Equal Weighted Energy Sector | Index Return | 0.00% | Monthly | 3/31/26 | 775239 |  | (5503) |
| BNP Paribas | S&P 500 Equal Weighted Financials Sector | Index Return | 0.00% | Monthly | 3/31/26 | 2821162 |  | (389) |
| BNP Paribas | S&P 500 Equal Weighted Health Care Sector | Index Return | 0.00% | Monthly | 3/31/26 | 694109 |  | 115906 |
| BNP Paribas | S&P 500 Equal Weighted Industrials Total Return Index | Index Return | 0.00% | Monthly | 3/31/26 | 1734646 |  | (412) |
| BNP Paribas | S&P 500 Equal Weighted Materials Sector | Index Return | 0.00% | Monthly | 3/31/26 | 192070 |  | (94187) |
| BNP Paribas | S&P 500 Equal Weighted Total Return Index | Index Return | 0.00% | Monthly | 3/31/26 | 1362878 |  | (6374) |
| BNP Paribas | S&P 500 Equal Weighted Utilities Sector | Index Return | 0.00% | Monthly | 3/31/26 | 162758 |  | (31573) |
| BNP Paribas | US AI Spending Index <sup>2</sup> | 3.70% | Basket Return | Monthly | 3/31/26 | 1950936 |  | 64458 |
| Goldman Sachs & Co. LLC | Alerian MLP Infrastructure Index | Daily SOFR + 0.92% | Index Return | At Maturity | 3/31/26 | 10463660 |  | 58146 |
| Goldman Sachs & Co. LLC | Alerian MLP Infrastructure Index | Daily SOFR + 0.92% | Index Return | At Maturity | 3/31/26 | 4216031 |  | (287240) |
| Goldman Sachs & Co. LLC | Bloomberg Agriculture Subindex <sup>1</sup> | Index Return | 0.18% | At Maturity | 3/31/26 | 1612113 |  | 12202 |
| Goldman Sachs & Co. LLC | Bloomberg Industrial Metals Subindex <sup>1</sup> | 0.10% | Index Return | At Maturity | 3/31/26 | 1913265 |  | 300025 |
| Goldman Sachs & Co. LLC | Bloomberg Precious Metals Subindex <sup>1</sup> | 0.07% | Index Return | At Maturity | 3/31/26 | 1905063 |  | (122777) |
| Goldman Sachs & Co. LLC | Goldman Sachs Dispersion US Series 31 Excess Return Strategy <sup>2</sup> | 0.00% | Basket Return | At Maturity | 3/31/26 | 26289555 |  | (565565) |
| Goldman Sachs & Co. LLC | Goldman Sachs Dispersion US Series 31 Excess Return Strategy <sup>2</sup> | 0.60% | Basket Return | At Maturity | 3/31/26 | 3965681 |  | (5865) |
| Goldman Sachs & Co. LLC | Goldman Sachs Intraday Trend US Series 75 Excess Return Strategy <sup>2</sup> | 0.00% | Basket Return | At Maturity | 3/31/26 | 7004191 |  | 112662 |
| Goldman Sachs & Co. LLC | Goldman Sachs SAGE Commodity Pairs Strategy <sup>1,2</sup> | 0.00% | Basket Return | At Maturity | 3/31/26 | 25847465 |  | 83554 |
| Goldman Sachs & Co. LLC | MSCI US REIT Index | Daily SOFR + 0.90% | Index Return | Monthly | 3/31/26 | 2796391 |  | 257944 |
| Goldman Sachs & Co. LLC | MSCI US REIT Index | Daily SOFR + 0.485% | Index Return | At Maturity | 3/31/26 | 754611 |  | 6856 |
| Goldman Sachs & Co. LLC | S&P 500 Total Return Index | Index Return | Daily SOFR + 0.55% | Monthly | 3/31/26 | 17653038 |  | 107640 |
| Macquarie Bank Ltd. | Macquarie Bond Auction Congestion Basket Index <sup>2</sup> | 0.15% | Basket Return | At Maturity | 3/31/26 | 14835079 |  | (38674) |
| Macquarie Bank Ltd. | Macquarie Intraday Momentum in WTI Crude <sup>1</sup> | 0.15% | Index Return | At Maturity | 3/31/26 | 9763557 |  | (159817) |
| Macquarie Bank Ltd. | Macquarie WTI Intraday Mean Reversion Index <sup>1</sup> | 0.15% | Index Return | At Maturity | 3/31/26 | 19879042 |  | (24461) |
| Societe Generale | Dow Jones U.S. High Beta Total Return Index | Index Return | 0.20% | Monthly | 3/31/26 | 2243989 |  | 6865 |
| Societe Generale | Dow Jones U.S. High Momentum Total Return Index | 0.20% | Index Return | Monthly | 3/31/26 | 1924097 |  | 26756 |
| Societe Generale | Dow Jones U.S. Low Beta Total Return Index | 0.20% | Index Return | Monthly | 3/31/26 | 2145918 |  | 3697 |
| Societe Generale | Dow Jones U.S. Low Momentum Total Return Index | Index Return | 0.20% | Monthly | 3/31/26 | 1908662 |  | (4399) |
| Societe Generale | Dow Jones U.S. Relative Value Total Return Index | 0.20% | Index Return | Monthly | 3/31/26 | 8224214 |  | (51866) |
| Societe Generale | Dow Jones U.S. Short Relative Value Total Return Index | Index Return | 0.20% | Monthly | 3/31/26 | 8136476 |  | 170266 |
| Societe Generale | Dow Jones U.S. Thematic Long Quality Total Return Index | 0.20% | Index Return | Monthly | 3/31/26 | 1831518 |  | (2492) |
| Societe Generale | Dow Jones U.S. Thematic Short Quality Total Return Index | Index Return | 0.20% | Monthly | 3/31/26 | 2086025 |  | 208182 |
| Societe Generale | Dow Jones U.S. Thematic Long Size Total Return Index | 0.20% | Index Return | Monthly | 3/31/26 | 2010138 |  | (76692) |
| Societe Generale | Dow Jones U.S. Thematic Short Size Total Return Index | Index Return | 0.20% | Monthly | 3/31/26 | 2071122 |  | 12706 |
| Societe Generale | SGI Commodity Dynamic Alpha Index <sup>1,2</sup> | 0.30% | Basket Return | At Maturity | 3/31/26 | 24948559 |  | (74572) |
| Societe Generale | SGI Equity US Intraday Trend 3 Index | 0.30% | Index Return | At Maturity | 3/31/26 | 10202673 |  | 1659 |
| Societe Generale | SGI Rates Slope Trend Index <sup>2</sup> | 0.15% | Basket Return | At Maturity | 3/31/26 | 20316514 |  | (155523) |
| Societe Generale | SGI US Strong Balance Sheet Beta Hedged Index <sup>2</sup> | 0.20% | Basket Return | At Maturity | 3/31/26 | 7681894 |  | 1654 |
| Societe Generale | SGI Volume Premium US Total Return Index <sup>2</sup> | 0.20% | Basket Return | At Maturity | 3/31/26 | 25740914 |  | (28064) |
| Goldman Sachs & Co. LLC | Goldman Sachs RP Equity World Long Short Series 110 Excess Return Strategy <sup>2</sup> | 0.00% | Basket Return - 0.60% | At Maturity | 4/1/26 | 10252384 |  | (91418) |
| Goldman Sachs & Co. LLC | Goldman Sachs RP Equity World Long Short Series 112 Excess Return Strategy <sup>2</sup> | 0.00% | Basket Return - 0.60% | At Maturity | 4/1/26 | 6125492 |  | (1204659) |
