# EDGAR Filing Document

**Accession Number:** 0001506768
**File Stem:** 0000894189-26-004400
**Filing Date:** 2026-2
**Character Count:** 241325
**Document Hash:** fd18b663395d93cf46a3f36646b4843e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-004400.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000894189-26-004400

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22509
- **FILM NUMBER:** 26670804

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Excelsior

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55331

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $66675333.11

**Total Liabilities:** $1168099.66

**Net Assets:** $65507233.45

**Amount of Assets Invested in Other Investment Companies:** $1632656.80

**Cash Not Reported:** $9428317.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11477.840000000000 | **1-Year:** -784.820000000000 | **5-Year:** -134.360000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000252270 | 2.07%                | 0.19%                | 0.75%                |
| Class ID C000252271 | 2.17%                | 0.19%                | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-47929.38               | $632877.50                                 |
| Month 2  | $-341064.37              | $402173.14                                 |
| Month 3  | $-104522.50              | $71350.52                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                            | STOXX 600 BANK    Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         4 | NC      | $2338.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $442.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-121.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $112.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $-4903.05     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Short Euro-BTP Fu Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        37 | NC      | $-1342.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | INR/USD FWD 20260105                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $623.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260105                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1094.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260112                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3259.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260112                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1525.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260116                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1543.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260120                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4200.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260120                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6846.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260127                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1451.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260130                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1895.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | STOXX 600 INSU    Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $622.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ROUGH RICE (CBOT) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $845.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $1883.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-9654.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-539.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Nov26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-4979.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -19 | NC      | $-7511.01     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $177.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IODEX IO FUT      Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        39 | NC      | $-1335.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SGD/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5163.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $635.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-682.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $940.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | STOXX EUROPE 600  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        23 | NC      | $12886.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SPI 200 FUTURES   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         2 | NC      | $147.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                      | Aflac Inc                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       141 | NS      | $15548.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                   | AES Corp/The                                 | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       794 | NS      | $11385.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                     | AbbVie Inc                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       766 | NS      | $175023.34    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        60 | NS      | $20999.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       640 | NS      | $137062.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       134 | NS      | $18233.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                 | Albemarle Corp                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       117 | NS      | $16548.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       325 | NS      | $15905.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc           | Align Technology Inc                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       114 | NS      | $17801.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        55 | NS      | $3575.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        68 | NS      | $14154.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc        | Cboe Global Markets Inc                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        40 | NS      | $10040.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                 | CBRE Group Inc                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       248 | NS      | $39875.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                    | CDW Corp/DE                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       118 | NS      | $16071.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       272 | NS      | $21036.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                  | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       302 | NS      | $82470.16     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       421 | NS      | $102033.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc            | Cardinal Health Inc                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        96 | NS      | $19728.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                  | Carnival Corp                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |       570 | NS      | $17407.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp            | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       618 | NS      | $32655.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                     | Carvana Co                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        46 | NS      | $19412.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       252 | NS      | $144363.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       790 | NS      | $92185.10     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The               | Coca-Cola Co/The                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2167 | NS      | $151494.97    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc            | Coinbase Global Inc                          | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        82 | NS      | $18543.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       587 | NS      | $46384.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3133 | NS      | $93645.37     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       293 | NS      | $27427.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc        | Consolidated Edison Inc                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       217 | NS      | $21552.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/CAD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1348.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CAD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-814.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/EUR FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-847.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/EUR FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $859.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/JPY FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-135.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO STOXX BANK   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        19 | NC      | $6948.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF/EUR FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3555.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -5 | NC      | $39.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -3 | NC      | $-177.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -6 | NC      | $-17.06       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -4 | NC      | $-323.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO FX CURR FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -125 | NC      | $-119668.40   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO FX CURR FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        23 | NC      | $4359.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -29 | NC      | $-2617.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Mar28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -13 | NC      | $-1315.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Mar29                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -10 | NC      | $-239.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -8 | NC      | $787.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -20 | NC      | $2702.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $-544.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -10 | NC      | $-1094.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -15 | NC      | $-1054.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         6 | NC      | $437.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/GBP FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6089.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/GBP FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $71.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/JPY FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1362.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/JPY FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7145.