# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-038470
**Filing Date:** 2026-4
**Character Count:** 240215
**Document Hash:** ca73dd5fb7e7233e61e7239bbe54f2aa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-038470.hdr.sgml**: 20260421

**ACCESSION NUMBER**: 0001410368-26-038470

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260421

**DATE AS OF CHANGE**: 20260421

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 26878000

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Strategic Factor Allocation Fund (Series ID: S000054057)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000169918 | Institutional Shares | SFAFX           |
| C000201707 | Class P Shares       | GSQPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4600

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

- **a. Name of Series:** Goldman Sachs Strategic Factor Allocation Fund

- **b. EDGAR series identifier (if any):** S000054057

- **c. LEI of Series:** 5493007GJT5B3KUZ8P39

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $2401837209.53

**Total Liabilities:** $15657006.09

**Net Assets:** $2386180203.44

**Amount of Assets Invested in Other Investment Companies:** $4492500.00

**Cash Not Reported:** $124872925.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201707 | -0.37%               | 0.36%                | 1.15%                |
| Class ID C000169918 | -0.46%               | 0.44%                | 1.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $931286.55               | $-1326825.95                               |
| Month 2  | $724239.36               | $11889939.26                               |
| Month 3  | $-68012.79               | $-8010503.05                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                      | Honeywell International Inc                    | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     10375 | NS      | $2527246.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26C 96.43                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        75 | NC      | $1875.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN27P 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       810 | NC      | $653062.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKFEB26C 114                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -355 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKMAR26C 114.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -354 | NC      | $-11062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                         | EQT Corp                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     10198 | NS      | $626361.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       348 | NC      | $3480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                     | Nordson Corp                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       872 | NS      | $255879.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc     | Charles River Laboratories International Inc   | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       804 | NS      | $143505.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN27P 96.75                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       794 | NC      | $406925.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                 | EPAM Systems Inc                               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       903 | NS      | $127323.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                        | Jabil Inc                                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1746 | NS      | $462672.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        26 | NC      | $41470.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                | Cisco Systems Inc                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     64398 | NS      | $5117065.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                   | Albemarle Corp                                 | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1923 | NS      | $343582.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                     | Assurant Inc                                   | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       818 | NS      | $187804.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                   | Salesforce Inc                                 | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     15557 | NS      | $3030348.03   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                       | Intuit Inc                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4556 | NS      | $1863540.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                          | Dow Inc                                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     11615 | NS      | $356928.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        19 | NC      | $47.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                        | L3Harris Technologies Inc                      | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3057 | NS      | $1114398.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                          | Zebra Technologies Corp                        | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       828 | NS      | $185438.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                        | Warner Bros Discovery Inc                      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     40494 | NS      | $1140715.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                        | United Parcel Service Inc                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     12076 | NS      | $1400332.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                              | Dollar General Corp                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3597 | NS      | $561995.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                    | Blackrock Inc                                  | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      2358 | NS      | $2507096.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                    | Accenture PLC                                  | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     10134 | NS      | $2115168.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -43 | NC      | $-63855.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                               | Equity Residential                             | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      5658 | NS      | $357642.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                       | AMETEK Inc                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3762 | NS      | $899945.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        27 | NC      | $9866.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co Inc                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      8747 | NS      | $1170523.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 146396100 | PA      | $144529299.39 | 6.06%             | 2026-07-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| General Motors Co                                | General Motors Co                              | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     15245 | NS      | $1199933.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                             | Western Digital Corp                           | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      5587 | NS      | $1562683.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                        | Teledyne Technologies Inc                      | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       767 | NS      | $522403.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                      | Vistra Corp                                    | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      5205 | NS      | $905097.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27C 96.75                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       776 | NC      | $843900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                    | Welltower Inc                                  | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |     11216 | NS      | $2323057.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc       | Expeditors International of Washington Inc     | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2190 | NS      | $317615.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1401 | NC      | $-24517.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26P 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        79 | NC      | $43450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                 | Genuine Parts Co                               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2273 | NS      | $271077.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                         | MSCI Inc                                       | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1228 | NS      | $702207.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                       | Chipotle Mexican Grill Inc                     | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     21608 | NS      | $804249.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26C 96.5                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        70 | NC      | $1312.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                      | Viatris Inc                                    | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     18822 | NS      | $281012.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                             | Progressive Corp/The                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      9583 | NS      | $2047503.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                      | Jack Henry & Associates Inc                    | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1183 | NS      | $192190.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                        | Pool Corp                                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       536 | NS      | $121768.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                      | American Water Works Co Inc                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      3189 | NS      | $433799.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26P 96.75                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        78 | NC      | $52162.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                       | Vertex Pharmaceuticals Inc                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4146 | NS      | $2059857.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        75 | NC      | $61875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                            | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     13954 | NS      | $881055.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       352 | NC      | $32560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                       | Mondelez International Inc                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     21087 | NS      | $1298537.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26P 96.62                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       813 | NC      | $335362.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKFEB26P 112.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -355 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE FRI W1MAR26P 112.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -357 | NC      | $-5578.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      9693 | NS      | $2568451.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     39372 | NS      | $9781185.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26P 96.37                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1679 | NC      | $52468.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                               | Realty Income Corp                             | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     15033 | NS      | $1007211.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     11638 | NS      | $3969256.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                       | NetApp Inc                                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      3262 | NS      | $323035.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKMAR26C 114                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -354 | NC      | $-55312.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     14803 | NS      | $4341275.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -43 | NC      | $-166625.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                    | Clorox Co/The                                  | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1993 | NS      | $253429.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                         | Molson Coors Beverage Co                       | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      2767 | NS      | $135555.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                  | Philip Morris International Inc                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     25438 | NS      | $4752581.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                               | United Rentals Inc                             | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1040 | NS      | $873600.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN27C 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       815 | NC      | $896500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKMAR26P 112.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -354 | NC      | $-5531.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp             | International Business Machines Corp           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     15275 | NS      | $3669207.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                      | Pentair PLC                                    | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      2674 | NS      | $265234.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                               | Valero Energy Corp                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      4984 | NS      | $1019925.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     20003 | NS      | $2921638.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                 | Wells Fargo & Co                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     51298 | NS      | $4178222.