# EDGAR Filing Document

**Accession Number:** 0001587551
**File Stem:** 0000910472-25-001712
**Filing Date:** 2025-9
**Character Count:** 89855
**Document Hash:** ec4efc3394865dbf5bb98b7ab00ae26c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-001712.hdr.sgml**: 20250929

**ACCESSION NUMBER**: 0000910472-25-001712

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250929

**DATE AS OF CHANGE**: 20250929

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capitol Series Trust
- **CENTRAL INDEX KEY:** 0001587551

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22895
- **FILM NUMBER:** 251353339

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 5135873447

**MAIL ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246

## Series and Classes Contracts Data

### Hull Tactical US ETF (Series ID: S000080433)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000242831 | Hull Tactical US ETF | HTUS            |

## Nport-Ex

Hull

Tactical

US

ETF

Schedule

of

Investments

July

31,

2025

(Unaudited)

EXCHANGE-TRADED

FUNDS

—

37.35%

Shares

Fair

Value

Exchange-Traded

Funds

—

37.35%

Alpha

Architect

1-3

Month

Box

ETF

35,787

$

4,045,363

SPDR

S&P

500

ETF

Trust

(a)(b) 67,663

42,768,429

Total

Exchange-Traded

Funds

&nbsp;&nbsp;&nbsp;&nbsp;(Cost $38,851,464)

46,813,792

U.S.

GOVERNMENT

&

AGENCIES

(c)(d) —

24.59%

Principal

Amount

United

States

Treasury

Bill,

4.14%,

8/21/2025

$

4,000,000

3,990,500

United

States

Treasury

Bill,

4.24%,

9/2/2025

10,000,000

9,962,009

United

States

Treasury

Bill,

4.24%,

9/11/2025

10,000,000

9,951,169

United

States

Treasury

Bill,

4.08%,

11/18/2025

7,000,000

6,910,268

Total

U.S.

Government

&

Agencies

&nbsp;&nbsp;&nbsp;&nbsp;(Cost $30,815,585)

30,813,946

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

CALL

OPTIONS

PURCHASED

—

0.01 %

S&P

500

Mini

Index

$

638,430

$

635.00 July

2025

S&P

500

Mini

Index

702,273

640.00 July

2025

S&P

500

Mini

Index

510,744

642.00 July

2025

S&P

500

Mini

Index

319,215

650.00 July

2025

S&P

500

Mini

Index

829,959

640.00 August

2025

539

S&P

500

Mini

Index

191,529

642.00 August

2025

S&P

500

Mini

Index

191,529

648.00 August

2025

S&P

500

Mini

Index

63,843

655.00 August

2025

S&P

500

Mini

Index

446,901

651.00 August

2025

S&P

500

Mini

Index

191,529

647.00 August

2025

S&P

500

Mini

Index

319,215

641.00 August

2025

S&P

500

Mini

Index

1,596,075

643.00 August

2025

862

S&P

500

Mini

Index

383,058

639.00 August

2025

687

S&P

500

Mini

Index

1,723,761

645.00 August

2025

S&P

500

Mini

Index

127,686

648.00 August

2025

S&P

500

Mini

Index

319,215

649.00 August

2025

S&P

500

Mini

Index

829,959

646.00 August

2025

S&P

500

Mini

Index

1,085,331

643.00 August

2025

986

S&P

500

Mini

Index

1,213,017

641.00 August

2025

1,919

S&P

500

Mini

Index

255,372

639.00 August

2025

642

S&P

500

Mini

Index

2,042,976

644.00 August

2025

1,392

S&P

500

Mini

Index

319,215

643.00 August

2025

S&P

500

Mini

Index

63,843

644.00 August

2025

S&P

500

Mini

Index

1,213,017

648.00 August

2025

S&P

500

Mini

Index

383,058

652.00 August

2025

S&P

500

Mini

Index

893,802

656.00 August

2025

S&P

500

Mini

Index

1,276,860

644.00 August

2025

1,610

S&P

500

Mini

Index

702,273

646.00 August

2025

534

Hull

Tactical

US

ETF

Schedule

of

Investments

(continued)