| Goldman Sachs & Co. LLC | Goldman Sachs Tactical Factor Suite Value World Top Excess Return Strategy <sup>2</sup> | 0.40% | Basket Return | At Maturity | 4/1/26 | 20915131 |  | (535897) |
| Goldman Sachs & Co. LLC | Goldman Sachs USD Custom Equity Basket <sup>2</sup> | 4.58% | Basket Return | At Maturity | 4/1/26 | 10757148 |  | 317000 |
| Goldman Sachs & Co. LLC | State Street Technology Select Sector SPDR ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 8/13/26 | 2121162 |  | 111378 |
| Goldman Sachs & Co. LLC | Invesco QQQ Trust | Daily SOFR + 0.485% | Equity Return | Monthly | 10/6/26 | 1298188 |  | (26165) |
| Goldman Sachs & Co. LLC | State Street SPDR S&P 500 ETF Trust | Daily SOFR + 0.485% | Equity Return | Monthly | 10/6/26 | 1331194 |  | (3671) |
| Goldman Sachs & Co. LLC | Fifth Third Bancorp | Equity Return | Daily SOFR - 0.40% | Monthly | 10/15/26 | 4374467 |  | 6932 |
| Goldman Sachs & Co. LLC | Fifth Third Bancorp | Equity Return | Daily SOFR - 0.40% | Monthly | 10/20/26 | 54628 |  | (38917) |
| Goldman Sachs & Co. LLC | Fifth Third Bancorp | Equity Return | Daily SOFR - 0.40% | Monthly | 10/22/26 | (85269) |  | (99320) |
| Goldman Sachs & Co. LLC | Fifth Third Bancorp | Equity Return | Daily SOFR - 0.40% | Monthly | 10/26/26 | 28252 |  | 25772 |
| Goldman Sachs & Co. LLC | Fifth Third Bancorp | Equity Return | Daily SOFR - 0.40% | Monthly | 10/27/26 | 12059 |  | (6319) |
| Goldman Sachs & Co. LLC | Fifth Third Bancorp | Equity Return | Daily SOFR - 0.40% | Monthly | 10/30/26 | 7139 |  | 2228 |
| Goldman Sachs & Co. LLC | iShares MSCI Emerging Markets ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 11/4/26 | 1354335 |  | (184) |
| Goldman Sachs & Co. LLC | American Water Works Company, Inc. | Equity Return | Daily SOFR - 0.40% | Monthly | 11/5/26 | 3931329 |  | (11956) |
| Goldman Sachs & Co. LLC | Nicolet Bankshares, Inc. | Equity Return | Daily SOFR - 0.40% | Monthly | 11/5/26 | 967174 |  | 96591 |
| Goldman Sachs & Co. LLC | Skyworks Solutions, Inc. | Equity Return | Daily SOFR - 0.40% | Monthly | 11/5/26 | 2577895 |  | (5764) |
| Goldman Sachs & Co. LLC | American Water Works Company, Inc. | Equity Return | Daily SOFR - 0.40% | Monthly | 11/12/26 | 271017 |  | 222987 |
| Goldman Sachs & Co. LLC | Fifth Third Bancorp | Equity Return | Daily SOFR - 0.40% | Monthly | 11/12/26 | 26768 |  | (30652) |
| Goldman Sachs & Co. LLC | Skyworks Solutions, Inc. | Equity Return | Daily SOFR - 0.40% | Monthly | 11/12/26 | 39938 |  | 8466 |
| Goldman Sachs & Co. LLC | Texas Corp. | Equity Return | Daily SOFR - 0.40% | Monthly | 11/12/26 | 4164386 |  | 8596 |
| Goldman Sachs & Co. LLC | American Water Works Company, Inc. | Equity Return | Daily SOFR - 0.40% | Monthly | 12/3/26 | (128507) |  | (151694) |
| Goldman Sachs & Co. LLC | Fifth Third Bancorp | Equity Return | Daily SOFR - 0.40% | Monthly | 12/3/26 | (17794) |  | (44292) |
| Goldman Sachs & Co. LLC | iShares Russell 2000 Value ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 12/3/26 | 2627058 |  | (3010) |
| Goldman Sachs & Co. LLC | Skyworks Solutions, Inc. | Equity Return | Daily SOFR - 0.40% | Monthly | 12/3/26 | 58860 |  | 43678 |
| Goldman Sachs & Co. LLC | State Street Health Care Select Sector SPDR ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 12/3/26 | 1682053 |  | 378167 |
| Goldman Sachs & Co. LLC | Texas Corp. | Equity Return | Daily SOFR - 0.40% | Monthly | 12/3/26 | 23674 |  | (539) |
| Goldman Sachs & Co. LLC | iShares 3-7 Year Treasury Bond ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 12/16/26 | 669484 |  | (31501) |
| Goldman Sachs & Co. LLC | Investco QQQ ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 12/23/26 | 2526193 |  | (150) |
| Goldman Sachs & Co. LLC | iShares 3-7 Year Treasury Bond ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 12/23/26 | 1341889 |  | (1755) |
| Goldman Sachs & Co. LLC | iShares MSCI Emerging Markets ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 12/23/26 | 2645308 |  | 4616 |
| Goldman Sachs & Co. LLC | iShares Russell 2000 Value ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 12/23/26 | 5065887 |  | 4459 |
| Goldman Sachs & Co. LLC | State Street Health Care Select Sector SPDR ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 12/23/26 | 2492045 |  | 4583 |
| Goldman Sachs & Co. LLC | State Street SPDR S&P 500 ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 12/23/26 | 2557555 |  | (76) |
| Goldman Sachs & Co. LLC | State Street Technology Select Sector SPDR ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 12/23/26 | 3833603 |  | (562) |
| Goldman Sachs & Co. LLC | American Water Works Company, Inc. | Equity Return | Daily SOFR - 0.40% | Monthly | 12/31/26 | 31794 |  | (2859) |
| Goldman Sachs & Co. LLC | Fifth Third Bancorp | Equity Return | Daily SOFR - 0.40% | Monthly | 12/31/26 | 13039 |  | (429) |
| Goldman Sachs & Co. LLC | American Water Works Company, Inc. | Equity Return | Daily SOFR - 0.40% | Monthly | 1/7/27 | 68383 |  | 2511 |
| Goldman Sachs & Co. LLC | Fifth Third Bancorp | Equity Return | Daily SOFR - 0.40% | Monthly | 1/7/27 | 115377 |  | 3531 |
| Goldman Sachs & Co. LLC | Skyworks Solutions, Inc. | Equity Return | Daily SOFR - 0.40% | Monthly | 1/7/27 | (76763) |  | (133478) |
| Goldman Sachs & Co. LLC | Texas Corp. | Equity Return | Daily SOFR - 0.40% | Monthly | 1/7/27 | 158609 |  | (2413) |
| Goldman Sachs & Co. LLC | State Street SPDR S&P Homebuilders ETF | Daily SOFR + 0.485% | Equity Return | Monthly | 1/21/27 | 1919332 |  | (616) |
| **TOTAL EQUITY SWAP CONTRACTS** | **TOTAL EQUITY SWAP CONTRACTS** | **TOTAL EQUITY SWAP CONTRACTS** |  |  |  |  |  | $**(386346)** |

