# EDGAR Filing Document

**Accession Number:** 0000924727
**File Stem:** 0001193125-26-284093
**Filing Date:** 2026-6
**Character Count:** 94951
**Document Hash:** f085d11de2956b03b4e3ce366eef12ce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-284093.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001193125-26-284093

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08544
- **FILM NUMBER:** 261124194

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53212

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $839897582.29

**Total Liabilities:** $633731465.93

**Net Assets:** $206166116.36

**Amount of Assets Invested in Other Investment Companies:** $31597829.52

**Cash Not Reported:** $22461712.97

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255006 | 5.80%                | -4.55%               | 3.79%                |
| Class ID C000255007 | 5.79%                | -4.58%               | 3.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3342135.45              | $-2215983.77                               |
| Month 2  | $130761.89               | $-1488367.76                               |
| Month 3  | $1738456.02              | $4941987.87                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TRS RMSG Index 78030628   /             | TRS RMSG Index 78030628   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        214 | NC      | $-2478.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS RMSG Index 78030628   /             | TRS RMSG Index 78030628   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        170 | NC      | $-705.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS RTY INDEX 78030640   /              | TRS RTY INDEX 78030640   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      -2669 | NC      | $-691970.28   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS RMSG Index 78030628   /             | TRS RMSG Index 78030628   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        608 | NC      | $45919.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                    | Tri Pointe Homes, Inc.                              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      84340 | NS      | $3954702.60   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc                           | Talkspace, Inc.                                     | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     152952 | NS      | $793820.88    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN MEAL FUTURE JULY 2026   /       | SOYBEAN MEAL FUTURE JULY 2026   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          6 | NC      | $-2931.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMB MONEY MARKET II SPECIAL   /         | UMB MONEY MARKET II SPECIAL   /                     | CUSIP: SF8888628<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   73553853 | PA      | $73553853.06  | 35.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                 | Soleno Therapeutics, Inc.                           | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |      74945 | NS      | $3958594.90   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVER FUTURE JULY 2026   /             | SILVER FUTURE JULY 2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $-15092.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TRS XLU U.S. EQUITY 78030743   /        | TRS XLU U.S. EQUITY 78030743   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      12065 | NC      | $8204.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BNPMTAIS INDEX 78030626   /         | TRS BNPMTAIS INDEX 78030626   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       7510 | NC      | $354115.71    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS RMSG Index 78030628   /             | TRS RMSG Index 78030628   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        112 | NC      | $20731.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS AMZX  Index 78030625   /            | TRS AMZX  Index 78030625   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       1491 | NC      | $185643.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTSSST  Index 78030619   /         | TRS DJTSSST  Index 78030619   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      -1131 | NC      | $-83672.45    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTSABT  Index 78030621   /         | TRS DJTSABT  Index 78030621   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -803 | NC      | $-245393.62   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTSMOT  Index 78030629   /         | TRS DJTSMOT  Index 78030629   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -800 | NC      | $-79676.09    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTLQUT  Index 78030617   /         | TRS DJTLQUT  Index 78030617   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       3248 | NC      | $435359.02    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTLMOT  Index 78030627   /         | TRS DJTLMOT  Index 78030627   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        406 | NC      | $165330.13    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTLABT  Index 78030616   /         | TRS DJTLABT  Index 78030616   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        759 | NC      | $10344.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTSQUT Index 78030622   /          | TRS DJTSQUT Index 78030622   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      -3951 | NC      | $-920314.77   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTSSVT Index 78030623   /          | TRS DJTSSVT Index 78030623   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      -2356 | NC      | $-495478.01   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTLSVT Index 78030618   /          | TRS DJTLSVT Index 78030618   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       2161 | NC      | $470248.17    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS DJTLSST Index 78030620   /          | TRS DJTLSST Index 78030620   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       2088 | NC      | $133.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GSVIUS31 Index 78030612   /         | TRS GSVIUS31 Index 78030612   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      39617 | NC      | $-68141.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS MQIS440 swap 78030600   /           | TRS MQIS440 swap 78030600   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     124982 | NC      | $27021.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO JPY FORWARD 78031133   /        | MANTEIO JPY FORWARD 78031133   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | JP        | -385190290 | OU      | $-2464846.62  | -1.20%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO ILS FORWARD 78030534   /        | MANTEIO ILS FORWARD 78030534   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | IL        |  -31497014 | OU      | $-10691676.04 | -5.19%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO HUF FORWARD 78031131   /        | MANTEIO HUF FORWARD 78031131   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | HU        |  394484094 | OU      | $1269784.78   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO GBP FORWARD 78031119   /        | MANTEIO GBP FORWARD 78031119   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | GB        |    4988609 | OU      | $6788085.11   | 3.