July

31,

2025

(Unaudited)

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

CALL

OPTIONS

PURCHASED

—

0.01%

-

continued

S&P

500

Mini

Index

$

574,587

$

648.00 August

2025

$

S&P

500

Mini

Index

574,587

650.00 August

2025

S&P

500

Mini

Index

1,276,860

652.00 August

2025

S&P

500

Mini

Index

1,021,488

654.00 August

2025

S&P

500

Mini

Index

766,116

646.00 August

2025

792

Total

Call

Options

Purchased

&nbsp;&nbsp;&nbsp;&nbsp;(Cost

$50,948)

12,84

PUT

OPTIONS

PURCHASED

—

0.0 7

%

S&P

500

Mini

Index

829,959

623.00 July

2025

S&P

500

Mini

Index

319,215

627.00 July

2025

S&P

500

Mini

Index

63,843

629.00 July

2025

S&P

500

Mini

Index

702,273

631.00 July

2025

S&P

500

Mini

Index

127,686

633.00 July

2025

S&P

500

Mini

Index

1,596,075

635.00 July

2025

2,637

S&P

500

Mini

Index

1,149,174

637.00 July

2025

11,277

S&P

500

Mini

Index

574,587

641.00 July

2025

6,300

S&P

500

Mini

Index

383,058

641.00 August

2025

3,900

S&P

500

Mini

Index

510,744

639.00 August

2025

3,816

S&P

500

Mini

Index

63,843

634.00 August

2025

S&P

500

Mini

Index

829,959

625.00 August

2025

S&P

500

Mini

Index

1,276,860

630.00 August

2025

1,930

S&P

500

Mini

Index

319,215

628.00 August

2025

S&P

500

Mini

Index

383,058

632.00 August

2025

906

S&P

500

Mini

Index

1,340,703

634.00 August

2025

6,290

S&P

500

Mini

Index

63,843

637.00 August

2025

S&P

500

Mini

Index

638,430

628.00 August

2025

1,195

S&P

500

Mini

Index

255,372

630.00 August

2025

658

S&P

500

Mini

Index

510,744

622.00 August

2025

S&P

500

Mini

Index

766,116

619.00 August

2025

S&P

500

Mini

Index

893,802

626.00 August

2025

1,239

S&P

500

Mini

Index

574,587

619.00 August

2025

S&P

500

Mini

Index

127,686

621.00 August

2025

S&P

500

Mini

Index

383,058

627.00 August

2025

876

S&P

500

Mini

Index

638,430

629.00 August

2025

1,890

S&P

500

Mini

Index

127,686

635.00 August

2025

786

S&P

500

Mini

Index

1,149,174

627.00 August

2025

3,267

S&P

500

Mini

Index

829,959

619.00 August

2025

1,190

S&P

500

Mini

Index

446,901

623.00 August

2025

798

S&P

500

Mini

Index

1,915,290

629.00 August

2025

6,765

S&P

500

Mini

Index

127,686

635.00 August

2025

859

S&P

500

Mini

Index

319,215

637.00 August

2025

2,625

S&P

500

Mini

Index

63,843

629.00 August

2025

Hull

Tactical

US

ETF

Schedule

of

Investments

(continued)

July

31,

2025

(Unaudited)

ETF

-

Exchange-Traded

Fund

SPDR

-

Standard

&

Poor's

Depositary

Receipt

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

PUT

OPTIONS

PURCHASED

—

0.07%

-

continued

S&P

500

Mini

Index

$

766,116

$

627.00 August

2025

$

2,562

S&P

500

Mini

Index

1,149,174

631.00 August

2025

5,652

S&P

500

Mini

Index

1,276,860

623.00 August

2025

2,840

S&P

500

Mini

Index

1,021,488

621.00 August

2025

1,872

S&P

500

Mini

Index

1,404,546

625.00 August

2025

3,839

S&P

500

Mini

Index

957,645

635.00 August

2025

6,968

Total

Put

Options

Purchased

&nbsp;&nbsp;&nbsp;&nbsp;(Cost

$66,092)

85,92

Total

Options

Purchased

&nbsp;&nbsp;&nbsp;&nbsp;(Cost

$117,040)

98,77

Total

Investments

—

62.02%

&nbsp;&nbsp;&nbsp;&nbsp;(Cost

$69,784,089)

77,726,512

Other

Assets

in

Excess

of

Liabilities

—

37.98%

47,592,000

Net

Assets

—

100.00%

$

125,318,512

(a) Represents

an

investment

greater

than

25%

of

the

Fund's

net

assets. Performance

of

the

Fund

may

be

adversely

impacted

by

concentrated

investments

in

securities.