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                              | Northern Trust Corp                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3091 | NS      | $442291.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                        | News Corp                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      6120 | NS      | $148654.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                          | Marathon Petroleum Corp                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4912 | NS      | $973607.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                      | Revvity Inc                                    | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1853 | NS      | $182168.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                               | NextEra Energy Inc                             | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     34034 | NS      | $3191368.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                    | Hilton Worldwide Holdings Inc                  | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      3798 | NS      | $1184140.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                          | UDR Inc                                        | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |      4915 | NS      | $184312.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                | General Mills Inc                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      8717 | NS      | $394269.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                    | DR Horton Inc                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      4475 | NS      | $717745.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                      | Paychex Inc                                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      5293 | NS      | $495689.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27P 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       757 | NC      | $563018.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                    | Interactive Brokers Group Inc                  | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      7278 | NS      | $518120.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKFEB26C 114.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -356 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W4 OP FEB26C 114.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -358 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                          | SLB Ltd                                        | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     24413 | NS      | $1253363.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CHF                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-113739.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE FRI W1MAR26P 112.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -357 | NC      | $-5578.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     28882 | NS      | $6702934.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                | Tractor Supply Co                              | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      8635 | NS      | $447638.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                    | Universal Health Services Inc                  | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       903 | NS      | $186108.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                        | Ball Corp                                      | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      4379 | NS      | $293962.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                  | Seagate Technology Holdings PLC                | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      3560 | NS      | $1451910.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                   | Air Products and Chemicals Inc                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      3637 | NS      | $1002611.79   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                       | Ventas Inc                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      7676 | NS      | $661364.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP27C 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       836 | NC      | $883025.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       351 | NC      | $61425.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26C 96.62                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       813 | NC      | $152437.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       345 | NC      | $862.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                     | Thermo Fisher Scientific Inc                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      6140 | NS      | $3199615.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      7242 | NS      | $7320141.18   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                | Expedia Group Inc                              | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      1912 | NS      | $412399.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                | Everest Group Ltd                              | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       686 | NS      | $230146.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                            | Uber Technologies Inc                          | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     33955 | NS      | $2560886.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                | Brown-Forman Corp                              | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      2878 | NS      | $83059.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                     | Teradyne Inc                                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2559 | NS      | $818956.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp              | Cognizant Technology Solutions Corp            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      7887 | NS      | $508159.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                       | Masco Corp                                     | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      3394 | NS      | $243078.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                         | eBay Inc                                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      7386 | NS      | $671091.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                             | WEC Energy Group Inc                           | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      5316 | NS      | $621759.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources Inc                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8867 | NS      | $1100217.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                           | Arch Capital Group Ltd                         | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      5901 | NS      | $590985.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                            | 3M Co                                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      8681 | NS      | $1435142.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                         | NIKE Inc                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     19435 | NS      | $1208468.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                         | Agilent Technologies Inc                       | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4633 | NS      | $562353.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD EUR                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $414136.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD AUD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1520352.81  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26C 96.81                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        79 | NC      | $62212.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1396 | NC      | $-237320.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                            | Micron Technology Inc                          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     18343 | NS      | $7564102.91   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                             | Regency Centers Corp                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      2690 | NS      | $212510.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC27P 96.62                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       828 | NC      | $527850.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                             | Williams Cos Inc/The                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     19957 | NS      | $1491187.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       347 | NC      | $26892.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                      | Snap-on Inc                                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       850 | NS      | $327437.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     29240 | NS      | $3221955.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       349 | NC      | $16577.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                        | Chubb Ltd                                      | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      5981 | NS      | $2038683.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26P 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       160 | NC      | $101000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                | Omnicom Group Inc                              | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      5213 | NS      | $444616.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1408 | NC      | $-84480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The             | PNC Financial Services Group Inc/The           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      6409 | NS      | $1360951.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                               | Cooper Cos Inc/The                             | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      3249 | NS      | $271843.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                            | General Dynamics Corp                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4143 | NS      | $1479258.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                            | Robinhood Markets Inc                          | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     12850 | NS      | $974672.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26P 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1676 | NC      | $2074050.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                  | Xcel Energy Inc                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      9667 | NS      | $805841.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                       | DaVita Inc                                     | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       577 | NS      | $90185.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W4 OP FEB26C 114.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -357 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                    | Mosaic Co/The                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      5187 | NS      | $144406.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       350 | NC      | $48125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                     | Allegion plc                                   | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      1406 | NS      | $226576.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     59393 | NS      | $1838807.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                               | PPG Industries Inc                             | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3667 | NS      | $452031.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26C 96.37                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1679 | NC      | $1710481.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                      | Invesco Ltd                                    | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      7274 | NS      | $191015.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                | Atmos Energy Corp                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2623 | NS      | $489950.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                    | Marriott International Inc/MD                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      3640 | NS      | $1243897.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -81 | NC      | $-202.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                     | Moody's Corp                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2507 | NS      | $1197318.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W4 OP FEB26P 112.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -715 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      3364 | NS      | $189527.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                         | PPL Corp                                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     12089 | NS      | $471229.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     16510 | NS      | $816749.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                       | Carvana Co                                     | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      2311 | NS      | $772243.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                       | Nucor Corp                                     | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3740 | NS      | $661531.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       375 | NC      | $428876.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN27C 96.75                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       794 | NC      | $1007387.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKFEB26P 112.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -710 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                      | Cintas Corp                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5582 | NS      | $1122707.