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQH U.S. EQUITY 78030880   /        | TRS EQH U.S. EQUITY 78030880   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |    -157419 | NC      | $-590725.45   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLB U.S. EQUITY 78030849   /        | TRS XLB U.S. EQUITY 78030849   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        369 | NC      | $56.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLU U.S. EQUITY 78030851   /        | TRS XLU U.S. EQUITY 78030851   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        256 | NC      | $87.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS LIT U.S. EQUITY 78030176   /        | TRS LIT U.S. EQUITY 78030176   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        836 | NC      | $12640.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRENT CRUDE FUTURE MAY 26   /           | BRENT CRUDE FUTURE MAY 26   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         29 | NC      | $252421.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND JUN 26   /                | CAN 10YR BOND JUN 26   /                            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         31 | NC      | $9124.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRS BNPIVOLA INDEX 78030638   /         | TRS BNPIVOLA INDEX 78030638   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     354205 | NC      | $-320413.85   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS AMZIX Index GS 78030634   /         | TRS AMZIX Index GS 78030634   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       1819 | NC      | $430380.86    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GSVIUS31 Index 78030612   /         | TRS GSVIUS31 Index 78030612   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      84020 | NC      | $32120.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SGCVCCO2 Index 78030882   /         | TRS SGCVCCO2 Index 78030882   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      21523 | NC      | $-6840.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLU U.S. EQUITY 78031374   /        | TRS XLU U.S. EQUITY 78031374   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        457 | NC      | $308.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLE U.S. EQUITY 78031375   /        | TRS XLE U.S. EQUITY 78031375   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        571 | NC      | $1739.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GDX U.S. EQUITY 78031373   /        | TRS GDX U.S. EQUITY 78031373   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        201 | NC      | $-1133.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCOMAG Index GS 78030630   /        | TRS BCOMAG Index GS 78030630   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      35037 | NC      | $70851.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SGI U.S. EQUITY 78031288   /        | TRS SGI U.S. EQUITY 78031288   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -28074 | NC      | $113186.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLE U.S. EQUITY 78031220   /        | TRS XLE U.S. EQUITY 78031220   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        456 | NC      | $1968.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GDX U.S. EQUITY 78031221   /        | TRS GDX U.S. EQUITY 78031221   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        229 | NC      | $-2449.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLU U.S. EQUITY 78031150   /        | TRS XLU U.S. EQUITY 78031150   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        431 | NC      | $299.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLB U.S. EQUITY 78031149   /        | TRS XLB U.S. EQUITY 78031149   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        657 | NC      | $-161.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLE U.S. EQUITY 78031151   /        | TRS XLE U.S. EQUITY 78031151   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        969 | NC      | $3012.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLU U.S. EQUITY 78031044   /        | TRS XLU U.S. EQUITY 78031044   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      12811 | NC      | $9645.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS LIT U.S. EQUITY 78031040   /        | TRS LIT U.S. EQUITY 78031040   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        654 | NC      | $5720.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GDX U.S. EQUITY 78031039   /        | TRS GDX U.S. EQUITY 78031039   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       4457 | NC      | $-45937.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLE U.S. EQUITY 78031042   /        | TRS XLE U.S. EQUITY 78031042   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      28356 | NC      | $108714.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCOMEN Index GS 78030631   /        | TRS BCOMEN Index GS 78030631   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      24640 | NC      | $73414.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Enhabit Inc                             | Enhabit, Inc.                                       | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      57573 | NS      | $791053.02    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EUR/USD FUTURE JUN 2026   /             | EUR/USD FUTURE JUN 2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |         -9 | NC      | $-2381.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                | eBay, Inc.                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       6850 | NS      | $708838.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                     | Electronic Arts, Inc.                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      20532 | NS      | $4155060.84   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO SCHATZ FUT JUNE 26   /             | EURO SCHATZ FUT JUNE 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -24 | NC      | $831.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 (DIV) DEC27   /           | EURO STOXX 50 (DIV) DEC27   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | DE        |        451 | NC      | $-13887.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 (DIV) DEC26   /           | EURO STOXX 50 (DIV) DEC26   /                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | DE        |        646 | NC      | $-9257.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                 | DigitalBridge Group, Inc.                           | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     255211 | NS      | $3971083.16   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                            | DoorDash, Inc. - Class A                            | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       4205 | NS      | $709173.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings           | Clearwater Analytics Holdings, Inc. - Class A       | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     162004 | NS      | $3920496.80   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                              | Carvana Co.                                         | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       1838 | NS      | $727480.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COTTON #2 FUTURE JULY 2026   /          | COTTON #2 FUTURE JULY 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -2 | NC      | $-3055.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                          | Cantaloupe, Inc.                                    | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      72713 | NS      | $794025.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                | Corebridge Financial, Inc.                          | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     161126 | NS      | $4437410.04   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENT CRUDE FUTURE DEC 26   /           | BRENT CRUDE FUTURE DEC 26   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        250 | NC      | $2249132.50   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                | Crowdstrike Holdings, Inc. - Class A                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       1726 | NS      | $769364.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc              | Advanced Micro Devices, Inc.                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       6057 | NS      | $2147145.93   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                          | Albemarle Corp.                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       1924 | NS      | $378450.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AUD USD CURNCY FUT JUNE 26   /          | AUD USD CURNCY FUT JUNE 26   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |         10 | NC      | $17114.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORN FUTURE JULY 2026   /               | CORN FUTURE JULY 2026   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        102 | NC      | $55761.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                           | Citigroup, Inc.                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       2360 | NS      | $302032.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZIL REAL FUTURE JUN 26   /           | BRAZIL REAL FUTURE JUN 26   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |         42 | NC      | $4069.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CURRENCY FUTURE JUN 2026   /         | BP CURRENCY FUTURE JUN 2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |         22 | NC      | $9570.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LME LEAD FUTURE MAY 26   /              | LME LEAD FUTURE MAY 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         25 | NC      | $-26095.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LME LEAD FUTURE JULY 26   /             | LME LEAD FUTURE JULY 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          8 | NC      | $8187.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANTEIO AUD FORWARD 78031116   /        | MANTEIO AUD FORWARD 78031116   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | AU        |    4808922 | OU      | $3460901.04   | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO AED SG FWD 78030495   /         | MANTEIO AED SG FWD 78030495   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | AE        |  -36474306 | OU      | $-9931031.42  | -4.82%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO AED SG FWD 78031518   /         | MANTEIO AED SG FWD 78031518   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | AE        |  -19795966 | OU      | $-5389942.71  | -2.61%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                          | Morgan Stanley                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        929 | NS      | $177058.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE ECX EMISSION MAY 26   /             | ICE ECX EMISSION MAY 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DO               |  | NL        |        -16 | NC      | $8319.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minto Apartment Real Estate In          | Minto Apartment Real Estate Investment Trust - REIT | CUSIP: 60448E954<br>LEI: 8945004CL5S09C4BXW65 | Long             |  | CORP              | CA        |      45790 | NS      | $587881.04    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE JULY 2026   /           | LME ZINC FUTURE JULY 2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -12 | NC      | $-14674.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE JULY 2026   /           | LME ZINC FUTURE JULY 2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         12 | NC      | $68147.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MANTEIO CZK FORWARD 78031129   /        | MANTEIO CZK FORWARD 78031129   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |   26400928 | OU      | $1271010.19   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO CHF FORWARD 78031128   /        | MANTEIO CHF FORWARD 78031128   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | CH        |   -4250806 | OU      | $-5452379.61  | -2.64%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO CAD FORWARD 78031125   /        | MANTEIO CAD FORWARD 78031125   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | CA        |   -8427931 | OU      | $-6209841.76  | -3.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO BRL FORWARD 78031123   /        | MANTEIO BRL FORWARD 78031123   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | BR        |    6445936 | OU      | $1294797.99   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| SILVER FUTURE JUN 2026   /              | SILVER FUTURE JUN 2026   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $2074.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp            | Select Medical Holdings Corp.                       | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     144787 | NS      | $2375954.67   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUGAR   FUTURE JUL 2026   /             | SUGAR   FUTURE JUL 2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -16 | NC      | $-11638.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEANS FUTURE JUL 2026   /            | SOYBEANS FUTURE JUL 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         53 | NC      | $44211.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURES JUN 2026   /          | EURO-BUND FUTURES JUN 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -38 | NC      | $41025.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                             | ROBLOX Corp. - Class A                              | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      11797 | NS      | $651902.22    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LOW SU GASOIL G FUT MAY 26   /          | LOW SU GASOIL G FUT MAY 26   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         10 | NC      | $43620.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                               | Qorvo, Inc.                