# EDGAR Filing Document

**Accession Number:** 0001506768
**File Stem:** 0000894189-25-013955
**Filing Date:** 2025-11
**Character Count:** 320329
**Document Hash:** 812b30564e64e4c037620915730568bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-013955.hdr.sgml**: 20251118

**ACCESSION NUMBER**: 0000894189-25-013955

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251118

**DATE AS OF CHANGE**: 20251118

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22509
- **FILM NUMBER:** 251493578

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

---

| |
|:---|
| **LoCorr Strategic Allocation Fund** |
| **Consolidated Schedule of Investments** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COMMON STOCKS - 47.8%** | **COMMON STOCKS - 47.8%** | **Shares** |  | **Value**  |
| **Advertising - 0.1%** | **Advertising - 0.1%** | **Advertising - 0.1%** | **Advertising - 0.1%** |  |
| Interpublic Group of Cos., Inc. | Interpublic Group of Cos., Inc. | 399 |  | $11136 |
| Omnicom Group, Inc. | Omnicom Group, Inc. | 132 |  | 10762 |
| Trade Desk, Inc. - Class A <sup>(a)</sup> | Trade Desk, Inc. - Class A <sup>(a)</sup> | 236 |  | 11566 |
|  |  |  |  | 33464 |
| **Aerospace & Defense - 1.0%** | **Aerospace & Defense - 1.0%** | **Aerospace & Defense - 1.0%** | **Aerospace & Defense - 1.0%** |  |
| Boeing Co. <sup>(a)</sup> | Boeing Co. <sup>(a)</sup> | 260 |  | 56116 |
| General Dynamics Corp. | General Dynamics Corp. | 124 |  | 42284 |
| General Electric Co. | General Electric Co. | 418 |  | 125743 |
| Howmet Aerospace, Inc. | Howmet Aerospace, Inc. | 140 |  | 27472 |
| L3Harris Technologies, Inc. | L3Harris Technologies, Inc. | 65 |  | 19852 |
| Lockheed Martin Corp. | Lockheed Martin Corp. | 97 |  | 48423 |
| Northrop Grumman Corp. | Northrop Grumman Corp. | 65 |  | 39606 |
| RTX Corp. | RTX Corp. | 563 |  | 94207 |
| TransDigm Group, Inc. | TransDigm Group, Inc. | 17 |  | 22406 |
|  |  |  |  | 476109 |
| **Agriculture - 0.3%** | **Agriculture - 0.3%** | **Agriculture - 0.3%** | **Agriculture - 0.3%** |  |
| Altria Group, Inc. | Altria Group, Inc. | 722 |  | 47695 |
| Archer-Daniels-Midland Co. | Archer-Daniels-Midland Co. | 241 |  | 14397 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | 484 |  | 78505 |
|  |  |  |  | 140597 |
| **Airlines - 0.1%** | **Airlines - 0.1%** | **Airlines - 0.1%** | **Airlines - 0.1%** |  |
| Delta Air Lines, Inc. | Delta Air Lines, Inc. | 333 |  | 18898 |
| United Airlines Holdings, Inc. <sup>(a)</sup> | United Airlines Holdings, Inc. <sup>(a)</sup> | 116 |  | 11194 |
|  |  |  |  | 30092 |
| **Apparel - 0.1%** | **Apparel - 0.1%** | **Apparel - 0.1%** | **Apparel - 0.1%** |  |
| Deckers Outdoor Corp. <sup>(a)</sup> | Deckers Outdoor Corp. <sup>(a)</sup> | 95 |  | 9630 |
| NIKE, Inc. - Class B | NIKE, Inc. - Class B | 542 |  | 37794 |
|  |  |  |  | 47424 |
| **Auto Manufacturers - 1.2%** | **Auto Manufacturers - 1.2%** | **Auto Manufacturers - 1.2%** | **Auto Manufacturers - 1.2%** |  |
| Cummins, Inc. | Cummins, Inc. | 70 |  | 29566 |
| Ford Motor Co. | Ford Motor Co. | 2417 |  | 28907 |
| General Motors Co. | General Motors Co. | 380 |  | 23169 |
| PACCAR, Inc. | PACCAR, Inc. | 155 |  | 15240 |
| Tesla Motors, Inc. <sup>(a)</sup> | Tesla Motors, Inc. <sup>(a)</sup> | 1096 |  | 487413 |
|  |  |  |  | 584295 |
| **Banks - 2.2%** | **Banks - 2.2%** | **Banks - 2.2%** | **Banks - 2.2%** |  |
| Bank of America Corp. | Bank of America Corp. | 2715 |  | 140067 |
| Bank of New York Mellon Corp. | Bank of New York Mellon Corp. | 290 |  | 31598 |
| Citigroup, Inc. | Citigroup, Inc. | 790 |  | 80185 |
| Fifth Third Bancorp | Fifth Third Bancorp | 649 |  | 28913 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | 116 |  | 92377 |
| Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH | 543 |  | 9378 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | 1117 |  | 352335 |
| M&T Bank Corp. | M&T Bank Corp. | 73 |  | 14426 |
| Morgan Stanley | Morgan Stanley | 446 |  | 70896 |
| Northern Trust Corp. | Northern Trust Corp. | 75 |  | 10095 |
| PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. | 212 |  | 42597 |
| State Street Corp. | State Street Corp. | 89 |  | 10325 |
| Truist Financial Corp. | Truist Financial Corp. | 240 |  | 10973 |
| US Bancorp | US Bancorp | 543 |  | 26243 |
| Wells Fargo & Co. | Wells Fargo & Co. | 1304 |  | 109301 |
|  |  |  |  | 1029709 |
| **Beverages - 0.5%** | **Beverages - 0.5%** | **Beverages - 0.5%** | **Beverages - 0.5%** |  |
| Brown-Forman Corp. - Class B | Brown-Forman Corp. - Class B | 331 |  | 8963 |
| Coca-Cola Co. | Coca-Cola Co. | 1883 |  | 124881 |
| Monster Beverage Corp. <sup>(a)</sup> | Monster Beverage Corp. <sup>(a)</sup> | 244 |  | 16424 |
| PepsiCo, Inc. | PepsiCo, Inc. | 675 |  | 94797 |
|  |  |  |  | 245065 |
| **Biotechnology - 0.4%** | **Biotechnology - 0.4%** | **Biotechnology - 0.4%** | **Biotechnology - 0.4%** |  |
| Amgen, Inc. | Amgen, Inc. | 219 |  | 61802 |
| Corteva, Inc. | Corteva, Inc. | 234 |  | 15825 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | 484 |  | 53724 |
| Moderna, Inc. <sup>(a)</sup> | Moderna, Inc. <sup>(a)</sup> | 448 |  | 11572 |
| Regeneron Pharmaceuticals, Inc. | Regeneron Pharmaceuticals, Inc. | 49 |  | 27551 |
|  |  |  |  | 170474 |
| **Building Materials - 0.3%** | **Building Materials - 0.3%** | **Building Materials - 0.3%** | **Building Materials - 0.3%** |  |
| Builders FirstSource, Inc. <sup>(a)</sup> | Builders FirstSource, Inc. <sup>(a)</sup> | 89 |  | 10791 |
| Johnson Controls International PLC | Johnson Controls International PLC | 286 |  | 31446 |
| Lennox International, Inc. | Lennox International, Inc. | 20 |  | 10587 |
| Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | 25 |  | 15757 |
| Trane Technologies PLC | Trane Technologies PLC | 91 |  | 38398 |
| Vulcan Materials Co. | Vulcan Materials Co. | 40 |  | 12305 |
|  |  |  |  | 119284 |
| **Chemicals - 0.5%** | **Chemicals - 0.5%** | **Chemicals - 0.5%** | **Chemicals - 0.5%** |  |
| Air Products and Chemicals, Inc. | Air Products and Chemicals, Inc. | 114 |  | 31090 |
| Albemarle Corp. | Albemarle Corp. | 117 |  | 9487 |
| CF Industries Holdings, Inc. | CF Industries Holdings, Inc. | 86 |  | 7714 |
| DuPont de Nemours, Inc. | DuPont de Nemours, Inc. | 149 |  | 11607 |
| Ecolab, Inc. | Ecolab, Inc. | 84 |  | 23004 |
| International Flavors & Fragrances, Inc. | International Flavors & Fragrances, Inc. | 276 |  | 16985 |
| Linde PLC | Linde PLC | 224 |  | 106400 |
| Sherwin-Williams Co. | Sherwin-Williams Co. | 77 |  | 26662 |
|  |  |  |  | 232949 |
| **Commercial Services - 0.7%** | **Commercial Services - 0.7%** | **Commercial Services - 0.7%** | **Commercial Services - 0.7%** |  |
| Automatic Data Processing, Inc. | Automatic Data Processing, Inc. | 228 |  | 66918 |
| Block, Inc. <sup>(a)</sup> | Block, Inc. <sup>(a)</sup> | 244 |  | 17634 |
| Cintas Corp. | Cintas Corp. | 200 |  | 41052 |
| Equifax, Inc. | Equifax, Inc. | 57 |  | 14622 |
| Global Payments, Inc. | Global Payments, Inc. | 222 |  | 18444 |
| Moody's Corp. | Moody's Corp. | 80 |  | 38118 |
| PayPal Holdings, Inc. <sup>(a)</sup> | PayPal Holdings, Inc. <sup>(a)</sup> | 225 |  | 15088 |
| Quanta Services, Inc. | Quanta Services, Inc. | 64 |  | 26523 |
| Rollins, Inc. | Rollins, Inc. | 171 |  | 10045 |
| S&P Global, Inc. | S&P Global, Inc. | 128 |  | 62299 |
| United Rentals, Inc. | United Rentals, Inc. | 18 |  | 17184 |
|  |  |  |  | 327927 |
| **Computers - 4.0%** | **Computers - 4.0%** | **Computers - 4.0%** | **Computers - 4.0%** |  |
| Accenture PLC - Class A | Accenture PLC - Class A | 222 |  | 54745 |
| Apple, Inc. | Apple, Inc. | 5907 |  | 1504100 |
| Crowdstrike Holdings, Inc. - Class A <sup>(a)</sup> | Crowdstrike Holdings, Inc. - Class A <sup>(a)</sup> | 72 |  | 35307 |
| Dell Technologies, Inc. - Class C | Dell Technologies, Inc. - Class C | 142 |  | 20131 |
| Fortinet, Inc. <sup>(a)</sup> | Fortinet, Inc. <sup>(a)</sup> | 264 |  | 22197 |
| Gartner, Inc. <sup>(a)</sup> | Gartner, Inc. <sup>(a)</sup> | 113 |  | 29704 |
| Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | 459 |  | 11273 |
| HP, Inc. | HP, Inc. | 726 |  | 19769 |
| International Business Machines Corp. | International Business Machines Corp. | 384 |  | 108350 |
| NetApp, Inc. | NetApp, Inc. | 168 |  | 19901 |
| Seagate Technology Holdings PLC | Seagate Technology Holdings PLC | 59 |  | 13928 |
| Super Micro Computer, Inc. <sup>(a)</sup> | Super Micro Computer, Inc. <sup>(a)</sup> | 232 |  | 11122 |
| Western Digital Corp. | Western Digital Corp. | 103 |  | 12366 |
|  |  |  |  | 1862893 |
| **Cosmetics & Personal Care - 0.3%** | **Cosmetics & Personal Care - 0.3%** | **Cosmetics & Personal Care - 0.3%** | **Cosmetics & Personal Care - 0.3%** |  |
| Estee Lauder Cos., Inc. - Class A | Estee Lauder Cos., Inc. - Class A | 278 |  | 24497 |
| Procter & Gamble Co. | Procter & Gamble Co. | 613 |  | 94188 |
|  |  |  |  | 118685 |
| **Distribution & Wholesale - 0.1%** | **Distribution & Wholesale - 0.1%** | **Distribution & Wholesale - 0.1%** | **Distribution & Wholesale - 0.1%** |  |