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/NOK FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $138.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/PLN FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1140.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/SEK FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4119.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-756.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $202.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       335 | NS      | $89880.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -1 | NC      | $479.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        20 | NC      | $-3533.14     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        -6 | NC      | $3062.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -40 | NC      | $4922.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO/GBP FUTURE   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-700.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -21 | NC      | $10324.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO STOXX 50     Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        27 | NC      | $20295.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Emini S&P ReEstateMar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-26.31       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE 100 IDX FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -2 | NC      | $-3846.55     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE 100 IDX FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        12 | NC      | $18033.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        44 | NS      | $25244.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1141 | NS      | $61420.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc   | Monolithic Power Systems Inc                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        38 | NS      | $34441.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       244 | NS      | $18707.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                   | Moody's Corp                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        63 | NS      | $32183.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       538 | NS      | $95511.14     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       240 | NS      | $11810.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       935 | NS      | $117146.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                    | Cencora Inc                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        98 | NS      | $33099.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       515 | NS      | $13420.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc       | Builders FirstSource Inc                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       154 | NS      | $15845.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                       | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       953 | NS      | $34546.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       678 | NS      | $53806.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       166 | NS      | $51888.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1469 | NS      | $60449.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc         | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       209 | NS      | $8013.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                    | Cummins Inc                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        70 | NS      | $35731.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       323 | NS      | $73941.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        90 | NS      | $109357.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                   | KKR & Co Inc                                 | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       380 | NS      | $48442.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                  | Kroger Co/The                                | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       238 | NS      | $14870.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        65 | NS      | $19082.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc           | Labcorp Holdings Inc                         | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $9784.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       490 | NS      | $83878.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp           | Las Vegas Sands Corp                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       217 | NS      | $14124.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                    | Lennar Corp                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       227 | NS      | $23335.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc  | Live Nation Entertainment Inc                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       289 | NS      | $41182.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        66 | NS      | $31922.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                     | Loews Corp                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       146 | NS      | $15375.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       476 | NS      | $114792.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc         | Tyler Technologies Inc                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        35 | NS      | $15888.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc          | Uber Technologies Inc                        | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       910 | NS      | $74356.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                  | M&T Bank Corp                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        73 | NS      | $14708.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                 | A O Smith Corp                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       143 | NS      | $9563.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                | Ulta Beauty Inc                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        33 | NS      | $19965.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                          | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       210 | NS      | $33621.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        63 | NC      | $10753.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/JPY FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3987.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260105                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1209.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260105                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-211.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260203                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $652.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Brent Fin Last Da Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $789.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BOVESPA INDEX FUT Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |        15 | NC      | $6823.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -8 | NC      | $2394.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAD/EUR FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1697.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/JPY FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6471.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-324.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2138.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | C$ CURRENCY FUT   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $-619.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | C$ CURRENCY FUT   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        40 | NC      | $-2153.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAC40 10 EURO FUT Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        12 | NC      | $660.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -11 | NC      | $-414.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         1 | NC      | $-189.43      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-262.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $1556.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DJIA MINI e-CBOT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $-10336.13    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -86 | NC      | $-3846.83     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DOLLAR INDEX      Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -2 | NC      | $713.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | E-MINI NATURAL GASFeb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $956.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -29 | NC      | $-1578.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Jun27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -13 | NC      | $-1948.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -10 | NC      | $-1006.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $-867.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-19627.48    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $19581.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                                    | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |       150 | NS      | $63958.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DAX INDEX FUTURE  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $12278.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $22989.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-951.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $2450.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DJIA MICR MIN CBOTMar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-520.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        -6 | NC      | $-1592.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-1624.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-32874.22    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $1198.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $1029.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        -2 | NC      | $-682.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        -5 | NC      | $-1756.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        -1 | NC      | $-372.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ECX EMISSION      Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | NL        |         2 | NC      | $4620.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $52995.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI EmgMkt       Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        18 | NC      | $23621.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV   | LyondellBasell Industries NV                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |      1398 | NS      | $60533.