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      41618 | NS      | $3921247.96   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc               | Palantir Technologies, Inc. - Class A               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       5068 | NS      | $705009.48    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Peakstone Realty Trust                  | Peakstone Realty Trust - REIT                       | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             |  | CORP              | US        |      37647 | NS      | $789834.06    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                    | Olaplex Holdings, Inc.                              | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     387399 | NS      | $786419.97    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                             | NVIDIA Corp.                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       3500 | NS      | $698495.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr          | National Storage Affiliates Trust - REIT            | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             |  | CORP              | US        |     102473 | NS      | $4361250.88   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKKEI 225 JUN 26   /                   | NIKKEI 225 JUN 26   /                               | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | JP        |         -8 | NC      | $-24431.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GAS FUTR JUNE 2026   /          | NATURAL GAS FUTR JUNE 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-92.37       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                         | NCR Atleos Corp.                                    | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      86122 | NS      | $3822094.36   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                   | Micron Technology, Inc.                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       1499 | NS      | $775222.84    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MANTEIO ZAR FORWARD 78031148   /        | MANTEIO ZAR FORWARD 78031148   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |   20987403 | OU      | $1257983.23   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO TRY FORWARD 78031145   /        | MANTEIO TRY FORWARD 78031145   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | TR        |   59482299 | OU      | $1291555.76   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78027721   /       | TRS AWK  U.S. EQUITY 78027721   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -272 | NC      | $2581.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPY U.S. EQUITY 78031041   /        | TRS SPY U.S. EQUITY 78031041   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        179 | NC      | $3798.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SWKS  U.S. EQUITY 78027597   /      | TRS SWKS  U.S. EQUITY 78027597   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -233 | NC      | $-3308.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLE U.S. EQUITY 78030850   /        | TRS XLE U.S. EQUITY 78030850   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        576 | NC      | $1264.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GDX U.S. EQUITY 78030739   /        | TRS GDX U.S. EQUITY 78030739   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       4254 | NC      | $-23524.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78030745   /       | TRS AWK  U.S. EQUITY 78030745   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -136 | NC      | $1290.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS PSA U.S. EQUITY 78030746   /        | TRS PSA U.S. EQUITY 78030746   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        -65 | NC      | $-1401.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIM Integrated Shipping Servic          | ZIM Integrated Shipping Services Ltd.               | CUSIP: M9T951109<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |      38311 | NS      | $1012942.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 IDX FUT JUNE 2026   /          | FTSE 100 IDX FUT JUNE 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | GB        |          4 | NC      | $-2366.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT JUNE 26   /           | AUST 10Y BOND FUT JUNE 26   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       -160 | NC      | $58857.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GASOLINE RBOB FUT JUN 26   /            | GASOLINE RBOB FUT JUN 26   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          6 | NC      | $53643.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMINI S&P COM Series JUNE 2026   /      | EMINI S&P COM Series JUNE 2026   /                  | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |        -10 | NC      | $-11649.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                 | Essential Utilities, Inc.                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     110254 | NS      | $4211702.80   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                         | Whitestone REIT - REIT                              | CUSIP: 966084204<br>LEI: N/A                  | Long             |  | CORP              | US        |      41594 | NS      | $787790.36    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA LONG T-BOND FUTURE JUNE 2026   /  | ULTRA LONG T-BOND FUTURE JUNE 2026   /              | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -18 | NC      | $25906.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEAT FUTURE JUL 2026   /               | WHEAT FUTURE JUL 2026   /                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         15 | NC      | $13287.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                   | Veris Residential, Inc. - REIT                      | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             |  | CORP              | US        |     124985 | NS      | $2370965.45   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Versigent PLC                           | Versigent PLC                                       | CUSIP: G9600F104<br>LEI: 254900V7AVDC2J9DHM24 | Long             | EC               | CORP              | CH        |          1 | NS      | $34.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 JUN 2026   /              | EURO STOXX 50 JUN 2026   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | DE        |          7 | NC      | $-3436.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE VIX FUTURE MAY 2026   /            | CBOE VIX FUTURE MAY 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |         -4 | NC      | $6070.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                   | Uber Technologies, Inc.                             | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       9306 | NS      | $694320.66    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| 10 YR T-NOTE FUTURE JUNE 2026   /       | 10 YR T-NOTE FUTURE JUNE 2026   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -13 | NC      | $-133.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 2YR T-NOTE FUT JUN26 JUNE 26   /        | 2YR T-NOTE FUT JUN26 JUNE 26   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | US        |        939 | NC      | $-752710.42   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| TRS URA U.S. EQUITY 78030744   /        | TRS URA U.S. EQUITY 78030744   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        396 | NC      | $3092.