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                    | Medtronic PLC                                  | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     20960 | NS      | $2046953.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                              | Paycom Software Inc                            | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       799 | NS      | $100538.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                            | Truist Financial Corp                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     20905 | NS      | $1030825.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -48 | NC      | $-219360.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                      | Corteva Inc                                    | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     11043 | NS      | $884765.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                       | Advanced Micro Devices Inc                     | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     26605 | NS      | $5326587.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                     | Huntington Bancshares Inc/OH                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     33226 | NS      | $558196.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                               | Coterra Energy Inc                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     12442 | NS      | $380600.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                      | PepsiCo Inc                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     22345 | NS      | $3792840.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                            | Texas Instruments Inc                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     14848 | NS      | $3149409.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                    | CME Group Inc                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5893 | NS      | $1882813.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                         | Super Micro Computer Inc                       | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      8195 | NS      | $265436.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  72880100 | PA      | $72099693.33  | 3.02%             | 2026-06-18      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                              | Vulcan Materials Co                            | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2159 | NS      | $669290.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4 | NC      | $30.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26P 96.43                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        76 | NC      | $8075.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                              | PayPal Holdings Inc                            | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     15290 | NS      | $706550.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                     | Centene Corp                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      7631 | NS      | $342479.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       348 | NC      | $73080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                            | Dell Technologies Inc                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      4925 | NS      | $729294.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     95076 | NS      | $29640893.76  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                          | BXP Inc                                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      2408 | NS      | $138652.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                         | Estee Lauder Cos Inc/The                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      4018 | NS      | $439850.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                      | Phillips 66                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      6584 | NS      | $1016108.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                         | Microchip Technology Inc                       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      8832 | NS      | $659220.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                     | Prologis Inc                                   | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     15179 | NS      | $2164070.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         9 | NC      | $22.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2 | NC      | $145.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN27C 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       810 | NC      | $769500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                         | Visa Inc                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     27579 | NS      | $8829141.06   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                    | Hewlett Packard Enterprise Co                  | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     21562 | NS      | $462936.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                  | Southern Co/The                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     17994 | NS      | $1752255.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                     | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      7202 | NS      | $944182.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                 | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3132 | NS      | $560502.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                           | Boston Scientific Corp                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     24226 | NS      | $1861768.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                       | Zimmer Biomet Holdings Inc                     | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3239 | NS      | $318847.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        14 | NC      | $5530.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W4 OP FEB26P 111.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -356 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26P 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       818 | NC      | $20450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                        | Archer-Daniels-Midland Co                      | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      7853 | NS      | $542171.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) JUN26                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        95 | NC      | $25294.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                       | ResMed Inc                                     | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      2385 | NS      | $611180.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                              | Elevance Health Inc                            | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3632 | NS      | $1162240.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                      | Lennar Corp                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3526 | NS      | $403233.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CAD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1467575.80  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                | Lam Research Corp                              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     20526 | NS      | $4800826.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26P 96.93                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        59 | NC      | $85550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                  | Baker Hughes Co                                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16126 | NS      | $1052382.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                               | J M Smucker Co/The                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1743 | NS      | $202100.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD GBP                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-414.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                            | NXP Semiconductors NV                          | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      4113 | NS      | $933692.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                              | Leidos Holdings Inc                            | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      2089 | NS      | $365783.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                   | CBRE Group Inc                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4790 | NS      | $707291.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                      | Raymond James Financial Inc                    | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      2881 | NS      | $441023.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | CBOE VIX FUTURE APR26                          | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |        53 | NC      | $31858.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                       | Biogen Inc                                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2397 | NS      | $459792.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                        | Block Inc                                      | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      8950 | NS      | $570115.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        26 | NC      | $1430.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                       | Fiserv Inc                                     | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      8789 | NS      | $547466.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26C 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1676 | NC      | $136175.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                             | Edison International                           | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      6288 | NS      | $469965.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                          | Procter & Gamble Co/The                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     38186 | NS      | $6384699.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD GBP                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-185890.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26C 96.81                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        75 | NC      | $8906.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                           | TKO Group Holdings Inc                         | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1083 | NS      | $242451.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP27P 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1637 | NC      | $1248212.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                          | Akamai Technologies Inc                        | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      2351 | NS      | $231314.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKMAR26P 112.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -708 | NC      | $-708.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp                          | Paramount Skydance Corp                        | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      5079 | NS      | $68617.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                             | Generac Holdings Inc                           | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       959 | NS      | $216129.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                | State Street Corp                              | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      4564 | NS      | $587021.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      3328 | NS      | $2190090.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                   | Lowe's Cos Inc                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      9165 | NS      | $2424784.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                    | Old Dominion Freight Line Inc                  | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      3007 | NS      | $610571.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT MAR26                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -551 | NC      | $-591739.42   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                       | Hasbro Inc                                     | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2179 | NS      | $217006.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)JUN26                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     10870 | NC      | $5571175.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 115000000 | PA      | $114163023.10 | 4.78%             | 2026-05-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Cummins Inc                                      | Cummins Inc                                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2256 | NS      | $1317210.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                      | Workday Inc                                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      3546 | NS      | $474312.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                      | Royal Caribbean Cruises Ltd                    | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      4145 | NS      | $1288929.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                        | IDEX Corp                                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1223 | NS      | $256181.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W4 OP FEB26C 114                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -717 | NC      | $-5019.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 126000000 | PA      | $124232434.20 | 5.21%             | 2026-07-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                | Ralph Lauren Corp                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       633 | NS      | $229525.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                      | CDW Corp/DE                                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      2128 | NS      | $260977.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                           | Tyler Technologies Inc                         | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       703 | NS      | $249347.