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-OAT Future   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -12 | NC      | $6642.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $474.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4249.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COCOA FUTURE      May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-6032.19     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CNH/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $32612.54     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CANOLA FUTR (WCE) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |       -16 | NC      | $4434.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CANOLA FUTR (WCE) May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |        -2 | NC      | $-3.59        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | E-Mini Russ 2000  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $-12203.81    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         3 | NC      | $-3743.09     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFF ROBUSTA 10tn May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $2628.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COPPER FUTURE     Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $19571.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Mar28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-103.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $-393.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUXL 30Y BND Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -7 | NC      | $9234.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BMF US Dollar Fut Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |       -20 | NC      | $7980.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -28 | NC      | $-854.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 3YR BOND FUT Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -48 | NC      | $1680.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -2 | NC      | $9032.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/NZD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3085.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1506.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4505.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPN YEN CURR FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -53 | NC      | $23843.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-6733.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $1776.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NIKKEI 225 MINI   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        23 | NC      | $-2220.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NOK/SEK FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3719.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $57.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COCOA FUTURE - IC Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-2226.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE - IC May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1510.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       109 | NS      | $17522.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       103 | NS      | $20546.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       944 | NS      | $143875.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                   | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |       394 | NS      | $14578.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp      | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        68 | NS      | $11105.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2372 | NS      | $182715.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       142 | NS      | $26705.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The        | Charles Schwab Corp/The                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       882 | NS      | $88120.62     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                      | Chubb Ltd                                    | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       300 | NS      | $93636.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -95 | NC      | $-35522.18    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/NZD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $17322.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1571.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2886.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        24 | NC      | $-1949.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US DOLLAR FUT     Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         3 | NC      | $-496.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TOPIX INDX FUTR   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         7 | NC      | $12642.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TRY/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2060.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        50 | NC      | $-1016.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260115                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-444.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260123                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $538.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $-1116.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $-2572.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-282.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $-612.29      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MSCI SING IX ETS  Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         7 | NC      | $-1041.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 1 MONTH SOFR FUT  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-63.92       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Jun29                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $46.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $46.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co            | General Electric Co                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       651 | NS      | $200527.53    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P500 EMINI FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8 | NC      | $-9138.48     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P MID 400 EMINI Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-10201.54    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | UK Natural Gas FutMar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-1058.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P/TSX 60 IX FUT Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         3 | NC      | $1410.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5813.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $31.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Jun27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         2 | NC      | $318.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Jun28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $100.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         2 | NC      | $99.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260126                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-666.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260129                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-895.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Jun27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-164.26      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Jun28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-76.76       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-126.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -19 | NC      | $13619.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       209 | NS      | $31143.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc        | Extra Space Storage Inc                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $14845.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2679 | NS      | $322390.86    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                | Fair Isaac Corp                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        17 | NS      | $28740.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                   | Autodesk Inc                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       246 | NS      | $72818.46     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       123 | NS      | $31639.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone Inc                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         4 | NS      | $13566.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc            | Axon Enterprise Inc                          | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        25 | NS      | $14198.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      4039 | NS      | $222145.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T | Bank of New York Mellon Corp/The             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       290 | NS      | $33666.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        74 | NS      | $14361.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1013 | NS      | $509184.45    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       384 | NS      | $25701.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                | Bio-Techne Corp                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       254 | NS      | $14937.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                 | Blackstone Inc                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       451 | NS      | $69517.14     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                  | Blackrock Inc                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        37 | NS      | $39602.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       440 | NS      | $95532.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -4 | NC      | $-214.89      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $-141.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       160 | NS      | $22073.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                  | DTE Energy Co                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        99 | NS      | $12769.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       373 | NS      | $43719.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc          | DuPont de Nemours Inc                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       149 | NS      | $5989.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                    | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       221 | NS      | $17445.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I | Mettler-Toledo International Inc             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        20 | NS      | $27883.