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS PSA U.S. EQUITY 78030388   /        | TRS PSA U.S. EQUITY 78030388   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -13854 | NC      | $-298692.24   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCOMPR Index GS 78030633   /        | TRS BCOMPR Index GS 78030633   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       1911 | NC      | $-11525.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLB U.S. EQUITY 78031043   /        | TRS XLB U.S. EQUITY 78031043   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      15081 | NC      | $630.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SWKS  U.S. EQUITY 78031046   /      | TRS SWKS  U.S. EQUITY 78031046   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -792 | NC      | $-9895.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS EQH U.S. EQUITY 78031047   /        | TRS EQH U.S. EQUITY 78031047   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5113 | NC      | $-2054.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS PSA U.S. EQUITY 78031045   /        | TRS PSA U.S. EQUITY 78031045   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -436 | NC      | $-1797.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLB U.S. EQUITY 78031001   /        | TRS XLB U.S. EQUITY 78031001   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        265 | NC      | $-146.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLE U.S. EQUITY 78031000   /        | TRS XLE U.S. EQUITY 78031000   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        199 | NC      | $760.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GDX U.S. EQUITY 78030914   /        | TRS GDX U.S. EQUITY 78030914   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        173 | NC      | $-1904.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLB U.S. EQUITY 78030915   /        | TRS XLB U.S. EQUITY 78030915   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        578 | NC      | $-305.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLE U.S. EQUITY 78030955   /        | TRS XLE U.S. EQUITY 78030955   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        234 | NC      | $645.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM                                     | International Business Machines Corp.               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       2853 | NS      | $658985.94    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                    | Howmet Aerospace, Inc.                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       2665 | NS      | $647701.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NY HARBOR ULSD JUN 2026   /             | NY HARBOR ULSD JUN 2026   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $8334.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG DOLLAR  /                     | HONG KONG DOLLAR  /                                 | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | HK        |    -356543 | OU      | $-45521.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HANG SENG INDEX MAY 26   /              | HANG SENG INDEX MAY 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | HK        |         12 | NC      | $-19094.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COPPER FUTURE JUN 2026   /              | COPPER FUTURE JUN 2026   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $-4922.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The             | Goldman Sachs Group, Inc.                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        226 | NS      | $208772.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                            | Alphabet, Inc. - Class C                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       2080 | NS      | $794435.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                          | GE Vernova, Inc.                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        696 | NS      | $754088.16    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD 100 OZ FUTRURE JUN 2026   /        | GOLD 100 OZ FUTRURE JUN 2026   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         21 | NC      | $-305314.08   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| GREAT BRITAIN POUND  /                  | GREAT BRITAIN POUND  /                              | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | GB        |   -1208595 | OU      | $-1644570.96  | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                              | Intel Corp.                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      17710 | NS      | $1673240.80   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                  | IDEXX Laboratories, Inc.                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       1178 | NS      | $660622.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EMINI XAP CONS STPLS JUNE 2026   /      | EMINI XAP CONS STPLS JUNE 2026   /                  | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |        -21 | NC      | $-44077.65    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| E-MINI XAE ENERGY JUNE 2026   /         | E-MINI XAE ENERGY JUNE 2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |         19 | NC      | $82948.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN OIL FUTURE JULY 2026   /        | SOYBEAN OIL FUTURE JULY 2026   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         21 | NC      | $40392.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T          | Bank of New York Mellon Corp.                       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       1942 | NS      | $260946.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                            | Broadcom, Inc.                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       1806 | NS      | $753878.58    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR  /                    | AUSTRALIAN DOLLAR  /                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | AU        |     114374 | OU      | $82342.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                         | ASML Holding N.V.                                   | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             |  | CORP              | NL        |        124 | NS      | $178434.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                               | Aptiv PLC                                           | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      11643 | NS      | $701607.18    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JPN 10YR MINI JGB JUN 26   /            | JPN 10YR MINI JGB JUN 26   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | SG        |        135 | NC      | $-48333.63    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc               | Brighthouse Financial, Inc.                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      40204 | NS      | $2503101.04   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                       | Bloom Energy Corp.                                  | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       1699 | NS      | $481428.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE MAY 2026   /            | LME ZINC FUTURE MAY 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -39 | NC      | $-57753.34    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LME ZINC FUTURE MAY 2026   /            | LME ZINC FUTURE MAY 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         43 | NC      | $-26401.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                       | Lam Research Corp.                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       2525 | NS      | $651096.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LME NICKEL FUTURE JULY 2026   /         | LME NICKEL FUTURE JULY 2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -9 | NC      | $-103018.17   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LME NICKEL FUTURE JULY 2026   /         | LME NICKEL FUTURE JULY 2026   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          9 | NC      | $117206.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LME NICKEL FUTURE MAY 2026   /          | LME NICKEL FUTURE MAY 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -29 | NC      | $-338999.13   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| LME NICKEL FUTURE MAY 2026   /          | LME NICKEL FUTURE MAY 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         31 | NC      | $222525.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LME LEAD FUTURE JULY 26   /             | LME LEAD FUTURE JULY 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -8 | NC      | $-3993.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LEAN HOG FUTURE MAY 2026   /            | LEAN HOG FUTURE MAY 2026   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-249.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                     | Leggett & Platt, Inc.                               | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     193761 | NS      | $2106182.07   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE CATTLE FUTURES JUNE 2026   /       | LIVE CATTLE FUTURES JUNE 2026   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |         20 | NC      | $57119.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LME PRI ALUM FUT JULY 26   /            | LME PRI ALUM FUT JULY 26   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -22 | NC      | $13427.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LME LEAD FUTURE MAY 26   /              | LME LEAD FUTURE MAY 26   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -30 | NC      | $-4907.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Allied Gold Corp                        | Allied Gold Corp.                                   | CUSIP: 01921D956<br>LEI: 894500S5G4JFSRGK8L37 | Long             | EC               | CORP              | CA        |     126192 | NS      | $3793934.98   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| TRS SGIXRSTE Index 78030611   /         | TRS SGIXRSTE Index 78030611   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       9934 | NC      | $77465.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SGIXEVR2 Index 78030643   /         | TRS SGIXEVR2 Index 78030643   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      21614 | NC      | $371976.94    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SGITES3  Index 78030644   /         | TRS SGITES3  Index 78030644   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      12721 | NC      | $18420.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XAI EMINI INDUSTRY JUNE 2026   /        | XAI EMINI INDUSTRY JUNE 2026   /                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |         17 | NC      | $87695.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LME PRI ALUM FUT JULY 26   /            | LME PRI ALUM FUT JULY 26   /                        | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         22 | NC      | $92316.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LME PRI ALUM FUT MAY 26   /             | LME PRI ALUM FUT MAY 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -75 | NC      | $-580105.55   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| LME PRI ALUM FUT MAY 26   /             | LME PRI ALUM FUT MAY 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         69 | NC      | $355771.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KC HRW WHEAT FUT JULY 2026   /          | KC HRW WHEAT FUT JULY 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $3882.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                | KLA Corp.                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        383 | NS      | $670384.05    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COFFEE C FUTURE JULY 2026   /           | COFFEE C FUTURE JULY 2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          5 | NC      | $2528.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPY YEN CURR FUT JUNE 2026   /          | JPY YEN CURR FUT JUNE 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |        -12 | NC      | $-14936.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN  /                         | JAPANESE YEN  /                                     | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | JP        |  -19615432 | OU      | $-125294.19   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                       | Johnson & Johnson                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       2864 | NS      | $658290.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC               | Janus Henderson Group PLC                           | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |      81808 | NS      | $4222110.88   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International          | Johnson Controls International plc                  | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       4842 | NS      | $707077.26    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| XAY CONS DISCRET JUNE 2026   /          | XAY CONS DISCRET JUNE 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |         -8 | NC      | $-32767.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EMINI XAK TECHNOLOGY JUNE 2026   /      | EMINI XAK TECHNOLOGY JUNE 2026   /                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |          8 | NC      | $123342.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WTI CRUDE FUTURE JUN 2026   /           | WTI CRUDE FUTURE JUN 2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -14 | NC      | $-194592.83   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR FUT JUNE 26   /         | CANADIAN DOLLAR FUT JUNE 26   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | US        |         20 | NC      | $10323.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COCOA FUTURE JULY 2026   /              | COCOA FUTURE JULY 2026   /                          | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCO              |  | US        |          7 | NC      | $9950.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                         | Caterpillar, Inc.                