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                            | Norfolk Southern Corp                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      3667 | NS      | $1154151.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKFEB26P 112                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -356 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    121458 | NS      | $47701414.92  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                     | Insulet Corp                                   | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1150 | NS      | $283601.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                   | A O Smith Corp                                 | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1853 | NS      | $144534.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                             | Align Technology Inc                           | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1090 | NS      | $207209.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                           | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      3508 | NS      | $827186.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                  | Tyson Foods Inc                                | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4625 | NS      | $300578.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                            | Becton Dickinson & Co                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4628 | NS      | $816749.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       345 | NC      | $23287.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                              | American Tower Corp                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      7650 | NS      | $1467729.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                  | Dollar Tree Inc                                | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3100 | NS      | $392088.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKFEB26C 116                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -356 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                          | Comfort Systems USA Inc                        | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       575 | NS      | $821887.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                        | Packaging Corp of America                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1460 | NS      | $338924.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                               | IQVIA Holdings Inc                             | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2783 | NS      | $497628.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26C 96.43                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        76 | NC      | $26600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2 | NC      | $5.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                              | Axon Enterprise Inc                            | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1290 | NS      | $699696.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                    | Intercontinental Exchange Inc                  | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      9318 | NS      | $1529363.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                            | Applied Materials Inc                          | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     13019 | NS      | $4846973.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                        | Occidental Petroleum Corp                      | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     11753 | NS      | $623849.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                               | Trade Desk Inc/The                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      7196 | NS      | $171408.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                        | Aptiv PLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      3531 | NS      | $259669.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED JPY / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |         1 | NC      | $-832378.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                          | Rockwell Automation Inc                        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1835 | NS      | $747670.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                      | Moderna Inc                                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      5682 | NS      | $304384.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                        | Constellation Energy Corp                      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      5103 | NS      | $1683377.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                  | Federal Realty Investment Trust                | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |      1283 | NS      | $139551.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                     | Stryker Corp                                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      5625 | NS      | $2179462.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -26 | NC      | $-136630.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                | Huntington Ingalls Industries Inc              | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       641 | NS      | $284937.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                           | Trane Technologies PLC                         | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      3624 | NS      | $1675447.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                     | Newmont Corp                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     17833 | NS      | $2318290.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc              | Alexandria Real Estate Equities Inc            | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      2542 | NS      | $137369.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                       | Pinnacle West Capital Corp                     | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1956 | NS      | $196186.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                       | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2304 | NS      | $363709.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                      | Trimble Inc                                    | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      3888 | NS      | $259990.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26C 96.62                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       787 | NC      | $806675.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                         | Willis Towers Watson PLC                       | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      1565 | NS      | $477591.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    397105 | NS      | $70363034.95  | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                  | Best Buy Co Inc                                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3193 | NS      | $197870.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKMAR26C 114.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -354 | NC      | $-11062.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                     | Chevron Corp                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30930 | NS      | $5776486.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26C 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       160 | NC      | $62000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                              | Williams-Sonoma Inc                            | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1990 | NS      | $409243.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc               | Johnson Controls International plc             | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      9987 | NS      | $1441124.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                        | Adobe Inc                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6841 | NS      | $1795146.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                          | KeyCorp                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     15181 | NS      | $314853.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                | Take-Two Interactive Software Inc              | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2838 | NS      | $600180.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                             | Waste Management Inc                           | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      6057 | NS      | $1458767.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                     | Entergy Corp                                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      7298 | NS      | $781688.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                      | Hubbell Inc                                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       868 | NS      | $444094.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     75989 | NS      | $23665254.27  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC27C 96.62                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       828 | NC      | $1355850.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                  | Cigna Group/The                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4365 | NS      | $1265064.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -44 | NC      | $-174900.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        25 | NC      | $187.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKMAR26C 115.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -354 | NC      | $-5531.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                           | Sempra                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     10666 | NS      | $1026815.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP27P 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       836 | NC      | $762850.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                          | O'Reilly Automotive Inc                        | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     13794 | NS      | $1294980.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                 | W R Berkley Corp                               | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      4906 | NS      | $351760.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     20745 | NS      | $1657525.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                 | Crown Castle Inc                               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      7116 | NS      | $637166.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                            | DuPont de Nemours Inc                          | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      6847 | NS      | $342623.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26P 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       802 | NC      | $5012.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                  | EMCOR Group Inc                                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       732 | NS      | $530421.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co/The                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     29175 | NS      | $3093717.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                        | Linde PLC                                      | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      7631 | NS      | $3877158.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       349 | NC      | $55840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                       | Garmin Ltd                                     | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      2672 | NS      | $675561.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                              | Quanta Services Inc                            | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2437 | NS      | $1372225.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                      | Target Corp                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7426 | NS      | $845004.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                      | Gartner Inc                                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1178 | NS      | $185181.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                         | Marsh & McLennan Cos Inc                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      8006 | NS      | $1495040.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                    | Principal Financial Group Inc                  | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      3267 | NS      | $311737.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                      | Walmart Inc                                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     71660 | NS      | $9168897.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED GBP / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $-882448.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                 | Coca-Cola Co/The                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     63266 | NS      | $5159974.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                     | Fortinet Inc                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     10330 | NS      | $816379.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                      | GoDaddy Inc                                    | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      2208 | NS      | $192449.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                             | Ares Management Corp                           | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      3367 | NS      | $377137.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -44 | NC      | $-270600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                   | Public Storage                                 | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      2581 | NS      | $792521.