| Fastenal Co. | Fastenal Co. | 358 |  | 17556 |
| WW Grainger, Inc. | WW Grainger, Inc. | 16 |  | 15248 |
|  |  |  |  | 32804 |
| **Diversified Financial Services - 1.9%** | **Diversified Financial Services - 1.9%** | **Diversified Financial Services - 1.9%** | **Diversified Financial Services - 1.9%** |  |
| American Express Co. | American Express Co. | 265 |  | 88022 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. | 26 |  | 12773 |
| Apollo Global Management, Inc. | Apollo Global Management, Inc. | 158 |  | 21057 |
| Blackrock, Inc. | Blackrock, Inc. | 56 |  | 65289 |
| Capital One Financial Corp. | Capital One Financial Corp. | 280 |  | 59522 |
| Cboe Global Markets, Inc. | Cboe Global Markets, Inc. | 40 |  | 9810 |
| Charles Schwab Corp. | Charles Schwab Corp. | 706 |  | 67402 |
| CME Group, Inc. | CME Group, Inc. | 155 |  | 41879 |
| Coinbase Global, Inc. - Class A <sup>(a)</sup> | Coinbase Global, Inc. - Class A <sup>(a)</sup> | 100 |  | 33749 |
| Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. | 90 |  | 15163 |
| Invesco Ltd. | Invesco Ltd. | 1099 |  | 25211 |
| Mastercard, Inc. - Class A | Mastercard, Inc. - Class A | 328 |  | 186570 |
| Nasdaq, Inc. | Nasdaq, Inc. | 329 |  | 29100 |
| Raymond James Financial, Inc. | Raymond James Financial, Inc. | 53 |  | 9148 |
| Synchrony Financial | Synchrony Financial | 143 |  | 10160 |
| Visa, Inc. - Class A | Visa, Inc. - Class A | 642 |  | 219166 |
|  |  |  |  | 894021 |
| **Electric - 1.1%** | **Electric - 1.1%** | **Electric - 1.1%** | **Electric - 1.1%** |  |
| AES Corp. | AES Corp. | 794 |  | 10449 |
| Alliant Energy Corp. | Alliant Energy Corp. | 55 |  | 3708 |
| Ameren Corp. | Ameren Corp. | 69 |  | 7202 |
| American Electric Power Co., Inc. | American Electric Power Co., Inc. | 227 |  | 25538 |
| CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | 209 |  | 8109 |
| Consolidated Edison, Inc. | Consolidated Edison, Inc. | 217 |  | 21813 |
| Constellation Energy Corp. | Constellation Energy Corp. | 128 |  | 42121 |
| Dominion Energy, Inc. | Dominion Energy, Inc. | 345 |  | 21104 |
| DTE Energy Co. | DTE Energy Co. | 59 |  | 8344 |
| Duke Energy Corp. | Duke Energy Corp. | 373 |  | 46159 |
| Edison International | Edison International | 187 |  | 10337 |
| Entergy Corp. | Entergy Corp. | 165 |  | 15376 |
| Eversource Energy | Eversource Energy | 258 |  | 18354 |
| Exelon Corp. | Exelon Corp. | 487 |  | 21920 |
| FirstEnergy Corp. | FirstEnergy Corp. | 214 |  | 9805 |
| NextEra Energy, Inc. | NextEra Energy, Inc. | 929 |  | 70130 |
| NRG Energy, Inc. | NRG Energy, Inc. | 86 |  | 13928 |
| PG&E Corp. | PG&E Corp. | 735 |  | 11084 |
| PPL Corp. | PPL Corp. | 194 |  | 7209 |
| Public Service Enterprise Group, Inc. | Public Service Enterprise Group, Inc. | 274 |  | 22868 |
| Sempra | Sempra | 168 |  | 15117 |
| Southern Co. | Southern Co. | 677 |  | 64159 |
| Vistra Energy Corp. | Vistra Energy Corp. | 103 |  | 20180 |
| WEC Energy Group, Inc. | WEC Energy Group, Inc. | 103 |  | 11803 |
| Xcel Energy, Inc. | Xcel Energy, Inc. | 136 |  | 10968 |
|  |  |  |  | 517785 |
| **Electrical Components & Equipment - 0.2%** | **Electrical Components & Equipment - 0.2%** | **Electrical Components & Equipment - 0.2%** | **Electrical Components & Equipment - 0.2%** |  |
| AMETEK, Inc. | AMETEK, Inc. | 90 |  | 16920 |
| Eaton Corp. PLC | Eaton Corp. PLC | 169 |  | 63248 |
| Emerson Electric Co. | Emerson Electric Co. | 273 |  | 35812 |
|  |  |  |  | 115980 |
| **Electronics - 0.5%** | **Electronics - 0.5%** | **Electronics - 0.5%** | **Electronics - 0.5%** |  |
| Amphenol Corp. - Class A | Amphenol Corp. - Class A | 502 |  | 62122 |
| Garmin Ltd. | Garmin Ltd. | 90 |  | 22160 |
| Honeywell International, Inc. | Honeywell International, Inc. | 304 |  | 63992 |
| Hubbell, Inc. | Hubbell, Inc. | 22 |  | 9467 |
| Jabil, Inc. | Jabil, Inc. | 41 |  | 8904 |
| Keysight Technologies, Inc. <sup>(a)</sup> | Keysight Technologies, Inc. <sup>(a)</sup> | 64 |  | 11195 |
| Mettler-Toledo International, Inc. <sup>(a)</sup> | Mettler-Toledo International, Inc. <sup>(a)</sup> | 20 |  | 24552 |
| TE Connectivity PLC | TE Connectivity PLC | 74 |  | 16245 |
| Trimble, Inc. <sup>(a)</sup> | Trimble, Inc. <sup>(a)</sup> | 312 |  | 25475 |
|  |  |  |  | 244112 |
| **Energy-Alternate Sources - 0.0%<sup>(b)</sup>** | **Energy-Alternate Sources - 0.0%<sup>(b)</sup>** | **Energy-Alternate Sources - 0.0%<sup>(b)</sup>** | **Energy-Alternate Sources - 0.0%<sup>(b)</sup>** |  |
| First Solar, Inc. <sup>(a)</sup> | First Solar, Inc. <sup>(a)</sup> | 52 |  | 11468 |
| **Engineering & Construction - 0.0%<sup>(b)</sup>** | **Engineering & Construction - 0.0%<sup>(b)</sup>** | **Engineering & Construction - 0.0%<sup>(b)</sup>** | **Engineering & Construction - 0.0%<sup>(b)</sup>** |  |
| Jacobs Solutions, Inc. | Jacobs Solutions, Inc. | 69 |  | 10340 |
| **Entertainment - 0.0%<sup>(b)</sup>** | **Entertainment - 0.0%<sup>(b)</sup>** | **Entertainment - 0.0%<sup>(b)</sup>** | **Entertainment - 0.0%<sup>(b)</sup>** |  |
| Live Nation Entertainment, Inc. <sup>(a)</sup> | Live Nation Entertainment, Inc. <sup>(a)</sup> | 57 |  | 9314 |
| **Environmental Control - 0.2%** | **Environmental Control - 0.2%** | **Environmental Control - 0.2%** | **Environmental Control - 0.2%** |  |
| Pentair PLC | Pentair PLC | 140 |  | 15506 |
| Republic Services, Inc. | Republic Services, Inc. | 168 |  | 38553 |
| Veralto Corp. | Veralto Corp. | 93 |  | 9915 |
| Waste Management, Inc. | Waste Management, Inc. | 241 |  | 53220 |
|  |  |  |  | 117194 |
| **Food - 0.3%** | **Food - 0.3%** | **Food - 0.3%** | **Food - 0.3%** |  |
| General Mills, Inc. | General Mills, Inc. | 456 |  | 22992 |
| Hershey Co. | Hershey Co. | 142 |  | 26561 |
| Kellanova | Kellanova | 141 |  | 11565 |
| Kraft Heinz Co. | Kraft Heinz Co. | 412 |  | 10728 |
| Kroger Co. | Kroger Co. | 204 |  | 13752 |
| Mondelez International, Inc. - Class A | Mondelez International, Inc. - Class A | 556 |  | 34733 |
| Sysco Corp. | Sysco Corp. | 168 |  | 13833 |
|  |  |  |  | 134164 |
| **Forest Products & Paper - 0.0%<sup>(b)</sup>** | **Forest Products & Paper - 0.0%<sup>(b)</sup>** | **Forest Products & Paper - 0.0%<sup>(b)</sup>** | **Forest Products & Paper - 0.0%<sup>(b)</sup>** |  |
| International Paper Co. | International Paper Co. | 212 |  | 9837 |
| **Gas - 0.0%<sup>(b)</sup>** | **Gas - 0.0%<sup>(b)</sup>** | **Gas - 0.0%<sup>(b)</sup>** | **Gas - 0.0%<sup>(b)</sup>** |  |
| Atmos Energy Corp. | Atmos Energy Corp. | 126 |  | 21515 |
| **Healthcare-Products - 1.3%** | **Healthcare-Products - 1.3%** | **Healthcare-Products - 1.3%** | **Healthcare-Products - 1.3%** |  |
| Abbott Laboratories | Abbott Laboratories | 861 |  | 115322 |
| Agilent Technologies, Inc. | Agilent Technologies, Inc. | 134 |  | 17199 |
| Baxter International, Inc. | Baxter International, Inc. | 477 |  | 10861 |
| Bio-Techne Corp. | Bio-Techne Corp. | 203 |  | 11293 |
| Boston Scientific Corp. <sup>(a)</sup> | Boston Scientific Corp. <sup>(a)</sup> | 353 |  | 34463 |
| Cooper Cos., Inc. <sup>(a)</sup> | Cooper Cos., Inc. <sup>(a)</sup> | 194 |  | 13301 |
| Danaher Corp. | Danaher Corp. | 241 |  | 47781 |
| Edwards Lifesciences Corp. <sup>(a)</sup> | Edwards Lifesciences Corp. <sup>(a)</sup> | 222 |  | 17265 |
| GE HealthCare Technologies, Inc. | GE HealthCare Technologies, Inc. | 153 |  | 11490 |
| IDEXX Laboratories, Inc. <sup>(a)</sup> | IDEXX Laboratories, Inc. <sup>(a)</sup> | 30 |  | 19167 |
| Insulet Corp. <sup>(a)</sup> | Insulet Corp. <sup>(a)</sup> | 32 |  | 9879 |
| Intuitive Surgical, Inc. <sup>(a)</sup> | Intuitive Surgical, Inc. <sup>(a)</sup> | 97 |  | 43381 |
| Medtronic PLC | Medtronic PLC | 615 |  | 58573 |
| ResMed, Inc. | ResMed, Inc. | 57 |  | 15603 |
| STERIS PLC | STERIS PLC | 42 |  | 10392 |
| Stryker Corp. | Stryker Corp. | 153 |  | 56560 |
| Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | 163 |  | 79058 |
| Waters Corp. <sup>(a)</sup> | Waters Corp. <sup>(a)</sup> | 64 |  | 19188 |
| West Pharmaceutical Services, Inc. | West Pharmaceutical Services, Inc. | 74 |  | 19412 |
|  |  |  |  | 610188 |
| **Healthcare-Services - 0.6%** | **Healthcare-Services - 0.6%** | **Healthcare-Services - 0.6%** | **Healthcare-Services - 0.6%** |  |
| Centene Corp. <sup>(a)</sup> | Centene Corp. <sup>(a)</sup> | 449 |  | 16020 |
| Charles River Laboratories International, Inc. <sup>(a)</sup> | Charles River Laboratories International, Inc. <sup>(a)</sup> | 72 |  | 11265 |
| Cigna Group | Cigna Group | 105 |  | 30266 |
| Elevance Health, Inc. | Elevance Health, Inc. | 156 |  | 50407 |
| HCA Healthcare, Inc. | HCA Healthcare, Inc. | 88 |  | 37506 |
| Humana, Inc. | Humana, Inc. | 64 |  | 16651 |
| Labcorp Holdings, Inc. | Labcorp Holdings, Inc. | 39 |  | 11195 |
| Molina Healthcare, Inc. <sup>(a)</sup> | Molina Healthcare, Inc. <sup>(a)</sup> | 66 |  | 12630 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | 218 |  | 75276 |
| Universal Health Services, Inc. - Class B | Universal Health Services, Inc. - Class B | 60 |  | 12266 |