As

of

July

31,

2025,

the

percentage

of

net

assets

invested

in

SPDR

S&P

500

ETF

Trust

was

34.13%

of

the

Fund.

The

financial

statements

and

portfolio

holdings

for

these

securities

can

be

found

at

www.sec.gov.

(b) Securities,

or

a

portion

thereof,

have

been

pledged

as

collateral

on

open

future

contracts

and/or

written

option

contracts.

The

total

collateral

pledged

is

$43,035,587

.

(c) The

rate

shown

represents

effective

yield

at

time

of

purchase.

(d) Non-income

producing

security.

Hull

Tactical

US

ETF

Schedule

of

Open

Written

Option

Contracts

July

31,

2025

(Unaudited)

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

Written

Call

Options

(0.01)%

S&P

500

Mini

Index

(12) $

(833,316)

$

634.00 July

2025

$

(180) S&P

500

Mini

Index

(1) (74,743)

637.00 July

2025

(1) S&P

500

Mini

Index

(7) (511,301)

638.00 July

2025

(7) S&P

500

Mini

Index

(5) (367,715)

639.00 July

2025

(5) S&P

500

Mini

Index

(39) (2,493,777)

641.00 July

2025

(39) S&P

500

Mini

Index

(27) (1,748,061)

643.00 July

2025

(27) S&P

500

Mini

Index

(3) (222,729)

644.00 July

2025

(3) S&P

500

Mini

Index

(8) (581,144)

645.00 July

2025

(16) S&P

500

Mini

Index

(15) (1,017,645)

646.00 July

2025

(30) S&P

500

Mini

Index

(1) (74,843)

647.00 July

2025

(1) S&P

500

Mini

Index

(4) (295,772)

648.00 July

2025

(4) S&P

500

Mini

Index

(7) (510,601)

636.00 August

2025

(1,078)

S&P

500

Mini

Index

(10) (711,430)

637.00 August

2025

(1,155)

S&P

500

Mini

Index

(11) (774,873)

638.00 August

2025

(919) S&P

500

Mini

Index

(20) (1,328,860)

641.00 August

2025

(580) S&P

500

Mini

Index

(13) (894,959)

643.00 August

2025

(169) S&P

500

Mini

Index

(14) (955,402)

644.00 August

2025

(119) S&P

500

Mini

Index

(12) (835,716)

645.00 August

2025

(66) S&P

500

Mini

Index

(12) (836,916)

646.00 August

2025

(54) S&P

500

Mini

Index

(14) (956,802)

647.00 August

2025

(56) S&P

500

Mini

Index

(27) (1,750,761)

649.00 August

2025

(54) S&P

500

Mini

Index

(14) (958,202)

650.00 August

2025

(14) S&P

500

Mini

Index

(8) (580,344)

638.00 August

2025

(1,196)

S&P

500

Mini

Index

(12) (834,516)

640.00 August

2025

(1,050)

S&P

500

Mini

Index

(20) (1,330,860)

642.00 August

2025

(960) S&P

500

Mini

Index

(3) (223,029)

644.00 August

2025

(75) S&P

500

Mini

Index

(17) (1,146,531)

646.00 August

2025

(196) S&P

500

Mini

Index

(13) (897,559)

648.00 August

2025

(91) S&P

500

Mini

Index

(4) (296,172)

649.00 August

2025

(40) S&P

500

Mini

Index

(9) (648,387)

642.00 August

2025

(702) S&P

500

Mini

Index

(10) (712,430)

645.00 August

2025

(305) S&P

500

Mini

Index

(9) (650,187)

647.00 August

2025

(144) S&P

500

Mini

Index

(2) (149,286)