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3627 | NS      | $1754089.74   | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       592 | NS      | $168962.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp PLC                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       112 | NS      | $35673.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp      | Constellation Energy Corp                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       240 | NS      | $84784.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The             | Cooper Cos Inc/The                           | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       194 | NS      | $15900.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                    | Corning Inc                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       346 | NS      | $30295.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       551 | NS      | $36933.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       139 | NS      | $119865.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc               | CoStar Group Inc                             | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       270 | NS      | $18154.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc       | Crowdstrike Holdings Inc                     | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        97 | NS      | $45469.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       172 | NS      | $15285.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                    | Datadog Inc                                  | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       183 | NS      | $24886.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       364 | NS      | $37735.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       112 | NS      | $52143.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc          | Dell Technologies Inc                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       210 | NS      | $26434.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                        | CRH PLC                                      | CUSIP: N/A<br>LEI: 549300MIDJNNTH068E74       | Long             | EC               | CORP              | IE        |       228 | NS      | $28454.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                  | AppLovin Corp                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       110 | NS      | $74120.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       327 | NS      | $18799.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       238 | NS      | $83430.90     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc            | Arista Networks Inc                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       771 | NS      | $101024.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                       | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       259 | NS      | $24843.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-8901.13     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $8509.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       105 | NS      | $15123.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc            | Delta Air Lines Inc                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       305 | NS      | $21167.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3031.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3271.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       721 | NS      | $26410.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc         | Diamondback Energy Inc                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       135 | NS      | $20294.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp            | Dollar General Corp                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       225 | NS      | $29873.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                | Dollar Tree Inc                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       122 | NS      | $15007.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $615.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20260112                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2482.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20260112                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3154.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                         | HP Inc                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       638 | NS      | $14214.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CNH/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4745.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $275.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc  | Hilton Worldwide Holdings Inc                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       183 | NS      | $52566.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       368 | NS      | $126628.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc    | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       412 | NS      | $80377.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc      | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       527 | NS      | $9343.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc           | Howmet Aerospace Inc                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       140 | NS      | $28702.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                    | Hubbell Inc                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        22 | NS      | $9770.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                     | Humana Inc                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        58 | NS      | $14855.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc | JB Hunt Transport Services Inc               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       122 | NS      | $23709.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        14 | NS      | $14126.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                     | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       329 | NS      | $31955.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH   | Huntington Bancshares Inc/OH                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3445 | NS      | $59770.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                      | IDEX Corp                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       104 | NS      | $18505.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                     | NetApp Inc                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       168 | NS      | $17991.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1758 | NS      | $164830.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $158.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $595.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       189 | NS      | $30827.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     12454 | NS      | $2322671.00   | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        30 | NS      | $20295.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        73 | NS      | $17979.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       185 | NS      | $16873.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       484 | NS      | $19902.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc             | Ingersoll Rand Inc                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       290 | NS      | $22973.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                   | Insulet Corp                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        32 | NS      | $9095.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc              | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       406 | NS      | $32784.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp          | ON Semiconductor Corp                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       457 | NS      | $24746.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                    | Oracle Corp                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1036 | NS      | $201926.76    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       170 | NS      | $14849.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                     | PACCAR Inc                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       155 | NS      | $16974.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America      | Packaging Corp of America                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        67 | NS      | $13817.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc      | Palantir Technologies Inc                    | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1192 | NS      | $211878.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc         | Palo Alto Networks Inc                       | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       192 | NS      | $35366.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-351.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc            | Dominion Energy Inc                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       345 | NS      | $20213.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc             | Domino's Pizza Inc                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        44 | NS      | $18340.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      2276 | NS      | $83984.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc  | Interactive Brokers Group Inc                | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       223 | NS      | $14341.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                 | PulteGroup Inc                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $28963.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       199 | NS      | $34038.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                            | International Business Machines Corp         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       579 | NS      | $171505.59    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       203 | NS      | $134471.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc            | Quanta Services Inc                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       124 | NS      | $52335.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc    | Raymond James Financial Inc                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        53 | NS      | $8511.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                       | RTX Corp                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       668 | NS      | $122511.