|  |  |  |  | 273482 |
| **Home Builders - 0.1%** | **Home Builders - 0.1%** | **Home Builders - 0.1%** | **Home Builders - 0.1%** |  |
| DR Horton, Inc. | DR Horton, Inc. | 78 |  | 13219 |
| NVR, Inc. <sup>(a)</sup> | NVR, Inc. <sup>(a)</sup> | 1 |  | 8035 |
| PulteGroup, Inc. | PulteGroup, Inc. | 203 |  | 26822 |
|  |  |  |  | 48076 |
| **Household Products/Wares - 0.2%** | **Household Products/Wares - 0.2%** | **Household Products/Wares - 0.2%** | **Household Products/Wares - 0.2%** |  |
| Church & Dwight Co., Inc. | Church & Dwight Co., Inc. | 301 |  | 26377 |
| Clorox Co. | Clorox Co. | 168 |  | 20714 |
| Kimberly-Clark Corp. | Kimberly-Clark Corp. | 300 |  | 37302 |
|  |  |  |  | 84393 |
| **Insurance - 1.7%** | **Insurance - 1.7%** | **Insurance - 1.7%** | **Insurance - 1.7%** |  |
| Aflac, Inc. | Aflac, Inc. | 141 |  | 15750 |
| Allstate Corp. | Allstate Corp. | 82 |  | 17601 |
| American International Group, Inc. | American International Group, Inc. | 153 |  | 12017 |
| Aon PLC - Class A | Aon PLC - Class A | 24 |  | 8558 |
| Arch Capital Group Ltd. | Arch Capital Group Ltd. | 112 |  | 10162 |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | 74 |  | 22921 |
| Assurant, Inc. | Assurant, Inc. | 51 |  | 11047 |
| Berkshire Hathaway, Inc. - Class B <sup>(a)</sup> | Berkshire Hathaway, Inc. - Class B <sup>(a)</sup> | 730 |  | 367000 |
| Brown & Brown, Inc. | Brown & Brown, Inc. | 309 |  | 28981 |
| Chubb Ltd. | Chubb Ltd. | 205 |  | 57861 |
| Cincinnati Financial Corp. | Cincinnati Financial Corp. | 68 |  | 10751 |
| Everest Group Ltd. | Everest Group Ltd. | 47 |  | 16461 |
| Hartford Insurance Group, Inc. | Hartford Insurance Group, Inc. | 250 |  | 33347 |
| Loews Corp. | Loews Corp. | 146 |  | 14657 |
| MetLife, Inc. | MetLife, Inc. | 255 |  | 21004 |
| Principal Financial Group, Inc. | Principal Financial Group, Inc. | 160 |  | 13265 |
| Progressive Corp. | Progressive Corp. | 244 |  | 60256 |
| Prudential Financial, Inc. | Prudential Financial, Inc. | 127 |  | 13175 |
| Travelers Cos., Inc. | Travelers Cos., Inc. | 105 |  | 29318 |
| W R Berkley Corp. | W R Berkley Corp. | 56 |  | 4291 |
| Willis Towers Watson PLC | Willis Towers Watson PLC | 55 |  | 19000 |
|  |  |  |  | 787423 |
| **Internet - 6.8%** | **Internet - 6.8%** | **Internet - 6.8%** | **Internet - 6.8%** |  |
| Airbnb, Inc. - Class A <sup>(a)</sup> | Airbnb, Inc. - Class A <sup>(a)</sup> | 236 |  | 28655 |
| Alphabet, Inc. - Class A | Alphabet, Inc. - Class A | 2252 |  | 547461 |
| Alphabet, Inc. - Class C | Alphabet, Inc. - Class C | 1896 |  | 461771 |
| Amazon.com, Inc. <sup>(a)</sup> | Amazon.com, Inc. <sup>(a)</sup> | 3876 |  | 851053 |
| AppLovin Corp. - Class A <sup>(a)</sup> | AppLovin Corp. - Class A <sup>(a)</sup> | 96 |  | 68980 |
| Booking Holdings, Inc. | Booking Holdings, Inc. | 14 |  | 75590 |
| DoorDash, Inc. - Class A <sup>(a)</sup> | DoorDash, Inc. - Class A <sup>(a)</sup> | 180 |  | 48958 |
| EBAY, Inc. | EBAY, Inc. | 252 |  | 22919 |
| Expedia Group, Inc. | Expedia Group, Inc. | 56 |  | 11970 |
| Gen Digital, Inc. | Gen Digital, Inc. | 274 |  | 7779 |
| GoDaddy, Inc. - Class A <sup>(a)</sup> | GoDaddy, Inc. - Class A <sup>(a)</sup> | 68 |  | 9304 |
| Match Group, Inc. | Match Group, Inc. | 267 |  | 9430 |
| Meta Platforms, Inc. - Class A | Meta Platforms, Inc. - Class A | 845 |  | 620551 |
| Netflix, Inc. <sup>(a)</sup> | Netflix, Inc. <sup>(a)</sup> | 175 |  | 209811 |
| Palo Alto Networks, Inc. <sup>(a)</sup> | Palo Alto Networks, Inc. <sup>(a)</sup> | 275 |  | 55996 |
| Robinhood Markets, Inc. - Class A <sup>(a)</sup> | Robinhood Markets, Inc. - Class A <sup>(a)</sup> | 276 |  | 39518 |
| Uber Technologies, Inc. <sup>(a)</sup> | Uber Technologies, Inc. <sup>(a)</sup> | 834 |  | 81707 |
| VeriSign, Inc. | VeriSign, Inc. | 82 |  | 22925 |
|  |  |  |  | 3174378 |
| **Iron & Steel - 0.1%** | **Iron & Steel - 0.1%** | **Iron & Steel - 0.1%** | **Iron & Steel - 0.1%** |  |
| Nucor Corp. | Nucor Corp. | 189 |  | 25596 |
| **Leisure Time - 0.1%** | **Leisure Time - 0.1%** | **Leisure Time - 0.1%** | **Leisure Time - 0.1%** |  |
| Carnival Corp. <sup>(a)</sup> | Carnival Corp. <sup>(a)</sup> | 354 |  | 10234 |
| Royal Caribbean Cruises Ltd. | Royal Caribbean Cruises Ltd. | 100 |  | 32358 |
|  |  |  |  | 42592 |
| **Lodging - 0.1%** | **Lodging - 0.1%** | **Lodging - 0.1%** | **Lodging - 0.1%** |  |
| Hilton Worldwide Holdings, Inc. | Hilton Worldwide Holdings, Inc. | 52 |  | 13491 |
| Las Vegas Sands Corp. | Las Vegas Sands Corp. | 217 |  | 11673 |
| Marriott International, Inc./MD - Class A | Marriott International, Inc./MD - Class A | 110 |  | 28648 |
|  |  |  |  | 53812 |
| **Machinery-Construction & Mining - 0.4%** | **Machinery-Construction & Mining - 0.4%** | **Machinery-Construction & Mining - 0.4%** | **Machinery-Construction & Mining - 0.4%** |  |
| Caterpillar, Inc. | Caterpillar, Inc. | 209 |  | 99724 |
| GE Vernova, Inc. | GE Vernova, Inc. | 109 |  | 67024 |
|  |  |  |  | 166748 |
| **Machinery-Diversified - 0.3%** | **Machinery-Diversified - 0.3%** | **Machinery-Diversified - 0.3%** | **Machinery-Diversified - 0.3%** |  |
| Deere & Co. | Deere & Co. | 106 |  | 48470 |
| IDEX Corp. | IDEX Corp. | 104 |  | 16927 |
| Nordson Corporation | Nordson Corporation | 58 |  | 13163 |
| Otis Worldwide Corp. | Otis Worldwide Corp. | 122 |  | 11154 |
| Rockwell Automation, Inc. | Rockwell Automation, Inc. | 45 |  | 15729 |
| Wabtec Corp. | Wabtec Corp. | 54 |  | 10825 |
| Xylem, Inc./NY | Xylem, Inc./NY | 103 |  | 15193 |
|  |  |  |  | 131461 |
| **Media - 0.4%** | **Media - 0.4%** | **Media - 0.4%** | **Media - 0.4%** |  |
| Charter Communications, Inc. - Class A <sup>(a)</sup> | Charter Communications, Inc. - Class A <sup>(a)</sup> | 50 |  | 13755 |
| Comcast Corp. - Class A | Comcast Corp. - Class A | 979 |  | 30760 |
| Fox Corp. - Class A | Fox Corp. - Class A | 52 |  | 3279 |
| News Corp. - Class B | News Corp. - Class B | 650 |  | 22458 |
| Walt Disney Co. | Walt Disney Co. | 718 |  | 82211 |
| Warner Bros Discovery, Inc. <sup>(a)</sup> | Warner Bros Discovery, Inc. <sup>(a)</sup> | 974 |  | 19022 |
|  |  |  |  | 171485 |
| **Mining - 0.1%** | **Mining - 0.1%** | **Mining - 0.1%** | **Mining - 0.1%** |  |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | 574 |  | 22512 |
| Newmont Corp. | Newmont Corp. | 486 |  | 40975 |
|  |  |  |  | 63487 |
| **Miscellaneous Manufacturing - 0.4%** | **Miscellaneous Manufacturing - 0.4%** | **Miscellaneous Manufacturing - 0.4%** | **Miscellaneous Manufacturing - 0.4%** |  |
| 3M Co. | 3M Co. | 210 |  | 32588 |
| A O Smith Corp. | A O Smith Corp. | 143 |  | 10498 |
| Axon Enterprise, Inc. <sup>(a)</sup> | Axon Enterprise, Inc. <sup>(a)</sup> | 36 |  | 25835 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. | 180 |  | 46937 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. | 63 |  | 47763 |
| Textron, Inc. | Textron, Inc. | 140 |  | 11828 |
|  |  |  |  | 175449 |
| **Oil & Gas - 1.2%** | **Oil & Gas - 1.2%** | **Oil & Gas - 1.2%** | **Oil & Gas - 1.2%** |  |
| APA Corp. | APA Corp. | 511 |  | 12407 |
| Chevron Corp. | Chevron Corp. | 860 |  | 133549 |
| ConocoPhillips | ConocoPhillips | 400 |  | 37836 |
| Devon Energy Corp. | Devon Energy Corp. | 334 |  | 11710 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | 135 |  | 19319 |
| EOG Resources, Inc. | EOG Resources, Inc. | 140 |  | 15697 |
| EQT Corp. | EQT Corp. | 306 |  | 16656 |
| Exxon Mobil Corp. | Exxon Mobil Corp. | 1741 |  | 196298 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. | 200 |  | 38548 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | 305 |  | 14411 |
| Phillips 66 | Phillips 66 | 315 |  | 42846 |
| Valero Energy Corp. | Valero Energy Corp. | 77 |  | 13110 |
|  |  |  |  | 552387 |
| **Oil & Gas Services - 0.1%** | **Oil & Gas Services - 0.1%** | **Oil & Gas Services - 0.1%** | **Oil & Gas Services - 0.1%** |  |
| Halliburton Co. | Halliburton Co. | 1177 |  | 28954 |
| Schlumberger NV | Schlumberger NV | 759 |  | 26087 |
|  |  |  |  | 55041 |
| **Packaging & Containers - 0.1%** | **Packaging & Containers - 0.1%** | **Packaging & Containers - 0.1%** | **Packaging & Containers - 0.1%** |  |
| Amcor PLC | Amcor PLC | 1318 |  | 10781 |
| Smurfit WestRock PLC | Smurfit WestRock PLC | 370 |  | 15751 |
|  |  |  |  | 26532 |
| **Pharmaceuticals - 2.1%** | **Pharmaceuticals - 2.1%** | **Pharmaceuticals - 2.1%** | **Pharmaceuticals - 2.1%** |  |
| AbbVie, Inc. | AbbVie, Inc. | 743 |  | 172034 |
| Becton Dickinson & Co. | Becton Dickinson & Co. | 146 |  | 27327 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | 1256 |  | 56646 |
| Cardinal Health, Inc. | Cardinal Health, Inc. | 96 |  | 15068 |
| Cencora, Inc. | Cencora, Inc. | 98 |  | 30628 |
| CVS Health Corp. | CVS Health Corp. | 509 |  | 38373 |
| Dexcom, Inc. <sup>(a)</sup> | Dexcom, Inc. <sup>(a)</sup> | 213 |  | 14333 |
| Eli Lilly & Co. | Eli Lilly & Co. | 280 |  | 213640 |
| Henry Schein, Inc. <sup>(a)</sup> | Henry Schein, Inc. <sup>(a)</sup> | 155 |  | 10287 |
| Johnson & Johnson | Johnson & Johnson | 1087 |  | 201551 |