651.00 August

2025

(24) S&P

500

Mini

Index

(12) (839,316)

653.00 August

2025

(72) S&P

500

Mini

Index

(14) (954,002)

641.00 August

2025

(1,806)

S&P

500

Mini

Index

(22) (1,448,546)

642.00 August

2025

(2,266)

S&P

500

Mini

Index

(7) (512,001)

645.00 August

2025

(333) S&P

500

Mini

Index

(5) (368,215)

646.00 August

2025

(170) S&P

500

Mini

Index

(15) (1,019,145)

647.00 August

2025

(375) S&P

500

Mini

Index

(8) (581,944)

649.00 August

2025

(88) S&P

500

Mini

Index

(12) (838,116)

651.00 August

2025

(120) S&P

500

Mini

Index

(9) (651,087)

641.00 August

2025

(1,422)

S&P

500

Mini

Index

(9) (651,087)

645.00 August

2025

(566) S&P

500

Mini

Index

(13) (896,259)

647.00 August

2025

(481) Hull

Tactical

US

ETF

Schedule

of

Open

Written

Option

Contracts

(continued)

July

31,

2025

(Unaudited)

Description

(Continued)

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

Written

Call

Options

(0.01)%

(Continued)

S&P

500

Mini

Index

(26) $

(1,688,518)

$

651.00 August

2025

$

(221) S&P

500

Mini

Index

(12) (840,516)

653.00 August

2025

(156) S&P

500

Mini

Index

(10) (715,430)

645.00 August

2025

(850) Total

Written

Call

Options

(Premiums

Received

$79,620)

$

(18,28

6)

Written

Put

Options

(0.19)%

S&P

500

Mini

Index

(18) (1,210,374)

622.00 July

2025

(18) S&P

500

Mini

Index

(32) (2,058,976)

624.00 July

2025

(64) S&P

500

Mini

Index

(1) (74,943)

625.00 July

2025

(1) S&P

500

Mini

Index

(15) (1,020,645)

626.00 July

2025

(15) S&P

500

Mini

Index

(20) (1,334,860)

628.00 July

2025

(40) S&P

500

Mini

Index

(19) (1,273,817)

630.00 July

2025

(19) S&P

500

Mini

Index

(25) (1,633,575)

632.00 July

2025

(50) S&P

500

Mini

Index

(23) (1,509,789)

634.00 July

2025

(276) S&P

500

Mini

Index

(11) (780,373)

636.00 July

2025

(3,691)

S&P

500

Mini

Index

(8) (582,744)

638.00 July

2025

(4,120)

S&P

500

Mini

Index

(14) (962,402)

642.00 July

2025

(11,

193)

S&P

500

Mini

Index

(3) (223,629)

627.00 August

2025

(141) S&P

500

Mini

Index

(36) (2,309,148)

629.00 August

2025

(2,718)

S&P

500

Mini

Index

(22) (1,450,746)

631.00 August

2025

(2,728)

S&P

500

Mini

Index

(31) (1,997,733)

633.00 August

2025

(5,627)

S&P

500

Mini

Index

(5) (369,215)

635.00 August

2025

(1,358)

S&P

500

Mini

Index

(22) (1,457,346)

636.00 August

2025

(7,139)

S&P

500

Mini

Index

(1) (75,243)

637.00 August

2025

(386) S&P

500

Mini

Index

(12) (842,916)

640.00 August

2025

(6,696)

S&P

500

Mini

Index

(12) (844,116)

642.00 August

2025

(8,898)

S&P

500

Mini

Index

(11) (778,173)

621.00 August

2025

(435) S&P

500

Mini

Index

(23) (1,507,489)

623.00 August

2025

(1,242)

S&P

500

Mini

Index

(19) (1,271,917)

625.00 August

2025

(1,425)

S&P

500

Mini

Index

(16) (2,681,406)

627.00 August

2025

(1,648)

S&P

500

Mini

Index

(13) (1,810,004)

629.00 August

2025

(1,840)

S&P

500

Mini

Index

(35) (440,658)

631.00 August

2025

(6,790)

S&P

500

Mini

Index

(19) (839,316)