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        541 | NS      | $481549.51    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLARS  /                     | CANADIAN DOLLARS  /                                 | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | CA        |    -526908 | OU      | $-387888.63   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| MANTEIO EUR FORWARD 78031117   /        | MANTEIO EUR FORWARD 78031117   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -2212745 | OU      | $-2599559.45  | -1.26%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BXIITSTP INDEX 78030639   /         | TRS BXIITSTP INDEX 78030639   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      59895 | NC      | $-57032.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BFXSMEUUINDEX 78030635   /          | TRS BFXSMEUUINDEX 78030635   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     137384 | NC      | $128673.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78027598   /       | TRS AWK  U.S. EQUITY 78027598   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -182 | NC      | $1727.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SWKS  U.S. EQUITY 78027592   /      | TRS SWKS  U.S. EQUITY 78027592   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -483 | NC      | $-6858.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78027591   /       | TRS AWK  U.S. EQUITY 78027591   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -377 | NC      | $3577.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78027570   /       | TRS AWK  U.S. EQUITY 78027570   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -27980 | NC      | $265530.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SWKS  U.S. EQUITY 78027588   /      | TRS SWKS  U.S. EQUITY 78027588   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -37601 | NC      | $-533934.20   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWCS INDEX 78030602   /          | TRS SPXEWCS INDEX 78030602   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        -94 | NC      | $16322.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWCD INDEX 78030601   /          | TRS SPXEWCD INDEX 78030601   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -406 | NC      | $-40449.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWEN INDEX 78030603   /          | TRS SPXEWEN INDEX 78030603   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -300 | NC      | $-20817.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWHC INDEX 78030605   /          | TRS SPXEWHC INDEX 78030605   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        -74 | NC      | $13965.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWFN INDEX 78030604   /          | TRS SPXEWFN INDEX 78030604   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -613 | NC      | $-444504.69   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWIN INDEX 78030606   /          | TRS SPXEWIN INDEX 78030606   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -284 | NC      | $-179939.56   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWIT  Index 78030607   /         | TRS SPXEWIT  Index 78030607   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -102 | NC      | $-496135.14   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWTS  Index 78030609   /         | TRS SPXEWTS  Index 78030609   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -162 | NC      | $-1082.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWUT  Index 78030610   /         | TRS SPXEWUT  Index 78030610   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        -35 | NC      | $6025.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPXEWMA  Index 78030608   /         | TRS SPXEWMA  Index 78030608   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -123 | NC      | $-13042.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS SPY U.S. EQUITY 78030741   /        | TRS SPY U.S. EQUITY 78030741   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        174 | NC      | $10393.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLU U.S. EQUITY 78030916   /        | TRS XLU U.S. EQUITY 78030916   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        432 | NC      | $-139.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCOMIN Index GS 78030632   /        | TRS BCOMIN Index GS 78030632   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       5668 | NC      | $40235.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLE U.S. EQUITY 78030917   /        | TRS XLE U.S. EQUITY 78030917   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |        971 | NC      | $2684.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SGCVCCO2 Index 78030882   /         | TRS SGCVCCO2 Index 78030882   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      46875 | NC      | $703218.75    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO SGD FORWARD 78031143   /        | MANTEIO SGD FORWARD 78031143   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SG        |    1621890 | OU      | $1276131.52   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO SEK FORWARD 78031141   /        | MANTEIO SEK FORWARD 78031141   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | SE        |   -6262325 | OU      | $-679016.14   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO QAR FORWARD 78030402   /        | MANTEIO QAR FORWARD 78030402   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | QA        |  -19529814 | OU      | $-5365200.86  | -2.60%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BXCS1768 INDEX 78031307   /         | TRS BXCS1768 INDEX 78031307   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      24991 | NC      | $42524.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO PLN FORWARD 78031139   /        | MANTEIO PLN FORWARD 78031139   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | PL        |    4596990 | OU      | $1268157.80   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO NZD FORWARD 78031121   /        | MANTEIO NZD FORWARD 78031121   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |    1761811 | OU      | $1041513.88   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO NOK FORWARD 78031137   /        | MANTEIO NOK FORWARD 78031137   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | NO        |    8038783 | OU      | $867500.43    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO MXN FORWARD 78031135   /        | MANTEIO MXN FORWARD 78031135   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | MX        |   22175275 | OU      | $1267245.47   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO QAR SG FWD 78030289   /         | MANTEIO QAR SG FWD 78030289   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | QA        |   -6347444 | OU      | $-1743761.97  | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO QAR SG FWD 78030288   /         | MANTEIO QAR SG FWD 78030288   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | QA        |  -12412355 | OU      | $-3409906.82  | -1.65%            |  |  |  | No            |                  2 | On Loan: No      |