| McKesson Corp. | McKesson Corp. | 39 |  | 30129 |
| Merck & Co., Inc. | Merck & Co., Inc. | 692 |  | 58080 |
| Pfizer, Inc. | Pfizer, Inc. | 1618 |  | 41227 |
| Viatris, Inc. | Viatris, Inc. | 1162 |  | 11504 |
| Zoetis, Inc. | Zoetis, Inc. | 280 |  | 40970 |
|  |  |  |  | 961797 |
| **Pipelines - 0.1%** | **Pipelines - 0.1%** | **Pipelines - 0.1%** | **Pipelines - 0.1%** |  |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | 1149 |  | 32528 |
| Williams Cos., Inc. | Williams Cos., Inc. | 238 |  | 15078 |
|  |  |  |  | 47606 |
| **Private Equity - 0.2%** | **Private Equity - 0.2%** | **Private Equity - 0.2%** | **Private Equity - 0.2%** |  |
| Blackstone, Inc. | Blackstone, Inc. | 309 |  | 52793 |
| KKR & Co., Inc. | KKR & Co., Inc. | 338 |  | 43923 |
|  |  |  |  | 96716 |
| **Real Estate - 0.1%** | **Real Estate - 0.1%** | **Real Estate - 0.1%** | **Real Estate - 0.1%** |  |
| CBRE Group, Inc. - Class A <sup>(a)</sup> | CBRE Group, Inc. - Class A <sup>(a)</sup> | 216 |  | 34033 |
| CoStar Group, Inc. <sup>(a)</sup> | CoStar Group, Inc. <sup>(a)</sup> | 343 |  | 28939 |
|  |  |  |  | 62972 |
| **Retail - 2.1%** | **Retail - 2.1%** | **Retail - 2.1%** | **Retail - 2.1%** |  |
| AutoZone, Inc. <sup>(a)</sup> | AutoZone, Inc. <sup>(a)</sup> | 9 |  | 38612 |
| Chipotle Mexican Grill, Inc. <sup>(a)</sup> | Chipotle Mexican Grill, Inc. <sup>(a)</sup> | 552 |  | 21633 |
| Costco Wholesale Corp. | Costco Wholesale Corp. | 194 |  | 179572 |
| Darden Restaurants, Inc. | Darden Restaurants, Inc. | 51 |  | 9708 |
| Dollar General Corp. | Dollar General Corp. | 107 |  | 11059 |
| Dollar Tree, Inc. <sup>(a)</sup> | Dollar Tree, Inc. <sup>(a)</sup> | 122 |  | 11513 |
| Home Depot, Inc. | Home Depot, Inc. | 386 |  | 156403 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. | 294 |  | 73885 |
| Lululemon Athletica, Inc. <sup>(a)</sup> | Lululemon Athletica, Inc. <sup>(a)</sup> | 63 |  | 11210 |
| McDonald's Corp. | McDonald's Corp. | 246 |  | 74757 |
| O'Reilly Automotive, Inc. <sup>(a)</sup> | O'Reilly Automotive, Inc. <sup>(a)</sup> | 185 |  | 19945 |
| Ross Stores, Inc. | Ross Stores, Inc. | 88 |  | 13410 |
| Starbucks Corp. | Starbucks Corp. | 552 |  | 46699 |
| TJX Cos., Inc. | TJX Cos., Inc. | 472 |  | 68223 |
| Ulta Beauty, Inc. <sup>(a)</sup> | Ulta Beauty, Inc. <sup>(a)</sup> | 33 |  | 18043 |
| Walmart, Inc. | Walmart, Inc. | 1802 |  | 185714 |
| Williams-Sonoma, Inc. | Williams-Sonoma, Inc. | 118 |  | 23063 |
| Yum! Brands, Inc. | Yum! Brands, Inc. | 114 |  | 17328 |
|  |  |  |  | 980777 |
| **Semiconductors - 6.6%** | **Semiconductors - 6.6%** | **Semiconductors - 6.6%** | **Semiconductors - 6.6%** |  |
| Advanced Micro Devices, Inc. <sup>(a)</sup> | Advanced Micro Devices, Inc. <sup>(a)</sup> | 640 |  | 103546 |
| Analog Devices, Inc. | Analog Devices, Inc. | 161 |  | 39558 |
| Applied Materials, Inc. | Applied Materials, Inc. | 341 |  | 69816 |
| Broadcom, Inc. | Broadcom, Inc. | 1874 |  | 618251 |
| Intel Corp. | Intel Corp. | 1535 |  | 51499 |
| KLA Corp. | KLA Corp. | 55 |  | 59323 |
| Lam Research Corp. | Lam Research Corp. | 490 |  | 65611 |
| Microchip Technology, Inc. | Microchip Technology, Inc. | 420 |  | 26973 |
| Micron Technology, Inc. | Micron Technology, Inc. | 503 |  | 84162 |
| Monolithic Power Systems, Inc. | Monolithic Power Systems, Inc. | 38 |  | 34984 |
| NVIDIA Corp. | NVIDIA Corp. | 9773 |  | 1823446 |
| NXP Semiconductors NV | NXP Semiconductors NV | 88 |  | 20040 |
| ON Semiconductor Corp. <sup>(a)</sup> | ON Semiconductor Corp. <sup>(a)</sup> | 457 |  | 22535 |
| QUALCOMM, Inc. | QUALCOMM, Inc. | 199 |  | 33106 |
| Texas Instruments, Inc. | Texas Instruments, Inc. | 306 |  | 56221 |
|  |  |  |  | 3109071 |
| **Software - 5.3%** | **Software - 5.3%** | **Software - 5.3%** | **Software - 5.3%** |  |
| Adobe, Inc. <sup>(a)</sup> | Adobe, Inc. <sup>(a)</sup> | 146 |  | 51502 |
| Autodesk, Inc. <sup>(a)</sup> | Autodesk, Inc. <sup>(a)</sup> | 35 |  | 11118 |
| Broadridge Financial Solutions, Inc. | Broadridge Financial Solutions, Inc. | 56 |  | 13338 |
| Cadence Design Systems, Inc. <sup>(a)</sup> | Cadence Design Systems, Inc. <sup>(a)</sup> | 139 |  | 48825 |
| Datadog, Inc. - Class A <sup>(a)</sup> | Datadog, Inc. - Class A <sup>(a)</sup> | 183 |  | 26059 |
| Electronic Arts, Inc. | Electronic Arts, Inc. | 159 |  | 32070 |
| Fair Isaac Corp. <sup>(a)</sup> | Fair Isaac Corp. <sup>(a)</sup> | 17 |  | 25441 |
| Fiserv, Inc. <sup>(a)</sup> | Fiserv, Inc. <sup>(a)</sup> | 186 |  | 23981 |
| Intuit, Inc. | Intuit, Inc. | 107 |  | 73071 |
| Microsoft Corp. | Microsoft Corp. | 2977 |  | 1541937 |
| MSCI, Inc. | MSCI, Inc. | 44 |  | 24966 |
| Oracle Corp. | Oracle Corp. | 681 |  | 191524 |
| Palantir Technologies, Inc. - Class A <sup>(a)</sup> | Palantir Technologies, Inc. - Class A <sup>(a)</sup> | 849 |  | 154875 |
| Salesforce, Inc. | Salesforce, Inc. | 293 |  | 69441 |
| ServiceNow, Inc. <sup>(a)</sup> | ServiceNow, Inc. <sup>(a)</sup> | 92 |  | 84666 |
| Synopsys, Inc. <sup>(a)</sup> | Synopsys, Inc. <sup>(a)</sup> | 90 |  | 44405 |
| Take-Two Interactive Software, Inc. <sup>(a)</sup> | Take-Two Interactive Software, Inc. <sup>(a)</sup> | 115 |  | 29711 |
| Tyler Technologies, Inc. <sup>(a)</sup> | Tyler Technologies, Inc. <sup>(a)</sup> | 24 |  | 12556 |
| Workday, Inc. - Class A <sup>(a)</sup> | Workday, Inc. - Class A <sup>(a)</sup> | 172 |  | 41406 |
|  |  |  |  | 2500892 |
| **Telecommunications - 0.9%** | **Telecommunications - 0.9%** | **Telecommunications - 0.9%** | **Telecommunications - 0.9%** |  |
| Arista Networks, Inc. <sup>(a)</sup> | Arista Networks, Inc. <sup>(a)</sup> | 501 |  | 73001 |
| AT&T, Inc. | AT&T, Inc. | 3279 |  | 92599 |
| Cisco Systems, Inc. | Cisco Systems, Inc. | 1653 |  | 113098 |
| Corning, Inc. | Corning, Inc. | 151 |  | 12387 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. | 53 |  | 24236 |
| T-Mobile US, Inc. | T-Mobile US, Inc. | 146 |  | 34949 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | 1497 |  | 65793 |
|  |  |  |  | 416063 |
| **Transportation - 0.4%** | **Transportation - 0.4%** | **Transportation - 0.4%** | **Transportation - 0.4%** |  |
| C.H. Robinson Worldwide, Inc. | C.H. Robinson Worldwide, Inc. | 109 |  | 14432 |
| CSX Corp. | CSX Corp. | 776 |  | 27556 |
| Expeditors International of Washington, Inc. | Expeditors International of Washington, Inc. | 209 |  | 25621 |
| FedEx Corp. | FedEx Corp. | 123 |  | 29005 |
| Norfolk Southern Corp. | Norfolk Southern Corp. | 100 |  | 30041 |
| Union Pacific Corp. | Union Pacific Corp. | 258 |  | 60983 |
|  |  |  |  | 187638 |
| **Water - 0.0%<sup>(b)</sup>** | **Water - 0.0%<sup>(b)</sup>** | **Water - 0.0%<sup>(b)</sup>** | **Water - 0.0%<sup>(b)</sup>** |  |
| American Water Works Co., Inc. | American Water Works Co., Inc. | 81 |  | 11274 |
| **TOTAL COMMON STOCKS** (Cost $19,174,283) | **TOTAL COMMON STOCKS** (Cost $19,174,283) | **TOTAL COMMON STOCKS** (Cost $19,174,283) |  | 22354837 |
| **REITS - COMMON - 0.8%** | **REITS - COMMON - 0.8%** | **Shares** |  | **Value**  |
| Alexandria Real Estate Equities, Inc. | Alexandria Real Estate Equities, Inc. | 286 |  | 23835 |
| American Tower Corp. | American Tower Corp. | 99 |  | 19040 |
| Crown Castle, Inc. | Crown Castle, Inc. | 215 |  | 20745 |
| Digital Realty Trust, Inc. | Digital Realty Trust, Inc. | 96 |  | 16596 |
| Equinix, Inc. | Equinix, Inc. | 36 |  | 28197 |
| Equity Residential | Equity Residential | 160 |  | 10357 |
| Essex Property Trust, Inc. | Essex Property Trust, Inc. | 68 |  | 18201 |
| Extra Space Storage, Inc. | Extra Space Storage, Inc. | 79 |  | 11134 |
| Host Hotels & Resorts, Inc. | Host Hotels & Resorts, Inc. | 527 |  | 8970 |
| Invitation Homes, Inc. | Invitation Homes, Inc. | 366 |  | 10735 |
| Iron Mountain, Inc. | Iron Mountain, Inc. | 130 |  | 13252 |
| Prologis, Inc. | Prologis, Inc. | 548 |  | 62757 |
| Public Storage | Public Storage | 76 |  | 21953 |
| Realty Income Corp. | Realty Income Corp. | 466 |  | 28328 |
| Simon Property Group, Inc. | Simon Property Group, Inc. | 123 |  | 23083 |
| VICI Properties, Inc. | VICI Properties, Inc. | 351 |  | 11446 |
| Welltower, Inc. | Welltower, Inc. | 290 |  | 51661 |
| **TOTAL REITS - COMMON** (Cost $352,996) | **TOTAL REITS - COMMON** (Cost $352,996) | **TOTAL REITS - COMMON** (Cost $352,996) |  | 380290 |
| **TOTAL INVESTMENTS - 48.6% (**Cost $19,527,279**)** | **TOTAL INVESTMENTS - 48.6% (**Cost $19,527,279**)** | **TOTAL INVESTMENTS - 48.6% (**Cost $19,527,279**)** |  | $22735127 |
| Money Market Deposit Account - 41.4% <sup>(c)(d)</sup> | Money Market Deposit Account - 41.4% <sup>(c)(d)</sup> | Money Market Deposit Account - 41.4% <sup>(c)(d)</sup> |  | 19374330 |
| Other Assets in Excess of Liabilities - 10.0%<sup>(e)</sup> | Other Assets in Excess of Liabilities - 10.0%<sup>(e)</sup> | Other Assets in Excess of Liabilities - 10.0%<sup>(e)</sup> | 0.10047 | &nbsp;&nbsp;&nbsp;&nbsp; 4703526 |
| **TOTAL NET ASSETS - 100.0%** | 0.0% | 0.0% |  | $46812983 |
| two | two | two | two | –% |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |

---

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

(a) Non-income producing security.

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

(c) The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on
 market conditions and is subject to change daily. The rate as of September 30, 2025 was 3.95%.

(d) A portion of this deposit account is pledged as collateral for derivative contracts. As of the reporting date, the value of this collateral totals $44,043.

(e) Includes assets pledged as collateral for derivative contracts. As of the reporting date, the value of these assets totals $4,108,542.

------

---

| |
|:---|
| **LoCorr Strategic Allocation Fund** |
| **Consolidated Schedule of Futures Contracts** |
| **September 30, 2025 (Unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Contracts Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | 4 | 12/19/2025 | $460312  | $(4254) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | 6 | 03/16/2026 | 1726035 | (1794) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | 7 | 06/15/2026 | 2014118 | (3761) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | 6 | 06/14/2027 | 1723305 | (708) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | 1 | 06/19/2028 | 286557 | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 16 | 09/15/2026 | 3868600 | (823) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 5 | 03/16/2027 | 1211313 | (2663) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 4 | 06/15/2027 | 969150 | (1550) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 8 | 03/14/2028 | 1936400 | (2701) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 1 | 06/20/2028 | 241925 | (150) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 2 | 10/15/2025 | 134078 | 3618 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 10/17/2025 | 67026 | 996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 10/20/2025 | 67020 | 840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 10/21/2025 | 67014 | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 2 | 10/22/2025 | 134028 | 1481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 7 | 11/18/2025 | 468855 | 19518 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 1 | 11/26/2025 | 66999 | 1706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | 7 | 12/22/2025 | 468808 | 4334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arabica Coffee | 2 | 12/18/2025 | 281138 | 4741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arabica Coffee | 1 | 03/19/2026 | 134606 | 5004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Government 10 Year Bonds | 11 | 12/15/2025 | 825052 | (3641) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Government 3 Year Bonds | 11 | 12/15/2025 | 777661 | (2962) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian 90 Day Bank Bills | 1 | 09/10/2026 | 656213 | (338) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Dollar | 25 | 12/15/2025 | 1655500 | (1669) |
| &nbsp;&nbsp;&nbsp;&nbsp;BOVESPA Index | 40 | 10/15/2025 | 221182 | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | 3 | 10/31/2025 | 198090 | (6350) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | 1 | 10/31/2025 | 66030 | (450) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | 1 | 11/28/2025 | 65620 | (1161) |
| &nbsp;&nbsp;&nbsp;&nbsp;British Pound | 16 | 12/15/2025 | 1345100 | (10970) |
| &nbsp;&nbsp;&nbsp;&nbsp;CAC40 10 Euro Index | 2 | 10/17/2025 | 185383 | 2717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 10 Year Government Bonds | 10 | 12/18/2025 | 879931 | 140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper | 2 | 12/29/2025 | 242825 | 6600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 10/06/2025 | 255864 | 9659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 10/22/2025 | 256230 | 7929 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 11/17/2025 | 256451 | 11465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 11/18/2025 | 256388 | 13935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 11/19/2025 | 256426 | 11796 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 12/03/2025 | 256617 | 6650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 12/05/2025 | 256698 | 8831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 2 | 12/12/2025 | 513546 | (51) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 12/16/2025 | 256661 | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 12/17/2025 | 256563 | 7196 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 12/18/2025 | 256637 | 6220 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | 1 | 12/22/2025 | 256637 | (755) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | 4 | 10/21/2025 | 249480 | (14092) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | 3 | 11/20/2025 | 185880 | (4515) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | 5 | 12/19/2025 | 308400 | (7418) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Oil | 1 | 01/20/2026 | 61480 | (1662) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Palm Oil | 3 | 12/15/2025 | 77557 | (3180) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Palm Oil | 2 | 01/15/2026 | 51990 | (2072) |
| &nbsp;&nbsp;&nbsp;&nbsp;Dow Jones Industrial Average Index | 3 | 12/19/2025 | 700335 | 5085 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro | 1 | 12/15/2025 | 14740 | (72) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro | 11 | 12/15/2025 | 1621400 | (4188) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX 50 Quanto Index | 25 | 12/19/2025 | 1626358 | 23775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX Banks Index | 7 | 12/19/2025 | 95539 | 1742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro/Pound Sterling Cross Currency Rate | 1 | 12/15/2025 | 147376 | 746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Bonds | 7 | 12/08/2025 | 984890 | (1904) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | 2 | 12/08/2025 | 301896 | 1687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Feeder Cattle | 3 | 11/20/2025 | 539025 | 6893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Frozen Concentrated Orange Juice | 1 | 11/07/2025 | 36533 | 635 |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE 100 Index | 24 | 12/19/2025 | 3036514 | 33484 |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE Bursa Malaysia KLCI Index | 1 | 10/31/2025 | 19164 | (26) |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE China A50 Index | 13 | 10/30/2025 | 196495 | (528) |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE MIB Index | 2 | 12/19/2025 | 99780 | 1161 |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE/JSE Top 40 Index | 3 | 12/18/2025 | 177457 | 6386 |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE/MIB Index | 2 | 12/19/2025 | 498902 | 5618 |
| &nbsp;&nbsp;&nbsp;&nbsp;German Stock Index | 1 | 12/19/2025 | 704755 | 5679 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gold | 5 | 12/29/2025 | 1936600 | 144100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hang Seng China Enterprises Index | 13 | 10/30/2025 | 799851 | 11250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hang Seng China Enterprises Index | 1 | 10/30/2025 | 12305 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hang Seng Index | 3 | 10/30/2025 | 103748 | 1624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hang Seng Index | 5 | 10/30/2025 | 864565 | 12150 |
| &nbsp;&nbsp;&nbsp;&nbsp;IBEX 35 Composite Index | 1 | 10/17/2025 | 18207 | 315 |
| &nbsp;&nbsp;&nbsp;&nbsp;IBEX 35 Index | 3 | 10/17/2025 | 546220 | 10379 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE European Climate Exchange Emissions | 1 | 12/15/2025 | 88899 | 3764 |
| &nbsp;&nbsp;&nbsp;&nbsp;KOSPI 200 Index | 1 | 12/11/2025 | 84789 | (108) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 2 | 10/01/2025 | 97331 | (2157) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 10/06/2025 | 48731 | (310) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 10/07/2025 | 48744 | (2448) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 10/10/2025 | 48809 | (251) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 10/15/2025 | 48822 | (250) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 4 | 11/18/2025 | 197119 | (2232) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 12/11/2025 | 49512 | (556) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | 1 | 12/22/2025 | 49603 | (552) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lean Hogs | 1 | 12/12/2025 | 35490 | (772) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lean Hogs | 3 | 02/13/2026 | 108360 | 2173 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lean Hogs | 2 | 04/15/2026 | 74280 | 55 |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle | 3 | 12/31/2025 | 281730 | 6383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle | 4 | 02/27/2026 | 379480 | 7871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle | 1 | 04/30/2026 | 95260 | 5808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle | 1 | 06/30/2026 | 92620 | 898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil | 2 | 11/12/2025 | 137400 | 1998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil | 1 | 12/11/2025 | 67350 | 4024 |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil | 1 | 01/12/2026 | 66475 | 674 |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil | 2 | 02/12/2026 | 131800 | 1248 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexican Peso | 105 | 12/15/2025 | 2841300 | 40709 |
| &nbsp;&nbsp;&nbsp;&nbsp;MSCI EAFE Index | 2 | 12/19/2025 | 278530 | (773) |
| &nbsp;&nbsp;&nbsp;&nbsp;MSCI Emerging Markets Index | 5 | 12/19/2025 | 339925 | 3443 |
| &nbsp;&nbsp;&nbsp;&nbsp;MSCI Singapore Index | 3 | 10/30/2025 | 104039 | (81) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq 100 Index | 3 | 12/19/2025 | 1494105 | 14316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 10/07/2025 | 90429 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 10/08/2025 | 90445 | (1605) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 10/22/2025 | 90595 | (1590) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 11/11/2025 | 90858 | (1217) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 2 | 11/12/2025 | 181734 | (906) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 11/24/2025 | 90984 | 139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 11/27/2025 | 91038 | 336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 12/04/2025 | 91141 | 336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 3 | 12/11/2025 | 273709 | (4376) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 12/15/2025 | 91263 | 336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 12/16/2025 | 91263 | (392) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 2 | 12/17/2025 | 182555 | 672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 12/22/2025 | 91335 | (1190) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | 1 | 12/23/2025 | 91401 | 348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nifty 50 Index | 2 | 10/28/2025 | 99046 | (1146) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nikkei 225 Index | 2 | 12/11/2025 | 303310 | 4458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nikkei 225 Index | 32 | 12/11/2025 | 973513 | 24421 |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | 1 | 10/31/2025 | 97612 | (1896) |
| &nbsp;&nbsp;&nbsp;&nbsp;Platinum | 1 | 01/28/2026 | 80285 | 5058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | 1 | 10/31/2025 | 80737 | (2425) |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Gasoline Blendstock | 2 | 01/30/2026 | 155820 | (4224) |
| &nbsp;&nbsp;&nbsp;&nbsp;Russell 2000 Index | 8 | 12/19/2025 | 982200 | 6840 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Index | 8 | 12/19/2025 | 2695500 | 23488 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sao Paulo Stock Exchange Index(Bovespa) | 10 | 10/15/2025 | 276477 | 1063 |
| &nbsp;&nbsp;&nbsp;&nbsp;SGX FTSE Taiwan Index | 4 | 10/30/2025 | 342120 | (2347) |
| &nbsp;&nbsp;&nbsp;&nbsp;SGX TSI Iron Ore | 17 | 11/28/2025 | 176086 | (2457) |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-term Euro-BTP | 23 | 12/08/2025 | 2914593 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;Silver | 4 | 12/29/2025 | 932800 | 139475 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korean Won | 2 | 10/20/2025 | 19981 | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp;STOXX 600 Bank Spread Index | 2 | 12/19/2025 | 36566 | 219 |
| &nbsp;&nbsp;&nbsp;&nbsp;STOXX Europe 600 Index | 1 | 12/19/2025 | 28729 | 663 |
| &nbsp;&nbsp;&nbsp;&nbsp;STOXX Europe 600 Index | 5 | 12/19/2025 | 164221 | 865 |
| &nbsp;&nbsp;&nbsp;&nbsp;Swiss Franc | 7 | 12/15/2025 | 1108888 | (6113) |
| &nbsp;&nbsp;&nbsp;&nbsp;Tin - 90 day settlement<sup>(a)</sup> | 1 | 10/03/2025 | 177293 | 3772 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tin - 90 day settlement<sup>(a)</sup> | 2 | 10/22/2025 | 354650 | 5702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tin - 90 day settlement<sup>(a)</sup> | 2 | 11/10/2025 | 355110 | 20753 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Price Index | 5 | 12/11/2025 | 106197 | 1130 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOPIX Index | 3 | 12/11/2025 | 637184 | 7675 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | 7 | 12/19/2025 | 787500 | (5470) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | 17 | 12/31/2025 | 3542773 | (4044) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | 16 | 12/31/2025 | 1747125 | (11064) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | 6 | 12/19/2025 | 699562 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities Select Sector Index | 1 | 12/19/2025 | 88670 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;WTI Light Sweet Crude Oil | 1 | 10/20/2025 | 62370 | (1571) |
| &nbsp;&nbsp;&nbsp;&nbsp;WTI Light Sweet Crude Oil | 1 | 12/18/2025 | 61680 | (1571) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 10/01/2025 | 75318 | 6963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 10/02/2025 | 75399 | 6720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 10/08/2025 | 149886 | 9510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 10/15/2025 | 74696 | 5164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 10/17/2025 | 149242 | 7495 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 10/22/2025 | 149200 | 6078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 10/28/2025 | 149299 | 10233 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 10/29/2025 | 74658 | 5058 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 11/04/2025 | 149326 | 10804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 11/05/2025 | 149328 | 6023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 11/10/2025 | 74597 | 3505 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 11/12/2025 | 74531 | 3863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 11/14/2025 | 74464 | 4865 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 11/18/2025 | 148786 | 5954 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 11/28/2025 | 74359 | 3354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 12/02/2025 | 74353 | 3474 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 12/03/2025 | 74347 | 2292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 12/09/2025 | 74316 | 2199 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 2 | 12/10/2025 | 148607 | 1235 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 12/16/2025 | 74154 | 844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | 1 | 12/22/2025 | 73994 | 365 |
|  |  |  |  | $704615 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;1 Month Secured Overnight Financing Rate | (2) | 02/27/2026 | $803273  | $539 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (35) | 09/14/2026 | 10069049 | 908 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (3) | 12/14/2026 | 862709 | (222) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (17) | 03/15/2027 | 4885691 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (10) | 03/13/2028 | 2867038 | (602) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (2) | 12/15/2026 | 484250 | (38) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (2) | 10/15/2025 | 134078 | (6184) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 10/17/2025 | 67026 | (3042) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 10/20/2025 | 67020 | (3092) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 10/21/2025 | 67014 | (3036) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (2) | 10/22/2025 | 134028 | (6185) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (7) | 11/18/2025 | 468855 | (7955) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (1) | 11/26/2025 | 66999 | (783) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aluminum - 90 day settlement<sup>(a)</sup> | (2) | 12/23/2025 | 134020 | (1605) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Dollar | (71) | 12/15/2025 | 4701620 | (5121) |
| &nbsp;&nbsp;&nbsp;&nbsp;BMF US Dollar Fut Nov 25 | (40) | 10/31/2025 | 2014967 | (3699) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil | (1) | 12/30/2025 | 65320 | (201) |
| &nbsp;&nbsp;&nbsp;&nbsp;British Pound | (3) | 12/15/2025 | 252206 | 2267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Canola Oil | (5) | 11/14/2025 | 43486 | 1933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Canola Oil | (2) | 01/14/2026 | 17768 | 1497 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Dollar | (30) | 12/16/2025 | 2163000 | 3957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper | (1) | 12/29/2025 | 121412 | (1164) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 10/06/2025 | 255864 | (14486) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 10/22/2025 | 256230 | (10423) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 11/17/2025 | 256446 | (13776) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 11/18/2025 | 256388 | (64) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 11/19/2025 | 256426 | (11517) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (2) | 12/12/2025 | 513546 | (6294) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 12/16/2025 | 256661 | (8166) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 12/18/2025 | 256638 | (194) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper - 90 day settlement<sup>(a)</sup> | (1) | 12/22/2025 | 256638 | (212) |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow | (20) | 12/12/2025 | 415500 | 3503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow | (6) | 03/13/2026 | 129600 | 1649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow | (6) | 05/14/2026 | 132525 | 3611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cotton No.2 | (21) | 12/08/2025 | 690585 | 7370 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Palm Oil | (1) | 11/14/2025 | 25686 | 283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Palm Oil | (1) | 02/13/2026 | 26031 | 461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil | (1) | 01/14/2026 | 29904 | 2056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil | (1) | 03/13/2026 | 30150 | 1150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dollar Index | (1) | 12/15/2025 | 97451 | (101) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro | (91) | 12/15/2025 | 13413400 | 39649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro BUXL 30 Year Bonds | (7) | 12/08/2025 | 940839 | (14137) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BOBL | (8) | 12/08/2025 | 1106522 | (1060) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Bonds | (1) | 12/08/2025 | 140699 | (1423) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | (3) | 12/08/2025 | 452844 | (694) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | (41) | 12/08/2025 | 5149610 | (193) |
| &nbsp;&nbsp;&nbsp;&nbsp;French Government Bonds | (6) | 12/08/2025 | 854828 | (6157) |
| &nbsp;&nbsp;&nbsp;&nbsp;FTSE 100 Index | (2) | 12/19/2025 | 253043 | (2332) |
| &nbsp;&nbsp;&nbsp;&nbsp;Hard Red Winter Wheat | (1) | 12/12/2025 | 24887 | 423 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hard Red Winter Wheat | (2) | 03/13/2026 | 51875 | 2908 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (10) | 12/15/2026 | 3240535 | (51) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (4) | 06/15/2027 | 1296214 | (185) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (6) | 06/20/2028 | 1941799 | (337) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese 10 Year Government Bonds | (4) | 12/15/2025 | 3672854 | 25288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese Yen | (38) | 12/15/2025 | 3236650 | 4690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (2) | 10/01/2025 | 97331 | 5521 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 10/06/2025 | 48731 | 2602 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 10/07/2025 | 48744 | 2289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 10/10/2025 | 48809 | 1261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 10/15/2025 | 48822 | 1073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (4) | 11/18/2025 | 197119 | (383) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 12/08/2025 | 49436 | 379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 12/11/2025 | 49512 | 360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 12/12/2025 | 49531 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 12/18/2025 | 49557 | 364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lead - 90 day settlement<sup>(a)</sup> | (1) | 12/22/2025 | 49603 | 257 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Cocoa | (2) | 03/16/2026 | 127658 | 11349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Gilt | (10) | 12/29/2025 | 1221707 | (4213) |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexican Peso | (2) | 12/15/2025 | 54120 | (964) |
| &nbsp;&nbsp;&nbsp;&nbsp;Milling Wheat No. 2 | (10) | 12/10/2025 | 109334 | 1732 |
| &nbsp;&nbsp;&nbsp;&nbsp;Milling Wheat No. 2 | (5) | 03/10/2026 | 56501 | 3823 |
| &nbsp;&nbsp;&nbsp;&nbsp;Milling Wheat No. 2 | (1) | 05/11/2026 | 11608 | 542 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mini Dollar Futur Nov 25 | (40) | 10/31/2025 | 402993 | (584) |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (2) | 10/28/2025 | 16515 | (304) |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (14) | 10/29/2025 | 462420 | (15952) |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (2) | 12/29/2025 | 83540 | 996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas | (1) | 09/28/2026 | 39290 | (302) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Dollar | (26) | 12/15/2025 | 1511770 | 6446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 10/07/2025 | 90429 | 912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 10/08/2025 | 90445 | 1200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 10/22/2025 | 90595 | 2757 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 11/11/2025 | 90858 | 1539 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (2) | 11/12/2025 | 181734 | 1180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 11/24/2025 | 90984 | (338) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 11/27/2025 | 91038 | 1747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 12/04/2025 | 91141 | 804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (3) | 12/11/2025 | 273709 | (1281) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 12/15/2025 | 91263 | 382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 12/16/2025 | 91263 | (343) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (2) | 12/17/2025 | 182555 | 1545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (2) | 12/22/2025 | 182670 | 785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nickel - 90 day settlement<sup>(a)</sup> | (1) | 12/23/2025 | 91401 | (56) |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD | (1) | 01/30/2026 | 95315 | 1977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Red Spring Wheat | (2) | 12/12/2025 | 56275 | 3307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Robusta Coffee | (1) | 11/24/2025 | 42000 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;Rough Rice | (2) | 11/14/2025 | 44660 | 2255 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Index | (1) | 12/19/2025 | 336937 | (4655) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybean Meal | (29) | 12/12/2025 | 792570 | 28021 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybean Meal | (5) | 01/14/2026 | 138950 | 5108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans | (13) | 11/14/2025 | 651137 | 8239 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans | (1) | 01/14/2026 | 51013 | 1373 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans | (2) | 03/13/2026 | 103575 | 2933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar #11 | (24) | 02/27/2026 | 446208 | (4393) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar #11 | (3) | 04/30/2026 | 54230 | (578) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar #11 | (1) | 06/30/2026 | 17898 | 535 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar #11 | (2) | 09/30/2026 | 36243 | (363) |
| &nbsp;&nbsp;&nbsp;&nbsp;Tin - 90 day settlement<sup>(a)</sup> | (1) | 10/03/2025 | 177293 | (9723) |
| &nbsp;&nbsp;&nbsp;&nbsp;Tin - 90 day settlement<sup>(a)</sup> | (2) | 10/22/2025 | 354650 | (21167) |
| &nbsp;&nbsp;&nbsp;&nbsp;Tin - 90 day settlement<sup>(a)</sup> | (2) | 11/10/2025 | 355110 | (17170) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | (13) | 12/19/2025 | 1462500 | (5983) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | (1) | 12/19/2025 | 120062 | 1780 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Cocoa | (2) | 12/15/2025 | 134980 | 9536 |
| &nbsp;&nbsp;&nbsp;&nbsp;US Dollar/Swedish Krona Cross Currency Rate | (1) | 12/15/2025 | 99457 | (586) |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat | (20) | 12/12/2025 | 508000 | 17751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat | (3) | 05/14/2026 | 80925 | 3256 |
| &nbsp;&nbsp;&nbsp;&nbsp;White Maize | (2) | 12/22/2025 | 42444 | 11788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Yellow Maize | (1) | 12/22/2025 | 20220 | 4380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 10/01/2025 | 75318 | (4103) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 10/02/2025 | 75399 | (5906) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 10/08/2025 | 149887 | (12909) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 10/15/2025 | 74696 | (7088) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 10/17/2025 | 149242 | (9149) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 10/22/2025 | 149200 | (10621) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 10/28/2025 | 149299 | (9371) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 10/29/2025 | 74658 | (5475) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 11/04/2025 | 149326 | (10167) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 11/05/2025 | 149328 | (8763) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 11/10/2025 | 74597 | (4984) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 11/12/2025 | 74531 | (4930) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 11/14/2025 | 74464 | (5069) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 11/18/2025 | 148786 | (5531) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 12/03/2025 | 74347 | (944) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 12/09/2025 | 74316 | (1996) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (2) | 12/10/2025 | 148607 | (1964) |
| &nbsp;&nbsp;&nbsp;&nbsp;Zinc - 90 day settlement<sup>(a)</sup> | (1) | 12/16/2025 | 74154 | (1421) |
|  |  |  |  | $(75696) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** |  | $628919 |