---

<sup>1</sup> This investment is a holding of Manteio Cayman Multialternative Strategy Fund, Ltd.

<sup>2</sup> The index constituents are available on the Fund's website.

SOFR – Secured Overnight Financing Rate

**Mast Multialternative Strategy Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of January 31, 2026 (Unaudited)**

**FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| <br>**Purchase Contracts** | <br>**Counterparty** | <br>**Currency**<br>**Exchange** | <br>**Settlement**<br>**Date** | **Currency**<br>**Amount**<br>**Purchased** | **Value At**<br>**Settlement**<br>**Date** |<br>**Value At**<br>**January 31, 2026** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| Australian Dollar | Goldman Sachs | AUD per USD | 2/20/2026 | 5349118 | $3569333 | $3724699 | $155366 |
| Brazilian Real | Goldman Sachs | BRL per USD | 2/20/2026 | 6939513 | 1284239 | 1312774 | 28535 |
| British Pound | Goldman Sachs | GBP per USD | 2/20/2026 | 4765711 | 6389770 | 6521037 | 131267 |
| Czech Koruna | Goldman Sachs | CZK per USD | 2/20/2026 | 26590502 | 1270449 | 1295255 | 24806 |
| Euro Currency | Goldman Sachs | EUR per USD | 2/20/2026 | 5457532 | 6353222 | 6475139 | 121917 |
| Hungarian Forint | Goldman Sachs | HUF per USD | 2/20/2026 | 423418580 | 1272865 | 1313895 | 41030 |
| Mexican Peso | Goldman Sachs | MXN per USD | 2/20/2026 | 22793588 | 1286792 | 1301964 | 15172 |
| Norwegian Krone | Goldman Sachs | NOK per USD | 2/20/2026 | 56951836 | 5654022 | 5913218 | 259196 |
| Polish Zloty | Goldman Sachs | PLN per USD | 2/20/2026 | 4619596 | 1269678 | 1300121 | 30443 |
| Turkish Lira | Goldman Sachs | TRY per USD | 2/20/2026 | 56627814 | 1279913 | 1283493 | 3580 |
| South African Rand | Goldman Sachs | ZAR per USD | 2/20/2026 | 21006229 | 1277557 | 1298504 | 20947 |
| Singapore Dollar | Goldman Sachs | SGD per USD | 2/23/2026 | 1640631 | 1275624 | 1291730 | 16106 |
|  |  |  |  |  | 32183464 | 33031829 | 848365 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| <br>**Sale Contracts** | <br>**Counterparty** | <br>**Currency**<br>**Exchange** | <br>**Settlement**<br>**Date** | **Currency**<br>**Amount**<br>**Sold** | **Value At**<br>**Settlement**<br>**Date** |<br>**Value At**<br>**January 31, 2026** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| Canadian Dollar | Goldman Sachs | CAD per USD | 2/19/2026 | (9857696) | (7091103) | (7245170) | (154067) |
| Japanese Yen | Goldman Sachs | JPY per USD | 2/20/2026 | (318758061) | (2019885) | (2063148) | (43263) |
| New Zealand Dollar | Goldman Sachs | NZD per USD | 2/20/2026 | (1537360) | (887395) | (926310) | (38915) |
| Swedish Krona | Goldman Sachs | SEK per USD | 2/20/2026 | (55501457) | (6009643) | (6237046) | (227403) |
| Swiss Franc | Goldman Sachs | CHF per USD | 2/20/2026 | (8138428) | (10161476) | (10549654) | (388178) |
|  |  |  |  |  | (26169502) | (27021328) | (851826) |
| **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |  |  | $6013962 | $6010501 | $(3461) |

---

AUD – Australian Dollar

BRL – Brazilian Real

CAD – Canadian Dollar

CHF – Swiss Franc

CZK - Czech Koruna

EUR – Euro

GBP – British Pound

HUF - Hungarian Forint

JPY – Japanese Yen

MXN – Mexican Peso

NOK – Norwegian Krone

NZD – New Zealand Dollar

PLN - Polish Zloty

SEK – Swedish Krona

SGD – Singapore Dollar

TRY - Turkish Lira

ZAR – South African Rand

**Mast Multialternative Strategy Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of January 31, 2026 (Unaudited)**

**FUTURES CONTRACTS**

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Long Contracts** | <br>**Expiration**<br>**Date** |<br>**Number of**<br>**Contracts** |<br>**Notional**<br>**Value** | **Value/Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| **Commodity Futures** |  |  |  |  |
| CBOT Corn<sup>1</sup> | May 2026 | 224 | $4880400 | $(10312) |
| CBOT Soybean<sup>1</sup> | May 2026 | 91 | 4900350 | (23487) |
| CBOT Soybean Oil<sup>1</sup> | May 2026 | 86 | 2789496 | (36914) |
| CBOT Soybean Meal<sup>1</sup> | May 2026 | 86 | 2558500 | (18864) |
| CBOT Wheat<sup>1</sup> | May 2026 | 158 | 4313400 | 59535 |
| CME Lean Hogs<sup>1</sup> | February 2026 | 5 | 174500 | (1194) |
| CME Live Cattle<sup>1</sup> | February 2026 | 2 | 188680 | 2204 |
| CMX Copper<sup>1</sup> | May 2026 | 41 | 6131550 | (60050) |
| CMX Gold<sup>1</sup> | March 2026 | 1 | 472820 | (37333) |
| CMX Gold<sup>1</sup> | April 2026 | 18 | 8541180 | (1479380) |
| CMX Silver<sup>1</sup> | May 2026 | 9 | 3561300 | (1397770) |
| ECX Emissions<sup>1</sup> | February 2026 | 34 | 3210171 | (229838) |
| ICE Brent Crude Oil<sup>1</sup> | April 2026 | 18 | 1247760 | (4882) |
| ICE Low Sulphur Gas<sup>1</sup> | February 2026 | 12 | 891000 | 90164 |
| ICE Low Sulphur Gas<sup>1</sup> | May 2026 | 47 | 3260625 | 122933 |
| KCBT Hard Red Winter Wheat<sup>1</sup> | March 2026 | 3 | 81712 | 3716 |
| LME Lead<sup>1</sup> | February 2026 | 7 | 345440 | (3593) |
| LME Lead<sup>1</sup> | March 2026 | 8 | 398224 | (3078) |
| LME Lead<sup>1</sup> | May 2026 | 17 | 859108 | (4387) |
| LME Primary Aluminum<sup>1</sup> | February 2026 | 12 | 938703 | (15474) |
| LME Primary Aluminum<sup>1</sup> | March 2026 | 29 | 2274985 | 169839 |
| LME Primary Aluminum<sup>1</sup> | May 2026 | 47 | 3696609 | (86125) |
| LME Primary Nickel<sup>1</sup> | February 2026 | 3 | 320110 | (9543) |
| LME Primary Nickel<sup>1</sup> | March 2026 | 11 | 1178160 | 194701 |
| LME Primary Nickel<sup>1</sup> | May 2026 | 19 | 2051156 | (35646) |
| LME Zinc<sup>1</sup> | February 2026 | 4 | 340173 | 5426 |
| LME Zinc<sup>1</sup> | March 2026 | 14 | 1194165 | 121356 |
| LME Zinc<sup>1</sup> | May 2026 | 26 | 2211476 | 13306 |
| NYBOT Cocoa<sup>1</sup> | May 2026 | 26 | 1098760 | (10035) |
| NYBOT Coffee 'C'<sup>1</sup> | May 2026 | 20 | 2365125 | (122371) |
| NYBOT Cotton #2<sup>1</sup> | May 2026 | 44 | 1428460 | (7277) |
| NYBOT Sugar #11<sup>1</sup> | May 2026 | 166 | 2573133 | (73283) |
| NYMEX Natural Gas<sup>1</sup> | May 2026 | 246 | 9859680 | 689121 |
| NYMEX NY Harbor ULSD<sup>1</sup> | May 2026 | 25 | 2476005 | 51569 |
| NYMEX RBOB Gasoline<sup>1</sup> | May 2026 | 25 | 2284485 | 35000 |
| NYMEX WTI Crude Oil<sup>1</sup> | May 2026 | 114 | 7332480 | 147577 |
| **Currency Futures** |  |  |  |  |
| Brazilian Real | March 2026 | 40 | 757000 | (5586) |
| CME Australian Dollar | March 2026 | 16 | 1115520 | 40505 |
| CME British Pound | March 2026 | 29 | 2482581 | 14750 |
| CME Canadian Dollar | March 2026 | 27 | 1990710 | (8804) |
| CME Euro | March 2026 | 18 | 2675925 | (20493) |
| **Index Futures** |  |  |  |  |
| CBOE Volatility Index | February 2026 | 26 | 495165 | 17736 |
| E-Mini Industrial Select Sector | March 2026 | 1 | 167370 | 868 |
| E-Mini Technology Select Sector | March 2026 | 1 | 291240 | (452) |
| EUX Euro STOXX 50 | March 2026 | 6 | 423257 | 8823 |
| EURO Stoxx 50 (DIV) | December 2026 | 1171 | 23167366 | 1288167 |
| EURO Stoxx 50 (DIV) | December 2027 | 104 | 2153722 | 62427 |
| Hang Seng Index | February 2026 | 5 | 880045 | 21851 |
| ICF FTSE 100 Index | March 2026 | 5 | 697147 | 20832 |
| Nikkei Stock Index | March 2026 | 2 | 689972 | 7423 |
| **Interest Rate Futures** |  |  |  |  |
| CBOT 2-Year U.S. Treasury Note | March 2026 | 156 | 32524781 | 13482 |
| EUX Euro-Bund | March 2026 | 143 | 21726304 | (31635) |
| MSE Canadian 10 Year Bond | March 2026 | 270 | 24007931 | (75447) |
| SGX 10-Year Mini JGB | March 2026 | 255 | 21682250 | (132999) |
|  |  | **3973** | $**230358167** | $**(742941)** |