| MANTEIO QAR FORWARD 78030402   /        | MANTEIO QAR FORWARD 78030402   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | QA        |  -17561246 | OU      | $-4824403.79  | -2.34%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCO U.S. EQUITY 78030178   /        | TRS BCO U.S. EQUITY 78030178   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -111 | NC      | $-345.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCO U.S. EQUITY 78029865   /        | TRS BCO U.S. EQUITY 78029865   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |     -13358 | NC      | $-41543.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS URA U.S. EQUITY 78029700   /        | TRS URA U.S. EQUITY 78029700   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      33770 | NC      | $263743.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS ABGSSA02 INDEX 78031306   /         | TRS ABGSSA02 INDEX 78031306   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      25980 | NC      | $24247.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78029301   /       | TRS AWK  U.S. EQUITY 78029301   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -454 | NC      | $4308.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS RMSG Index 78027678   /             | TRS RMSG Index 78027678   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |        379 | NC      | $-651.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78028648   /       | TRS AWK  U.S. EQUITY 78028648   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -425 | NC      | $4033.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLE U.S. EQUITY 78030742   /        | TRS XLE U.S. EQUITY 78030742   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      26647 | NC      | $-799.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS XLB U.S. EQUITY 78030740   /        | TRS XLB U.S. EQUITY 78030740   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |      14143 | NC      | $17678.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BCKTIGHY  INDEX 78030624   /        | TRS BCKTIGHY  INDEX 78030624   /                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      15546 | NC      | $127306.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS AWK  U.S. EQUITY 78027834   /       | TRS AWK  U.S. EQUITY 78027834   /                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -516 | NC      | $4896.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS SWKS  U.S. EQUITY 78027835   /      | TRS SWKS  U.S. EQUITY 78027835   /                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DE               |  | US        |       -956 | NC      | $-13575.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE JUN 2026   /           | LONG GILT FUTURE JUN 2026   /                       | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -33 | NC      | $48482.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO CURRENCY  /                        | EURO CURRENCY  /                                    | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | XX        |    -113955 | OU      | $-133750.02   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO CURRENCY  /                        | EURO CURRENCY  /                                    | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |    2225166 | OU      | $2611697.69   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| S & P 500 E MINI JUN 26   /             | S & P 500 E MINI JUN 26   /                         | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |        -57 | NC      | $-272560.05   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797SK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3250000 | PA      | $3191353.75   | 1.55%             | 2026-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3250000 | PA      | $3200460.25   | 1.55%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3250000 | PA      | $3209599.25   | 1.56%             | 2026-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3250000 | PA      | $3218605.00   | 1.56%             | 2026-08-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3250000 | PA      | $3227529.50   | 1.57%             | 2026-07-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3250000 | PA      | $3236675.00   | 1.57%             | 2026-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                           | United States Treasury Bill                         | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5992236.00   | 2.91%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRS GSVIUS31 Index 78030612   /         | TRS GSVIUS31 Index 78030612   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      77687 | NC      | $-192259.79   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS GSVIVV75 Index 78030613   /         | TRS GSVIVV75 Index 78030613   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      63102 | NC      | $241680.66    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS MQCPM2CL SWAP 78030599   /          | TRS MQCPM2CL SWAP 78030599   /                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      37969 | NC      | $-142117.97   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SPX 05/15/26 P7040 05/26 7040.0 PUT   / | SPX 05/15/26 P7040 05/26 7040.0 PUT   /             | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |        -10 | NC      | $-30000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TRS SPTR INDEX 78030641   /             | TRS SPTR INDEX 78030641   /                         | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |       -465 | NC      | $-622752.45   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| TRS BNPIPRXA INDEX 78030637   /         | TRS BNPIPRXA INDEX 78030637   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     116773 | NC      | $112989.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS GSCBMNTO INDEX 78030701   /         | TRS GSCBMNTO INDEX 78030701   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |     351924 | NC      | $1903781.09   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BPFXGWUR INDEX 78030646   /         | TRS BPFXGWUR INDEX 78030646   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |      32871 | NC      | $117868.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRS BNPIPLEE INDEX 78030636   /         | TRS BNPIPLEE INDEX 78030636   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | XX        |      72247 | NC      | $-59264.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| E-MINI CME UTIL. JUNE 2026   /          | E-MINI CME UTIL. JUNE 2026   /                      | CUSIP: 999999999<br>LEI: N/A                  | Long             | DE               |  | US        |         28 | NC      | $45279.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| E-MINI XAV HLTH CARE JUNE 2026   /      | E-MINI XAV HLTH CARE JUNE 2026   /                  | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |        -19 | NC      | $19559.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E-MINI XAF FINANCIAL JUNE 2026   /      | E-MINI XAF FINANCIAL JUNE 2026   /                  | CUSIP: 999999999<br>LEI: N/A                  | Short            | DE               |  | US        |        -18 | NC      | $-43471.54    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-15

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

**Signature:** /s/ Maureen Quill

**Name of Signer:** Maureen Quill

**Title:** President