632.00 August

2025

(4,266)

S&P

500

Mini

Index

(42) (714,430)

633.00 August

2025

(10,878)

S&P

500

Mini

Index

(28) (223,329)

635.00 August

2025

(9,632)

S&P

500

Mini

Index

(6) (898,859)

639.00 August

2025

(3,456)

S&P

500

Mini

Index

(12) (512,701)

620.00 August

2025

(726) S&P

500

Mini

Index

(10) (1,393,203)

622.00 August

2025

(775) S&P

500

Mini

Index

(3) (368,715)

623.00 August

2025

(261) S&P

500

Mini

Index

(13) (716,430)

624.00 August

2025

(1,307)

S&P

500

Mini

Index

(7) (75,043)

625.00 August

2025

(791) S&P

500

Mini

Index

(21) (651,987)

626.00 August

2025

(2,730)

S&P

500

Mini

Index

(5) (1,452,946)

628.00 August

2025

(838) S&P

500

Mini

Index

(10) (1,512,089)

630.00 August

2025

(2,145)

S&P

500

Mini

Index

(1) (901,459)

631.00 August

2025

(245) Hull

Tactical

US

ETF

Schedule

of

Open

Written

Option

Contracts

(continued)

July

31,

2025

(Unaudited)

Description

(Continued)

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

Written

Put

Options

(0.19)%

(Continued)

S&P

500

Mini

Index

(9) $

(1,212,174)

$

632.00 August

2025

$

(2,498)

S&P

500

Mini

Index

(22) (954,002)

633.00 August

2025

(6,831)

S&P

500

Mini

Index

(23) (775,973)

634.00 August

2025

(8,131)

S&P

500

Mini

Index

(13) (1,332,860)

636.00 August

2025

(5,701)

S&P

500

Mini

Index

(18) (1,691,118)

638.00 August

2025

(9,909)

S&P

500

Mini

Index

(14) (2,497,677)

618.00 August

2025

(924) S&P

500

Mini

Index

(11) (1,148,231)

620.00 August

2025

(908) S&P

500

Mini

Index

(20) (1,693,718)

622.00 August

2025

(2,030)

S&P

500

Mini

Index

(26) (651,087)

624.00 August

2025

(3,315)

S&P

500

Mini

Index

(39) (961,002)

626.00 August

2025

(6,318)

S&P

500

Mini

Index

(17) (75,143)

628.00 August

2025

(3,434)

S&P

500

Mini

Index

(26) (1,807,204)

630.00 August

2025

(6,500)

S&P

500

Mini

Index

(9) (717,430)

631.00 August

2025

(2,511)

S&P

500

Mini

Index

(14) (781,473)

632.00 August

2025

(4,375)

S&P

500

Mini

Index

(1) (1,633,575)

633.00 August

2025

(346) S&P

500

Mini

Index

(28) (1,509,789)

634.00 August

2025

(10,850)

S&P

500

Mini

Index

(10) (780,373)

636.00 August

2025

(4,730)

S&P

500

Mini

Index

(11) (582,744)

638.00 August

2025

(6,380)

S&P

500

Mini

Index

(11) (777,073)

620.00 August

2025

(1,150)

S&P

500

Mini

Index

(25) (1,631,075)

622.00 August

2025

(3,175)

S&P

500

Mini

Index

(24) (1,570,632)

624.00 August

2025

(3,780)

S&P

500

Mini

Index

(10) (715,430)

626.00 August

2025

(1,930)

S&P

500

Mini

Index

(20) (1,336,860)

628.00 August

2025

(4,720)

S&P

500

Mini

Index

(11) (779,273)

630.00 August

2025

(3,157)

S&P

500

Mini

Index

(16) (1,083,888)

632.00 August

2025

(5,544)

S&P

500

Mini

Index

(22) (1,455,146)

634.00 August

2025

(9,240)

S&P

500

Mini

Index

(6) (440,058)

636.00 August

2025

(3,057)

S&P

500

Mini

Index

(10) (718,430)

638.00 August

2025

(6,250)

S&P

500

Mini

Index

(4) (296,572)

633.00 August

2025

(1,636)