---

**Mast Multialternative Strategy Fund**

**CONSOLIDATED SCHEDULE OF INVESTMENTS - Continued**

**As of January 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Short Contracts** | <br>**Expiration**<br>**Date** |<br>**Number of**<br>**Contracts** |<br>**Notional**<br>**Value** | **Value/Unrealized**<br>**Appreciation**<br>**(Depreciation)** |
| **Commodity Futures** |  |  |  |  |
| CBOT Corn<sup>1</sup> | March 2026 | (152) | $(3254700) | $4153 |
| CBOT Soybean<sup>1</sup> | March 2026 | (57) | (3033113) | 20889 |
| CBOT Soybean Oil<sup>1</sup> | March 2026 | (82) | (2632692) | 35492 |
| CBOT Soybean Meal<sup>1</sup> | March 2026 | (76) | (2231360) | 12921 |
| CBOT Wheat<sup>1</sup> | March 2026 | (189) | (5084100) | (79318) |
| CMX Copper<sup>1</sup> | March 2026 | (48) | (7108800) | 46781 |
| CMX Silver<sup>1</sup> | March 2026 | (6) | (2355930) | 891272 |
| ICE Low Sulphur Gas<sup>1</sup> | March 2026 | (46) | (3355700) | (153490) |
| LME Lead<sup>1</sup> | February 2026 | (17) | (838925) | 25489 |
| LME Lead<sup>1</sup> | March 2026 | (25) | (1244450) | 3233 |
| LME Primary Aluminum<sup>1</sup> | February 2026 | (14) | (1095154) | (2183) |
| LME Primary Aluminum<sup>1</sup> | March 2026 | (76) | (5962029) | (98207) |
| LME Primary Nickel<sup>1</sup> | February 2026 | (8) | (853627) | 30368 |
| LME Primary Nickel<sup>1</sup> | March 2026 | (30) | (3213164) | (168619) |
| LME Zinc<sup>1</sup> | February 2026 | (11) | (935475) | (36132) |
| LME Zinc<sup>1</sup> | March 2026 | (41) | (3497197) | (125905) |
| NYBOT Cocoa<sup>1</sup> | March 2026 | (20) | (833000) | (365) |
| NYBOT Coffee 'C'<sup>1</sup> | March 2026 | (14) | (1744313) | 73698 |
| NYBOT Cotton #2<sup>1</sup> | March 2026 | (54) | (1705590) | 13442 |
| NYBOT Sugar #11<sup>1</sup> | March 2026 | (180) | (2876832) | 71812 |
| NYMEX Natural Gas<sup>1</sup> | March 2026 | (254) | (11059160) | (1095182) |
| NYMEX NY Harbor ULSD<sup>1</sup> | March 2026 | (18) | (1914948) | (41552) |
| NYMEX RBOB Gasoline<sup>1</sup> | March 2026 | (21) | (1713020) | (18468) |
| NYMEX WTI Crude Oil<sup>1</sup> | March 2026 | (114) | (7433940) | (164623) |
| **Currency Futures** |  |  |  |  |
| CME Japanese Yen | March 2026 | (12) | (974025) | (16130) |
| **Interest Rate Futures** |  |  |  |  |
| CBOT 10-Year U.S. Treasury Note | March 2026 | (227) | (25384984) | (1227) |
| CBOT Ultra Long-Term U.S. Treasury Bond | March 2026 | (12) | (1409250) | 6448 |
| EUX Euro-Schatz | March 2026 | (32) | (4055193) | (5502) |
| ICF Long Gilt | March 2026 | (187) | (23247058) | 449733 |
| SFE Australian 10-Year Bond | March 2026 | (317) | (24093822) | 37809 |
|  |  | **(2340)** | $**(155141551)** | $**(283363)** |
| **TOTAL FUTURES CONTRACTS** |  |  | $**75216616** | $**(1026304)** |

---

<sup>1</sup> This investment is a holding of Manteio Cayman Multialternative Strategy Fund, Ltd.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Investment Managers Series Trust III

- **b. Investment Company Act file number:** 811-08544

- **c. CIK number of Registrant:** 0000924727

- **d. LEI of Registrant:** 549300H7BXP5EUEHOJ64

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

  - **Street Address 1:** 235 W. Galena Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53212