---

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

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** | **LoCorr Strategic Allocation Fund** |
| **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized** <br> **Appreciation**<br> (Depreciation) |
| Deutsche Bank | 11/14/2025 | AUD | 1200000 | CAD | 1092685 | $7647 |
| Deutsche Bank | 11/14/2025 | AUD | 200000 | JPY | 19392748 | 657 |
| Deutsche Bank | 11/14/2025 | AUD | 3200000 | NZD | 3595957 | 30275 |
| Deutsche Bank | 11/14/2025 | AUD | 900000 | USD | 595100 | 800 |
| Deutsche Bank | 10/02/2025 | BRL | 545037 | USD | 100000 | 2357 |
| Deutsche Bank | 11/04/2025 | BRL | 535251 | USD | 100000 | (324) |
| Deutsche Bank | 11/14/2025 | CAD | 600000 | USD | 433268 | (1184) |
| Deutsche Bank | 11/14/2025 | CHF | 931797 | EUR | 1000000 | (280) |
| Deutsche Bank | 11/14/2025 | CHF | 266499 | GBP | 250000 | 344 |
| Deutsche Bank | 11/14/2025 | CHF | 375000 | USD | 475198 | (1519) |
| Deutsche Bank | 10/14/2025 | CLP | 95289830 | USD | 100000 | (880) |
| Deutsche Bank | 11/14/2025 | CNH | 10635053 | USD | 1500000 | (3123) |
| Deutsche Bank | 11/14/2025 | EUR | 375000 | AUD | 669903 | (2074) |
| Deutsche Bank | 11/14/2025 | EUR | 375000 | CAD | 609962 | 2220 |
| Deutsche Bank | 11/14/2025 | EUR | 1100000 | GBP | 961570 | 1564 |
| Deutsche Bank | 11/14/2025 | EUR | 800000 | JPY | 138926984 | (2132) |
| Deutsche Bank | 11/14/2025 | EUR | 125000 | NOK | 1467062 | 120 |
| Deutsche Bank | 11/14/2025 | EUR | 875000 | USD | 1033374 | (3259) |
| Deutsche Bank | 11/14/2025 | GBP | 250000 | AUD | 510923 | (2005) |
| Deutsche Bank | 11/14/2025 | GBP | 262677 | EUR | 300000 | 153 |
| Deutsche Bank | 11/14/2025 | GBP | 625000 | JPY | 124239961 | (3453) |
| Deutsche Bank | 11/14/2025 | GBP | 500000 | USD | 675293 | (2728) |
| Deutsche Bank | 11/14/2025 | HUF | 232305794 | USD | 700000 | (2691) |
| Deutsche Bank | 11/14/2025 | ILS | 333811 | USD | 100000 | 787 |
| Deutsche Bank | 10/03/2025 | INR | 26467530 | USD | 300000 | (1962) |
| Deutsche Bank | 10/06/2025 | INR | 17654891 | USD | 200000 | (1235) |
| Deutsche Bank | 10/08/2025 | INR | 8879995 | USD | 100000 | (38) |
| Deutsche Bank | 10/10/2025 | INR | 17759991 | USD | 200000 | (97) |
| Deutsche Bank | 10/14/2025 | INR | 8884055 | USD | 100000 | (24) |
| Deutsche Bank | 10/20/2025 | INR | 8793800 | USD | 100000 | (1072) |
| Deutsche Bank | 11/14/2025 | JPY | 58323564 | AUD | 600000 | (982) |
| Deutsche Bank | 11/14/2025 | JPY | 52180818 | EUR | 300000 | 1365 |
| Deutsche Bank | 11/14/2025 | JPY | 34617100 | NZD | 400000 | 2895 |
| Deutsche Bank | 11/14/2025 | JPY | 12500000 | USD | 85020 | (88) |
| Deutsche Bank | 10/10/2025 | KRW | 417917290 | USD | 300000 | (1990) |
| Deutsche Bank | 10/14/2025 | KRW | 278443526 | USD | 200000 | (1405) |
| Deutsche Bank | 11/14/2025 | MXN | 11000000 | USD | 594982 | 2695 |
| Deutsche Bank | 11/14/2025 | NOK | 1463328 | EUR | 125000 | (494) |
| Deutsche Bank | 11/14/2025 | NOK | 5937727 | USD | 600000 | (4879) |
| Deutsche Bank | 11/14/2025 | PLN | 427813 | EUR | 100000 | (101) |
| Deutsche Bank | 11/14/2025 | PLN | 2173426 | USD | 600000 | (2421) |
| Deutsche Bank | 11/14/2025 | SEK | 4137597 | EUR | 375000 | (685) |
| Deutsche Bank | 11/14/2025 | SEK | 3778589 | NOK | 4000000 | 1638 |
| Deutsche Bank | 11/14/2025 | SEK | 4672186 | USD | 500000 | (2256) |
| Deutsche Bank | 11/14/2025 | SGD | 1278259 | USD | 1000000 | (5505) |
| Deutsche Bank | 11/14/2025 | TRY | 8614553 | USD | 199010 | 506 |
| Deutsche Bank | 10/02/2025 | USD | 100000 | BRL | 531087 | 263 |
| Deutsche Bank | 11/14/2025 | USD | 434290 | CAD | 600000 | 2206 |
| Deutsche Bank | 10/14/2025 | USD | 100000 | CLP | 96613170 | (497) |
| Deutsche Bank | 10/27/2025 | USD | 100000 | CLP | 95290700 | 873 |
| Deutsche Bank | 10/09/2025 | USD | 100000 | CNH | 712949 | (88) |
| Deutsche Bank | 11/14/2025 | USD | 168735 | GBP | 125000 | 594 |
| Deutsche Bank | 10/03/2025 | USD | 301657 | INR | 26467530 | 3619 |
| Deutsche Bank | 10/06/2025 | USD | 200000 | INR | 17615000 | 1684 |
| Deutsche Bank | 10/08/2025 | USD | 100000 | INR | 8826315 | 642 |
| Deutsche Bank | 10/10/2025 | USD | 200000 | INR | 17618520 | 1689 |
| Deutsche Bank | 10/14/2025 | USD | 100000 | INR | 8828187 | 653 |
| Deutsche Bank | 10/15/2025 | USD | 100000 | INR | 8845241 | 467 |
| Deutsche Bank | 10/16/2025 | USD | 100000 | INR | 8840018 | 531 |
| Deutsche Bank | 10/20/2025 | USD | 100000 | INR | 8824260 | 729 |
| Deutsche Bank | 10/23/2025 | USD | 400000 | INR | 35324870 | 2668 |
| Deutsche Bank | 10/24/2025 | USD | 200000 | INR | 17673540 | 1220 |
| Deutsche Bank | 10/27/2025 | USD | 100000 | INR | 8889850 | 29 |
| Deutsche Bank | 10/31/2025 | USD | 200000 | INR | 17781620 | 81 |
| Deutsche Bank | 11/03/2025 | USD | 100000 | INR | 8894460 | 17 |
| Deutsche Bank | 11/14/2025 | USD | 83799 | JPY | 12500000 | (1133) |
| Deutsche Bank | 10/10/2025 | USD | 300000 | KRW | 416812074 | 2778 |
| Deutsche Bank | 10/14/2025 | USD | 200000 | KRW | 276891602 | 2512 |
| Deutsche Bank | 10/23/2025 | USD | 300000 | KRW | 417642000 | 1985 |
| Deutsche Bank | 10/27/2025 | USD | 200000 | KRW | 278268000 | 1396 |
| Deutsche Bank | 11/14/2025 | USD | 135204 | MXN | 2500000 | (631) |
| Deutsche Bank | 11/14/2025 | USD | 466596 | NZD | 800000 | 1968 |
| Deutsche Bank | 11/14/2025 | USD | 599010 | TRY | 26006956 | (3320) |
| Deutsche Bank | 11/14/2025 | ZAR | 3458249 | USD | 200000 | (405) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $27667 |
| AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc |
| CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso |
| CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint |
| ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel |
| INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee |
| JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen |
| KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won |
| MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso |
| NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone |
| NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar |
| PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty |
| SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona |
| SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar |
| TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira | TRY - Turkish Lira |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |
| ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand |

---

------

#### Summary of Fair Value Disclosure as of September 30, 2025 (Unaudited)
LoCorr Strategic Allocation Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

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

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

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

The following is a summary of the fair valuation hierarchy of the Fund's securities as of September 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $22354837 | $– | $– | $22354837 |
|  &nbsp;&nbsp;&nbsp;&nbsp;REITs - Common | 380290 | – | – | 380290 |
| Total Investments | $22735127 | $– | $– | $22735127 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | $1115891 | $– | $– | $1115891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | – | 84627 | – | 84627 |
| Total Other Financial Instruments | $1115891 | $84627 | $– | $1200518 |
| **Liabilities:** |  |  |  |  |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | $(486972) | $– | $– | $(486972) |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | – | (56960) | – | (56960) |
| Total Other Financial Instruments | $(486972) | $(56960) | $– | $(543932) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Excelsior