Total

Written

Put

Options

(Premiums

Received

$196,261)

$

(235,938)

Total

Written

Options

(Premiums

Received

$275,881)

$

(254,224)

Hull

Tactical

US

ETF

Schedule

of

Futures

Contracts

July

31,

2025

(Unaudited)

Contracts

Expiration

Date

Notional

Value

(a) Value

Value

and

Unrealized

Appreciation

(Depreciation)

LONG

CONTRACTS

Cboe

Volatility

Index

Future

October

2025

$

2,378,303

$

2,357,768

$

(20,536)

Cboe

Volatility

Index

Future

November

2025

1,737,357

1,741,541

4,184

Cboe

Volatility

Index

Future

December

2025

167,760

170,800

3,040

CME

E-Mini

S&P

500

Index

Future

September

2025

62,507,729

62,467,650

(40,078)

(53,390)

SHORT

CONTRACTS

Cboe

Volatility

Index

Future

(56) August

2025

$

(1,093,273)

$

(1,005,570)

$

87,704

Cboe

Volatility

Index

Future

(56) September

2025

(1,123,120)

(1,112,765)

10,355

Micro

E-Mini

S&P

500

Index

Future

(315) September

2025

(10,059,000)

(10,039,444)

19,556

117,615

Total

Futures

$

64,225

(a) In

accordance

with

§210.12-13A,

the

notional

amount

should

be

the

current

notional

amount

at

the

close

of

the

period.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capitol Series Trust

- **b. Investment Company Act file number:** 811-22895

- **c. CIK number of Registrant:** 0001587551

- **d. LEI of Registrant:** 549300MZI5K7U8BD2Q02

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

  - **Street Address 1:** 225 Pictoria Drive

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 513-587-3400

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

- **a. Name of Series:** HULL TACTICAL US ETF

- **b. EDGAR series identifier (if any):** S000080433

- **c. LEI of Series:** 5493000AFBMV6WNE3U29

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $125824765.42

**Total Liabilities:** $506253.00

**Net Assets:** $125318512.42

**Cash Not Reported:** $20618174.91

**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 C000242831 | 4.90%                | 4.78%                | 2.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3971.04                | $2323703.69                                |
| Month 2  | $4155.52                 | $1927292.74                                |
| Month 3  | $-5858.21                | $975650.65                                 |

**Designated Index Information**

- **Index Name:** S&P 500 (TR)