  - **Telephone number:** 626-385-5777

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

- **a. Name of Series:** Mast Multialternative Strategy Fund

- **b. EDGAR series identifier (if any):** S000088667

- **c. LEI of Series:** 9845004612D3A4CWCN88

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $900349385.32

**Total Liabilities:** $696658403.86

**Net Assets:** $203690981.46

**Amount of Assets Invested in Other Investment Companies:** $25192595.31

**Cash Not Reported:** $18161051.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **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 C000255006 | 1.61%                | -0.46%               | 0.25%                |
| Class ID C000255007 | 1.54%                | -0.40%               | 0.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $597836.12               | $-1632009.43                               |
| Month 2  | $673885.54               | $622382.67                                 |
| Month 3  | $1293599.84              | $688556.16                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LME NICKEL FUTURE MAR 2026   /          | LME NICKEL FUTURE MAR 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -30 | NC      | $-168619.08   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                 | DigitalBridge Group, Inc.                           | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     267883 | NS      | $4122719.37   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 (DIV) DEC26   /           | EURO STOXX 50 (DIV) DEC26   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | DE        |       1171 | NC      | $1288167.44   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 (DIV) DEC27   /           | EURO STOXX 50 (DIV) DEC27   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | DE        |        104 | NC      | $62427.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUT MAR 2026   /               | LME ZINC FUT MAR 2026   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         14 | NC      | $121355.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUT MAR 2026   /               | LME ZINC FUT MAR 2026   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -41 | NC      | $-125905.08   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE MAY 2026   /            | LME ZINC FUTURE MAY 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         26 | NC      | $13305.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Minto Apartment Real Estate In          | Minto Apartment Real Estate Investment Trust - REIT | CUSIP: 60448E954<br>LEI: 8945004CL5S09C4BXW65 | Long             |  | CORP              | CA        |      46664 | NS      | $596964.74    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc          | MidWestOne Financial Group, Inc.                    | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22103 | NS      | $1023810.96   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE ECX EMISSION FEB 26   /             | ICE ECX EMISSION FEB 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DO               |  | NL        |         34 | NC      | $-229838.15   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| MANTEIO AUD FORWARD 78028077   /        | MANTEIO AUD FORWARD 78028077   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | AU        |    5349118 | OU      | $3724698.68   | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO BRL FORWARD 78028095   /        | MANTEIO BRL FORWARD 78028095   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | BR        |    6939513 | OU      | $1312773.86   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO CAD FORWARD 78028087   /        | MANTEIO CAD FORWARD 78028087   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | CA        |   -9857696 | OU      | $-7245169.86  | -3.56%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO CHF FORWARD 78028088   /        | MANTEIO CHF FORWARD 78028088   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | CH        |   -8138428 | OU      | $-10549653.68 | -5.18%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO CZK FORWARD 78028096   /        | MANTEIO CZK FORWARD 78028096   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |   26590502 | OU      | $1295255.26   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO EUR FORWARD 78028080   /        | MANTEIO EUR FORWARD 78028080   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |    5457532 | OU      | $6475138.93   | 3.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO GBP FORWARD 78028081   /        | MANTEIO GBP FORWARD 78028081   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |    4765711 | OU      | $6521037.30   | 3.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO HUF FORWARD 78028097   /        | MANTEIO HUF FORWARD 78028097   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | HU        |  423418580 | OU      | $1313894.84   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO JPY FORWARD 78028091   /        | MANTEIO JPY FORWARD 78028091   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | JP        | -318758061 | OU      | $-2063147.95  | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO MXN FORWARD 78028098   /        | MANTEIO MXN FORWARD 78028098   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | MX        |   22793588 | OU      | $1301964.01   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO NOK FORWARD 78028083   /        | MANTEIO NOK FORWARD 78028083   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NO        |   56951836 | OU      | $5913217.53   | 2.90%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO NZD FORWARD 78028093   /        | MANTEIO NZD FORWARD 78028093   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |   -1537360 | OU      | $-926309.65   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO PLN FORWARD 78028099   /        | MANTEIO PLN FORWARD 78028099   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | PL        |    4619596 | OU      | $1300120.58   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| COCOA FUTURE MAY 26   /                 | COCOA FUTURE MAY 26   /                             | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         26 | NC      | $-10034.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COFFEE C FUTURE MAY 2026   /            | COFFEE C FUTURE MAY 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         20 | NC      | $-122370.79   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPY YEN CURR FUT MARCH 26   /           | JPY YEN CURR FUT MARCH 26   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |        -12 | NC      | $-16129.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COFFEE C FUTURE MAR 2026   /            | COFFEE C FUTURE MAR 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -14 | NC      | $73698.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEANS FUTURE MAY 2026   /            | SOYBEANS FUTURE MAY 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         91 | NC      | $-23487.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SUGAR   FUTURE MAR 26   /               | SUGAR   FUTURE MAR 26   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -180 | NC      | $71812.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUGAR   FUTURE MAY 2026   /             | SUGAR   FUTURE MAY 2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        166 | NC      | $-73283.03    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SILVER FUTURE MAR 2026   /              | SILVER FUTURE MAR 2026   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -6 | NC      | $891272.15    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TRS BPFXLTVG INDEX 78027978   /         | TRS BPFXLTVG INDEX 78027978   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     100767 | NC      | $-28063.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78027721   /       | TRS AWK  U.S. EQUITY 78027721   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -272 | NC      | $-470.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SWKS  U.S. EQUITY 78027835   /      | TRS SWKS  U.S. EQUITY 78027835   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -956 | NC      | $3408.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SGEPSBSB Index 78027666   /         | TRS SGEPSBSB Index 78027666   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      48461 | NC      | $-74571.79    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SGIXRSTE Index 78027667   /         | TRS SGIXRSTE Index 78027667   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      10475 | NC      | $-38674.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AUD USD CURNCY FUT MAR 26   /           | AUD USD CURNCY FUT MAR 26   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |         16 | NC      | $40504.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                 | Amicus Therapeutics, Inc.                           | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     288646 | NS      | $4124751.34   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRS EEM U.S. EQUITY 78027773   /        | TRS EEM U.S. EQUITY 78027773   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      23822 | NC      | $53361.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SWKS  U.S. EQUITY 78027588   /      | TRS SWKS  U.S. EQUITY 78027588   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -39651 | NC      | $372719.40    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78027570   /       | TRS AWK  U.S. EQUITY 78027570   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -30952 | NC      | $-53546.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78027591   /       | TRS AWK  U.S. EQUITY 78027591   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -377 | NC      | $-652.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS TEX  U.S. EQUITY 78027589   /       | TRS TEX  U.S. EQUITY 78027589   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -73632 | NC      | $-41233.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS FITB U.S. EQUITY 78027590   /       | TRS FITB U.S. EQUITY 78027590   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1181 | NC      | $-1889.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWIT  Index 78027662   /         | TRS SPXEWIT  Index 78027662   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        -37 | NC      | $-42377.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWIN INDEX 78027661   /          | TRS SPXEWIN INDEX 78027661   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -102 | NC      | $-103675.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWFN INDEX 78027659   /          | TRS SPXEWFN INDEX 78027659   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -164 | NC      | $18371.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWHC INDEX 78027660   /          | TRS SPXEWHC INDEX 78027660   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        -20 | NC      | $-8128.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWEN INDEX 78027658   /          | TRS SPXEWEN INDEX 78027658   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -119 | NC      | $-96265.05    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWCD INDEX 78027656   /          | TRS SPXEWCD INDEX 78027656   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -172 | NC      | $-36326.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWCS INDEX 78027657   /          | TRS SPXEWCS INDEX 78027657   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        -33 | NC      | $-28734.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS FITB U.S. EQUITY 78027586   /       | TRS FITB U.S. EQUITY 78027586   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -101 | NC      | $-161.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SWKS  U.S. EQUITY 78027592   /      | TRS SWKS  U.S. EQUITY 78027592   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -483 | NC      | $4540.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS IWN U.S. EQUITY 78027594   /        | TRS IWN U.S. EQUITY 78027594   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      14202 | NC      | $123415.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLV U.S. EQUITY 78027593   /        | TRS XLV U.S. EQUITY 78027593   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       8410 | NC      | $-2523.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78027598   /       | TRS AWK  U.S. EQUITY 78027598   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -182 | NC      | $-314.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS FITB U.S. EQUITY 78027595   /       | TRS FITB U.S. EQUITY 78027595   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -545 | NC      | $-872.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SWKS  U.S. EQUITY 78027597   /      | TRS SWKS  U.S. EQUITY 78027597   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -233 | NC      | $2190.