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55331

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $46616191.72

**Total Liabilities:** $488774.93

**Net Assets:** $46127416.79

**Amount of Assets Invested in Other Investment Companies:** $1155678.99

**Cash Not Reported:** $4329864.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3936.350000000000 | **1-Year:** -307.060000000000 | **5-Year:** -38.040000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000252270 | 1.89%                | 0.51%                | 3.68%                |
| Class ID C000252271 | 1.99%                | 0.51%                | 3.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-54704.67               | $504134.21                                 |
| Month 2  | $-119984.57              | $484002.16                                 |
| Month 3  | $-120499.60              | $867943.24                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2252 | NS      | $547461.20    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       722 | NS      | $47695.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      3876 | NS      | $851053.32    | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                    | Cencora Inc                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        98 | NS      | $30627.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions | Broadridge Financial Solutions Inc           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        56 | NS      | $13337.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc              | Brown & Brown Inc                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       309 | NS      | $28981.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       331 | NS      | $8963.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc       | Builders FirstSource Inc                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        89 | NS      | $10791.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc        | Cboe Global Markets Inc                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        40 | NS      | $9810.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       216 | NS      | $34032.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       139 | NS      | $48825.14     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       280 | NS      | $59522.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc            | Cardinal Health Inc                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        96 | NS      | $15068.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                  | Carnival Corp                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       354 | NS      | $10234.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       209 | NS      | $99724.35     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       449 | NS      | $16020.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1741 | NS      | $196297.75    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                | Fair Isaac Corp                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        17 | NS      | $25441.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                    | Fastenal Co                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       358 | NS      | $17556.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       123 | NS      | $29004.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       649 | NS      | $28912.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                | First Solar Inc                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        52 | NS      | $11467.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       186 | NS      | $23980.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       214 | NS      | $9805.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                  | Ford Motor Co                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      2417 | NS      | $28907.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                   | Fortinet Inc                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       264 | NS      | $22197.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        52 | NS      | $3279.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       574 | NS      | $22512.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc | GE HealthCare Technologies Inc               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       153 | NS      | $11490.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                    | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       113 | NS      | $29704.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                               | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       109 | NS      | $67024.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       124 | NS      | $42284.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       418 | NS      | $125742.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc           | Invitation Homes Inc                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $10734.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc              | Iron Mountain Inc                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       130 | NS      | $13252.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                      | Jabil Inc                                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        41 | NS      | $8903.97      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc           | Jacobs Solutions Inc                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $10340.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp        | Marathon Petroleum Corp                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       200 | NS      | $38548.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD  | Marriott International Inc/MD                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       110 | NS      | $28648.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       274 | NS      | $7778.86      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                 | A O Smith Corp                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       143 | NS      | $10497.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/CAD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7647.50      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/EUR FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2072.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/GBP FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2005.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/JPY FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-982.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/JPY FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $656.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/NZD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $30275.10     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $679.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                      | Amcor PLC                                    | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | CH        |      1318 | NS      | $10781.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                     | Garmin Ltd                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        90 | NS      | $22159.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc        | Consolidated Edison Inc                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       217 | NS      | $21812.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       128 | NS      | $42120.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The             | Cooper Cos Inc/The                           | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       194 | NS      | $13300.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                    | Corning Inc                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       151 | NS      | $12386.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        78 | NS      | $13218.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                  | DTE Energy Co                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        59 | NS      | $8344.37      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       107 | NS      | $11058.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                | Dollar Tree Inc                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       122 | NS      | $11513.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy Inc                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       345 | NS      | $21103.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                   | DoorDash Inc                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       180 | NS      | $48958.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       373 | NS      | $46158.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours Inc                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       149 | NS      | $11607.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       252 | NS      | $22919.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        84 | NS      | $23004.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International           | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       187 | NS      | $10337.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       222 | NS      | $17264.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                       | RTX Corp                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       563 | NS      | $94206.79     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        88 | NS      | $13410.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       128 | NS      | $62298.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                 | Salesforce Inc                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       293 | NS      | $69441.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                | Schlumberger NV                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       759 | NS      | $26086.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                         | Sempra                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       168 | NS      | $15116.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        92 | NS      | $84665.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        77 | NS      | $26662.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       123 | NS      | $23083.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANK MMDA - USBGFS 9        | US BANK MMDA - USBGFS 9                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  19115890 | NS      | $19115890.37  | 41.44%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                     | US Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       543 | NS      | $26243.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp             | Union Pacific Corp                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       258 | NS      | $60983.46     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       116 | NS      | $11194.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        18 | NS      | $17183.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       218 | NS      | $75275.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        60 | NS      | $12266.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp             | Valero Energy Corp                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        77 | NS      | $13110.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                   | Veralto Corp                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        93 | NS      | $9914.73      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                   | VeriSign Inc                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        82 | NS      | $22924.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $1678.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $3611.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $3145.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $7557.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DJIA MINI e-CBOT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $5085.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DOLLAR INDEX      Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $-100.56      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO FX CURR FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -91 | NC      | $39649.31     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | E-MINI NATURAL GA Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-303.82      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/GBP FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $152.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/GBP FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1564.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/JPY FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2132.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/JPY FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1364.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/NOK FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-494.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/PLN FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-101.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/SEK FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-684.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3199.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp PLC                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       169 | NS      | $63248.25     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL | Seagate Technology Holdings PLC              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |        59 | NS      | $13927.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DAX INDEX FUTURE  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $5679.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |         4 | NC      | $-3930.51     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        -1 | NC      | $460.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        -1 | NC      | $282.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |         3 | NC      | $-3179.57     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $912.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $123.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1199.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1604.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2757.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1589.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1539.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1216.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $1180.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-905.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1747.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $336.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $803.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $336.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-1280.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-4376.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-342.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $784.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1190.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $347.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-9723.28     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3772.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-21166.80    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $5702.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-17169.96    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $20753.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5906.15     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6719.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4983.90     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3504.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3354.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ECX EMISSION      Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | NL        |         1 | NC      | $3763.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | E-Mini Russ 2000  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8 | NC      | $6840.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd    | Royal Caribbean Cruises Ltd                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       100 | NS      | $32358.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       156 | NS      | $50406.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                  | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       155 | NS      | $41879.45     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1653 | NS      | $113098.26    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       790 | NS      | $80185.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                  | Clorox Co/The                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       168 | NS      | $20714.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The               | Coca-Cola Co/The                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1883 | NS      | $124880.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc            | Coinbase Global Inc                          | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       100 | NS      | $33749.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       979 | NS      | $30760.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       400 | NS      | $37836.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc            | Electronic Arts Inc                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       159 | NS      | $32070.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co            | Emerson Electric Co                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       273 | NS      | $35812.14     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       280 | NS      | $213640.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co/The                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       677 | NS      | $64159.29     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       552 | NS      | $46699.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        89 | NS      | $10324.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       153 | NS      | $56559.51     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer Inc                     | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       232 | NS      | $11122.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                   | Synopsys Inc                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        90 | NS      | $44405.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       143 | NS      | $10160.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       168 | NS      | $13833.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software  | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       115 | NS      | $29711.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1096 | NS      | $487413.12    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFF ROBUSTA 10tn Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1.12        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC           | Smurfit WestRock PLC                         | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |       370 | NS      | $15750.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        42 | NS      | $10392.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                          | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        74 | NS      | $16245.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE - IC Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $11348.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                         | HP Inc                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       726 | NS      | $19768.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc      | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       527 | NS      | $8969.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       140 | NS      | $27472.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                    | Hubbell Inc                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        22 | NS      | $9466.82      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana Inc                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        64 | NS      | $16650.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH   | Huntington Bancshares Inc/OH                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       543 | NS      | $9377.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                      | IDEX Corp                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       104 | NS      | $16927.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                            | International Business Machines Corp         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       384 | NS      | $108349.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol | Westinghouse Air Brake Technologies Corp     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        54 | NS      | $10825.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       290 | NS      | $51660.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services Inc             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        74 | NS      | $19412.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       103 | NS      | $12366.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $-7417.95     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-1661.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CLP/USD FWD 20251014                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-879.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20251014                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-496.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20251027                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $872.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $-4514.77     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CNH/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3195.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1571.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HSCEI Futures     Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        12 | NC      | $11018.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HANG SENG IDX FUT Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         5 | NC      | $12149.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HUF/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2690.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IBEX 35 INDX FUTR Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         3 | NC      | $10379.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IBEX MINI IDX FUT Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         1 | NC      | $314.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/NZD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2894.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1133.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-87.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $422.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/SEK Future    Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $-585.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-6184.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $3617.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3042.15     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $996.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3092.15     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $840.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3035.90     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $846.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-6185.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1481.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-7955.13     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $19518.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-783.15      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1706.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $4333.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-1604.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-13775.75    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2288.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-2448.48     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1261.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-250.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1073.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-250.15      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-382.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-2232.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $359.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-555.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $539.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-7088.48     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5163.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-9148.80     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $7494.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-10621.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $6077.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-9371.46     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $10233.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5475.23     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5058.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-10167.30    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $10803.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-8762.96     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $6023.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4929.90     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3863.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5068.98     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4864.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-5531.38     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $5953.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3473.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-944.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2292.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $365.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI EmgMkt       Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $3442.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI EAFE         Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-772.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $1372.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $2810.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -12 | NC      | $8114.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -4 | NC      | $-185.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Mar28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -6 | NC      | $-336.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $27911.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5 | NC      | $436.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $3255.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $17752.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $1780.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHITE MAIZE-SAF   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |        -2 | NC      | $11788.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       845 | NS      | $620551.10    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       246 | NS      | $74756.94     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        39 | NS      | $30129.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       692 | NS      | $58079.56     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        86 | NS      | $13927.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                        | NVR Inc                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         1 | NS      | $8034.66      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       929 | NS      | $70130.21     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       542 | NS      | $37793.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                   | Nordson Corp                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        58 | NS      | $13163.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       100 | NS      | $30041.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp            | Northern Trust Corp                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        75 | NS      | $10095.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        65 | NS      | $39605.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       189 | NS      | $25596.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9773 | NS      | $1823446.34   | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       185 | NS      | $19944.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       305 | NS      | $14411.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       132 | NS      | $10761.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp          | ON Semiconductor Corp                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       457 | NS      | $22534.67     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                    | Oracle Corp                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       681 | NS      | $191524.44    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       122 | NS      | $11154.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                     | PACCAR Inc                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       155 | NS      | $15239.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc      | Palantir Technologies Inc                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       849 | NS      | $154874.58    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc         | Palo Alto Networks Inc                       | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       275 | NS      | $55995.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp           | Parker-Hannifin Corp                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        63 | NS      | $47763.45     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc            | PayPal Holdings Inc                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       225 | NS      | $15088.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       675 | NS      | $94797.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         6 | NC      | $-1793.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -17 | NC      | $-0.80        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Mar28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -13 | NC      | $-514.26      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         7 | NC      | $-3760.58     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         6 | NC      | $-707.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $278.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -35 | NC      | $908.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -3 | NC      | $-221.61      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $-59.20       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       615 | NS      | $58572.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                    | Pentair PLC                                  | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | GB        |       140 | NS      | $15506.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         1 | NC      | $-337.95      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV          | NXP Semiconductors NV                        | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        88 | NS      | $20040.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $-1550.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Mar28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-150.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        10 | NC      | $-889.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-50.10       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp               | W R Berkley Corp                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        56 | NS      | $4290.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       718 | NS      | $82211.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        16 | NS      | $15247.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                     | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       329 | NS      | $29100.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                     | NetApp Inc                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       168 | NS      | $19901.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       175 | NS      | $209811.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       486 | NS      | $40974.66     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                      | News Corp                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       650 | NS      | $22457.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1497 | NS      | $65793.15     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      1162 | NS      | $11503.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc            | VICI Properties Inc                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       351 | NS      | $11446.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       642 | NS      | $219165.96    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                    | Vistra Corp                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       103 | NS      | $20179.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        40 | NS      | $12304.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc           | WEC Energy Group Inc                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       103 | NS      | $11802.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1802 | NS      | $185714.12    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       974 | NS      | $19022.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       241 | NS      | $53220.03     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                    | Waters Corp                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        64 | NS      | $19187.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1304 | NS      | $109301.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       238 | NS      | $15077.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc            | Williams-Sonoma Inc                          | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       118 | NS      | $23063.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                    | Workday Inc                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       172 | NS      | $41405.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy Inc                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       136 | NS      | $10968.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       103 | NS      | $15192.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       114 | NS      | $17328.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       280 | NS      | $40969.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | STOXX 600 BANK    Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $234.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $2055.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $1149.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Short Euro-BTP Fu Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        23 | NC      | $37.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $-16533.36    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1571.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P500 EMINI FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-9310.34     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P500 EMINI FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8 | NC      | $23488.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        17 | NC      | $-11759.99    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -10 | NC      | $-4212.63     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | GB        |        55 | NS      | $18999.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $1976.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-1895.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-2555.29     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | STOXX 600 INSU    Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $662.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US DOLLAR FUT     Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         3 | NC      | $63.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4102.90     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6963.27      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-12908.96    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $9510.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1995.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2198.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-1963.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1234.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1420.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $843.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RED WHEAT FUT MGE Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $3306.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-631.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Oct26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-301.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | YEN DENOM NIKKEI  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $4458.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NOK/SEK FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1638.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4879.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NIKKEI 225 MINI   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        32 | NC      | $26835.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NEW ZEALAND $ FUT Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -25 | NC      | $6466.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NZD/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1967.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MEXICAN PESO FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -2 | NC      | $-964.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLATINUM FUTURE   Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $5058.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2694.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $996.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $-15393.82    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NASDAQ 100 E-MINI Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $14316.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLN/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2421.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $674.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1248.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1998.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4024.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI SING IX ETS  Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         3 | NC      | $-80.96       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ROUGH RICE (CBOT) Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $2255.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $-4393.01     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-577.77      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $535.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Oct26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-362.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2255.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SGD/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5504.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILVER FUTURE     Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $139474.74    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $5108.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | STOXX EUROPE 600  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         5 | NC      | $864.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TOPIX INDX FUTR   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         3 | NC      | $7674.59      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TRY/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3320.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TRY/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $506.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        12 | NC      | $-4305.