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp             | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       892 | NS      | $50282.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                    | Rollins Inc                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       461 | NS      | $27669.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       147 | NS      | $65434.11     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                   | DoorDash Inc                                 | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       119 | NS      | $26951.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc              | EOG Resources Inc                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       145 | NS      | $15226.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       140 | NS      | $25219.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       198 | NS      | $103472.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                 | Salesforce Inc                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       333 | NS      | $88215.03     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                | Sandisk Corp/DE                              | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $14717.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                        | SLB Ltd                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       759 | NS      | $29130.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                         | Sempra                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       506 | NS      | $44674.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       831 | NS      | $127300.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        71 | NS      | $23006.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical Inc                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       136 | NS      | $77024.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc           | Jacobs Solutions Inc                         | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |        69 | NS      | $9139.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                       | EQT Corp                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       306 | NS      | $16401.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       372 | NS      | $32401.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1435 | NS      | $296973.25    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                      | PG&E Corp                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      1998 | NS      | $32107.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc       | Simon Property Group Inc                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       167 | NS      | $30913.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                | Southern Co/The                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       240 | NS      | $20928.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       241 | NS      | $63267.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International           | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       277 | NS      | $16625.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       539 | NS      | $45389.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        89 | NS      | $11481.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       183 | NS      | $64319.01     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer Inc                     | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       477 | NS      | $13961.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       222 | NS      | $18925.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc            | Electronic Arts Inc                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       159 | NS      | $32488.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                    | Vistra Corp                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        91 | NS      | $14681.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc           | WEC Energy Group Inc                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       103 | NS      | $10862.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group Inc/The         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       212 | NS      | $44250.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                       | PPL Corp                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       194 | NS      | $6793.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol | Westinghouse Air Brake Technologies Corp     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       212 | NS      | $45251.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc      | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      1339 | NS      | $38589.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                    | Waters Corp                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        64 | NS      | $24309.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1625 | NS      | $151450.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp           | Parker-Hannifin Corp                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        70 | NS      | $61527.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       791 | NS      | $88734.38     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc            | Paycom Software Inc                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       176 | NS      | $28047.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc            | PayPal Holdings Inc                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       291 | NS      | $16988.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                  | Welltower Inc                                | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       711 | NS      | $131968.71    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services Inc             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       112 | NS      | $30815.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       160 | NS      | $27563.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The           | Williams Cos Inc/The                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       421 | NS      | $25306.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       675 | NS      | $96876.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1195 | NS      | $29755.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc            | Williams-Sonoma Inc                          | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       118 | NS      | $21073.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                    | Workday Inc                                  | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        94 | NS      | $20189.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       863 | NS      | $138425.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                    | Phillips 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       315 | NS      | $40647.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        24 | NS      | $14682.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co            | Emerson Electric Co                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       204 | NS      | $27074.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy Inc                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       204 | NS      | $15067.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -3 | NC      | $-1295.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         2 | NC      | $-835.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL | Seagate Technology Holdings PLC              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |        59 | NS      | $16248.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                     | STERIS PLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        42 | NS      | $10647.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | GB        |        71 | NS      | $23330.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       165 | NS      | $15250.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        50 | NS      | $38308.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | XAF Financial     Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-997.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-6253.03     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co              | Erie Indemnity Co                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        51 | NS      | $14619.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc       | Essex Property Trust Inc                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        68 | NS      | $17794.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $28204.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $137368.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-42875.98    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $41730.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy              | Eversource Energy                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       335 | NS      | $22555.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                    | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       487 | NS      | $21228.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                      | Pool Corp                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        81 | NS      | $18528.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc  | Principal Financial Group Inc                | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       160 | NS      | $14113.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-60665.79    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-14075.76    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $17226.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-30605.35    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc              | Expedia Group Inc                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $15865.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       123 | NS      | $35529.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $24435.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-10198.26    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-18785.69    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $10593.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-8211.34     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5843.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1029 | NS      | $147465.99    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc           | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |       286 | NS      | $34248.