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS TEX  U.S. EQUITY 78027596   /       | TRS TEX  U.S. EQUITY 78027596   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -429 | NC      | $-240.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS IEI U.S. EQUITY 78027599   /        | TRS IEI U.S. EQUITY 78027599   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       5865 | NC      | $-997.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BNPMTAIS INDEX 78027672   /         | TRS BNPMTAIS INDEX 78027672   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       9727 | NC      | $111836.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLK U.S. EQUITY 78027571   /        | TRS XLK U.S. EQUITY 78027571   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      13897 | NC      | $-10283.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BXCS1768 INDEX 78027653   /         | TRS BXCS1768 INDEX 78027653   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      36647 | NC      | $-39263.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BXIIMMEU INDEX 78027979   /         | TRS BXIIMMEU INDEX 78027979   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      87124 | NC      | $99425.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BFXSMEUUINDEX 78027690   /          | TRS BFXSMEUUINDEX 78027690   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     145927 | NC      | $-19729.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BXIITSTP INDEX 78027691   /         | TRS BXIITSTP INDEX 78027691   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      63484 | NC      | $-12048.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS RMSG Index 78027678   /             | TRS RMSG Index 78027678   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        240 | NC      | $7617.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS QQQ U.S. EQUITY 78027573   /        | TRS QQQ U.S. EQUITY 78027573   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       2143 | NC      | $8314.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPY U.S. EQUITY 78027574   /        | TRS SPY U.S. EQUITY 78027574   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       1941 | NC      | $8249.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS FITB U.S. EQUITY 78027576   /       | TRS FITB U.S. EQUITY 78027576   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -89830 | NC      | $-143728.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS FITB U.S. EQUITY 78027578   /       | TRS FITB U.S. EQUITY 78027578   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1924 | NC      | $-3078.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS FITB U.S. EQUITY 78027579   /       | TRS FITB U.S. EQUITY 78027579   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -289 | NC      | $-462.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS FITB U.S. EQUITY 78027581   /       | TRS FITB U.S. EQUITY 78027581   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        -51 | NC      | $-81.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS FITB U.S. EQUITY 78027584   /       | TRS FITB U.S. EQUITY 78027584   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -378 | NC      | $-604.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWMA  Index 78027663   /         | TRS SPXEWMA  Index 78027663   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        -30 | NC      | $-26910.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWUT  Index 78027665   /         | TRS SPXEWUT  Index 78027665   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        -19 | NC      | $-4212.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWTS  Index 78027664   /         | TRS SPXEWTS  Index 78027664   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        -65 | NC      | $6072.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LME ZINC FUT FEB 2026   /               | LME ZINC FUT FEB 2026   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          4 | NC      | $5425.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUT FEB 2026   /               | LME ZINC FUT FEB 2026   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -11 | NC      | $-36132.46    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO SCHATZ FUT MAR 26   /              | EURO SCHATZ FUT MAR 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -32 | NC      | $-5501.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                     | Electronic Arts, Inc.                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      20532 | NS      | $4186885.44   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                | eBay, Inc.                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       7140 | NS      | $651310.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EUR/USD FUTURE MARCH 2026   /           | EUR/USD FUTURE MARCH 2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |         18 | NC      | $-20492.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO CURRENCY  /                        | EURO CURRENCY  /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |    1113782 | OU      | $1320273.15   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO CURRENCY  /                        | EURO CURRENCY  /                                    | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | XX        |     -19129 | OU      | $-22675.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                     | Exact Sciences Corp.                                | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      33128 | NS      | $3390319.52   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LME NICKEL FUTURE FEB 2026   /          | LME NICKEL FUTURE FEB 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          3 | NC      | $-9542.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR FUT MAR 26   /          | CANADIAN DOLLAR FUT MAR 26   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |         27 | NC      | $-8803.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                           | Confluent, Inc. - Class A                           | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     135799 | NS      | $4147301.46   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WTI CRUDE FUTURE MAR 26   /             | WTI CRUDE FUTURE MAR 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -114 | NC      | $-164623.48   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| WTI CRUDE FUTURE MAY 2026   /           | WTI CRUDE FUTURE MAY 2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        114 | NC      | $147576.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                            | Comerica, Inc.                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      54256 | NS      | $4810879.52   | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND MAR 26   /                | CAN 10YR BOND MAR 26   /                            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        270 | NC      | $-75447.23    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BRENT CRUDE FUTURE APR 26   /           | BRENT CRUDE FUTURE APR 26   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         18 | NC      | $-4881.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                | Crowdstrike Holdings, Inc. - Class A                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       1508 | NS      | $665638.74    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COTTON  FUTURE MAR 26   /               | COTTON  FUTURE MAR 26   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -54 | NC      | $13442.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTTON  FUTURE MAY 2026   /             | COTTON  FUTURE MAY 2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         44 | NC      | $-7276.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                          | Cantaloupe, Inc.                                    | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      72713 | NS      | $780937.62    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings           | Clearwater Analytics Holdings, Inc. - Class A       | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     170018 | NS      | $4095733.62   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                            | DoorDash, Inc. - Class A                            | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       3265 | NS      | $668084.30    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MANTEIO SEK FORWARD 78028094   /        | MANTEIO SEK FORWARD 78028094   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        |  -55501457 | OU      | $-6237046.26  | -3.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO SGD FORWARD 78028100   /        | MANTEIO SGD FORWARD 78028100   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SG        |    1640631 | OU      | $1291729.65   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO TRY FORWARD 78028101   /        | MANTEIO TRY FORWARD 78028101   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | TR        |   56627814 | OU      | $1283493.10   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO ZAR FORWARD 78028102   /        | MANTEIO ZAR FORWARD 78028102   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |   21006229 | OU      | $1298504.32   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                   | Micron Technology, Inc.                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       2038 | NS      | $845525.44    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GAS FUTURE MAR 2026   /         | NATURAL GAS FUTURE MAR 2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -254 | NC      | $-1095181.90  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GAS FUTR MAY 2026   /           | NATURAL GAS FUTR MAY 2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        246 | NC      | $689120.83    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKKEI 225 MARCH 26   /                 | NIKKEI 225 MARCH 26   /                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | JP        |          2 | NC      | $7422.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                             | NVIDIA Corp.                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       3667 | NS      | $700873.71    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc               | Palantir Technologies, Inc. - Class A               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       3874 | NS      | $567889.66    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                               | Qorvo, Inc.                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      43128 | NS      | $3368728.08   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| LOW SU GASOIL G FUT FEB 26   /          | LOW SU GASOIL G FUT FEB 26   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         12 | NC      | $90163.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOW SU GASOIL G FUT MAR 26   /          | LOW SU GASOIL G FUT MAR 26   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -46 | NC      | $-153489.66   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                           | Amphenol Corp. - Class A                            | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       4448 | NS      | $640867.84    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Ltd            | Aspen Insurance Holdings Ltd. - Class A             | CUSIP: G05384501<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EC               | CORP              | BM        |     110301 | NS      | $4117536.33   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc              | Advanced Micro Devices, Inc.                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       3009 | NS      | $712320.57    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GASOLINE RBOB FUT MAR 26   /            | GASOLINE RBOB FUT MAR 26   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -21 | NC      | $-18468.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GASOLINE RBOB FUT MAY 26   /            | GASOLINE RBOB FUT MAY 26   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         25 | NC      | $34999.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT MAR 26   /            | AUST 10Y BOND FUT MAR 26   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       -317 | NC      | $37809.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 IDX FUT MARCH 2026   /         | FTSE 100 IDX FUT MARCH 2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | GB        |          5 | NC      | $20831.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEAT FUTURE MAR 2026   /               | WHEAT FUTURE MAR 2026   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -189 | NC      | $-79317.82    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| WHEAT FUTURE MAY 2026   /               | WHEAT FUTURE MAY 2026   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        158 | NC      | $59535.