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                       | Stanley Black & Decker Inc                     | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2531 | NS      | $218906.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        37 | NC      | $54020.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                       | Airbnb Inc                                     | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      6950 | NS      | $939014.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                       | PACCAR Inc                                     | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      8583 | NS      | $1082230.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     68916 | NS      | $10509690.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       346 | NC      | $25950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                      | Corning Inc                                    | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     12750 | NS      | $1917345.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD NZD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-3786999.87  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        27 | NC      | $7695.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                           | Franklin Resources Inc                         | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      5023 | NS      | $133310.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -53 | NC      | $-109975.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                  | Sandisk Corp/DE                                | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2275 | NS      | $1445444.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                  | CMS Energy Corp                                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4973 | NS      | $388242.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        11 | NC      | $27.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                        | Host Hotels & Resorts Inc                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     10451 | NS      | $204735.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                               | Steel Dynamics Inc                             | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2243 | NS      | $433190.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                           | Darden Restaurants Inc                         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1901 | NS      | $406528.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       352 | NC      | $14960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  73155200 | PA      | $72271207.93  | 3.03%             | 2026-07-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26C 96.75                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        78 | NC      | $10725.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                            | McCormick & Co Inc/MD                          | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      4138 | NS      | $293963.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                        | Palantir Technologies Inc                      | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     37330 | NS      | $5121302.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD NZD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1303050.36  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                          | Consolidated Edison Inc                        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      5898 | NS      | $663642.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       345 | NC      | $5175.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        13 | NC      | $32.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       345 | NC      | $3450.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                    | Martin Marietta Materials Inc                  | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       986 | NS      | $667098.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26C 96.93                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        59 | NC      | $368.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                 | CoStar Group Inc                               | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      6926 | NS      | $309107.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        12 | NC      | $2760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                  | TJX Cos Inc/The                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     18187 | NS      | $2940110.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                      | Incyte Corp                                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      2695 | NS      | $272922.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE FRI W1MAR26C 114.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -357 | NC      | $-22312.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                          | Texas Pacific Land Corp                        | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       946 | NS      | $495978.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                            | Monster Beverage Corp                          | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     11655 | NS      | $994171.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                         | Lamb Weston Holdings Inc                       | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      2277 | NS      | $109728.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                           | Berkshire Hathaway Inc                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     29966 | NS      | $15131331.70  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                     | DoorDash Inc                                   | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      6109 | NS      | $1078055.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                   | Hershey Co/The                                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2421 | NS      | $572033.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                              | TransDigm Group Inc                            | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $1198566.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     69245 | NS      | $6664138.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                       | Cadence Design Systems Inc                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4448 | NS      | $1340627.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                | Kimco Realty Corp                              | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |     11067 | NS      | $260627.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund   | Goldman Sachs Financial Square Government Fund | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        | 149267801 | NS      | $149267800.61 | 6.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                           | Intuitive Surgical Inc                         | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5793 | NS      | $2916833.43   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1403 | NC      | $-3507.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                     | Xylem Inc/NY                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      3979 | NS      | $515519.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                       | Ecolab Inc                                     | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      4166 | NS      | $1284586.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     13400 | NS      | $6930614.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                            | Republic Services Inc                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      3288 | NS      | $752952.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    115854 | NS      | $3245070.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                            | Southwest Airlines Co                          | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      8451 | NS      | $416296.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     77172 | NS      | $24660312.60  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                        | Amgen Inc                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      8800 | NS      | $3415808.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        27 | NC      | $67.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    109789 | NS      | $5470785.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd               | Norwegian Cruise Line Holdings Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7440 | NS      | $184437.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26P 96.62                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       787 | NC      | $186912.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                         | Essex Property Trust Inc                       | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      1052 | NS      | $268375.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                | Hormel Foods Corp                              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      4764 | NS      | $121958.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                  | Bunge Global SA                                | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |      2212 | NS      | $266877.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     45919 | NS      | $18482856.69  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                       | US Bancorp                                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     25402 | NS      | $1388473.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                           | Campbell's Company/The                         | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      3211 | NS      | $86536.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                               | Home Depot Inc/The                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     16266 | NS      | $6192791.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                              | Alliant Energy Corp                            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      4201 | NS      | $303900.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       344 | NC      | $860.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                       | Intel Corp                                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     73273 | NS      | $3341981.53   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27C 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       757 | NC      | $610331.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -27 | NC      | $-86940.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                             | Labcorp Holdings Inc                           | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1355 | NS      | $391757.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT MAR26                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      1066 | NC      | $-670251.05   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W4 OP FEB26P 112.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -357 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                            | Camden Property Trust                          | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      1739 | NS      | $188403.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26C 96.81                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        79 | NC      | $34562.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKFEB26C 115                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -355 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT JUN26                        | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        30 | NC      | $9481.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                       | Evergy Inc                                     | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      3762 | NS      | $314728.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                               | Conagra Brands Inc                             | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7817 | NS      | $150477.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain Inc                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      4830 | NS      | $523233.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26P 96.5                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        70 | NC      | $26250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       350 | NC      | $5250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                        | PG&E Corp                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     35918 | NS      | $682442.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                             | Jacobs Solutions Inc                           | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      1953 | NS      | $269240.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                        | News Corp                                      | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2017 | NS      | $54015.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     28416 | NS      | $3306201.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                       | FedEx Corp                                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3547 | NS      | $1372689.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                     | Veralto Corp                                   | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      4058 | NS      | $395370.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                              | Synchrony Financial                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      5886 | NS      | $406781.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                    | Ford Motor Co                                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     63956 | NS      | $901140.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                       | Kenvue Inc                                     | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     31308 | NS      | $598608.