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-18843.40    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $25525.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services Inc   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       564 | NS      | $37483.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp            | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       649 | NS      | $30379.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $3671.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $18996.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                | First Solar Inc                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        52 | NS      | $13583.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp               | FirstEnergy Corp                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       214 | NS      | $9580.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                    | Pentair PLC                                  | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | GB        |       140 | NS      | $14579.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RAPESEED  EURO    Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |       -13 | NC      | $9445.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RAPESEED  EURO    May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        -2 | NC      | $452.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLATINUM FUTURE   Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-11546.91    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-3876.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN  SPOT                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $15952.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $3035.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-2621.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $3456.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-4879.68     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLN/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2189.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $8571.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-685.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                  | Ford Motor Co                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      2417 | NS      | $31711.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                   | Fortinet Inc                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       371 | NS      | $29461.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2771.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-727.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $694.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $278.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                       | Fox Corp                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        52 | NS      | $3799.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       780 | NS      | $39616.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-624.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1445.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                    | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       120 | NS      | $30273.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The       | Estee Lauder Cos Inc/The                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       278 | NS      | $29112.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       410 | NS      | $440618.80    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                     | Garmin Ltd                                   | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        74 | NS      | $15010.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-59679.44    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $37582.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1760.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-3805.64     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV          | NXP Semiconductors NV                        | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       471 | NS      | $102235.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $416.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-91.76       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $106.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Oct26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $1414.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NIKKEI 225  (SGX) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         1 | NC      | $-463.69      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NASDAQ 100 E-MINI Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $2141.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NEW ZEALAND $ FUT Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -12 | NC      | $3925.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NIKKEI 225  (CME) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $2297.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd    | Royal Caribbean Cruises Ltd                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |       108 | NS      | $30123.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -6 | NC      | $10586.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-564.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BP CURRENCY FUT   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -8 | NC      | $-6531.31     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BP CURRENCY FUT   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        27 | NC      | $23.58        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-981.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $4028.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       131 | NS      | $61158.66     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       552 | NS      | $45264.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       201 | NS      | $36577.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        78 | NS      | $17581.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc              | Iron Mountain Inc                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       200 | NS      | $16590.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                      | Jabil Inc                                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        41 | NS      | $9348.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc               | Henry Schein Inc                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       155 | NS      | $11714.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                    | Invesco Ltd                                  | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |      1099 | NS      | $28870.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GOLD 100 OZ FUTR  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $14274.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HSCEI Futures     Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -2 | NC      | $878.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HANG SENG IDX FUT Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -1 | NC      | $2471.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HUF/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-151.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ILS/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1209.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260102                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $523.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260102                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $542.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IFSC NIFTY 50 FUT Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |         9 | NC      | $-2071.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Mar27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $-2.66        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Mar28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         2 | NC      | $166.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         4 | NC      | $434.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep27                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $268.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp               | W R Berkley Corp                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        56 | NS      | $3926.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou | Public Service Enterprise Group Inc          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       185 | NS      | $14855.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $798.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-1041.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-1144.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/SEK Future    Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $1556.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3253.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-16524.25    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      2650 | NS      | $65826.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2448 | NS      | $768182.40    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $15276.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3198.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3518.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2522.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $6571.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2840.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $12253.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-43767.65    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $50004.27     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-40715.65    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $42579.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-47287.23    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $40690.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-124835.70   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-40967.73    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $41796.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3033 | NS      | $949329.00    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       562 | NS      | $32404.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $79923.69     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-23223.65    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $40781.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHITE SUGAR (ICE) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $243.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      4620 | NS      | $1066388.40   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                    | Ameren Corp                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        69 | NS      | $6890.