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -13 | NC      | $-5983.29     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5 | NC      | $-5156.56     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $-4253.89     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | YELLOW MAIZE-SAF  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |        -1 | NC      | $4379.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        30 | NS      | $19166.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       180 | NS      | $46936.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                   | Insulet Corp                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        32 | NS      | $9879.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      1535 | NS      | $51499.25     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange Inc                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        90 | NS      | $15163.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                            | International Flavors & Fragrances Inc       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       276 | NS      | $16985.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co         | International Paper Co                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       212 | NS      | $9836.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T | Interpublic Group of Cos Inc/The             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       399 | NS      | $11136.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       107 | NS      | $73071.37     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical Inc                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        97 | NS      | $43381.31     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                    | Invesco Ltd                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |      1099 | NS      | $25211.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                       | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       776 | NS      | $27555.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       509 | NS      | $38373.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       234 | NS      | $15825.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       194 | NS      | $179572.22    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc               | CoStar Group Inc                             | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       343 | NS      | $28938.91     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc       | Crowdstrike Holdings Inc                     | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        72 | NS      | $35307.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       215 | NS      | $20745.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                    | Cummins Inc                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        70 | NS      | $29565.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       241 | NS      | $47780.66     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc         | Darden Restaurants Inc                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        51 | NS      | $9708.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                    | Datadog Inc                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       183 | NS      | $26059.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        95 | NS      | $9630.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       106 | NS      | $48469.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc          | Dell Technologies Inc                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       142 | NS      | $20131.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc            | Delta Air Lines Inc                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       333 | NS      | $18897.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       334 | NS      | $11710.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                     | Dexcom Inc                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       213 | NS      | $14332.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc         | Diamondback Energy Inc                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       135 | NS      | $19318.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust Inc                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        96 | NS      | $16596.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       472 | NS      | $68222.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       146 | NS      | $34949.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       306 | NS      | $56221.38     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                    | Textron Inc                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       140 | NS      | $11828.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The             | Trade Desk Inc/The                           | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       236 | NS      | $11566.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       163 | NS      | $79058.26     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                          | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       210 | NS      | $32587.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc            | TransDigm Group Inc                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $22406.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       105 | NS      | $29318.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                    | Trimble Inc                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       312 | NS      | $25474.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       240 | NS      | $10972.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc         | Tyler Technologies Inc                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        24 | NS      | $12555.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc          | Uber Technologies Inc                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       834 | NS      | $81706.98     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                | Ulta Beauty Inc                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        33 | NS      | $18042.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO STOXX BANK   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         7 | NC      | $1741.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO FX CURR FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        11 | NC      | $-4188.44     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        91 | NS      | $38398.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COPPER FUTURE     Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-1164.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COPPER FUTURE     Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $6599.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -1 | NC      | $-1422.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         7 | NC      | $-1903.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $5003.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $4741.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-337.66      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $139.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $382.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $336.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-392.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $1544.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $672.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-55.92       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $364.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -8 | NC      | $-1060.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO/GBP FUTURE   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $746.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -3 | NC      | $-1362.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         2 | NC      | $1686.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUXL 30Y BND Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -7 | NC      | $-14137.26    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO STOXX 50     Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        24 | NC      | $23646.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        -5 | NC      | $3822.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        -1 | NC      | $541.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        -7 | NC      | $1383.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Micro, EUR/USD    Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-71.58       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MINI HSI IDX FUT  Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         2 | NC      | $1414.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-14485.90    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $9658.77      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-10422.73    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $7928.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $11465.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-63.90       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $13934.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-11516.65    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $11795.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6649.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $8830.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-6293.94     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-50.82       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-8165.72     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $137.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $7195.77      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-193.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6220.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-211.65      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-754.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2601.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-310.15      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $379.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MINI H-SHR IDX FU Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         1 | NC      | $249.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MEXICAN PESO FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       105 | NC      | $40709.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MINI FTSE/MIB FUT Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         2 | NC      | $1161.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MINI TPX IDX FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         5 | NC      | $1130.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Mini Dollar Futur Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |       -40 | NC      | $10797.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MINI BOVESPA FUT  Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |        40 | NC      | $-4.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group Inc/The         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       212 | NS      | $42597.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                       | PPL Corp                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       194 | NS      | $7209.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       484 | NS      | $78504.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                    | Phillips 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       315 | NS      | $42846.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                      | Aflac Inc                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       141 | NS      | $15749.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                   | AES Corp/The                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       794 | NS      | $10449.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      3279 | NS      | $92598.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       861 | NS      | $115322.34    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       743 | NS      | $172034.22    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       146 | NS      | $51501.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       640 | NS      | $103545.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       134 | NS      | $17198.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                     | Airbnb Inc                                   | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       236 | NS      | $28655.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       114 | NS      | $31090.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                 | Albemarle Corp                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       117 | NS      | $9486.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       286 | NS      | $23835.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        55 | NS      | $3707.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        82 | NS      | $17601.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1896 | NS      | $461770.80    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                    | Ameren Corp                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        69 | NS      | $7202.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       227 | NS      | $25537.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       265 | NS      | $88022.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       153 | NS      | $12016.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        99 | NS      | $19039.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        81 | NS      | $11274.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc       | Ameriprise Financial Inc                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        26 | NS      | $12772.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                     | AMETEK Inc                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        90 | NS      | $16920.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       219 | NS      | $61801.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       502 | NS      | $62122.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       161 | NS      | $39557.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       511 | NS      | $12407.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc   | Apollo Global Management Inc                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       158 | NS      | $21056.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5907 | NS      | $1504099.41   | 3.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc          | Applied Materials Inc                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       341 | NS      | $69816.34     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                  | AppLovin Corp                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        96 | NS      | $68979.84     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       241 | NS      | $14397.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc            | Arista Networks Inc                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       501 | NS      | $73000.71     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                   | Assurant Inc                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        51 | NS      | $11046.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp              | Atmos Energy Corp                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       126 | NS      | $21514.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        35 | NS      | $11118.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       228 | NS      | $66918.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone Inc                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         9 | NS      | $38612.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc            | Axon Enterprise Inc                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        36 | NS      | $25835.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      2715 | NS      | $140066.85    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T | Bank of New York Mellon Corp/The             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       290 | NS      | $31598.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc       | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       477 | NS      | $10861.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       146 | NS      | $27326.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       730 | NS      | $367000.20    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                | Bio-Techne Corp                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       203 | NS      | $11292.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                 | Blackstone Inc                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       309 | NS      | $52792.65     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                  | Blackrock Inc                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        56 | NS      | $65288.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       260 | NS      | $56115.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        14 | NS      | $75589.78     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       353 | NS      | $34463.39     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1256 | NS      | $56645.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                   | Broadcom Inc                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1874 | NS      | $618251.34    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        86 | NS      | $7714.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       109 | NS      | $14431.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                | Cigna Group/The                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       105 | NS      | $30266.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc         | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       209 | NS      | $8109.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        72 | NS      | $11265.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc     | Charter Communications Inc                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        50 | NS      | $13755.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $133549.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       552 | NS      | $21632.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       301 | NS      | $26376.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp      | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        68 | NS      | $10750.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $41052.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc              | EOG Resources Inc                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       140 | NS      | $15696.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                       | EQT Corp                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       306 | NS      | $16655.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       165 | NS      | $15376.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                    | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        57 | NS      | $14622.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        36 | NS      | $28196.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential             | Equity Residential                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       160 | NS      | $10356.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc       | Essex Property Trust Inc                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        68 | NS      | $18200.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       258 | NS      | $18354.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       487 | NS      | $21919.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc              | Expedia Group Inc                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $11970.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       209 | NS      | $25621.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc        | Extra Space Storage Inc                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $11134.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co        | Arthur J Gallagher & Co                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        74 | NS      | $22920.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       456 | NS      | $22991.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       380 | NS      | $23168.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       484 | NS      | $53724.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc            | Global Payments Inc                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       222 | NS      | $18443.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                    | GoDaddy Inc                                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        68 | NS      | $9304.44      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group Inc/The                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       116 | NS      | $92376.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        88 | NS      | $37505.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      1177 | NS      | $28954.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T | Hartford Insurance Group Inc/The             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       250 | NS      | $33347.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       142 | NS      | $26561.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co  | Hewlett Packard Enterprise Co                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       459 | NS      | $11273.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc  | Hilton Worldwide Holdings Inc                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        52 | NS      | $13490.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       386 | NS      | $156403.34    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc    | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       304 | NS      | $63992.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1117 | NS      | $352335.31    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1087 | NS      | $201551.54    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        55 | NS      | $59323.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                   | KKR & Co Inc                                 | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       338 | NS      | $43923.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                      | Kellanova                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       141 | NS      | $11564.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        64 | NS      | $11194.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       300 | NS      | $37302.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1149 | NS      | $32528.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       412 | NS      | $10728.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                  | Kroger Co/The                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       204 | NS      | $13751.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        65 | NS      | $19851.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc           | Labcorp Holdings Inc                         | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $11195.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       490 | NS      | $65611.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corp                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       217 | NS      | $11672.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The       | Estee Lauder Cos Inc/The                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       278 | NS      | $24497.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc       | Lennox International Inc                     | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        20 | NS      | $10587.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc  | Live Nation Entertainment Inc                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        57 | NS      | $9313.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        97 | NS      | $48423.37     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                     | Loews Corp                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       146 | NS      | $14656.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       294 | NS      | $73885.14     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica Inc                      | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |        63 | NS      | $11209.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                  | M&T Bank Corp                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        73 | NS      | $14426.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        25 | NS      | $15757.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       328 | NS      | $186569.68    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                | Match Group Inc                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       267 | NS      | $9430.44      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       244 | NS      | $16423.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        80 | NS      | $38118.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       446 | NS      | $70896.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        53 | NS      | $24236.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       735 | NS      | $11083.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1618 | NS      | $41226.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc               | Henry Schein Inc                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       155 | NS      | $10287.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       706 | NS      | $67401.82     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                      | Block Inc                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       244 | NS      | $17633.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -71 | NC      | $-5121.31     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        19 | NC      | $-1743.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE/JSE TOP 40   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |         3 | NC      | $6385.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BP CURRENCY FUT   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -3 | NC      | $2267.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BP CURRENCY FUT   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        16 | NC      | $-10970.07    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        44 | NS      | $24966.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                    | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       255 | NS      | $21004.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International Inc             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        20 | NS      | $24552.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2977 | NS      | $1541937.15   | 3.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc       | Microchip Technology Inc                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       420 | NS      | $26972.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       503 | NS      | $84161.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                    | Moderna Inc                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       448 | NS      | $11571.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc          | Molina Healthcare Inc                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        66 | NS      | $12629.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       556 | NS      | $34733.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc   | Monolithic Power Systems Inc                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        38 | NS      | $34984.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc  | Principal Financial Group Inc                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       160 | NS      | $13265.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       613 | NS      | $94187.45     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       244 | NS      | $60255.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                   | Prologis Inc                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       548 | NS      | $62756.96     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       127 | NS      | $13174.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou | Public Service Enterprise Group Inc          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       274 | NS      | $22868.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                               | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        76 | NS      | $21952.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                 | PulteGroup Inc                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $26822.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       199 | NS      | $33105.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc            | Quanta Services Inc                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        64 | NS      | $26522.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc    | Raymond James Financial Inc                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        53 | NS      | $9147.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp             | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       466 | NS      | $28328.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        49 | NS      | $27551.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       168 | NS      | $38552.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        57 | NS      | $15602.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc          | Robinhood Markets Inc                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       276 | NS      | $39517.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        45 | NS      | $15728.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                    | Rollins Inc                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       171 | NS      | $10044.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 1 MONTH SOFR FUT  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $538.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         6 | NC      | $-2975.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $-2700.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251002                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $262.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251002                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2357.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251104                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-324.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Brent Fin Last Da Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BOVESPA INDEX FUT Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |        10 | NC      | $1063.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAD/EUR FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2219.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1183.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2206.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COCOA FUTURE      Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $9627.81      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | C$ CURRENCY FUT   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -27 | NC      | $3902.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAC40 10 EURO FUT Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |         2 | NC      | $2716.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF/EUR FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-280.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/GBP FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $344.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1518.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        10 | NC      | $139.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1160.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-200.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-8141.07     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -48 | NC      | $708.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CATTLE FEEDER FUT Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $6893.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                      | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | GB        |        24 | NS      | $8557.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                       | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       112 | NS      | $10161.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       222 | NS      | $54745.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd              | Everest Group Ltd                            | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |        47 | NS      | $16460.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc           | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |       286 | NS      | $31445.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                                    | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |       224 | NS      | $106400.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/JPY FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3452.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2718.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $593.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GOLD 100 OZ FUTR  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $144099.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                      | Chubb Ltd                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       205 | NS      | $57861.25     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE KLCI FUTURE  Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MY        |         1 | NC      | $-26.38       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ILS/USD FWD 20251114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $787.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251003                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1962.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251003                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3618.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251006                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1235.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251006                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1684.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251008                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-37.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251008                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $642.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251010                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-97.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251010                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1689.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251014                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $653.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251015                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $466.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251016                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $530.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251020                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1072.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251020                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $729.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251023                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2668.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251024                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1220.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251027                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251031                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $80.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -4 | NC      | $25288.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IFSC NIFTY 50 FUT Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         2 | NC      | $-1145.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPN YEN CURR FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -40 | NC      | $5990.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KRW/USD FWD 20251010                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1990.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20251010                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2778.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20251014                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1405.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20251014                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2512.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20251023                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1984.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20251027                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1395.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $2907.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $7870.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $5807.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $897.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $5395.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $2173.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $55.38        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-772.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $5521.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-2156.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $256.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-552.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-OAT Future   Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -6 | NC      | $-6156.98     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CANOLA FUTR (WCE) Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |        -2 | NC      | $1496.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CANOLA FUTR (WCE) Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |        -5 | NC      | $1933.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IODEX IO FUT      Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        17 | NC      | $-2457.35     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -9 | NC      | $-17.31       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF CURRENCY FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         7 | NC      | $-6113.08     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE/MIB IDX FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         2 | NC      | $5617.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE Taiwan Index Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         3 | NC      | $-2165.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BMF US Dollar Fut Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |       -35 | NC      | $2337.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-4224.38     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT Nov25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-2425.06     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        10 | NC      | $-3783.96     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE CHINA A50    Oct25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        13 | NC      | $-528.11      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 3YR BOND FUT Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        11 | NC      | $-2962.15     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE 100 IDX FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -2 | NC      | $-2331.57     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE 100 IDX FUT  Dec25                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        24 | NC      | $33484.09     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-17

**Name of Applicant:** LoCorr Investment Trust

**Signature:** Jon Essen

**Name of Signer:** Jon Essen

**Title:** Treasurer