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                     | Apollo Global Management Inc                   | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      7588 | NS      | $793704.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                  | Match Group Inc                                | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      3858 | NS      | $121912.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                          | SBA Communications Corp                        | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      1741 | NS      | $350219.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                              | Arista Networks Inc                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     16875 | NS      | $2252812.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1 | NC      | $505.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                               | Domino's Pizza Inc                             | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       508 | NS      | $204475.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                             | Parker-Hannifin Corp                           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2062 | NS      | $2080929.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W4 OP FEB26C 115.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -357 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                   | GE HealthCare Technologies Inc                 | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      7444 | NS      | $627305.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                         | CSX Corp                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     30431 | NS      | $1299099.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED EUR / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $114754.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corpay Inc                                       | Corpay Inc                                     | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1143 | NS      | $371589.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 120000000 | PA      | $119794900.80 | 5.02%             | 2026-03-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                | Kinder Morgan Inc                              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     31994 | NS      | $1064440.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                 | Wynn Resorts Ltd                               | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1380 | NS      | $149302.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                        | Cincinnati Financial Corp                      | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      2550 | NS      | $418149.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                       | Ciena Corp                                     | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2305 | NS      | $803753.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                      | Rollins Inc                                    | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      4796 | NS      | $292028.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                             | Freeport-McMoRan Inc                           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     23466 | NS      | $1597565.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                   | ServiceNow Inc                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     16953 | NS      | $1831093.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                           | CenterPoint Energy Inc                         | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     10669 | NS      | $464101.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27P 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       792 | NC      | $455400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                       | Sysco Corp                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      7825 | NS      | $713327.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                        | AvalonBay Communities Inc                      | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      2311 | NS      | $409578.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                     | FactSet Research Systems Inc                   | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       612 | NS      | $132687.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED NZD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1128100.87  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                | Erie Indemnity Co                              | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       415 | NS      | $111817.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         9 | NC      | $315.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                          | Sherwin-Williams Co/The                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      3767 | NS      | $1365876.53   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED CHF / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |         1 | NC      | $1645515.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                       | Dexcom Inc                                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      6374 | NS      | $468042.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR26                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -185 | NC      | $-219083.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                           | International Paper Co                         | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      8629 | NS      | $375792.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                     | NiSource Inc                                   | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      7798 | NS      | $368845.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                 | FirstEnergy Corp                               | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      8496 | NS      | $434655.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                              | General Electric Co                            | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     17238 | NS      | $5899877.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                         | APA Corp                                       | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      5796 | NS      | $176024.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                       | Deere & Co                                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4108 | NS      | $2586848.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                               | Analog Devices Inc                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8039 | NS      | $2860195.81   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                          | Charles Schwab Corp/The                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     27296 | NS      | $2598579.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                      | MetLife Inc                                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      9045 | NS      | $651873.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                          | Illinois Tool Works Inc                        | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      4314 | NS      | $1253777.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                        | MGM Resorts International                      | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      3352 | NS      | $123554.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                        | Aflac Inc                                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      7708 | NS      | $870464.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                | Eversource Energy                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      6131 | NS      | $467243.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                           | F5 Inc                                         | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       943 | NS      | $255892.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     12708 | NS      | $1662841.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED CAD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-393349.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms Inc                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     35591 | NS      | $23069374.38  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                       | Pfizer Inc                                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     92914 | NS      | $2569072.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                     | VeriSign Inc                                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1363 | NS      | $310682.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                  | Ross Stores Inc                                | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5315 | NS      | $1092976.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED EUR / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $346842.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                  | Bio-Techne Corp                                | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      2546 | NS      | $150214.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                          | Lululemon Athletica Inc                        | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      1763 | NS      | $326454.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                      | Ameren Corp                                    | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      4420 | NS      | $500697.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                  | First Solar Inc                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1754 | NS      | $345888.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                       | Verizon Communications Inc                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     68904 | NS      | $3454846.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) JUN26                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -24 | NC      | $-18797.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                            | Molina Healthcare Inc                          | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       840 | NS      | $129402.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     27486 | NS      | $3996464.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP27C 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1637 | NC      | $1984862.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                         | RTX Corp                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     21911 | NS      | $4439606.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                        | Edwards Lifesciences Corp                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9483 | NS      | $819995.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        25 | NC      | $28375.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                     | KKR & Co Inc                                   | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     11216 | NS      | $983418.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                   | Globe Life Inc                                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1301 | NS      | $188983.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        30 | NC      | $1725.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                              | Avery Dennison Corp                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1263 | NS      | $247990.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                | Brown & Brown Inc                              | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      4798 | NS      | $344592.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                    | Boeing Co/The                                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     12796 | NS      | $2911473.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         6 | NC      | $60.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                     | Autodesk Inc                                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3481 | NS      | $855873.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                         | Crowdstrike Holdings Inc                       | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      4101 | NS      | $1525489.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                          | Aon PLC                                        | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      3512 | NS      | $1178170.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2396 | NS      | $123945.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                   | GE Vernova Inc                                 | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      4434 | NS      | $3873542.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                   | Blackstone Inc                                 | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     12068 | NS      | $1368149.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                  | Gen Digital Inc                                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      9171 | NS      | $206989.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                | Allstate Corp/The                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4276 | NS      | $917287.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                   | Solventum Corp                                 | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      2409 | NS      | $178747.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26P 96.81                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        79 | NC      | $36537.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED AUD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |         1 | NC      | $1614101.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                       | Dover Corp                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2241 | NS      | $505345.