- **Index Identifier:** 500TR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C645                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -7 | NS      | $-332.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C647                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -13 | NS      | $-481.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P641                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         6 | NS      | $3900.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P629                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        10 | NS      | $1890.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P622                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-775.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C638                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -11 | NS      | $-918.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P629                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         1 | NS      | $260.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE FUTURES EXCHANGE            | CBOE Volatility Index Future 11/19/2025                     | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | Long             | DE               | CORP              | US        |        82 | NS      | $4184.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spdr S&P 500 Etf Trust           | SPDR S&P 500 ETF Trust USD Class                            | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |     67663 | NS      | $42768429.04  | 34.13%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P638                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-6250.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P638                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -18 | NS      | $-9909.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P627                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         6 | NS      | $876.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P634                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -28 | NS      | $-10850.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P629                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         1 | NS      | $1.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P629                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        30 | NS      | $6765.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C648                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         3 | NS      | $6.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C640                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-1050.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C642                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         8 | NS      | $8.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P619                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         9 | NS      | $481.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P632                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -16 | NS      | $-5544.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE FUTURES EXCHANGE            | CBOE Volatility Index Future 10/22/2025                     | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | Long             | DE               | CORP              | US        |       113 | NS      | $-20535.73    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C642                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -22 | NS      | $-2266.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P624                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -26 | NS      | $-3315.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P628                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        10 | NS      | $1195.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C646                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -17 | NS      | $-195.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P625                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -7 | NS      | $-791.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P638                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -11 | NS      | $-6380.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C647                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -14 | NS      | $-56.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P631                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        11 | NS      | $11.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P625                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        22 | NS      | $3839.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P636                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -22 | NS      | $-7139.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C649                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -27 | NS      | $-54.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P628                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -20 | NS      | $-40.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P623                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-261.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C644                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        20 | NS      | $1610.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P630                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         4 | NS      | $658.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P634                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -22 | NS      | $-9240.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C651                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -26 | NS      | $-221.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P627                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-141.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C645                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-305.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C644                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-75.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P633                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -22 | NS      | $-6831.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P630                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -26 | NS      | $-6500.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/08/25 C645                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-850.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P635                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        15 | NS      | $6967.50      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P642                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-8898.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C648                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -13 | NS      | $-91.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE      | CME E-Mini Standard & Poor's 500 Index Future 09/19/2025    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DE               | CORP              | US        |       196 | NS      | $-40078.50    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P627                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         5 | NS      | $5.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C643                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -13 | NS      | $-169.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C644                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        32 | NS      | $1392.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P629                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -13 | NS      | $-1839.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P637                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-386.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P622                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -25 | NS      | $-3175.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C649                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -4 | NS      | $-40.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C651                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-24.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P640                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-6696.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C641                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -20 | NS      | $-580.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/08/25 C646                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        12 | NS      | $792.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P642                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -14 | NS      | $-11200.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P630                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -19 | NS      | $-19.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C652                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         6 | NS      | $126.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C637                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-1.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C642                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -20 | NS      | $-960.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P634                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        21 | NS      | $6289.50      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P625                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        13 | NS      | $383.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P632                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -9 | NS      | $-2497.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C638                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -7 | NS      | $-7.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P635                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         2 | NS      | $786.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C654                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        16 | NS      | $192.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C650                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         9 | NS      | $126.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C649                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -8 | NS      | $-88.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C639                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-5.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P620                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -11 | NS      | $-1149.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C646                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        11 | NS      | $533.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P634                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -23 | NS      | $-276.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P639                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -6 | NS      | $-3456.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P634                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         1 | NS      | $222.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EA Series Trust                  | Alpha Architect 1-3 Month Box ETF                           | CUSIP: 02072L565<br>LEI: 549300OFTR67XBWX5T25 | Long             | EC               | RF                | US        |     35787 | NS      | $4045362.48   | 3.23%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P626                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-1930.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P626                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        14 | NS      | $1239.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P631                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        18 | NS      | $5652.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C641                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         5 | NS      | $335.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C641                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        19 | NS      | $1919.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C635                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        10 | NS      | $20.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P639                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         8 | NS      | $3816.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P624                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -24 | NS      | $-3780.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE      | Micro E-mini S&P 500 futures 09/19/2025                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |      -315 | NS      | $19555.95     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P633                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         2 | NS      | $2.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C640                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        13 | NS      | $539.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P618                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -14 | NS      | $-924.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P641                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         9 | NS      | $6300.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C651                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         7 | NS      | $42.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P621                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -11 | NS      | $-434.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P625                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-1.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C636                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -7 | NS      | $-1078.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C646                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-54.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Bills     | United States Treasury Bill 0%, Due 09/11/2025              | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9951168.70   | 7.94%             | 2025-09-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C648                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        19 | NS      | $313.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P630                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        20 | NS      | $1930.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P626                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -15 | NS      | $-15.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C637                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-1155.