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA LONG T-BOND FUTURE MAR 2026   /   | ULTRA LONG T-BOND FUTURE MAR 2026   /               | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -12 | NC      | $6448.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                 | Essential Utilities, Inc.                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     110254 | NS      | $4276752.66   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                           | AppLovin Corp. - Class A                            | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       1130 | NS      | $534614.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                               | Aptiv PLC                                           | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       8303 | NS      | $628952.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR  /                    | AUSTRALIAN DOLLAR  /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | AU        |      46433 | OU      | $32332.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                            | Broadcom, Inc.                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       2000 | NS      | $662600.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc               | Brighthouse Financial, Inc.                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      41708 | NS      | $2671814.48   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JPN 10YR MINI JGB MAR 26   /            | JPN 10YR MINI JGB MAR 26   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | SG        |        255 | NC      | $-132998.67   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN OIL FUTURE MAR 2026   /         | SOYBEAN OIL FUTURE MAR 2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -82 | NC      | $35492.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN OIL FUTURE MAY 2026   /         | SOYBEAN OIL FUTURE MAY 2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         86 | NC      | $-36913.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BP CURRENCY FUTURE MAR 26   /           | BP CURRENCY FUTURE MAR 26   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |         29 | NC      | $14750.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZIL REAL FUTURE MAR 26   /           | BRAZIL REAL FUTURE MAR 26   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |         40 | NC      | $-5586.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CORN FUTURE MAR 2026   /                | CORN FUTURE MAR 2026   /                            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -152 | NC      | $4153.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORN FUTURE MAY 2026   /                | CORN FUTURE MAY 2026   /                            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        224 | NC      | $-10312.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLARS  /                     | CANADIAN DOLLARS  /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | CA        |      61413 | OU      | $45100.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                         | Caterpillar, Inc.                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       1060 | NS      | $696801.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COCOA FUTURE MAR 2026   /               | COCOA FUTURE MAR 2026   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -20 | NC      | $-365.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                | KLA Corp.                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        444 | NS      | $634005.36    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KC HRW WHEAT FUT MAR 2026   /           | KC HRW WHEAT FUT MAR 2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $3716.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LME PRI ALUM FUT FEB 26   /             | LME PRI ALUM FUT FEB 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         12 | NC      | $-15473.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LME PRI ALUM FUT FEB 26   /             | LME PRI ALUM FUT FEB 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -14 | NC      | $-2183.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LME PRI ALUM FUT MAR 26   /             | LME PRI ALUM FUT MAR 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         29 | NC      | $169838.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LME PRI ALUM FUT MAR 26   /             | LME PRI ALUM FUT MAR 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -76 | NC      | $-98207.38    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LME PRI ALUM FUT MAY 26   /             | LME PRI ALUM FUT MAY 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         47 | NC      | $-86125.67    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CATTLE FUTURES FEB 26   /               | CATTLE FUTURES FEB 26   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $2204.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAN HOG FUTURE FEB 2026   /            | LEAN HOG FUTURE FEB 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          5 | NC      | $-1194.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LME LEAD FUTURE FEB 26   /              | LME LEAD FUTURE FEB 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          7 | NC      | $-3593.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LME LEAD FUTURE FEB 26   /              | LME LEAD FUTURE FEB 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -17 | NC      | $25489.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LME LEAD FUTURE MAR 26   /              | LME LEAD FUTURE MAR 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          8 | NC      | $-3077.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LME LEAD FUTURE MAR 26   /              | LME LEAD FUTURE MAR 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -25 | NC      | $3232.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LME LEAD FUTURE MAY 26   /              | LME LEAD FUTURE MAY 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         17 | NC      | $-4386.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LOW SU GASOIL G FUT MAY 26   /          | LOW SU GASOIL G FUT MAY 26   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         47 | NC      | $122933.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                           | REV Group, Inc.                                     | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      78454 | NS      | $5013210.60   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                 | Avidity Biosciences, Inc.                           | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      59404 | NS      | $4310948.28   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURES MAR 2026   /          | EURO-BUND FUTURES MAR 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        143 | NC      | $-31634.99    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEANS FUTURE MAR 2026   /            | SOYBEANS FUTURE MAR 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -57 | NC      | $20888.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVER FUTURE MAY 2026   /              | SILVER FUTURE MAY 2026   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          9 | NC      | $-1397769.91  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN MEAL FUTR MAR 26   /            | SOYBEAN MEAL FUTR MAR 26   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -76 | NC      | $12920.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN MEAL FUTURE MAY 2026   /        | SOYBEAN MEAL FUTURE MAY 2026   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         86 | NC      | $-18863.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UMB MONEY MARKET II SPECIAL   /         | UMB MONEY MARKET II SPECIAL   /                     | CUSIP: SF8888628<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   86369707 | PA      | $86369706.89  | 42.40%            |  |  |  | No            |                  1 | On Loan: No      |
| 2YR T-NOTE FUT MAR26 INDEX MAR 26   /   | 2YR T-NOTE FUT MAR26 INDEX MAR 26   /               | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | US        |        156 | NC      | $13481.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX  2/20/26 P6940 02/26 6940.0 PUT   / | SPX  2/20/26 P6940 02/26 6940.0 PUT   /             | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |         -5 | NC      | $-42975.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TRS GSISM110 INDEX 78027742   /         | TRS GSISM110 INDEX 78027742   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     244650 | NC      | $298473.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BNPIPRXA INDEX 78027795   /         | TRS BNPIPRXA INDEX 78027795   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     123218 | NC      | $-28266.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BNPIVOLA INDEX 78027796   /         | TRS BNPIVOLA INDEX 78027796   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     208074 | NC      | $-87973.68    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BNPIPLEE INDEX 78027794   /         | TRS BNPIPLEE INDEX 78027794   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | XX        |      75711 | NC      | $-28064.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BPFXGWUR INDEX 78027792   /         | TRS BPFXGWUR INDEX 78027792   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      70188 | NC      | $107640.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GSCBMNTO INDEX 78027698   /         | TRS GSCBMNTO INDEX 78027698   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      86151 | NC      | $-115812.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPTR INDEX 78027693   /             | TRS SPTR INDEX 78027693   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      -1149 | NC      | $-196487.95   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BNPMTLBO INDEX 78027697   /         | TRS BNPMTLBO INDEX 78027697   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      16896 | NC      | $-235457.50   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS MQCPM2CL SWAP 78027654   /          | TRS MQCPM2CL SWAP 78027654   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      40330 | NC      | $112661.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS AMZIX Index GS 78027689   /         | TRS AMZIX Index GS 78027689   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        887 | NC      | $-4151.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS GSVIVV75 Index 78028216   /         | TRS GSVIVV75 Index 78028216   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      32452 | NC      | $10686.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GSVIUS31 Index 78027668   /         | TRS GSVIUS31 Index 78027668   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      31110 | NC      | $25777.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BNPIVOLA INDEX 78027796   /         | TRS BNPIVOLA INDEX 78027796   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      85946 | NC      | $1658.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE MAR 2026   /           | LONG GILT FUTURE MAR 2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       -187 | NC      | $449733.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT BRITAIN POUND  /                  | GREAT BRITAIN POUND  /                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | GB        |     444865 | OU      | $608737.16    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD 100 OZ FUTURE MAR 2026   /         | GOLD 100 OZ FUTURE MAR 2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-37332.77    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLD 100 TROY FUTURE APR 26   /         | GOLD 100 TROY FUTURE APR 26   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         18 | NC      | $-1479379.86  | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                          | GE Vernova, Inc.                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       1068 | NS      | $775763.16    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                            | Alphabet, Inc. - Class C                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       2059 | NS      | $697033.27    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COPPER FUTURE MARCH 26   /              | COPPER FUTURE MARCH 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -48 | NC      | $46781.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COPPER FUTURE MAY 2026   /              | COPPER FUTURE MAY 2026   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         41 | NC      | $-60050.49    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HANG SENG INDEX FEB 26   /              | HANG SENG INDEX FEB 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | HK        |          5 | NC      | $21850.