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                              | Cardinal Health Inc                            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3883 | NS      | $890100.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                      | Cencora Inc                                    | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3168 | NS      | $1178939.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       351 | NC      | $50895.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                        | Amcor PLC                                      | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      7545 | NS      | $365404.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26P 96.81                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        79 | NC      | $41968.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                              | Carrier Global Corp                            | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     12937 | NS      | $833142.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                           | Roper Technologies Inc                         | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1759 | NS      | $615175.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                | Devon Energy Corp                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     10251 | NS      | $446226.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                     | LyondellBasell Industries NV                   | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      4208 | NS      | $242044.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -71 | NC      | $-141645.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                           | Skyworks Solutions Inc                         | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      2430 | NS      | $144779.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     27432 | NS      | $1893905.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                              | VICI Properties Inc                            | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     17466 | NS      | $527647.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                           | Palo Alto Networks Inc                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     11177 | NS      | $1664478.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     18579 | NS      | $1821113.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                              | TE Connectivity PLC                            | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      4808 | NS      | $1106561.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                              | Emerson Electric Co                            | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      9181 | NS      | $1384035.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        22 | NC      | $55.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                   | JB Hunt Transport Services Inc                 | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1229 | NS      | $286860.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26P 96.5                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       806 | NC      | $110825.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                     | Citizens Financial Group Inc                   | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      7019 | NS      | $422473.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                         | Simon Property Group Inc                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      5335 | NS      | $1087539.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W4 OP FEB26C 115.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -356 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                  | Yum! Brands Inc                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4537 | NS      | $762941.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        67 | NC      | $167.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       348 | NC      | $90480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                            | Qnity Electronics Inc                          | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      3423 | NS      | $433899.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                    | Live Nation Entertainment Inc                  | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2580 | NS      | $418321.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                      | Datadog Inc                                    | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      5318 | NS      | $595403.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                   | PulteGroup Inc                                 | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3185 | NS      | $436982.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc           | International Flavors & Fragrances Inc         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      4185 | NS      | $344132.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                 | Bank of New York Mellon Corp/The               | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     11396 | NS      | $1357263.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                          | PTC Inc                                        | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1958 | NS      | $306603.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     19739 | NS      | $3286740.89   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                    | Carnival Corp                                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     17744 | NS      | $559823.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                  | Ulta Beauty Inc                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       733 | NS      | $501951.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 165000000 | PA      | $164139739.50 | 6.88%             | 2026-04-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                               | Ingersoll Rand Inc                             | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      5876 | NS      | $553166.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                  | Caterpillar Inc                                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      7648 | NS      | $5681163.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -17 | NC      | $-52360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                       | CF Industries Holdings Inc                     | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2549 | NS      | $253727.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27C 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       792 | NC      | $747450.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                     | Monolithic Power Systems Inc                   | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       783 | NS      | $894765.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                     | QUALCOMM Inc                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     17502 | NS      | $2491584.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2 | NC      | $185.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                      | Textron Inc                                    | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2880 | NS      | $284112.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE FRI W1MAR26C 115.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -357 | NC      | $-5578.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                     | AutoZone Inc                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       272 | NS      | $1021517.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        14 | NC      | $28350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26C 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        79 | NC      | $56781.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                            | ON Semiconductor Corp                          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6576 | NS      | $437172.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                         | Ameriprise Financial Inc                       | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1518 | NS      | $713642.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        11 | NC      | $11000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                               | HCA Healthcare Inc                             | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2610 | NS      | $1382517.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26P 96.81                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        75 | NC      | $60468.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1398 | NC      | $-188730.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                              | Otis Worldwide Corp                            | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      6369 | NS      | $589514.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                         | KLA Corp                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2147 | NS      | $3273208.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                       | Copart Inc                                     | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     14551 | NS      | $554247.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                     | AES Corp                                       | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     11637 | NS      | $201087.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2192 | NS      | $1587840.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The                 | Hartford Insurance Group Inc/The               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4554 | NS      | $641339.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                           | Diamondback Energy Inc                         | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      3044 | NS      | $529899.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                          | NVR Inc                                        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        46 | NS      | $345818.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                              | Electronic Arts Inc                            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      3668 | NS      | $735690.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                    | McKesson Corp                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2017 | NS      | $1991525.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                           | Regions Financial Corp                         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     14330 | NS      | $398803.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                             | Verisk Analytics Inc                           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2278 | NS      | $472844.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                       | Humana Inc                                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1965 | NS      | $374411.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -31 | NC      | $-79825.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        18 | NC      | $31770.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                     | Tapestry Inc                                   | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3344 | NS      | $519891.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                        | Keysight Technologies Inc                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2808 | NS      | $862982.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                    | Kroger Co/The                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      9963 | NS      | $679875.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  85000000 | PA      | $84794581.35  | 3.55%             | 2026-03-26      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                     | United Airlines Holdings Inc                   | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      5290 | NS      | $562327.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26P 96.43                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        75 | NC      | $16875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN27P 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       815 | NC      | $529750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                     | Fortive Corp                                   | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      5190 | NS      | $307248.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                           | Church & Dwight Co Inc                         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      3924 | NS      | $411470.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                     | Synopsys Inc                                   | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3035 | NS      | $1256490.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    241472 | NS      | $63792072.96  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -22 | NC      | $-72380.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                     | Danaher Corp                                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     10273 | NS      | $2163904.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock PLC                             | Smurfit Westrock PLC                           | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      8533 | NS      | $401136.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -13 | NC      | $-54080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                         | Lennox International Inc                       | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       522 | NS      | $297508.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                    | Regeneron Pharmaceuticals Inc                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1647 | NS      | $1287410.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26C 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       818 | NC      | $1682012.