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P631                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -9 | NS      | $-2511.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C642                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -9 | NS      | $-702.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C653                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-156.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P632                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -19 | NS      | $-4265.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C641                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -39 | NS      | $-39.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P627                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        12 | NS      | $2562.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P623                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        20 | NS      | $2840.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P632                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         6 | NS      | $906.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C643                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        17 | NS      | $986.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C652                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        20 | NS      | $120.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C643                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         5 | NS      | $395.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C645                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        27 | NS      | $445.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C646                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-170.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P620                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -11 | NS      | $-907.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C651                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-120.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C643                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        25 | NS      | $862.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P637                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         1 | NS      | $447.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C648                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         2 | NS      | $20.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P631                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-244.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P628                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -20 | NS      | $-4720.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P623                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         7 | NS      | $798.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P635                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-1357.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C648                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         9 | NS      | $234.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P635                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -28 | NS      | $-9632.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C656                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        14 | NS      | $14.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P635                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         2 | NS      | $859.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOE FUTURES EXCHANGE            | CBOE Volatility Index Future 08/20/2025                     | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | Short            | DE               | CORP              | US        |       -56 | NS      | $87703.73     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/08/25 P633                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -4 | NS      | $-1636.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P629                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -36 | NS      | $-2718.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P633                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -42 | NS      | $-10878.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P623                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -23 | NS      | $-1242.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P636                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -6 | NS      | $-3057.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P627                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -16 | NS      | $-1648.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P619                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        13 | NS      | $1189.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P634                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -23 | NS      | $-8130.50     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P633                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -31 | NS      | $-5626.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C638                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -8 | NS      | $-1196.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P637                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        18 | NS      | $11277.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C653                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-72.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C647                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         3 | NS      | $22.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C639                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         4 | NS      | $642.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P636                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-4730.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C641                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -14 | NS      | $-1806.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P627                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        18 | NS      | $3267.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P631                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -22 | NS      | $-2728.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                              | BBH SWEEP VEHICLE                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  27274787 | PA      | $27274787.26  | 21.76%            |  |  |  | No            | N/A                | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P622                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -18 | NS      | $-18.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C650                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -14 | NS      | $-14.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Bills     | United States Treasury Bill 0%, Due 11/18/2025              | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6910268.05   | 5.51%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P621                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        16 | NS      | $1872.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C641                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -9 | NS      | $-1422.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P624                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -32 | NS      | $-64.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P628                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-837.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P631                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -35 | NS      | $-6790.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P619                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        12 | NS      | $354.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 P628                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         5 | NS      | $302.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C642                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         3 | NS      | $58.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C655                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         1 | NS      | $2.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C647                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -9 | NS      | $-144.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P623                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        13 | NS      | $13.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P635                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        25 | NS      | $2637.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C640                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        11 | NS      | $11.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P621                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         2 | NS      | $135.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P625                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -19 | NS      | $-1425.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C644                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         1 | NS      | $61.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C646                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |        13 | NS      | $292.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P637                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         5 | NS      | $2625.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P638                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -8 | NS      | $-4120.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P636                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -13 | NS      | $-5700.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P622                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -20 | NS      | $-2030.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C644                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-3.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P632                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -14 | NS      | $-4375.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C645                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-66.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 C645                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -9 | NS      | $-567.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P630                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-2145.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P633                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-346.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P636                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -11 | NS      | $-3690.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P626                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -21 | NS      | $-2730.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE FUTURES EXCHANGE            | CBOE Volatility Index Future 09/17/2025                     | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | Short            | DE               | CORP              | US        |       -56 | NS      | $10355.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C648                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -4 | NS      | $-4.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C646                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -15 | NS      | $-30.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Bills     | United States Treasury Bill 0%, Due 08/21/2025              | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3990500.00   | 3.18%             | 2025-08-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills     | United States Treasury Bill- When Issued 0%, Due 09/02/2025 | CUSIP: 912797QM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9962008.90   | 7.95%             | 2025-09-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C650                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         5 | NS      | $5.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 P622                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         8 | NS      | $372.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C645                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -8 | NS      | $-16.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 P632                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -25 | NS      | $-50.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 C649                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         5 | NS      | $35.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 C647                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -15 | NS      | $-375.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/07/25 P630                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -11 | NS      | $-3157.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/04/25 C639                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         6 | NS      | $687.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P620                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-726.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P628                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -17 | NS      | $-3434.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/05/25 P624                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -13 | NS      | $-1306.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/06/25 P626                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -39 | NS      | $-6318.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C634                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-180.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOE FUTURES EXCHANGE            | CBOE Volatility Index Future 12/17/2025                     | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | Long             | DE               | CORP              | US        |         8 | NS      | $3040.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 08/01/25 C644                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -14 | NS      | $-119.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C647                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-1.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION | S&P 500 Mini Index XSP US 07/31/25 C643                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -27 | NS      | $-27.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** Capitol Series Trust

**Signature:** Gregory Knoth

**Name of Signer:** Gregory Knoth

**Title:** SVP, Mutual Fund Controller