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHITE SUGAR (ICE) May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-331.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2834.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc | American Electric Power Co Inc               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       227 | NS      | $26175.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       280 | NS      | $103586.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $28148.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -16 | NC      | $18416.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       550 | NS      | $47052.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       269 | NS      | $47228.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $368.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) Jul26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $1632.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       114 | NS      | $14877.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                     | AMETEK Inc                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        90 | NS      | $18477.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $505.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHITE MAIZE-SAF   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |         1 | NC      | $-1495.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF/JPY FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2753.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1014.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MAIZE FUT         Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        -1 | NC      | $-133.67      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-16351.52    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-6046.32     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $10132.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-8215.12     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-4117.95     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-159.15      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-2374.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $3422.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-747.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $96.27        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MIAX Red Wheat FutMar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $619.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MEXICAN PESO FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -4 | NC      | $-1900.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MEXICAN PESO FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        90 | NC      | $33041.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1023.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-75.95       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-450.95      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1024 | NS      | $116500.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        49 | NS      | $37821.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       246 | NS      | $80518.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                  | Amphenol Corp                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       576 | NS      | $77840.64     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust Inc                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        99 | NS      | $15316.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc | GE HealthCare Technologies Inc               | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       199 | NS      | $16321.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                               | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       157 | NS      | $102610.49    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc           | Generac Holdings Inc                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       172 | NS      | $23455.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc             | Analog Devices Inc                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       543 | NS      | $147261.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       511 | NS      | $12499.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                     | ResMed Inc                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        57 | NS      | $13729.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc          | Robinhood Markets Inc                        | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       317 | NS      | $35852.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        45 | NS      | $17508.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                   | Synopsys Inc                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        32 | NS      | $15031.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc   | Apollo Global Management Inc                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       160 | NS      | $23161.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      7528 | NS      | $2046562.08   | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc          | Applied Materials Inc                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       366 | NS      | $94058.34     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                   | Assurant Inc                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        51 | NS      | $12283.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp              | Atmos Energy Corp                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       126 | NS      | $21121.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1007 | NS      | $664710.63    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp        | Marathon Petroleum Corp                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       200 | NS      | $32526.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       620 | NS      | $115022.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD  | Marriott International Inc/MD                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       140 | NS      | $43433.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        34 | NS      | $21170.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       546 | NS      | $311700.48    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                | Match Group Inc                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       267 | NS      | $8621.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       472 | NS      | $144257.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        72 | NS      | $59060.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1446 | NS      | $152205.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CATTLE FEEDER FUT Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $3197.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                      | Amcor PLC                                    | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | CH        |      2977 | NS      | $24828.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       784 | NS      | $75311.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       143 | NS      | $11930.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       168 | NS      | $12379.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KOSPI2 INX FUT    Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |         1 | NC      | $3071.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260116                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6248.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260120                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11633.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260130                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-146.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                | TJX Cos Inc/The                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       693 | NS      | $106451.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       114 | NS      | $23146.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260130                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $447.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260202                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $542.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       124 | NS      | $41745.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co              | General Motors Co                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       455 | NS      | $37000.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $260.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $895.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $1137.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $273.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $1830.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Jun26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $3797.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4720.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3059.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6432.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-9391.45     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co               | Genuine Parts Co                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       118 | NS      | $14509.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       685 | NS      | $84076.90     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software  | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       181 | NS      | $46341.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       426 | NS      | $41641.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $14494.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2600.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group Inc/The                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       116 | NS      | $101964.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       706 | NS      | $19196.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3129.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3123.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3241.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3118.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $2631.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ALUMINUM                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3248.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Oct26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $143.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF CURRENCY FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        13 | NC      | $-2328.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE VIX FUTURE   Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $1181.