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                          | Cboe Global Markets Inc                        | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1710 | NS      | $512521.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                         | Builders FirstSource Inc                       | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1807 | NS      | $188452.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W4 OP FEB26P 112                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -711 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-66500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) MAR26                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        27 | NC      | $88190.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                             | Howmet Aerospace Inc                           | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      6570 | NS      | $1724822.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                    | AppLovin Corp                                  | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      4423 | NS      | $1922987.71   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                    | Automatic Data Processing Inc                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6609 | NS      | $1416705.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc            | Mid-America Apartment Communities Inc          | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      1913 | NS      | $256074.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                         | Prudential Financial Inc                       | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      5720 | NS      | $562733.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                         | Digital Realty Trust Inc                       | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      5277 | NS      | $935084.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                       | Nasdaq Inc                                     | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      7372 | NS      | $645639.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD GBP                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-559756.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27P 96.75                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       776 | NC      | $324950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                  | WW Grainger Inc                                | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       715 | NS      | $818481.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                      | Equifax Inc                                    | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2000 | NS      | $417920.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                              | Fifth Third Bancorp                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     14698 | NS      | $727110.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         6 | NC      | $7950.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                  | T-Mobile US Inc                                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      7860 | NS      | $1706327.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      5423 | NS      | $604339.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                 | Mettler-Toledo International Inc               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       334 | NS      | $456474.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                            | Travelers Cos Inc/The                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3645 | NS      | $1124992.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                       | Charter Communications Inc                     | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1438 | NS      | $337397.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                             | Deckers Outdoor Corp                           | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2382 | NS      | $279337.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                               | Kraft Heinz Co/The                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     13927 | NS      | $342743.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                  | Weyerhaeuser Co                                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     11780 | NS      | $288963.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                          | Extra Space Storage Inc                        | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      3469 | NS      | $523923.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                              | Delta Air Lines Inc                            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     10600 | NS      | $696420.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       351 | NC      | $28080.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        32 | NC      | $80.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                             | Las Vegas Sands Corp                           | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      4972 | NS      | $282011.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKMAR26P 112.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -354 | NC      | $-354.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED AUD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |         1 | NC      | $995125.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                             | Booking Holdings Inc                           | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       527 | NS      | $2234137.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26C 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       802 | NC      | $1303250.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                             | Keurig Dr Pepper Inc                           | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     22202 | NS      | $672276.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     40561 | NS      | $5022263.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                      | Equinix Inc                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1605 | NS      | $1563687.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                        | Healthpeak Properties Inc                      | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |     11357 | NS      | $200791.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         5 | NC      | $4050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                               | Expand Energy Corp                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3892 | NS      | $420024.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                             | Colgate-Palmolive Co                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     13173 | NS      | $1305971.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc               | Broadridge Financial Solutions Inc             | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1908 | NS      | $354639.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                            | Quest Diagnostics Inc                          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1818 | NS      | $385252.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                       | STERIS PLC                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1604 | NS      | $404769.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                   | S&P Global Inc                                 | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      5066 | NS      | $2238564.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -18 | NC      | $-23310.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        26 | NC      | $21320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                 | West Pharmaceutical Services Inc               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1176 | NS      | $299103.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       350 | NC      | $42875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CAD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-38968.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waters Corp                                      | Waters Corp                                    | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1587 | NS      | $506856.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     12977 | NS      | $13651674.23  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-15.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                          | Arthur J Gallagher & Co                        | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      4197 | NS      | $957755.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                              | Global Payments Inc                            | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3869 | NS      | $295823.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                 | Henry Schein Inc                               | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1635 | NS      | $134707.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     44487 | NS      | $13359446.10  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                   | Halliburton Co                                 | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     13754 | NS      | $495144.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    158974 | NS      | $33384540.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                           | HP Inc                                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     15275 | NS      | $290072.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp         | Westinghouse Air Brake Technologies Corp       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2794 | NS      | $737476.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1 | NC      | $945.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                    | DTE Energy Co                                  | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      3394 | NS      | $503126.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                       | Loews Corp                                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      2769 | NS      | $304645.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         9 | NC      | $19305.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                           | Motorola Solutions Inc                         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2722 | NS      | $1312711.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED CHF / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |         1 | NC      | $1274611.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                  | Fair Isaac Corp                                | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       387 | NS      | $545422.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                              | Coinbase Global Inc                            | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      3729 | NS      | $655744.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                           | IDEXX Laboratories Inc                         | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1305 | NS      | $857032.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                        | ONEOK Inc                                      | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     10283 | NS      | $851123.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                      | Hologic Inc                                    | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      3637 | NS      | $274084.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-80.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                         | Baxter International Inc                       | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      8401 | NS      | $171128.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     33268 | NS      | $2074925.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  88131500 | PA      | $87204888.93  | 3.65%             | 2026-06-16      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                             | Invitation Homes Inc                           | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      9216 | NS      | $242749.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                              | American Express Co                            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      8780 | NS      | $2712142.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                        | CH Robinson Worldwide Inc                      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1931 | NS      | $357717.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                       | Capital One Financial Corp                     | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     10389 | NS      | $2032503.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc              | Public Service Enterprise Group Inc            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      8157 | NS      | $702072.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                 | American International Group Inc               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      8818 | NS      | $709760.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                      | Fastenal Co                                    | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     18761 | NS      | $863756.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                   | Eaton Corp PLC                                 | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      6347 | NS      | $2385964.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     20275 | NS      | $3019961.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26C 96.5                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       806 | NC      | $992387.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 154208500 | PA      | $152667989.47 | 6.40%             | 2026-06-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| ConocoPhillips                                   | ConocoPhillips                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     20194 | NS      | $2291211.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        12 | NC      | $30.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President