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG DOLLAR  /                     | HONG KONG DOLLAR  /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | HK        |     641300 | OU      | $82090.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NY HARBOR ULSD MAR 2026   /             | NY HARBOR ULSD MAR 2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -18 | NC      | $-41552.38    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NY HARBOR ULSD MAY 2026   /             | NY HARBOR ULSD MAY 2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         25 | NC      | $51568.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                   | Robinhood Markets, Inc. - Class A                   | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       6216 | NS      | $618367.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                    | Howmet Aerospace, Inc.                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       3059 | NS      | $636516.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                     | International Business Machines Corp.               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       2302 | NS      | $706023.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                              | Intel Corp.                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      14195 | NS      | $659641.65    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| XAI EMINI INDUSTRY MAR 2026   /         | XAI EMINI INDUSTRY MAR 2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |          1 | NC      | $867.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMINI XAK TECHNOLOGY MAR 2026   /       | EMINI XAK TECHNOLOGY MAR 2026   /                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |          1 | NC      | $-452.15      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International          | Johnson Controls International plc                  | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       6073 | NS      | $724265.98    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC               | Janus Henderson Group PLC                           | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |      85713 | NS      | $4125366.69   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                       | Johnson & Johnson                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       3124 | NS      | $709929.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN  /                         | JAPANESE YEN  /                                     | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | JP        |  -24802327 | OU      | $-160263.16   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TRS NIC  U.S. EQUITY 78027587   /       | TRS NIC  U.S. EQUITY 78027587   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      -7018 | NC      | $-153904.74   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTSSST  Index 78027682   /         | TRS DJTSSST  Index 78027682   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -317 | NC      | $-1795.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS AMZX  Index 78027671   /            | TRS AMZX  Index 78027671   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       1520 | NC      | $257943.78    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS RMSG Index 78027678   /             | TRS RMSG Index 78027678   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        830 | NC      | $73883.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LME NICKEL FUTURE FEB 2026   /          | LME NICKEL FUTURE FEB 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -8 | NC      | $30367.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LME NICKEL FUTURE MAR 2026   /          | LME NICKEL FUTURE MAR 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         11 | NC      | $194700.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LME NICKEL FUTURE MAY 2026   /          | LME NICKEL FUTURE MAY 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         19 | NC      | $-35645.61    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                       | Lam Research Corp.                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       3154 | NS      | $736332.84    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| 10 YR T-NOTE FUTURE MAR 2026   /        | 10 YR T-NOTE FUTURE MAR 2026   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -227 | NC      | $-1227.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                   | Uber Technologies, Inc.                             | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       8129 | NS      | $650726.45    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE VIX INDEX FEB 26   /               | CBOE VIX INDEX FEB 26   /                           | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |         26 | NC      | $17736.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 MAR 26   /                | EURO STOXX 50 MAR 26   /                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | DE        |          6 | NC      | $8823.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRS FITB U.S. EQUITY 78027832   /       | TRS FITB U.S. EQUITY 78027832   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      -2280 | NC      | $-2655.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS TEX  U.S. EQUITY 78027833   /       | TRS TEX  U.S. EQUITY 78027833   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      -2787 | NC      | $2162.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78027834   /       | TRS AWK  U.S. EQUITY 78027834   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -516 | NC      | $-758.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XHB U.S. EQUITY 78028172   /        | TRS XHB U.S. EQUITY 78028172   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      17081 | NC      | $-68367.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCKTIGHY  INDEX 78028217   /        | TRS BCKTIGHY  INDEX 78028217   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      16365 | NC      | $-6374.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS MQCPR1CL swap 78027688   /          | TRS MQCPR1CL swap 78027688   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      96278 | NC      | $-1202406.31  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS ABGSSA02 INDEX 78027652   /         | TRS ABGSSA02 INDEX 78027652   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      69560 | NC      | $-565564.54   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCOMPR Index GS 78027685   /        | TRS BCOMPR Index GS 78027685   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       4096 | NC      | $58273.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCOMIN Index GS 78027684   /        | TRS BCOMIN Index GS 78027684   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       9748 | NC      | $64102.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCOMAG Index GS 78027686   /        | TRS BCOMAG Index GS 78027686   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     -30021 | NC      | $5762.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GSISM112 Index 78027743   /         | TRS GSISM112 Index 78027743   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      83146 | NC      | $74831.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GSVIUS31 Index 78027668   /         | TRS GSVIUS31 Index 78027668   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     211858 | NC      | $366514.34    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS AMZIX Index GS 78027689   /         | TRS AMZIX Index GS 78027689   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       2187 | NC      | $687579.68    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BNPIBWGD INDEX 78027791   /         | TRS BNPIBWGD INDEX 78027791   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      32273 | NC      | $323814.38    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5989800.00   | 2.94%             | 2026-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5972730.00   | 2.93%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5956380.00   | 2.92%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5940048.00   | 2.92%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRS SGITES3  Index 78027695   /         | TRS SGITES3  Index 78027695   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       8351 | NC      | $1653.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SGIXEVR2 Index 78027694   /         | TRS SGIXEVR2 Index 78027694   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      17965 | NC      | $-155523.01   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS IEI U.S. EQUITY 78027609   /        | TRS IEI U.S. EQUITY 78027609   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      11242 | NC      | $-1911.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EEM U.S. EQUITY 78027797   /        | TRS EEM U.S. EQUITY 78027797   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      46442 | NC      | $104030.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLV U.S. EQUITY 78027611   /        | TRS XLV U.S. EQUITY 78027611   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      16044 | NC      | $-4813.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS IWN U.S. EQUITY 78027608   /        | TRS IWN U.S. EQUITY 78027608   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      27331 | NC      | $237506.39    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS QQQ U.S. EQUITY 78027607   /        | TRS QQQ U.S. EQUITY 78027607   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       4088 | NC      | $15861.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLK U.S. EQUITY 78027610   /        | TRS XLK U.S. EQUITY 78027610   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      26512 | NC      | $-19618.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPY U.S. EQUITY 78027612   /        | TRS SPY U.S. EQUITY 78027612   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       3719 | NC      | $15805.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS FITB U.S. EQUITY 78027722   /       | TRS FITB U.S. EQUITY 78027722   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -277 | NC      | $-443.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SGICCODA Index 78027696   /         | TRS SGICCODA Index 78027696   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     225584 | NC      | $-535897.35   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS MQIS440 swap 78027655   /           | TRS MQIS440 swap 78027655   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     132822 | NC      | $-75456.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS GSISEVWT INDEX 78027744   /         | TRS GSISEVWT INDEX 78027744   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     244039 | NC      | $12201.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTLSST Index 78027676   /          | TRS DJTLSST Index 78027676   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        577 | NC      | $-51866.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTLSVT Index 78027677   /          | TRS DJTLSVT Index 78027677   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       1692 | NC      | $170265.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTSSVT Index 78027683   /          | TRS DJTSSVT Index 78027683   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      -1655 | NC      | $208182.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTSQUT Index 78027681   /          | TRS DJTSQUT Index 78027681   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -431 | NC      | $3566.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTLABT  Index 78027673   /         | TRS DJTLABT  Index 78027673   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        490 | NC      | $26803.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTLMOT  Index 78027674   /         | TRS DJTLMOT  Index 78027674   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        305 | NC      | $-1909.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTLQUT  Index 78027675   /         | TRS DJTLQUT  Index 78027675   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        345 | NC      | $-4399.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTSMOT  Index 78027680   /         | TRS DJTSMOT  Index 78027680   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -599 | NC      | $6797.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTSABT  Index 78027679   /         | TRS DJTSABT  Index 78027679   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -557 | NC      | $12593.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-17

**Name of Applicant:** Investment Managers Series Trust III

**Signature:** /s/ Maureen Quill

**Name of Signer:** Maureen Quill

**Title:** President