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                        | PTC Inc                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       120 | NS      | $20905.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        85 | NS      | $19356.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                   | Prologis Inc                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       548 | NS      | $69957.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       117 | NS      | $13206.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      1397 | NS      | $450141.34    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                     | Kenvue Inc                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      2531 | NS      | $43659.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc           | Keurig Dr Pepper Inc                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       738 | NS      | $20671.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        78 | NS      | $15848.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       882 | NS      | $24246.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE/JSE TOP 40   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |         8 | NC      | $5060.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/JPY FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1334.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/JPY FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14511.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $119.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6454.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IBEX 35 INDX FUTR Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         3 | NC      | $9272.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         3 | NC      | $637.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE/MIB IDX FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         2 | NC      | $7651.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE Taiwan Index Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         8 | NC      | $11364.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT Apr26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $2687.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-1788.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FTSE CHINA A50    Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        46 | NC      | $-5033.73     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                   | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        86 | NS      | $16646.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1499 | NS      | $674130.28    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       106 | NS      | $18389.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp        | Texas Pacific Land Corp                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $18094.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                    | Textron Inc                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       140 | NS      | $12203.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       216 | NS      | $125161.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co              | Tractor Supply Co                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       274 | NS      | $13702.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        57 | NS      | $16257.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2488 | NS      | $277188.08    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       103 | NS      | $14026.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       107 | NS      | $16186.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       226 | NS      | $20321.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                          | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        74 | NS      | $16835.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC         | Trane Technologies PLC                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        62 | NS      | $24130.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $18780.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-4669.28     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1433.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $51.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC   ($)                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $678.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       150 | NS      | $68004.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                    | Viatris Inc                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      1162 | NS      | $14466.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                     | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1066 | NS      | $373856.86    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       690 | NS      | $68896.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      1063 | NS      | $85337.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       244 | NS      | $15545.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                   | Nordson Corp                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        58 | NS      | $13944.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $1498.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-1101.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-540.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc           | Booking Holdings Inc                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        12 | NS      | $64263.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       750 | NS      | $71512.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1365 | NS      | $73628.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                   | Broadcom Inc                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2370 | NS      | $820257.00    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      1177 | NS      | $33262.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/T | Hartford Insurance Group Inc/The             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       250 | NS      | $34450.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc            | TransDigm Group Inc                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $55853.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       105 | NS      | $30456.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                    | Trimble Inc                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       312 | NS      | $24445.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANK MMDA - USBGFS 9        | US BANK MMDA - USBGFS 9                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  26287361 | NS      | $26287360.96  | 40.13%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                     | US Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       543 | NS      | $28974.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp             | Union Pacific Corp                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       319 | NS      | $73791.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc   | United Airlines Holdings Inc                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       158 | NS      | $17667.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       185 | NS      | $18350.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        57 | NS      | $46131.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc         | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       302 | NS      | $99693.22     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc  | Universal Health Services Inc                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        60 | NS      | $13081.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp             | Valero Energy Corp                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        77 | NS      | $12534.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                   | VeriSign Inc                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        62 | NS      | $15062.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3534 | NS      | $143939.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics Inc                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       249 | NS      | $55698.81     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $1648.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2526.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260114                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6059.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OMXS30 IND FUTURE Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |        20 | NC      | $12487.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       285 | NS      | $45383.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       100 | NS      | $28872.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp            | Northern Trust Corp                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        75 | NS      | $10244.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        78 | NS      | $44476.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |       -30 | NC      | $-2207.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   May26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        -4 | NC      | $1536.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   Sep26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        -2 | NC      | $966.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Micro, EUR/USD    Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-19.15       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILK FUTURE       Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-362.26      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings | Norwegian Cruise Line Holdings Ltd           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       762 | NS      | $17007.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MICRO EMIN RUS2000Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-381.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MINI H-SHR IDX FU Jan26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -1 | NC      | $211.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MINI TPX IDX FUT  Mar26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         4 | NC      | $640.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Mini Dollar Futur Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |       -43 | NC      | $3014.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MINI BOVESPA FUT  Feb26                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BR        |        61 | NC      | $5657.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-24

**Name of Applicant:** LoCorr Investment Trust

**Signature:** Jon Essen

**Name of Signer:** Jon Essen

**Title:** Treasurer